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

1994

• David (David Patrick) Madden, 1994, "Omitted variables, dynamic specification and tests for homogeneity," Working Papers, School of Economics, University College Dublin, number 199412, Aug.
• Thom Rodney, 1994, "The influence of Sterling on Irish interest rates," Working Papers, School of Economics, University College Dublin, number 199424, Nov.
• George Evans & Lucrezia Reichlin, 1994, "Information, forecasts and measurement of the business cycle," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10155, Apr.
• Clarida, Richard & Gali, Jordi, 1994, "Sources of real exchange-rate fluctuations: How important are nominal shocks?," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 41, issue 1, pages 1-56, December.
• Johansen, Soren & Juselius, Katarina, 1994, "Identification of the long-run and the short-run structure an application to the ISLM model," Journal of Econometrics, Elsevier, volume 63, issue 1, pages 7-36, July.
• Richard Clarida & Jordi Gali, 1994, "Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?," NBER Working Papers, National Bureau of Economic Research, Inc, number 4658, Feb.
• Helen V. Tauchen & Ann Dryden Witte, 1994, "The Dynamics of Domestic Violence: Does Arrest Matter?," NBER Working Papers, National Bureau of Economic Research, Inc, number 4939, Nov.
• Calzolari, Giorgio & Fiorentini, Gabriele, 1994, "Conditional heteroskedasticity in nonlinear simultaneous equations," MPRA Paper, University Library of Munich, Germany, number 24428, Sep.
• Lord, Montague, 1994, "A Macroeconomic Model for Romania's Flexible Exchange Rate System," MPRA Paper, University Library of Munich, Germany, number 41162, Nov.
• Allan Gregory & Gregor W. Smith, 1994, "Measuring Business Cycles With Business-cycle Models," Working Paper, Economics Department, Queen's University, number 901, May.
• Allan Gregory & Allen Head & Jacques Raynauld, 1994, "Measuring World Business Cycles," Working Paper, Economics Department, Queen's University, number 902, Jun.
• Gregory, Allan W. & Smith, Gregor W., 1994, "Measuring Business Cycles with Business-Cycle Models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273305, May, DOI: 10.22004/ag.econ.273305.
• Gregory, Allan W. & Head, Allen C. & Raynauld, Jacques, 1994, "Measuring World Business Cycles," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273306, Jun, DOI: 10.22004/ag.econ.273306.
• Luis J. Álvarez & Fernando C. Ballabriga, 1994, "BVAR models in the context of cointegration: A Monte Carlo experiment," Working Papers, Banco de España, number 9405.
• GONZALO, Jesus & PITARAKIS, Jean-Yves, 1994, "Comovements in Large Systems," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1994065, Nov.
• Clarida, Richard & Galí, Jordi, 1994, "Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 951, Jun.
• Soderlind, P. & Vredin, A., 1994, "Applied Conintegration Analysis in the Mirror of Macroeconomic Theory," Papers, Stockholm - International Economic Studies, number 584.
• Jacobson, Tor & Vredin, Anders & Warne, Anders, 1994, "Are Real Wages and Unemployment Related?," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 8, Jan.
• Kadiyala, K. Rao & Karlsson, Sune, 1994, "Numerical Aspects of Bayesian VAR-modeling," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 12, Mar.
• Brännström, Tomas, 1994, "A Comparison between bias Approximations Applied to Bivariate VAR Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 22, Jun.
• Söderlind, Paul & Vredin, Anders, 1994, "Applied Cointegration Analysis in the Mirror of Macroeconomic Theory," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 30, Nov.
• Cassel, Claes-M. & Lundquist, Peter, 1994, "Microbased Time Series Analysis: Estimating the autocorrelation function using survey samples," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 35, Nov.
• Cassel, Claes-M. & Lundquist, Peter, 1994, "Microbased Time Series Analysis: Estimating the autocorrelation function using survey samples II," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 36, Nov.
• Cassel, Claes-M. & Lundquist, Peter, 1994, "Microbased Time Series Analysis: Estimating the autocorrelation function using survey samples III," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 37, Nov.
• Cassel, Claes-M. & Lundquist, Peter, 1994, "Microbased Time Series Analysis: Optimal prediction of eggregated AR(1)- series from survey samples," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 38, Nov.
• Cassel, Claes-M. & Lundquist, Peter, 1994, "Microbased Time Series Analysis: Optimal prediction of aggregated AR(1)- series from survey samples II," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 39, Nov.
• Lundquist, Peter, 1994, "Microbased Time Series Analysis: Estimating the autocorrelation function using survey sampling IV," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 40, Nov.
• Cassel, Claes-M., 1994, "Microbased Time Series Analysis: An efficient estimator of population parameters, using AR(1)-series and auxiliary information," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 41, Nov.
• Cassel, Claes-M., 1994, "Microbased Time Series Analysis: Comparing the technique of pooling time series and cross-sectional data with a microbased superpopulation approach," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 42, Nov.
• William Perraudin & Bent Sørensen, 1994, "Modelling Exchange Rates in Continuous Time: Theory, Estimation and Option Pricing," Discussion Papers, University of Copenhagen. Department of Economics, number 94-16, Dec.
• Daniel B. Nelson, 1994, "Asymptotically Optimal Smoothing with ARCH Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0161, Aug.
• Daniel B. Nelson, 1994, "Asymptotic Filtering Theory for Multivariate ARCH Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0162, Aug.
• Dean P. Foster & Daniel B. Nelson, 1994, "Continuous Record Asymptotics for Rolling Sample Variance Estimators," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0163, Aug.
• James H. Stock & Mark W. Watson, 1994, "Evidence on Structural Instability in Macroeconomic Time Series Relations," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0164, Sep.
• Michael T. K. Horvath & Mark W. Watson, 1994, "Testing for Cointegration When Some of the Contributing Vectors are Known," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0171, Dec.

1993

• Jacobson, T. & Vredin, A. & Warne, A., 1993, "Are Real Wages and Unemployment Related?," Papers, Stockholm - International Economic Studies, number 558.
• Luigi Ermini & Dongkoo Chang, 1993, "The Effect of Error-Correction on Testing the Rational-Expectations Neutrality Hypothesis," Working Papers, University of Hawaii at Manoa, Department of Economics, number 199305.
• : Katarina Juselius, 1993, "VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling," Discussion Papers, University of Copenhagen. Department of Economics, number 93-05, Apr.
• : Katarina Juselius, 1993, "Do Purchasing Power Parity and Uncovered Interest Rate Parity Hold in the Long Run? - An Example of Likelihood in a Multivariate Time-Series Model," Discussion Papers, University of Copenhagen. Department of Economics, number 93-14, Jun.
• James H. Stock & Mark W. Watson, 1993, "A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience," NBER Chapters, National Bureau of Economic Research, Inc, "Business Cycles, Indicators, and Forecasting".
• Kenneth D. West & David W. Wilcox, 1993, "Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0139, Jul.
• Toda, Hiro Y & Phillips, Peter C B, 1993, "Vector Autoregressions and Causality," Econometrica, Econometric Society, volume 61, issue 6, pages 1367-1393, November.
• Kenneth D. West & David W. Wilcox, 1993, "Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 93-29.
• Juselius, Katarina, 1993, "VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling," Empirical Economics, Springer, volume 18, issue 4, pages 595-622.
• Jordi Galí & Richard Clarida, 1993, "Sources of real exchage rate fluctuations: How important are nominal shocks?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 66, Oct, revised Jan 1994.
• Luis Julian Alvarez & Javier Jareño & Miguel Sebastian, 1993, "Salarios públicos, salarios privados e inflación dual," Working Papers, Banco de España, number 9320.
• Evans, George W. & Reichlin, Lucrezia, 1993, "Information, Forecasts and Measurement of the Business Cycle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 756, Jan.
• Nicoletti, Giuseppe & Reichlin, Lucrezia, 1993, "Trends and Cycles in Labour Productivity in the Major OECD Countries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 808, Jul.

1992

• Søren Johansen & Katarina Juselius, 1992, "Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model," Discussion Papers, University of Copenhagen. Department of Economics, number 92-04, May.
• Henrik Hansen & Søren Johansen, 1992, "Recursive Estimation in Cointegrated VAR-Models," Discussion Papers, University of Copenhagen. Department of Economics, number 92-13, Oct.
• Maravall, Agustín & Peña, Daniel, 1992, "Missing observations and additive outliers in time series models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 2888, Sep.
• Wolfgang FRANZ & Gustav HEIDBRINK, 1992, "The Importance of Rationing in International Trade : An Econometric Analysis for Germany," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1992036, Sep.
• Gundlach, Erich, 1992, "Testing growth theories: Time series evidence," Kiel Working Papers, Kiel Institute for the World Economy, number 516.
• James H. Stock & Mark W. Watson, 1992, "A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience," NBER Working Papers, National Bureau of Economic Research, Inc, number 4014, Mar.
• David Card & Craig A. Olson, 1992, "Bargaining Power, Strike Duration, and Wage Outcomes: An Analysis of Strikes in the 1880s," NBER Working Papers, National Bureau of Economic Research, Inc, number 4075, May.
• David Card & Craig A. Olson, 1992, "Bargaining Power, Strike Durations, and Wage Outcomes: An Analysis of Strikes in the 1880s," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 674, Jan.

1991

• Hiro Y. Toda & Peter C.B. Phillips, 1991, "Vector Autoregression and Causality: A Theoretical Overview and Simulation Study," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1001, Oct.
• Peter C.B. Phillips, 1991, "Unidentified Components in Reduced Rank Regression Estimation of ECM's," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1003, Oct.
• Hiro Y. Toda & Peter C.B. Phillips, 1991, "Vector Autoregression and Causality," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 977, May.
• Hiro Y. Toda & Peter C.B. Phillips, 1991, "The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 978, May.

1990

• Søren Johansen & Katarina Juselius, 1990, "Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK," Discussion Papers, University of Copenhagen. Department of Economics, number 90-05, Mar.

1988

• Ignacio Mauleón, 1988, "Métodos de desagregación y desestacionalización de series temporales," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 11, issue 02, pages 81-94.

1986

• Tim Bollerslev, 1986, "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 1986/01, Sep.
• Katarina Juselius & Javier Ordóñez, , "The Balassa-Samuelsson effect and the wage, price and unemployment dynamics in Spain," Working Papers on International Economics and Finance, FEDEA, number 05-13.
• Bollerslev, Tim, 1986, "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, volume 31, issue 3, pages 307-327, April.

1978

• Bianchi, Carlo & Calzolari, Giorgio & Cleur, Eugene M., 1978, "Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy," MPRA Paper, University Library of Munich, Germany, number 22966, revised 1978.

208

• Khobai, Hlalefang, 2018, "Renewable energy consumption and economic growth in Argentina. A multivariate co-integration analysis," MPRA Paper, University Library of Munich, Germany, number 85080, Mar.

0

• 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.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010, "Interest rate Pass-Through in the Major European Economies - The Role of Expectations," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 10/03, Mar.
• Kevin Lee & Anthony Garratt & Kalvinder Shields, 2010, "Measuring the Natural Output Gap Using Actual and Expected Output Data," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 10/07, Jul.
• Kevin Lee & James Morley & Kalvinder Shields, 2011, "The Meta Taylor Rule," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 11/07, Jul.
• Yifei Lyu, 2021, "The Macroeconomic Effects of Government Spending Shocks in New Zealand," Treasury Working Paper Series, New Zealand Treasury, number 21/02, Jun.
• Benjamin Poignard & Manabu Asaiz, 2020, "A Penalised OLS Framework for High-Dimensional Multivariate Stochastic Volatility Models," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 20-02, Jan.
• Efrem Castelnuovo & Giovanni Pellegrino, , "The Inflation Uncertainty Amplifier," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0321.
• Ian Laker & Chun-Kai Huang & Allan Ernest Clark, 2017, "Dependent bootstrapping for value-at-risk and expected shortfall," Risk Management, Palgrave Macmillan, volume 19, issue 4, pages 301-322, November, DOI: 10.1057/s41283-017-0023-y.
• Marcin Faldzinski & Michal Bernard Pietrzak, , "The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations," Working Papers, Institute of Economic Research, number 164/2015, revised Nov 2015.
• Afees A. Salisu & Rangan Gupta & Jacobus Nel & Elie Bouri, 2021, "The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202132, Apr.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202145, Jun.
• Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden, 2021, "Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202157, Aug.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202160, Aug.
• Camilla Mastromarco & Léopold Simar & Valentin Zelenyuk, 2019, "Predicting Recessions: A New Measure of Output Gap as Predictor," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP112019, Oct.
• Rodney Strachan & Herman K. van Dijk, , "Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan," MRG Discussion Paper Series, School of Economics, University of Queensland, Australia, number 1407.
• Sinchan Mitra & Tara M. Sinclair, , "Output Fluctuations in the G-7: An Unobserved Components Approach," MRG Discussion Paper Series, School of Economics, University of Queensland, Australia, number 2509.
• Hideaki Hirata & M. Ayhan Kose & Chris Otrok, , "Regionalization vs. Globalization," Working Paper, Harvard University OpenScholar, number 164456.
• Gaurav Aakar & Vaibhav Agarwal & Varun Chotia, 0, "Assessing the Impact of Public Infrastructure Investment on Economic Performance: the Case of India," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 20, issue 65, pages 137-152, September.
• Manamba Epaphra, 0, "The Twin Deficits Hypothesis: An Empirical Analysis for Tanzania," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 20, issue 65, pages 2-34, September.
• Abu Hasan & Anita Zaman & Zohirul Islam Sikder & Abdul Wadud, 0, "The Dynamics of Electricity Consumption, Energy Use and GDP in Bangladesh," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 20, issue 65, pages 35-49, September.
• John M. Maheu & Thomas H. McCurdy, 2009, "Do High-Frequency Measures of Volatility Improve Forecasts of Return Distributions?," Working Paper series, Rimini Centre for Economic Analysis, number 19_09, Jan.
• Noureddinne Benlaghaa & Fahad Shafiqa & Rashid Hassan Al-Derham & Nur Ain Shahrier, 2026, "When Banks and Insurers Move Together: Why Systemic Risk Lives in the Tails?," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp60, Jan.
• Michele Ca' Zorzi & Micha􏰀l Rubaszek, 2018, "Exchange rate forecasting on a napkin," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_025, Dec.
• Mali Chivakul & Bernhard Kassner, 2018, "Can Consumption Growth in China Keep Up As Investment Slows?," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_026, Dec.
• Johan Blomquist & JoakimWesterlund, , "Testing Slope Homogeneity in Large Panels with Serial Correlation," Working Papers, Deakin University, Department of Economics, number 2014_04.
• Andreas Dietrich & Christian Furtwängler & Christoph Weber, , "Thesenpapier: Managing combined power and heat portfolios in sequential spot power markets under uncertainty," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 2003.
• Alain KABUNDI & Rangan GUPTA, 2009, "The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach," EcoMod2009, EcoMod, number 21500048, Jun.
• Antonio RIBBA, 2008, "On Some Neglected Implications of the Fisher Effect," EcoMod2008, EcoMod, number 23800114, Jul.
• Ferhan SALMAN & Tolga CASKURLU & Mustafa PINAR & Aslihan SALIH, 2008, "Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming," EcoMod2008, EcoMod, number 23800121, Jul.
• Lenno UUSKÜLA, 2008, "Limited Participation or Sticky Prices? New Evidence from Firm Entry and Failures," EcoMod2008, EcoMod, number 23800147, Jul.
• Antonio Afonso & Miguel St. Aubyn, 2007, "Macroeconomic Rates of Return of Public and Private Investment: Crowding-in and Crowding-out Effects," EcoMod2007, EcoMod, number 23900000, Jul.
• Jean-Pierre Allegret & Alain Sand-Zantman, 2007, "Modeling the Impact of Real and Financial Shocks on Mercosur: the Role of the Exchange Rate Regime," EcoMod2007, EcoMod, number 23900001, Jul.
• Fabio Rumler & Maria Teresa Valderrama, 2007, "Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation," EcoMod2007, EcoMod, number 23900080, Jul.
• Aitor Ciarreta & Ainhoa Zarraga, 2007, "Electricity Consumption and Economic Growth: Evidence from Spain," Energy and Environmental Modeling 2007, EcoMod, number 24000009, Sep.
• António AFONSO & Ricardo SOUSA, 2010, "Fiscal Policy, Housing and Stock Prices," EcoMod2010, EcoMod, number 259600005, May.
• Kerim Peren ARIN & Otto F. REICH & Peter H. HELLES, 2010, "Should We Care About the Composition of Tax Based Stimulus Packages?," EcoMod2010, EcoMod, number 259600012, May.
• Burcu ERDOGAN & Guglielmo MARIA CAPORALE & Vladimir KUZIN, 2010, "Testing Stock Market Convergence: A Non-linear Factor Approach," EcoMod2010, EcoMod, number 259600051, May.
• Luca GATTINI & Paul HIEBERT, 2010, "Forecasting and Assessing Euro Area House Prices Through the Lens of Key Fundamentals," EcoMod2010, EcoMod, number 259600061, May.
• Luca ONORANTE & Gianluigi FERRUCCI & Rebeca JIMÉNEZ-RODRÍGUEZ, 2010, "Food Price Pass-Through in the Euro Area: the Role of Asymmetries and Non-Linearities," EcoMod2010, EcoMod, number 259600125, May.
• Luca ONORANTE & Guglielmo MARIA CAPORALE & Paolo PAESANI, 2010, "Inflation and Inflation Uncertainty in the Euro Area," EcoMod2010, EcoMod, number 259600126, May.
• Hugo ROJAS-ROMAGOSA & Luis RIVERA, 2010, "Human Capital Formation and the Linkage between Trade and Poverty: The Cases of Costa Rica and Nicaragua," EcoMod2010, EcoMod, number 259600142, May.
• Olena BILAN & Boriss SILIVERSTOVS, 2010, "Modelling Inflation Dynamics in Transition Economies: The Case of Ukraine," EcoMod2004, EcoMod, number 330600023, Jan.
• Maria Teresa VALDERRAMA & Sylvia KAUFMANN, 2010, "Modeling Credit Aggregates," EcoMod2004, EcoMod, number 330600146, Jan.
• PESARAN M. Hashem & SCHUERMANN Til & WEINER Scott, 2010, "Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model," EcoMod2003, EcoMod, number 330700121, Jan.
• Jaromír Baxa & Tomáš Šestořád, 2019, "The Czech Exchange Rate Floor: Depreciation without Inflation?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/6, May, revised May 2019.
• Barbora Malinska, 2019, "Realized Moments and Bond Pricing," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/11, May, revised May 2019.
• Oscar Bajo-Rubio & Simón Sosvilla-Rivero, , "A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990," Working Papers on International Economics and Finance, FEDEA, number 00-01.
• Francisco J. Climent & Vicente Meneu, , "Has 1997 Asian Crisis Increased Information Flows Between International Markets?," Working Papers on International Economics and Finance, FEDEA, number 01-01.
• Fernando Pérez de Gracia & Juncal Cuñado, , "Intertemporal Current Account and Productivity Shocks: Evidence for Some European Countries," Working Papers on International Economics and Finance, FEDEA, number 01-05.
• Ramon Maria-Dolores, , "Asymmetries in the Cyclical Effects of Monetary Policy on Output: Some European Evidence," Working Papers on International Economics and Finance, FEDEA, number 02-04.
• Mariam Camarero & Renato G. Flores, Jr. & Cecilio R. Tamarit, , "Monetary Union and productivity differences in Mercosur countries," Working Papers on International Economics and Finance, FEDEA, number 03-04.
• Francisco Ledesma-Rodríguez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, , "An empirical examination of exchange-rate credibility determinants in the EMS," Working Papers on International Economics and Finance, FEDEA, number 04-01.
• Albert Marcet & Morte O. Ravn, , "The HP-Filter in Cross-Country Comparisons," Studies on the Spanish Economy, FEDEA, number 100.
• Julieta Caunedo & Riccardo DiCecio & Ivana Komunjer & Michael T. Owyang, 2013, "Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts," Working Papers, Federal Reserve Bank of St. Louis, number 2013-012, revised 29 Dec 2017, DOI: 10.20955/wp.2013.012.
• Bent Jesper Christensen & Morten Ø. Nielsen, , "Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2001-4.
• Boriss Siliverstovs, , "Multicointegration in US consumption data," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2001-6.
• Nielsen, Morten Oe., , "Spectral Analysis of Fractionally Cointegrated Systems," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-12.
• Boris Siliverstovs & Tom Engsted & Niels Haldrup, , "Long-run forecasting in multicointegrated systems," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-15.
• Nielsen, Morten Oe., , "Local Empirical Spectral Measure of Multivariate Processes with Long Range Dependence," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-16.
• Nielsen, Morten Oe., , "Multivariate Lagrange Multiplier Tests for Fractional Integration," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-18.
• Morten Oerregaard Nielsen, , "Efficient Inference in Multivariate Fractionally Integrated Time Series Models," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-6.
• Morten Oerregaard Nielsen, , "Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-7.
• Haldrup, Niels, , "Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2003-9.
• Bent Jesper Christensen & Michel van der Wel, , "An Asset Pricing Approach to Testing General Term Structure Models including Heath-Jarrow-Morton Specifications and Affine Subclasses," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-14.
• Carriquiry, Miguel, 2016, "An Examination Of The Relationship Between Biodiesel And Soybean Oil Prices Using An Asset Pricing Model," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236167, May, DOI: 10.22004/ag.econ.236167.
• Valenti, Daniele & Bastianin, Andrea & Manera, Matteo, 2022, "A weekly structural VAR model of the US crude oil market," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 324040, May, DOI: 10.22004/ag.econ.324040.
• Hernandez, Manuel A. & Ibarra, Raul & Trupkin, Danilo R., 2012, "How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 124979, Jun, DOI: 10.22004/ag.econ.124979.
• Hyndman, Rob J. & Grunwald, Gary K., , "Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267393, DOI: 10.22004/ag.econ.267393.
• Molua, Ernest L. & Benhin, James K.A. & Kabubo-Mariara, Jane & Ouedraogo, Mathieu & El-Marsafawy, Samia, 2010, "Global climate change and vulnerability of African agriculture: implications for resilience and sustained productive capacity," Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, volume 49, issue 3, pages 1-29, DOI: 10.22004/ag.econ.155547.
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