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

• 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.
• Inder, Brett & Snyder, Ralph, , "Trend Stability and Structural Change: An Extension to the M1 Forecasting Competition," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267931, DOI: 10.22004/ag.econ.267931.
• Shami, Roland G. & Snyder, Ralph D., , "Exponential Smoothing of Seasonal Data: A Comparison," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267932, DOI: 10.22004/ag.econ.267932.
• Shami, Roland G. & Snyder, Ralph D., , "Exponential Smoothing Methods of Forecasting and General ARMA Time Series Representations," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267939, DOI: 10.22004/ag.econ.267939.
• 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.
• Aissa Djedaiet & Hicham Ayad, , "The double whammy of COVID-19 and oil price collapse: Spillover effects on inflation and exchange rates," Review of Socio - Economic Perspectives, Reviewsep, number 202206, DOI: https://doi.org/10.19275/RSEP126.
• Ibrahim Aytekin, , "Effects of R&D, innovation and investments on development in T rkiye: An empirical investigation for the 1990-2019 period," Review of Socio - Economic Perspectives, Reviewsep, number 202218, DOI: https://doi.org/10.19275/RSEP139.
• Merouane Bensenouci & Abdelkader Sahed, , "Comparative study of the impact of oil price shock on inflation with its impact on inflation determinants in Algeria," Review of Socio - Economic Perspectives, Reviewsep, number 202315, DOI: https://doi.org/10.19275/RSEP158.
• Aicha Aouar & Asma Tahraoui, , "The effect of foreign direct investment (FDI) on economic growth: The case of AMU," Review of Socio - Economic Perspectives, Reviewsep, number 202326, DOI: https://doi.org/10.19275/RSEP169.
• Damien Challet & Sorin Solomon & Gur Yaari, 2008, "The universal shape of economic recession and recovery after a shock," Papers, arXiv.org, number 0802.2004, Feb, revised Aug 2009.
• Ivan O. Kitov & Oleg I. Kitov & Svetlana A. Dolinskaya, 2008, "Inflation as a function of labor force change rate: cointegration test for the USA," Papers, arXiv.org, number 0811.0892, Nov.
• Ivan O. Kitov & Oleg I. Kitov & Svetlana A. Dolinskaya, 2008, "Relationship between inflation, unemployment and labor force change rate in France: cointegration test," Papers, arXiv.org, number 0811.0896, Nov.
• Mohamed El Hedi Arouri, 2009, "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Papers, arXiv.org, number 0905.3875, May.
• Krenar Avdulaj & Jozef Barunik, 2013, "Can we still benefit from international diversification? The case of the Czech and German stock markets," Papers, arXiv.org, number 1308.6120, Aug, revised Sep 2013.
• Ivan Kitov & Oleg Kitov, 2013, "Does Banque de France control inflation and unemployment?," Papers, arXiv.org, number 1311.1097, Nov.
• Thomas Lux & D. Sornette, 1999, "On Rational Bubbles and Fat Tails," Papers, arXiv.org, number cond-mat/9910141, Oct.
• Timothy Cogley, , "How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth," Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University, number 2133301.
• María Ripoll & Martha Misas & Enrique López, 1995, "Una Descripción del Ciclo Industrial en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 033, May, DOI: 10.32468/be.33.
• Martha Misas & Carlos Esteban Posada & Diego Mauricio Vásquez, 2001, "¿Está Determinado el Nivel de Precios por las Expectativas de Dinero y Producto en Colombia?," Borradores de Economia, Banco de la Republica de Colombia, number 191, Oct, DOI: 10.32468/be.191.
• Carlos Arango Arango & Angela Milena Rojas, 2003, "Demanda Laboral en el Sector Manufacturero COlombiano: 1977-1999," Borradores de Economia, Banco de la Republica de Colombia, number 247, Jun, DOI: 10.32468/be.247.
• Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2005, "La tasa de cambio Real en Colombia. ¿Muy Lejos del Equilibrio?," Borradores de Economia, Banco de la Republica de Colombia, number 337, Jun, DOI: 10.32468/be.337.
• Enrique López Enciso & Martha Misas Arango, 2006, "Las fuentes del desempleo en Colombia: un examen a partir de un modelo SVEC," Borradores de Economia, Banco de la Republica de Colombia, number 411, Oct, DOI: 10.32468/be.411.
• Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Alvarez, 2006, "La Tasa de Interés Natural en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 412, Oct, DOI: 10.32468/be.412.
• Ligia Melo B. & Héctor Zárate S. & Juana Tellez C., 2006, "El Ahorro De Los Hogares En Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 428, Dec, DOI: 10.32468/be.428.
• Jose Luis Torres, 2007, "La estimación de la brecha del producto en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 462, Oct, DOI: 10.32468/be.462.
• Juan José Echavarría & Enrique López Enciso & Martha Misas Arango, 2007, "La Tasa de Cambio Real de Equilibrio en Colombia y su Desalineamiento: Estimación a través de un modelo SVEC," Borradores de Economia, Banco de la Republica de Colombia, number 472, Dec, DOI: 10.32468/be.472.
• Jacobo Campo Robledo, 2007, "Efecto de los cambios en el gasto y en los ingresos del gobierno sobre el PIB: Una caracterización empírica para Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 475, Dec.
• Oscar Becerra & Luis Fernando Melo, 2008, "Medidas de riesgo financiero usando cópulas: teoría y aplicaciones," Borradores de Economia, Banco de la Republica de Colombia, number 489, Feb, DOI: 10.32468/be.489.
• Dairo Estrada & Javier Gutiérrez Rueda, 2008, "Supervisión y regulación del sistema financiero: Modelos, implicaciones y alcances," Borradores de Economia, Banco de la Republica de Colombia, number 490, Feb, DOI: 10.32468/be.490.
• Jorge Andrés Tamayo, 2008, "La tasa natural de desempleo en Colombia y sus determinantes," Borradores de Economia, Banco de la Republica de Colombia, number 491, Feb, DOI: 10.32468/be.491.
• Juan Carlos Parra Alvarez, 2008, "Hechos estilizados de la economía colombiana: fundamentos empíricos para la construcción y evaluación de un modelo DSGE," Borradores de Economia, Banco de la Republica de Colombia, number 509, Apr, DOI: 10.32468/be.509.
• Oscar Becerra & Luis Fernando Melo, 2008, "Transmisión de tasas de interés bajo el esquema de metas de inflación: evidencia para Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 519, Jun, DOI: 10.32468/be.519.
• Alejandro Reveiz & Carlos León, 2008, "Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space," Borradores de Economia, Banco de la Republica de Colombia, number 520, Jun, DOI: 10.32468/be.520.
• Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez, 2008, "Trends, Fluctuations, and Determinants of Commodity Prices," Borradores de Economia, Banco de la Republica de Colombia, number 521, Jul, DOI: 10.32468/be.521.
• Daniel Mejía & María Teresa Ramírez & Jorge Tamayo, 2008, "The Demographic Transition in Colombia: Theory and Evidence," Borradores de Economia, Banco de la Republica de Colombia, number 538, Nov, DOI: 10.32468/be.538.
• Andrés Salamanca & Viviana Monroy, 2008, "Deuda externa pública e inversión en Colombia 1994-2007: Evidencia de un Modelo No-Lineal TAR," Borradores de Economia, Banco de la Republica de Colombia, number 543, Dec, DOI: 10.32468/be.543.
• Ignacio Lozano & Karen Rodríguez, 2009, "Assessing the Macroeconomic Effects of Fiscal Policy in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 552, Mar, DOI: 10.32468/be.552.
• Juan José Echavarría S. & Enrique López E. & Martha Misas A., 2009, "Intervenciones cambiarias y política monetaria en Colombia. Un análisis de VAR estructural," Borradores de Economia, Banco de la Republica de Colombia, number 580, Nov, DOI: 10.32468/be.580.
• Jorge Luis Hurtado Guarín & Luis Fernando Melo Velandia, 2010, "Una metodología multivariada de desagregación temporal," Borradores de Economia, Banco de la Republica de Colombia, number 586, Feb, DOI: 10.32468/be.586.
• Hernando Vargas & Carlos Varela & Yanneth R. Betancourt & Norberto Rodríguez, 2010, "Effects of Reserve Requirements in an Inflation Targeting Regime: The Case of Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 587, Feb, DOI: 10.32468/be.587.
• Luz Adriana Flórez, 2010, "Monetary Policy and Commodity Prices: an endogenous analysis using an SVAR approach," Borradores de Economia, Banco de la Republica de Colombia, number 610, Jun, DOI: 10.32468/be.610.
• Andrés González & Omar Mendoza & Hernán Rincón & Norberto Rodríguez, 2010, "Ciclo económico y efecto inflacionario de la depreciación de la moneda," Borradores de Economia, Banco de la Republica de Colombia, number 611, Jun, DOI: 10.32468/be.611.
• Ana María Iregui B. & Ligia Alba Melo B. & María Teresa Ramírez G., 2010, "Downward Wage Rigidities and Other Firms’ Responses to an Economic Slowdown: Evidence from a Survey of Colombian Firms," Borradores de Economia, Banco de la Republica de Colombia, number 612, Jul, DOI: 10.32468/be.612.
• Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010, "Regulación y Valor en Riesgo," Borradores de Economia, Banco de la Republica de Colombia, number 615, Jul, DOI: 10.32468/be.615.
• Martha López P. & Fernando Tenjo G. & Héctor Zárate Solano, 2010, "The Risk-Taking Channel and Monetary Transmission Mechanism in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 616, Jul, DOI: 10.32468/be.616.
• Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2010, "Estimations of the natural rate of interest in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 626, Nov, DOI: 10.32468/be.626.
• Ana María Iregui B. & Ligia Alba Melo B. & María Teresa Ranírez G., 2010, "Wage differentials across economic sectors in the Colombian formal labour market: evidence from a survey of firms," Borradores de Economia, Banco de la Republica de Colombia, number 629, Nov, DOI: 10.32468/be.629.
• Fredy Alejandro Gamboa Estrada, 2011, "Determinants of the Exchange Rate in Colombia under Inflation Targeting," Borradores de Economia, Banco de la Republica de Colombia, number 635, Jan, DOI: 10.32468/be.635.
• Santiago Caicedo & Miguel Ángel Morales Mosquera & David Pérez-Reyna, 2010, "Un análisis de sobrevaloración en el mercado de la vivienda en Colombia," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 051, Sep, DOI: 10.32468/tef.51.
• Wilmar Cabrera & Javier Gutiérrez Rueda & Juan Carlos Mendoza & Luis Fernando Melo, 2011, "Relación entre el riesgo sistémico del sistema financiero y el sector real," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 062, Sep, DOI: 10.32468/tef.62.
• Wilmar Cabrera & Luis Melo & Juan Carlos Mendoza, 2012, "Valor en Riesgo Condicional para el portafolio de deuda pública de las entidades financieras," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 072, Sep, DOI: 10.32468/tef.72.
• Esteban Gómez & Andrés Murcia Pabón & Nancy Zamudio Gómez, 2013, "Foreign Debt Flows and Domestic Credit: A Principal-Agent Approach," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 075, Mar, DOI: 10.32468/tef.75.
• Paresh Narayan & Russell Smyth, , "Dead Man Walking: An Empirical Reassessment of the Deterrent Effect of Capital Punishment Using the Bounds Testing Approach to Cointegration," American Law & Economics Association Annual Meetings, American Law & Economics Association, number 1028.
• Tom Doan, 2025, "EGTEST: RATS procedure to compute Engle-Granger test for Cointegration," Statistical Software Components, Boston College Department of Economics, number RTS00061, revised .
• Tom Doan, 2025, "RATS programs to replicate Lanne-Lutkepohl JMCB 2008 structural VAR with volatility shifts," Statistical Software Components, Boston College Department of Economics, number RTZ00109, revised .
• Tom Doan, 2025, "RATS programs to replicate Mountford and Uhlig JAE 2009 sign-constrained VAR," Statistical Software Components, Boston College Department of Economics, number RTZ00121, revised .
• Pierre Perron & Gabriel Rodríguez, , "Residuals-based Tests for Cointegration with GLS Detrended Data," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-017, revised 19 Oct 2015.
• Christoph Görtz & Christopher Gunn & Thomas Lubik, , "What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs," Carleton Economic Papers, Carleton University, Department of Economics, number 19-09.
• Maya Papineau & Nicholas Rivers & Kareman Yassin, , "Household benefits from energy efficiency retrofits: Implications for net zero housing policy," Carleton Economic Papers, Carleton University, Department of Economics, number 24-01, revised 10 Oct 2024.
• Elias OIKARINEN & Martin HOESLI & Camilo SERRANO, 2009, "Linkages Between Direct and Securitized Real Estate," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-26, Jun.
• Martin HOESLI & Kustrim REKA, 2010, "Volatility Spillovers, Asymmetry and Extreme Events in Securitized Real Estate Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-40, Sep.
• Eric JONDEAU & Michael ROCKINGER, 2010, "Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-41, Aug.
• Damir FILIPOVIC & Eberhard BERHARD & Paul SCHNEIDER, 2011, "Density Approximations For Multivariate Affine Jump-Diffusion Processes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-20, Apr.
• Simon A. BRODA & Markus HAAS & Jochen KRAUSE & Marc S. PAOLELLA & Sven C. STEUDE, 2011, "Stable Mixture GARCH Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-39, Sep.
• Vladimir Filimonov & Didier Sornette, 2012, "Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-02, Feb.
• Didier Sornette & Alexander I. Saichev, 2012, "A Simple Microstructure Return Model Explaining Microstructure Noise and Epps Effects," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-08, Feb.
• Martin Hoesli & Elias Oikarinen, 2012, "Are REITs Real Estate? Evidence from International Sector Level Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-15, Mar.
• Valentina Corradi & Walter Distaso & Antonio Mele, 2012, "Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-18, Feb.
• Robert F. Engle & Eric Jondeau & Michael Rockinger, 2012, "Systemic Risk in Europe," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-45, Dec.
• Shan (Victor) Jiang, , "Immigration, Information, and Trade Margins," Working Papers, Department of Economics, University of Calgary, number 2007-16, revised 31 Oct 2007.
• Apostolos Serletis, , "150 Years of the Oil Price-Macroeconomy Relationship," Working Papers, Department of Economics, University of Calgary, number 2017-01.
• Ali Jadidzadeh & Apostolos Serletis, , "How Does the U.S. Natural Gas Market React to Demand and Supply Shocks in the Crude Oil Market?," Working Papers, Department of Economics, University of Calgary, number 2017-02.
• Apostolos Serletis & Libo Xu, , "Demand Systems with Heteroscedastic Disturbances," Working Papers, Department of Economics, University of Calgary, number 2018-11, revised 25 Sep 2018.
• Apostolos Serletis & Libo Xu, , "Money Supply Volatility and the Macroeconomy," Working Papers, Department of Economics, University of Calgary, number 2018-16, revised 05 Nov 2018.
• Apostolos Serletis & Libo Xu, , "Conditional Correlation Demand Systems," Working Papers, Department of Economics, University of Calgary, number 2018-17, revised 25 Nov 2018.
• Apostolos Serletis & Libo Xu, , "Markov Switching Oil Price Uncertainty," Working Papers, Department of Economics, University of Calgary, number 2019-02, revised 02 Jan 2019.
• Apostolos Serletis & Libo Xu, , "Consumption, Leisure, and Money," Working Papers, Department of Economics, University of Calgary, number 2019-08, revised 06 Jul 2019.
• Libo Xu, , "Functional Monetary Aggregates, Monetary Policy, and Business Cycles," Working Papers, Department of Economics, University of Calgary, number 2020-04, revised 22 Sep 2020.
• Gabriele Fiorentini & Christophe Planas, 1996, "Non-Admissible Decompositions in Unobserved Components Models," Working Papers, CEMFI, number wp1996_9613.
• Gabriele Fiorentini & Enrique Sentana, 1996, "Conditional Means of Time Series Processes and Time Series Processes for Conditional Means," Working Papers, CEMFI, number wp1996_9617.
• Sona Benecka & Ludmila Fadejeva & Martin Feldkircher, 2018, "Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe," Working Papers, Czech National Bank, Research and Statistics Department, number 2018/2, May.
• BAUWENS, Luc & ROMBOUTS, Jeroen VK, 2007, "Bayesian clustering of many GARCH models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1916, Jan, DOI: 10.1080/07474930701220576.
• BAUWENS, Luc & LUBRANO, Michel, 2007, "Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1918, Jan, DOI: 10.1080/07474930701220634.
• BAUWENS, Luc & ROMBOUTS, Jeroen VK, 2007, "Bayesian inference for the mixed conditional heteroskedasticity model," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1931, Jan, DOI: 10.1111/j.1368-423X.2007.00213.x.
• BEINE, Michel & BOS, Charles S. & LAURENT, Sébastien, 2006, "The impact of Central Bank FX interventions on currency components," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1980, Jan, DOI: 10.2139/ssrn.844704.
• SILVESTRINI, Andrea & VEREDAS, David, 2009, "Temporal aggregation of univariate and multivariate time series models: A survey," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2013, Jan, DOI: 10.1111/j.1467-6419.2007.00538.x.
• BAUWENS, Luc & HAUTSCH, Nikolaus, 2009, "Modelling financial high frequency data using point processes," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2123, Jan.
• SILVESTRINI, Andrea, 2010, "Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2220, Jan, DOI: 10.1007/s00181-009-0303-9.
• BAUWENS, Luc & STORTI, Giuseppe, 2013, "Computationally efficient inference procedures for vast dimensional realized covariance models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2469, Jan, DOI: 10.1007/978-88-470-2871-5_4.

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.
• Welfe, Aleksander & Karp, Piotr, None, "Makroekonometryczny miesięczny model gospodarki Polski WM-1," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, volume 2017, issue 4, DOI: 10.22004/ag.econ.359131.
• 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.