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

1996

• Alison Tarditi, 1996, "Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9608, Nov.
• Dipendra Sinha, 1996, "Saving and Economic Growth in India," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 49, issue 4, pages 637-647.
• Quah, Danny T, 1996, "Aggregate and Regional Disaggregate Fluctuations," Empirical Economics, Springer, volume 21, issue 1, pages 137-159.
• Hilde Christiane Bjørnland, 1996, "The Dynamic Effects of Aggregate Demand, Supply and Oil Price Shocks," Discussion Papers, Statistics Norway, Research Department, number 174, Jun.
• Hilde Christiane Bjørnland, 1996, "Sources of Business Cycles in Energy Producing Economies - The case of Norway and United Kingdom," Discussion Papers, Statistics Norway, Research Department, number 179, Aug.

1995

• Renato Flôres & Pierre-Yves Preumont & Ariane Szafarz, 1995, "Multivariate unit root tests," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 95-001.RS.
• Yiuman Tse & G. Booth, 1995, "The relationship between U.S. and eurodollar interest rates: Evidence from the futures market," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 131, issue 1, pages 28-46, March, DOI: 10.1007/BF02709070.
• Einar Bowitz & Taran Fæhn & Leo A. Grünfeld & Knut Moum, 1995, "Transitory Adjustment Costs and Long Term Welfare Effects of an EU-membership - The Norwegian Case," Discussion Papers, Statistics Norway, Research Department, number 150, Aug.
• Audun Langørgen, 1995, "On the Simultaneous Determination of Current Expenditure, Real Capital, Fee Income, and Public Debt in Norwegian Local Government," Discussion Papers, Statistics Norway, Research Department, number 153, Aug.
• Torstein Bye & Alexandra Katz, 1995, "Returns to Publicly Owned Transport Infrastructure Investment . A Cost Function/Cost Share Approach for Norway, 1971-1991," Discussion Papers, Statistics Norway, Research Department, number 154, Sep.
• Pål Boug & Knut Anton Mork & Trond Tjemsland, 1995, "Financial Deregulation and Consumer Behavior: the Norwegian Experience," Discussion Papers, Statistics Norway, Research Department, number 156, Oct.
• Bjørn E. Naug & Ragnar Nymoen, 1995, "Import Price Formation and Pricing to Market: A Test on Norwegian Data," Discussion Papers, Statistics Norway, Research Department, number 157, Nov.
• Bierens, H.J., 1995, "Nonparametric cointegration analysis," Discussion Paper, Tilburg University, Center for Economic Research, number 1995-123.
• Rodney Thom, 1995, "The influence of Sterling on Irish interest rates," Open Access publications, School of Economics, University College Dublin, number 10197/715.
• Card, David & Olson, Craig A, 1995, "Bargaining Power, Strike Durations, and Wage Outcomes: An Analysis of Strikes in the 1880s," Journal of Labor Economics, University of Chicago Press, volume 13, issue 1, pages 32-61, January, DOI: 10.1086/298367.
• Siddiqui, Sikandar, 1995, "Labour supply disincentive effects of old age public pensions: A case study for West Germany combining panel data and aggregate information," Discussion Papers, University of Konstanz, Center for International Labor Economics (CILE), number 28.
• Quah, Danny, 1995, "Convergence empirics across economies with (some) capital mobility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2256.
• Abadir, Karim, 1995, "Testing for Cointegration," Discussion Papers, University of Exeter, Department of Economics, number 9507.
• Tzavalis, E. & Wickens, M.R., 1995, "Forecasting Inflation from the Term Structure," Discussion Papers, University of Exeter, Department of Economics, number 9519.
• Domenico MIGNACCA, 1995, "Comparing the impulse response functions of different models," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 59, Mar.
• Brock, W.A. & De Lima, P.J.F., 1995, "Nonlinear Time Series, Complexity Theory, and Finance," Working papers, Wisconsin Madison - Social Systems, number 9523.
• Marmol,F., 1995, "Spurious Multicointegration," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 302.95.
• Luis J. Álvarez & Miguel Sebastian, 1995, "La inflación latente en España: una perspectiva macroeconómica," Working Papers, Banco de España, number 9521.
• Khatri, Y. & Solomou, S., 1995, "The Impact of Weather on UK Agricultural Production, 1953-1990," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9532.
• Khatri,Y. & Solomou,S., 1995, "Parametric and semiparametric Modelling of the Nonlinear Relation Between Weather and Agricultural Production,1953-1990," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9536.
• Garratt, A. & Lee, K. & Pesaran, M. H. & Shin, Y., 1998, "A Long-run Structural Macro-econometric Model of the UK," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9812.
• Eric Jacquier & Nicholas G. Polson & Peter E. Rossi, 1995, "Models and Priors for Multivariate Stochastic Volatility," CIRANO Working Papers, CIRANO, number 95s-18, Mar.
• Martha Misas A. & Marla Ripoll N. & Enrique L�pez E., 1995, "Una Descripci�N Del Ciclo Industrial En Colombia," Borradores de Economia, Banco de la Republica, number 3707, May.
• Alejandro L�pez M. & Juana Patricia T�llez, 1995, "Una Historia De Los A�Os Veinte Para Los Noventa," Borradores de Economia, Banco de la Republica, number 3711, Mar.
• DESCHAMPS , Philippe J., 1995, "Full Sample Maximum Likelihood Estimation of Dynamic Demand Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995049, Aug.
• Crafts, Nicholas & Mills, Terence, 1995, "Europe's Golden Age: An Econometric Investigation of Changing Trend Rates of Growth," CEPR Discussion Papers, Centre for Economic Policy Research, number 1087, Jan.
• Vredin, Anders & Söderlind, Paul, 1995, "Applied Cointegration Analysis in the Mirror of Macroeconomic Theory," CEPR Discussion Papers, Centre for Economic Policy Research, number 1120, Jan.
• Quah, Danny, 1995, "Aggregate and Regional Disaggregate Fluctuations," CEPR Discussion Papers, Centre for Economic Policy Research, number 1236, Sep.
• Barja, Gover, 1995, "Time Series Analysis of Macroeconomic Conditions in Open Economies," MPRA Paper, University Library of Munich, Germany, number 62178, Jan.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 1995, "Comovements in large systems," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 5825, Sep.
• Peeters, Marga, 1995, "Inventories, Factor Demand and Capacity Utilization : the Long and Short Run Structure," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1995007, Feb.
• Peeters, Marga & Ghijsen, Paul, 1995, "Capital, Labour, Materials and Additional R&D Investment in Japan. The Issue of (Double-) Counting," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1995009, Jan.
• Peeters, Marga, 1995, "Trigger Values of (Non-) Residential Structures and Equipment Investment," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1995019, May.
• Alain DESERRES & René LALONDE, 1995, "Les sources des fluctuations des taux de change en Europe et leurs implications pour l’union monétaire," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1995011, Mar.
• Ramsey, James B., 1995, "If Nonlinear Models Cannot Forecast, What Use Are They?," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 95-04.
• Merlo, A. & Schotter, A., 1995, "A Surprise-Quiz View of Learning in Economic Experiments," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 95-32.
• Peter C.B. Phillips, 1995, "Impulse Response and Forecast Error Variance Asymptotics in Nonstationary VAR's," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1102, Jun.
• Peter C.B. Phillips, 1995, "Automated Forecasts of Asia-Pacific Economic Activity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1103, Jun.
• Markku Lanne, 1995, "Co-integration and the term structure of Finnish short-term interest rates," Finnish Economic Papers, Finnish Economic Association, volume 8, issue 1, pages 3-16, Spring.
• Tor Jacobson, 1995, "Simulating small-sample properties of the maximum likelihood cointegration method : estimation and testing," Finnish Economic Papers, Finnish Economic Association, volume 8, issue 2, pages 96-107, Autumn.
• Teyssiere, G., 1995, "Modelling Exchange Rates Volatility with Multivariate Long-Memory ARCH Processes," G.R.E.Q.A.M., Universite Aix-Marseille III, number 97b03.
• Lee, T.H. & Gonzalo, J., 1995, "On the Robustness of Cointegration Tests when Series Are Fractionally Integrated," The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside, number 95-11.
• Becker, Torbjörn, 1995, "An Investigation of Ricardian Equivalence in a Common Trends Model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 72, Oct.
• Brännström, Tomas, 1995, "A Second-order Approximation to the Bias of OLS Estimates in Bivariate VAR Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 81, Nov.
• Brännström, Tomas, 1995, "Money Growth and Inflation: Implications of Reducing the Bias of VAR Estimates," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 82, Nov.
• Jumah, Adusei & Kunst, Robert M., 1995, "Forecasting Seasonally Cointegrated Systems: Supply Response in Austrian Agriculture," Economics Series, Institute for Advanced Studies, number 11, Jul.
• Franses, Philip Hans & Kunst, Robert M., 1995, "On the role of seasonal intercepts in seasonal cointegration," Economics Series, Institute for Advanced Studies, number 15, Sep.
• Kunst, Robert M., 1995, "Estimating the Number of Unit Roots. A Multiple Decision Approach," Economics Series, Institute for Advanced Studies, number 16, Oct.
• Rünstler, Gerhard & Jumah, Adusei & Karbuz, Sohbet, 1995, "Arbitrage in Commodity Markets: A Full Systems Cointegration Analysis," Economics Series, Institute for Advanced Studies, number 4, Mar.
• Pierre-Richard Agénor, 1995, "Competitiveness and External Trade Performance of the French Manufacturing Industry," IMF Working Papers, International Monetary Fund, number 1995/137, Dec.

1994

• Richard H. Clarida & Jordi Gali, 1994, "Sources of real exchange rate fluctuations: how important are nominal shocks?," Proceedings, Federal Reserve Bank of Dallas, issue Apr.
• James H. Stock & Mark W. Watson, 1994, "Evidence on structural instability in macroeconomic times series relations," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 94-13.
• 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.
• Evans, George & Reichlin, Lucrezia, 1994, "Information, forecasts, and measurement of the business cycle," Journal of Monetary Economics, Elsevier, volume 33, issue 2, pages 233-254, April.
• Tzavalis, Elias & Wickens, Michael, 1994, "The Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence," Discussion Papers, University of Exeter, Department of Economics, number 9402.
• Audun Langørgen, 1994, "A Macromodel of Local Government Spending Behaviour in Norway," Discussion Papers, Statistics Norway, Research Department, number 117, May.
• Søren Johansen & Anders Rygh Swensen, 1994, "Testing Rational Expectations in Vector Autoregressive Models," Discussion Papers, Statistics Norway, Research Department, number 129, Oct.
• de Jong, F.C.J.M. & Nijman, T.E. & Roell, A.A., 1994, "Price effects of trading and components of the bid-ask spread on the Paris Bource," Discussion Paper, Tilburg University, Center for Economic Research, number 1994-54.
• Thomas J. Jordan & Carlos Lenz, 1994, "Demand and Supply Shocks in the IS-LM Model: Empirical Findings for five Countries," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp9408, Jul.
• 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 & Galí, Jordi, 1994, "Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?," CEPR Discussion Papers, Centre for Economic Policy Research, number 951, Jun.
• 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.
• 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.
• 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.
• 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.

1993

• 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.
• 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.
• 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.
• Luis Julian Alvarez & Javier Jareño & Miguel Sebastian, 1993, "Salarios públicos, salarios privados e inflación dual," Working Papers, Banco de España, number 9320.
• 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.
• Reichlin, Lucrezia & Evans, George W., 1993, "Information, Forecasts and Measurement of the Business Cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 756, Jan.
• Reichlin, Lucrezia & Nicoletti, Giuseppe, 1993, "Trends and Cycles in Labour Productivity in the Major OECD Countries," CEPR Discussion Papers, Centre for Economic Policy Research, number 808, Jul.
• Toda, Hiro Y & Phillips, Peter C B, 1993, "Vector Autoregressions and Causality," Econometrica, Econometric Society, volume 61, issue 6, pages 1367-1393, November.

1992

• 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.
• 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.
• Gundlach, Erich, 1992, "Testing growth theories: Time series evidence," Kiel Working Papers, Kiel Institute for the World Economy, number 516.
• 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.

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, undated, "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

• 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, undated, "An assessment of the Maltese housing market," CBM Policy Papers, Central Bank of Malta, number PP/02/2016.
• Germano Ruisi, undated, "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, undated, "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, undated, "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, undated, "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.
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