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

2009

• Faust, Jon & Wright, Jonathan H., 2009, "Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 468-479.
• Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P., 2009, "Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 480-491.
• Paap, Richard & Segers, Rene & van Dijk, Dick, 2009, "Do Leading Indicators Lead Peaks More Than Troughs?," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 528-543.
• Caroline Jardet & Alain Monfort & Fulvio Pegoraro, 2009, "New Information Response Functions," Working papers, Banque de France, number 235.
• Patrick F ve & Julien Matheron & Jean-Guillaume Sahuc, 2009, "Minimum Distance Estimation and Testing of DSGE Models from Structural VARs," Working papers, Banque de France, number 245.
• Patrick F ve & Julien Matheron & Jean-Guillaume Sahuc, 2009, "D sinflation et ch mage dans la zone euro : une analyse l'aide d'un mod le VAR structurel," Working papers, Banque de France, number 247.
• Pamfili Antipa & Rémy Lecat, 2009, "The housing bubble and financial factors: Insights from a structural model of the French and Spanish residential markets," Working papers, Banque de France, number 267.
• LACROIX, R. & Jérémy Montornès, 2009, "Analyse de la portée des résultats du Bank Lending Survey au regard des données de crédit," Bulletin de la Banque de France, Banque de France, issue 178, pages 21-33.
• Lacroix, R. & Montornès, J., 2009, "Analysis of the scope of the results of the bank lending survey in relation to credit data," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 16, pages 33-51, Winter.
• Kivilcim Metin-Ozcan & Koray Kalafatcilar, 2009, "Factors Influencing Relative Price of Goods and Services Sectors in Turkey : An Econometric Analysis," Working Papers, Department of Economics, Bilkent University, number 0901.
• Andrea Cipollini & Bassam Fattouh & Kostas Mouratidis, 2009, "Fiscal Readjustments In The United States: A Nonlinear Time‐Series Analysis," Economic Inquiry, Western Economic Association International, volume 47, issue 1, pages 34-54, January, DOI: 10.1111/j.1465-7295.2008.00139.x.
• George Kapetanios & Massimiliano Marcellino, 2009, "A parametric estimation method for dynamic factor models of large dimensions," Journal of Time Series Analysis, Wiley Blackwell, volume 30, issue 2, pages 208-238, March, DOI: 10.1111/j.1467-9892.2009.00607.x.
• António Afonso & Miguel St. Aubyn, 2009, "Macroeconomic Rates Of Return Of Public And Private Investment: Crowding‐In And Crowding‐Out Effects," Manchester School, University of Manchester, volume 77, issue s1, pages 21-39, September, DOI: 10.1111/j.1467-9957.2009.02117.x.
• Patrick Fève & Julien Matheron & Jean‐Guillaume Sahuc, 2009, "Minimum Distance Estimation and Testing of DSGE Models from Structural VARs," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 71, issue 6, pages 883-894, December, DOI: 10.1111/j.1468-0084.2009.00562.x.
• Tapiwa D. Karoro & Meshach J. Aziakpono & Nicolette Cattaneo, 2009, "Exchange Rate Pass‐Through To Import Prices In South Africa: Is There Asymmetry?1," South African Journal of Economics, Economic Society of South Africa, volume 77, issue 3, pages 380-398, September, DOI: 10.1111/j.1813-6982.2009.01216.x.
• Hilde C. Bjørnland, 2009, "Oil Price Shocks And Stock Market Booms In An Oil Exporting Country," Scottish Journal of Political Economy, Scottish Economic Society, volume 56, issue 2, pages 232-254, May, DOI: 10.1111/j.1467-9485.2009.00482.x.
• Marco Antonio Laguna Vargas, 2009, "Características de la inflación importada en Bolivia: ¿Puede contenerse con política cambiaria?," Revista de Análisis del BCB, Banco Central de Bolivia, volume 11, issue 1, pages 77-109, December.
• Hilde C. Bjørnland & Dag Henning Jacobsen, 2009, "The role of house prices in the monetary policy transmission mechanism in small open economies," Working Paper, Norges Bank, number 2009/06, Apr.
• Christian Kascha & Carsten Trenkler, 2009, "Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order," Working Paper, Norges Bank, number 2009/12, Aug.
• Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey, 2009, "Macro modelling with many models," Working Paper, Norges Bank, number 2009/15, Aug.
• Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey, 2009, "Combining VAR and DSGE forecast densities," Working Paper, Norges Bank, number 2009/23, Nov.
• Guillermo Felices & Christian Grisse & Jing Yang, 2009, "International financial transmission: emerging and mature markets," Bank of England Staff Working Paper series, Bank of England, number 373, Aug.
• Alexandros E. Milionis & Evangelia Papanagiotou, 2009, "An alternative methodological approach to assess the predictive performance of the moving average trading rule in financial markets: application to the london stock exchange," Working Papers, Bank of Greece, number 107, Dec.
• Dimitrios Sideris, 2009, "Optimum Currency Areas Structural Changes and the Endogeneity of the OCA Criteria: Evidence from Six New EU Member States," Working Papers, Bank of Greece, number 99, Jul.
• Zsolt Darvas, 2009, "The impact of the crisis on budget policy in Central and Eastern Europe," Bruegel Working Papers, Bruegel, number 318, Jul.
• Eduardo F. L. de Melo & Beatriz Vaz de Melo Mendes, 2009, "Local Estimation of Copula Based Value-at-Risk," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 1, pages 29-50.
• Alain Guay & Jean-Francois Lamarche, 2009, "Structural change tests based on implied probabilities for GEL criteria," Working Papers, Brock University, Department of Economics, number 0904, May, revised May 2011.
• Deniz Erdem & Kirsten Meyer, 2009, "Natural Gas Import Dynamics and Russia's Role in the Security of Germany's Supply Strategy," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei172, Dec.
• J. Poměnková & S. Kapounek, 2009, "Interest rates and prices causality in the Czech Republic - Granger approach," Agricultural Economics, Czech Academy of Agricultural Sciences, volume 55, issue 7, pages 347-356, DOI: 10.17221/2/2009-AGRICECON.
• Moisa Altar & Ciprian Necula & Gabriel Bobeica, 2009, "A Robust Assessment of the Romanian Business Cycle," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 28, Sep.
• Bogdan Cozmanca & Florentina Manea, 2009, "Exchange Rate Pass-Through into Romanian Price Indices: A VAR Approach," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 34, Nov.
• François Gardes & Christophe Starzec, 2009, "Polish Households' Behavior in the Regular and Informal Economies," Revue économique, Presses de Sciences-Po, volume 60, issue 5, pages 1181-1210.
• Al-Sadoon, M.M., 2009, "Causality Along Subspaces: Theory," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0919, Apr.
• Esfahani, H.S. & Mohaddes, K. & Pesaran, M.H., 2009, "Oil Exports and the Iranian Economy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0944, Oct.
• D'Agostino, Antonello & Gambetti, Luca & Giannone, Domenico & Giannone, Domenico, 2009, "Macroeconomic Forecasting and Structural Change," Research Technical Papers, Central Bank of Ireland, number 8/RT/09, Oct.
• Ajimuda Olumide, 2009, "Price Volatility, Expectations and Monetary Policy in Nigeria," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, volume 1, pages 109-140, May.
• Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2009, "The 'Puzzles' methodology: en route to Indirect Inference?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/22, Nov.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2009, "Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/3, Mar, revised Dec 2009.
• Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2009, "Some problems in the testing of DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/31, Dec.
• Germán Coloma, 2009, "Una metodología unificada para el cálculo de elasticidades críticas, la definición de mercados y la simulación de fusiones horizontales," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 394, Apr.
• Belem I. Vasquez Galan & Olajide S. Oladipo, 2009, "Have liberalisation and NAFTA had a positive impact on Mexico´s output growth?," Journal of Applied Economics, Universidad del CEMA, volume 12, pages 159-180, May.
• Jose Angelo Divino & Vladimir Kuhl Teles & Joaquim Pinto de Andrade, 2009, "On the purchasing power parity for Latin-American countries," Journal of Applied Economics, Universidad del CEMA, volume 12, pages 33-54, May.
• Juncal Cuñado & Luis Gil-Alana & Fernando Pérez de Gracia, 2009, "New evidence on long-run monetary neutrality," Journal of Applied Economics, Universidad del CEMA, volume 12, pages 229-248, November.
• Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008, "Identification of New Keynesian Phillips Curves from a Global Perspective," CESifo Working Paper Series, CESifo, number 2219.
• M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008, "Model Averaging in Risk Management with an Application to Futures Markets," CESifo Working Paper Series, CESifo, number 2231.
• Marc Gronwald, 2009, "Investigating the U.S. Oil-Macroeconomy Nexus using Rolling Impulse Responses," CESifo Working Paper Series, CESifo, number 2702.
• Kai Carstensen & Oliver Hülsewig & Timo Wollmershäuser, 2009, "Price Dispersion in the Euro Area: The Case of a Symmetric Oil Price Shock," CESifo Working Paper Series, CESifo, number 2718.
• Kai Carstensen & Oliver Hülsewig & Timo Wollmershäuser, 2009, "Monetary Policy Transmission and House Prices: European Cross-country Evidence," CESifo Working Paper Series, CESifo, number 2750.
• Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2009, "Oil Exports and the Iranian Economy," CESifo Working Paper Series, CESifo, number 2843.
• Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin, 2009, "Testing for Convergence in Stock Markets: A Non-Linear Factor Approach," CESifo Working Paper Series, CESifo, number 2845.
• M. Hashem Pesaran & Paolo Zaffaroni, 2009, "Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios," CESifo Working Paper Series, CESifo, number 2857.
• Gerit Vogt, 2009, "Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 36, September.
• Michael Reinhard & Hans Schedl & Achim Buchwald & Ralph Henger, 2007, "Positionierung der deutschen Industrie im globalen Konsolidierungsprozess : im Auftrag des Bundesministeriums für Wirtschaft und Technologie," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 36, February.
• Steffen Henzel & Johannes Mayr, 2009, "The Virtues of VAR Forecast Pooling – A DSGE Model Based Monte Carlo Study," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65.
• Christina Ziegler, 2009, "Testing Predicitive Ability of Business Cycle Indicators for the Euro Area," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 69.
• Marc Gronwald & Johannes Mayr & Sultan Orazbayev, 2009, "Estimating the effects of oil price shocks on the Kazakh economy," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 81.
• Karrar Hussain, 2009, "Causal Ordering Between Inflation and Productivity of Labor and Capital: An Empirical Approach for Pakistan," CID Working Papers, Center for International Development at Harvard University, number 39, Oct.
• Karrar Hussain, 2009, "Monetary Policy Channels of Pakistan and Their Impact on Real GDP and Inflation," CID Working Papers, Center for International Development at Harvard University, number 41, Oct.
• Jinzhao Chen, 2009, "Beyond Cheap Talks: Assessing the Undervaluation of the Chinese Currency Between 1994 and 2007," Economie Internationale, CEPII research center, issue 119, pages 47-82.
• Jean-François HOARAU & Claude Lopez & Michel PAUL, 2009, "Short Note on the Unemployment Rate of the French Overseas Regions," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2009-3.
• René Garcia & Georges Tsafack, 2009, "Dependence Structure and Extreme Comovements in International Equity and Bond Markets," CIRANO Working Papers, CIRANO, number 2009s-21, May.
• Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory, 2009, "Canadian city housing prices and urban market segmentation," Canadian Journal of Economics, Canadian Economics Association, volume 42, issue 3, pages 1132-1149, August, DOI: 10.1111/j.1540-5982.2009.01541.x.
• Jorge Caiado & Nuno Crato, 2009, "Identifying common dynamic features in stock returns," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0902, May.
• Gabriele Fiorentini & Enrique Sentana, 2009, "Dynamic Specification Tests for Static Factor Models," Working Papers, CEMFI, number wp2009_0912, Dec.
• C. Detotto & M. Pulina, 2009, "Does more crime mean fewer jobs? An ARDL model," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200905.
• E. Otranto, 2009, "Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200917.
• Constanza Mart√≠nez & Diana Mesa T√©llez, 2009, "Ciclos de la producci√≥n industrial en Colombia: extracci√≥n del ciclo del sector y de sus ramas de actividad," Documentos de Trabajo, Universidad del Rosario, number 6121, Nov.
• Francisco Pérez T, 2009, "Impacto de la crisis del sector rural en el mercado laboral urbano y nacional: un análisis de vectores auto-regresivos," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Andrés Eduardo Salamanca Lugo & Viviana del Pilar Monroy Mejía, 2009, "Deuda externa pública e inversión en Colombia 1994-2007: evidencia de un modelo no-lineal TAR," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Ignacio Lozano Espitia & Karen Rodr�guez, 2009, "Assessing the Macroeconomic Effects of Fiscal," Borradores de Economia, Banco de la Republica, number 5386, Mar.
• Juan Jos� Echavarr�a & Enrique L�pez E. & Martha Misas A., 2009, "Intervenciones cambiarias y pol�tica monetaria en Colombia. Un an�lisis de VAR estructural," Borradores de Economia, Banco de la Republica, number 6127, Nov.
• Diego Alonso Agudelo Rueda & A. Marcela �lvarez L. & Yesica T. Osorno M., 2009, "Reacción de los mercados accionarios latinoamericanos a los anuncios macroeconómicos," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10655, Jun.
• Andres Mauricio Vargas P. & Camilo Rivera P�rez, 2009, "Controles a la entrada de capitales y volatilidad de la tasa de cambio: ¿dano colateral? la experiencia colombiana," Documentos de Trabajo UEC, Universidad Externado de Colombia, number 5667, Jun.
• Andrés Álvarez & Diana Guevara & Juan Pablo Garc�a & Edwin L�pez, 2009, "Price-takers VS. Great Numbers: Rethinking the Edgeworth-Walras Convergence on Perfect Competition Perfect Competition a la Debreu–Scarf," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 5216, Jan.
• Liliana Chicaíza & Oscar Gamboa & Mario Garc�a, 2009, "Instructivo para la incorporación de la evaluación económica en guías de práctica clínica," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 6158, Mar.
• Jorge Iván Rodríguez Bernate & �lvaro Mart�n Moreno Rivas, 2009, "Fragilidad financiera de las firmas en Colombia, 2000-2006: un análisis discriminante de un modelo," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 6159, Feb.
• Andrés Mauricio Vargas P. & Camilo Riviera P., 2009, "Controles a la entrada de capitales y volatilidad de la tasa de cambio: la experiencia colombiana," Coyuntura Económica, Fedesarrollo.
• Manfred Grautoff & Fernando Chavarro Miranda, 2009, "Análisis del gasto militar desde la perspectiva de la economía de la defensa: El caso colombiano 1950-2006," Revista Ecos de Economía, Universidad EAFIT.
• Anna Staszewska-Bystrova, 2009, "Bootstrap Confidence Bands for Forecast Paths," Working Papers, COMISEF, number 024, Dec.
• LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO, 2009, "Consistent ranking of multivariate volatility models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009002, Jan.
• SBRANA, Giacomo & SILVESTRINI, Andrea, 2009, "What do we know about comparing aggregate and disaggregate forecasts?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009020, Mar.
• SANIN, Maria Eugenia & VIOLANTE, Francesco, 2009, "Understanding volatility dynamics in the EU-ETS market: lessons from the future," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009024, Apr.
• HEINEN, Andréas & VALDESOGO, Alfonso, 2009, "Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009069, Nov.
• BELTRAN-LOPEZ, Héléna & GIOT, Pierre & GRAMMIG, Joachim, 2009, "Commonalities in the order book," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2195, Jan, DOI: 10.1007/s11408-009-0109-y.
• Martin Mandler, 2009, "The Taylor Rule and Interest Rate Uncertainty in the U.S. 1970-2006," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200945.
• Martin Mandler, 2009, "Decomposing Federal Funds Rate forecast uncertainty using real-time data," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200947.
• Patrick Fève & Alain Guay, 2009, "The Response of Hours to a Technology Shock: A Two-Step Structural VAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 5, pages 987-1013, August.
• Emmanuel De Veirman, 2009, "What Makes the Output-Inflation Trade-Off Change? The Absence of Accelerating Deflation in Japan," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 6, pages 1117-1140, September.
• Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009, "Identification of New Keynesian Phillips Curves from a Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 7, pages 1481-1502, October.
• Giancarlo Corsetti & Panagiotis Th. Konstantinou, 2009, "What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks," Discussion Paper Series, Department of Economics, University of Macedonia, number 2009_03, Jan, revised Jan 2009.
• Kyriacos Aristotelous & Stilianos Fountas, 2009, "What is the Impact of Currency Unions on FDI flows? Evidence from Eurozone Countries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2009_10, May, revised May 2009.
• Peter Spencer, 2009, "An Admissible Macro-Finance Model of the US Treasury Market," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 1-2, pages 1-38, March-Jun.
• Zsolt Darvas, 2009, "Monetary Transmission in three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 0903, Jul, revised 30 Apr 2012.
• Zsolt Darvas, 2009, "The Impact of the Crisis on Budget Policy in Central and Eastern Europe," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 0904, Aug.
• Zoltán Reppa, 2009, "A joint macroeconomic-yield curve model for Hungary," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2009/1.
• Antonio Ribba, 2009, "On Some Neglected Implications of the Fisher Effect," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 033, May.
• François Gardes & Christophe Starzec, 2009, "Polish households' behavior in the regular and informal economies," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09017, Mar, DOI: 10.3917/reco.605.1181.
• Lanouar Charfeddine & Dominique Guegan, 2009, "Breaks or long memory behaviour: An empirical investigation," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09022, Apr, DOI: 10.1016/j.physa.2012.06.036.
• Djamel Kirat & Ibrahim Ahamada, 2009, "The impact of the European Union emission trading scheme on electricity generation sectors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09025, Apr, DOI: 10.1016/j.eneco.2011.01.012.
• Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet, 2009, "D'un multiple conditionnel en assurance de portefeuille: CAViaR pour les gestionnaires ?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09033, May.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009, "A Risk Management Approach for Portfolio Insurance Strategies," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09034, May.
• D.S. Poskitt, 2009, "Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/09, Nov.
• George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009, "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/09, Feb.
• Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2009, "VARMA models for Malaysian Monetary Policy Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/09, Aug.
• GOSPODINOV, Nikolay & MAYNARD, Alex & PESAVENTO, Elena, 2009, "Sensitivity of Impulse Responses to Small Low Frequency Co-Movements : Reconciling the Evidence on the Effects of Technology Shocks," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 03-2009.
• Gregory Erin Givens, 2009, "Estimating Central Bank Preferences under Commitment and Discretion," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 200905, Jun.
• Joshua J. Lewer, 2009, "Oil Exports and Economic Growth: A Comparative Study," Journal of Economic Insight, Missouri Valley Economic Association, volume 35, issue 2, pages 41-59.
• Wensheng Kang, 2009, "Trends and Cycles of Tech-Pole Housing Prices," Journal of Economic Insight, Missouri Valley Economic Association, volume 35, issue 2, pages 61-79.
• Miguel Casares & Antonio Moreno & Jesús Vázquez, 2009, "Wage Stickiness and Unemployment Fluctuations: An Alternative Approach," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra, number 0902.
• Michal Rubaszek, 2009, "Economic convergence and the fundamental equilibrium exchange rate in Poland," Bank i Kredyt, Narodowy Bank Polski, volume 40, issue 1, pages 7-22.
• Andrzej Toroj, 2009, "Macroeconomic adjustment and heterogeneity in the euro area," NBP Working Papers, Narodowy Bank Polski, number 54, Jan.
• Frank Schorfheide & Keith Sill & Maxym Kryshko, 2009, "DSGE Model-Based Forecasting of Non-modelled Variables," NBER Working Papers, National Bureau of Economic Research, Inc, number 14872, Apr.
• Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez & Martín Uribe, 2009, "Risk Matters: The Real Effects of Volatility Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 14875, Apr.
• Hyungsik Roger Moon & Frank Schorfheide, 2009, "Bayesian and Frequentist Inference in Partially Identified Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 14882, Apr.
• Olivier J. Blanchard & Jean-Paul L'Huillier & Guido Lorenzoni, 2009, "News, Noise, and Fluctuations: An Empirical Exploration," NBER Working Papers, National Bureau of Economic Research, Inc, number 15015, May.
• Ulrich Müller & Mark W. Watson, 2009, "Low-Frequency Robust Cointegration Testing," NBER Working Papers, National Bureau of Economic Research, Inc, number 15292, Aug.
• Juan Carlos Cuestas & Barry Harrison, 2009, "Further evidence on the Real Interest Rate Parity hypothesis in Central and Eastern European Countries: unit roots and nonlinearities," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2009/1, Jan.
• Juan Carlos Cuestas & Estefanía Mourelle, 2009, "Inflation persistence and asymmetries: evidence for African countries," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2009/2, Feb.
• Juan Carlos Cuestas & Luís A. Gil-Alana, 2009, "Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2009/3, Feb.
• Juan Carlos Cuestas & Javier Ordóñez, 2009, "Unemployment and common smooth transition trends in Central and Eastern European Countries," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2009/5, Jul.
• Juan Carlos Cuestas & Luis A. Gil-Alana, 2009, "Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2009/6, Nov.
• Sosunov, K. & Ushakov, N., 2009, "Determination of the Real Exchange Rate of the Ruble and Assessment of Long-Run Policy of Real Exchange Rate Targeting," Journal of the New Economic Association, New Economic Association, issue 3-4, pages 97-121.
• Rangan Gupta & Stephen M. Miller, 2009, ""Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0902, Jan.
• WenShwo Fang & Stephen M. Miller & ChunShen Lee, 2009, "The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0903, Jan.
• WenShwo Fang & Stephen M. Miller, 2009, "Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0904, Jan.
• Rangan Gupta & Stephen M. Miller, 2009, "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0912, Mar, revised Dec 2009.
• Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009, "Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0916, May.
• Rangan Gupta & Marius Jurgilas & Alan Kabundi & Stephen M. Miller, 2009, "Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0919, Jun.
• Dimitrios Sideris, 2009, "Do the new EU member states form an Optimum Currency Area with the eurozone? Evidence from six Central and Eastern European Countries," SEEMHN papers, National Bank of Serbia, number 15, Mar.
• Dimitrios Sideris, 2009, "Do the new EU member states form an Optimum Currency Area with the eurozone? Evidence from six Central and Eastern European Countries," SEEMHN papers, National Bank of Serbia, number 16, Mar.
• Dimitrios Sideris, 2009, "Do the new EU member states form an Optimum Currency Area with the eurozone? Evidence from six Central and Eastern European Countries," SEEMHN papers, National Bank of Serbia, number 17, Mar.
• H. Erkel-Rousse & C. Minodier, 2009, "Do Business Tendency Surveys in Industry and Services Help in Forecasting GDP Growth? A Real-Time Analysis on French Data," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2009-03.
• Dr. James Mitchell, 2009, "Macro Modelling with Many Models," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 337, Aug.
• Dr. James Mitchell, 2009, "Measuring Output Gap Uncertainty," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 342, Oct.
• Dr Silvia Lui & Dr Martin Weale & Dr. James Mitchell, 2009, "The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 343, Oct.
• Gunnar Bårdsen & Helmut Lütkepohl, 2009, "Forecasting Levels of log Variables in Vector Autoregressions," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 10409, Jun.
• Nathaniel Frank, 2009, "Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2009-W04, Mar.
• Cavit Pakel & Neil Shephard & Kevin Sheppard, 2009, "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2009-W12, Oct.
• David Baqaee, 2009, "Using wavelets to measure core inflation: the case in New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/05, May.
• Ashley Dunstan & Troy Matheson & Hamish Pepper, 2009, "Analysing wage and price dynamics in New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/06, Jun.
• Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009, "Measuring output gap uncertainty," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/15, Dec.
• Luiz de Mello & Matteo Mogliani, 2009, "Current Account Sustainability in Brazil: A Non-Linear Approach," OECD Economics Department Working Papers, OECD Publishing, number 703, Jul, DOI: 10.1787/223518424256.
• Hwee Kwan Chow & Keen Meng Choy, 2009, "Analyzing and forecasting business cycles in a small open economy: A dynamic factor model for Singapore," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2009, issue 1, pages 19-41, DOI: 10.1787/jbcma-v2009-art3-en.
• Agnieszka Stazka-Gawrysiak, 2009, "The Shock-Absorbing Capacity of the Flexible Exchange Rate in Poland," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 54-70.
• Jesús Crespo Cuaresma & Martin Feldkircher & Tomáš Slacík & Julia Wörz, 2009, "Simple but Effective: The OeNB’s Forecasting Model for Selected CESEE Countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 84-95.
• Dumitriu Ramona & Stefanescu Razvan, 2009, "Analysis Of The Romanian Current Account Sustainability," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 163-168, May.
• Alexandru Adriana Anamaria & Dobre Ion & Ghinararu Catalin, 2009, "Estimating The Size Of Romanian Shadow Economy Using The Currency Demand Approach," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 2, issue 1, pages 623-631, May.
• Mester Ioana Teodora, 2009, "VEC MODEL OF DEVELOPING COUNTRY INFLATIONARY DYNAMICS a€“ AN EMPIRICAL STUDY a€“ THE CASE OF ROMANIA," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 2, issue 1, pages 677-682, May.
• Matthew T. Holt & Joseph V. Balagtas, 2009, "Estimating Structural Change with Smooth Transition Regressions: An Application to Meat Demand," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 91, issue 5, pages 1424-1431.
• Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2009, "Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 1, pages 124-163, 2012 10 1.
• Annastiina Silvennoinen & Timo Teräsvirta, 2009, "Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," Journal of Financial Econometrics, Oxford University Press, volume 7, issue 4, pages 373-411, Fall.
• Simon A. Broda & Marc S. Paolella, 2009, "CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation," Journal of Financial Econometrics, Oxford University Press, volume 7, issue 4, pages 412-436, Fall.
• Lorán Chollete & Andréas Heinen & Alfonso Valdesogo, 2009, "Modeling International Financial Returns with a Multivariate Regime-switching Copula," Journal of Financial Econometrics, Oxford University Press, volume 7, issue 4, pages 437-480, Fall.
• J. James ReadeUlrich Volz, 2009, "Leader of the Pack? German Monetary Dominance in Europe Prior to EMU," Economics Series Working Papers, University of Oxford, Department of Economics, number 419, Jan.
• J. James Reade & Ulrich Volz, 2009, "Too Much to Lose, or More to Gain? Should Sweden Join the Euro?," Economics Series Working Papers, University of Oxford, Department of Economics, number 442, Aug.
• Neil Shephard & Kevin Sheppard, 2009, "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Series Working Papers, University of Oxford, Department of Economics, number 458, Oct.
• Neil Shephard & Thomas Flury, 2009, "Learning and filtering via simulation: smoothly jittered particle filters," Economics Series Working Papers, University of Oxford, Department of Economics, number 469, Dec.
• Massimiliano Caporin & Paolo Paruolo, 2009, "Structured Multivariate Volatility Models," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0091, Feb.
• Efrem Castelnuovo, 2009, "Estimating a NKBC Model for the U.S. Economy with Multiple Filters," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0102, Nov.
• Todd H. Kuethe & Valerien Pede, 2009, "Regional Housing Price Cycles: A Spatio-Temporal Analysis Using Us State Level," Working Papers, Purdue University, College of Agriculture, Department of Agricultural Economics, number 09-04.
• Tommaso Proietti, 2009, "Structural Time Series Models for Business Cycle Analysis," Palgrave Macmillan Books, Palgrave Macmillan, chapter 9, in: Terence C. Mills & Kerry Patterson, "Palgrave Handbook of Econometrics", DOI: 10.1057/9780230244405_9.
• Waleerat Suphannachart & Peter Warr, 2009, "Research and Productivity in Thai Agriculture," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2009-11.
• Carluccio Bianchi & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi, 2009, "Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study," Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods, number 093, Feb.
• Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario A. Maggi, 2009, "A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting," Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods, number 105, Nov.
• Thomas Gries & Tim Krieger & Daniel Meierrieks, 2009, "Causal Linkages Between Domestic Terrorism and Economic Growth," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 20, Feb.
• Leonardo Melosi, 2009, "A Likelihood Analysis of Models with Information Frictions," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-009, Feb.
• Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramírez & Martin Uribe, 2009, "Risk Matters: The Real Effects of Volatility Shocks," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-013, Apr.
• Josef T. Yap, 2009, "Evaluating sterilized intervention under an inflation-targeting framework: the case of the Philippines," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 46, issue 2, pages 261-282, December.
• Jarita Duasa & Salina H. Kassim, 2009, "Foreign Portfolio Investment and Economic Growth in Malaysia," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 48, issue 2, pages 109-123.
• Somia Iram & Muhammad Nishat, 2009, "Sector Level Analysis of FDI-Growth Nexus: A Case Study of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 48, issue 4, pages 875-882.
• Maria M. De Mello, 2009, "Cointegration And The Forecast Accuracy Of Var Models," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 0902, Oct.
• Christian Calmès & Raymond Théoret, 2009, "Off-Balance-Sheet Activities and the Shadow Banking System: An Application of the Hausman Test with Higher Moments Instruments," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp042009, Oct.
• Hurvich, Clifford & Wang, Yi, 2009, "A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects," MPRA Paper, University Library of Munich, Germany, number 12575, Jan.
• Cassette, Aurélie & Farvaque, Etienne, 2009, "Australian and American tariffs policies: do they rock or tango?," MPRA Paper, University Library of Munich, Germany, number 13507, Feb.
• Cassette, Aurélie & Farvaque, Etienne, 2009, "Australian and American tariffs policies: do they rock or tango?," MPRA Paper, University Library of Munich, Germany, number 13627, Feb, revised 25 Feb 2009.
• Onatski, Alexei & Uhlig, Harald, 2009, "Unit Roots in White Noise," MPRA Paper, University Library of Munich, Germany, number 14057, Mar.
• Mirdala, Rajmund, 2009, "Interest rate transmission mechanism of the monetary policy in the selected EMU candidate countries (SVAR approach)," MPRA Paper, University Library of Munich, Germany, number 14072, Feb.
• Das, Rituparna, 2009, "Endogenous Money, Output and Prices in India," MPRA Paper, University Library of Munich, Germany, number 14252, Mar.
• Liu, L. & Ni, Y.J, 2009, "Foreign Exchange Market Pressure and Monetary Policy: An Empirical Study Based on China’s Data," MPRA Paper, University Library of Munich, Germany, number 14491, Jan.
• Duasa, Jarita, 2009, "Asymmetric cointegration relationship between real exchange rate and trade variables: The case of Malaysia," MPRA Paper, University Library of Munich, Germany, number 14535, Mar.
• Ferroni, Filippo, 2009, "Trend agnostic one step estimation of DSGE models," MPRA Paper, University Library of Munich, Germany, number 14550, Apr.
• Dimitris, Chrsitopoulos & Miguel, Leon-Ledesma, 2009, "International Output Convergence, Breaks, and Asymmetric Adjustment," MPRA Paper, University Library of Munich, Germany, number 14566, Feb.
• Barnett, William A. & Diewert, W. Erwin & Zellner, Arnold, 2009, "Introduction to Measurement with Theory," MPRA Paper, University Library of Munich, Germany, number 14868, Apr.
• Ono, Masanori, 2009, "Invoice currencies, import prices, and inflation," MPRA Paper, University Library of Munich, Germany, number 14935, Mar.
• Herzer, Dierk & Kemper, Niels & Zamparelli, Luca, 2009, "Balanced growth and structural breaks: Evidence for Germany," MPRA Paper, University Library of Munich, Germany, number 14944, Mar.
• Karimi, Mohammad Sharif & Yusop, Zulkornain, 2009, "FDI and Economic Growth in Malaysia," MPRA Paper, University Library of Munich, Germany, number 14999, Mar.