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

2008

• Ricardo M. Sousa & António Afonso, 2008, "The Macroeconomic Effects of Fiscal Policy," NIPE Working Papers, NIPE - Universidade do Minho, number 22/2008.
• Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008, "Is the Great Moderation Ending? UK and US Evidence," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0801, Nov.
• Hon-Chung Hui, 2008, "Transmission Channels Linking Real Estate Shocks with Macroeconomic Performance: Evidence from Malaysia," NUBS Malaysia Campus Research Paper Series, Nottingham University Business School Malaysia Campus, number 2008-09, Jun.
• Dr. James Mitchell, 2008, "Combining Forecast Densities from VARs with Uncertain Instabilities," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 303, Jan.
• Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008, "Measuring downside risk-realised semivariance," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W02, 01.
• Søren Johansen & Bent Nielsen, 2008, "An analysis of the indicator saturation estimator as a robust regression estimator," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W03, 01.
• Neil Shephard & Torben Andersen, 2008, "Stochastic Volatility: Origins and Overview," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W04, May.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008, "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W10, Jan.
• Betty Daniel & Christos Shiamptanis, 2008, "Fiscal Policy in the European Monetary Union," Discussion Papers, University at Albany, SUNY, Department of Economics, number 08-11.
• Özer Karagedikli & Rishab Sethi & Christie Smith & Aaron Drew, 2008, "Changes in the transmission mechanism of monetary policy in New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2008/03, Feb.
• Emmanuel De Veirman & Ashley Dunstan, 2008, "How do Housing Wealth, Financial Wealth and Consumption Interact? Evidence from New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2008/05, Feb.
• David Hargreaves, 2008, "The tax system and housing demand in New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2008/06, Feb.
• Friedrich Fritzer & Lukas Reiss, 2008, "An Analysis of Credit to the Household Sector in Austria," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 16, pages 122-134.
• Gerhard Fenz & Martin Schneider, 2008, "Transmission of business cycle shocks between the US and the euro area," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 145, Jul.
• Fabio Rumler & Maria Teresa Valderrama, 2008, "Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 148, Sep.
• Peter C. Schotman & Rolf Tschernig & Jan Budek, 2008, "Long Memory and the Term Structure of Risk," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 4, pages 459-495, Fall.
• Neil Shephard & Ole E. Barndorff-Nielsen, 2008, "Modelling and measuring volatility," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008--FE-31, Nov.
• Neil Shephard & Silja Kinnebrock & Ole E. Barndorff-Neilsen, 2008, "Measuring downside risk - realised semivariance," Economics Series Working Papers, University of Oxford, Department of Economics, number 382, Jan.
• Neil Shephard & Torben G. Andersen, 2008, "Stochastic Volatility: Origins and Overview," Economics Series Working Papers, University of Oxford, Department of Economics, number 389, Mar.
• Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen, 2008, "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Series Working Papers, University of Oxford, Department of Economics, number 397, Jul.
• Neil Shephard & Kevin Sheppard & Robert F. Engle, 2008, "Fitting vast dimensional time-varying covariance models," Economics Series Working Papers, University of Oxford, Department of Economics, number 403, Sep.
• Neil Shephard & Ole E. Barndorff-Nielsen & University of Aarhus, 2001, "Econometric Analysis of Realised Volatility and Its Use in Estimating Stochastic Volatility Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 71, Jul.
• Massimiliano Caporin & Michael McAleer, 2008, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0064.
• S. Sanfelici & M. E. Mancino, 2008, "Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2008-ME01.
• Thomas Gries & Manfred Kraft & Daniel Meierrieks, 2008, "Linkages between Financial Deepening,Trade Openness and Economic Development: Causality Evidence from Sub-Saharan Africa," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 15, Apr.
• Thomas Gries & Manfred Kraft & Daniel Meierrieks, 2008, "Financial Deepening, Trade Openness and Economic Growth in Latin America and the Caribbean," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 17, Aug.
• Melisso Boschi & Luca Pieroni, 2008, "Aluminium market and the macroeconomy," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 42/2008, Jan.
• Akhand Akhtar Hossain, 2008, "Rural Labour Market Developments, Agricultural Productivity, and Real Wages in Bangladesh, 1950–2006," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 47, issue 1, pages 89-114.
• Marçal, Emerson F. & Valls Pereira, Pedro L., 2008, "Testando A Hipótese De Contágio A Partir De Modelos Multivariados De Volatilidade
  [Testing the contagion hypotheses using multivariate volatility models]," MPRA Paper, University Library of Munich, Germany, number 10356, Sep.
• Basher, Syed A. & Westerlund, Joakim, 2008, "Panel Cointegration and the Monetary Exchange Rate Model," MPRA Paper, University Library of Munich, Germany, number 10453, Sep.
• de Silva, Ashton, 2008, "Forecasting macroeconomic variables using a structural state space model," MPRA Paper, University Library of Munich, Germany, number 11060, Sep.
• Griffin, Jim & Steel, Mark F.J., 2008, "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," MPRA Paper, University Library of Munich, Germany, number 11071, Oct.
• Sek, Siok Kun & Kapsalyamova, Zhanna, 2008, "Exchange rate pass-through and volatility: Impacts on domestic prices in four Asian countries," MPRA Paper, University Library of Munich, Germany, number 11130, Aug, revised 26 Oct 2008.
• Hooy, Chee Wooi & Chan, Tze-Haw, 2008, "The Impact of Yuan/Ringgit on Bilateral Trade Balance of China and Malaysia," MPRA Paper, University Library of Munich, Germany, number 11306, Oct.
• Lucchetti, Riccardo & Palomba, Giulio, 2008, "Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity," MPRA Paper, University Library of Munich, Germany, number 11571.
• Taboga, Marco, 2008, "Macro-finance VARs and bond risk premia: a caveat," MPRA Paper, University Library of Munich, Germany, number 11585, Nov.
• Memon, Manzoor Hussain & Baig, Waqar Saleem & Ali, Muhammad, 2008, "Causal Relationship Between Exports and Agricultural GDP in Pakistan," MPRA Paper, University Library of Munich, Germany, number 11845, Oct.
• Silva Lopes, Artur C. B. da & Monteiro, Olga Susana, 2008, "Short and long run tests of the expectations hypothesis: the Portuguese case," MPRA Paper, University Library of Munich, Germany, number 12001, Sep.
• Stavarek, Daniel, 2008, "Exchange Market Pressure in Central European Countries from the Eurozone Membership Perspective," MPRA Paper, University Library of Munich, Germany, number 12079, Nov.
• Rossi, Eduardo & Spazzini, Filippo, 2008, "Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis," MPRA Paper, University Library of Munich, Germany, number 12260.
• Sergio, Brasini & Marzia, Freo & Giorgio, Tassinari, 2008, "An analysis of the role of liking on the memorial response to advertising," MPRA Paper, University Library of Munich, Germany, number 12342, Dec.
• Bukowski, Maciej & Koloch, Grzegorz & Lewandowski, Piotr, 2008, "Shocks and rigidities as determinants of CEE labor markets' performance. A panel SVECM approach," MPRA Paper, University Library of Munich, Germany, number 12429, Dec.
• Duasa, Jarita & Kassim, Salina, 2008, "Hot money and economic performance: An empirical analysis," MPRA Paper, University Library of Munich, Germany, number 12470, Dec.
• Rubaszek, Michał, 2008, "Economic convergence and the fundamental equilibrium exchange rate in Poland," MPRA Paper, University Library of Munich, Germany, number 12910, Oct.
• Lemoine, Matthieu & Mazzi, Gian Luigi & Monperrus-Veroni, Paola & Reynes, Frédéric, 2008, "Real time estimation of potential output and output gap for theeuro-area: comparing production function with unobserved componentsand SVAR approaches," MPRA Paper, University Library of Munich, Germany, number 13128, Nov, revised Nov 2008.
• Duasa, Jarita & Kassim, Salina, 2008, "Herd behaviour in Malaysian capital market: An empirical analysis," MPRA Paper, University Library of Munich, Germany, number 13303.
• Jahan-Parvar, Mohammad R. & Mohammadi, Hassan, 2008, "Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach," MPRA Paper, University Library of Munich, Germany, number 13435, Dec.
• Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2008, "Comparing the accuracy of density forecasts from competing GARCH models," MPRA Paper, University Library of Munich, Germany, number 13662.
• Eo, Yunjong, 2008, "Bayesian Analysis of DSGE Models with Regime Switching," MPRA Paper, University Library of Munich, Germany, number 13910, Aug, revised 11 Feb 2009.
• Klein, A. & Urbig, D. & Kirn, S., 2008, "Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach," MPRA Paper, University Library of Munich, Germany, number 14433, Jun.
• Sanogo, Issa, 2008, "SPATIAL integration of the rice market: emprirical evidence from mid-west and far-west Nepal and the Nepalese-Indian border," MPRA Paper, University Library of Munich, Germany, number 14488.
• Mendonca, Gui Pedro, 2008, "Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics," MPRA Paper, University Library of Munich, Germany, number 14648, Nov.
• Chauvet, Marcelle & Senyuz, Zeynep, 2008, "A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles," MPRA Paper, University Library of Munich, Germany, number 15076, Dec, revised Apr 2009.
• Marçal, Emerson F. & Valls Pereira, Pedro L., 2008, "Testing the Hypothesis of Contagion using Multivariate Volatility Models," MPRA Paper, University Library of Munich, Germany, number 15623, Aug.
• Samreth, Sovannroeun, 2008, "Estimating Money Demand Function in Cambodia: ARDL Approach," MPRA Paper, University Library of Munich, Germany, number 16274, revised Jun 2009.
• Cesaroni, Tatiana, 2008, "Estimating potential output using business survey data in a SVAR framework," MPRA Paper, University Library of Munich, Germany, number 16324, Feb.
• Gachet, Ivan & Maldonado, Diego & Pérez, Wilson, 2008, "Determinantes de la Inflación en una Economía Dolarizada: El Caso Ecuatoriano
  [Determinants of Inflation in a Dollarized Economy: The Case of Ecuador]," MPRA Paper, University Library of Munich, Germany, number 17101, Feb.
• Idrovo Aguirre, Byron & Caro S., Juan Carlos, 2008, "Indicadores de Actividad para la Inversión en Infraestructura y Vivienda
  [Economic indicators of Investment in Infrastructure and House]," MPRA Paper, University Library of Munich, Germany, number 19368, Nov, revised 15 Jan 2009.
• Levent, Korap, 2008, "Modeling base money demand and inflation for the Turkish economy," MPRA Paper, University Library of Munich, Germany, number 19617.
• Levent, Korap, 2008, "Modeling Turkish M2 broad money demand: a portfolio-based approach using implications for monetary policy," MPRA Paper, University Library of Munich, Germany, number 19703.
• Levent, Korap, 2008, "Testing international parity hypothesis in a multivariate identified co-integrating system: the Turkish evidence," MPRA Paper, University Library of Munich, Germany, number 20020.
• Levent, Korap, 2008, "Long-run relations between money, prices and output: the case of Turkey," MPRA Paper, University Library of Munich, Germany, number 20265.
• Levent, Korap, 2008, "A monetary model of TL/US$ exchange rate: a co-integrating approach," MPRA Paper, University Library of Munich, Germany, number 20389.
• Korobilis, Dimitris, 2008, "Forecasting in vector autoregressions with many predictors," MPRA Paper, University Library of Munich, Germany, number 21122, Jan.
• Saraogi, Ravi, 2008, "GDP Forecast for Australia," MPRA Paper, University Library of Munich, Germany, number 22797, May.
• Lanne, Markku & Ahoniemi, Katja, 2008, "Implied Volatility with Time-Varying Regime Probabilities," MPRA Paper, University Library of Munich, Germany, number 23721, Dec.
• Korap, Levent, 2008, "Determinants of reserve money demand: a multivariate co-integrating approach," MPRA Paper, University Library of Munich, Germany, number 25525.
• Abdul Karim, Zulkefly & Jusoh, Mansor & Khalid, Norlin, 2008, "Halaju wang di Malaysia : bukti empirik
  [The velocity of money in Malaysia : empirical evidence]," MPRA Paper, University Library of Munich, Germany, number 26966, Jan, revised 19 Jun 2008.
• Abdul Karim, Zulkefly & Abdul Karim, Bakri, 2008, "Stock market integration: Malaysia and its major trading partners," MPRA Paper, University Library of Munich, Germany, number 26976, Dec, revised Jun 2009.
• Omay, Tolga, 2008, "The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 28572.
• Puah, Chin-Hong & Habibullah, M.S. & Abu Mansor, Shazali, 2008, "On the Long-Run Monetary Neutrality: Evidence from the SEACEN Countries," MPRA Paper, University Library of Munich, Germany, number 31762.
• Puah, Chin-Hong & Habibullah, Muzafar Shah & Abu Mansor, Shazali, 2008, "Some Empirical Evidence on the Quantity Theoretic Proposition of Money in ASEAN-5," MPRA Paper, University Library of Munich, Germany, number 31768.
• Lai, Jennifer /J.T., 2008, "Capital flow to China and the issue of hot money: an empirical investigation," MPRA Paper, University Library of Munich, Germany, number 32539, Sep, revised Sep 2009.
• Osman, Mohammad & Jean Louis, Rosmy & Balli, Faruk, 2008, "Output gap and inflation nexus: the case of United Arab Emirates," MPRA Paper, University Library of Munich, Germany, number 34006, revised 2009.
• Tang, Chor Foon, 2008, "A re-examination of the role of foreign direct investment and exports in Malaysia's economic growth," MPRA Paper, University Library of Munich, Germany, number 38536.
• Almosabbeh, Imadeddin, 2008, "العوامل المؤثرة في البطالة في الجمهورية العربية السورية دراسة تطبيقية باستخدام منهجية التكامل المشترك
  [The Effective Factories in Unemployment in the Syrian Arab Republic: An Empirical Study by Using Cointegration Method]," MPRA Paper, University Library of Munich, Germany, number 41871, Mar.
• Alexiou, Constantinos & Tsaliki, Persefoni & Tsoulfidis, Lefteris, 2008, "The Greek Hyperinflation Revisited," MPRA Paper, University Library of Munich, Germany, number 42428, Feb, revised Nov 2012.
• Bandi, Federico & Moloche, Guillermo, 2008, "On the functional estimation of multivariate diffusion processes," MPRA Paper, University Library of Munich, Germany, number 43681, Jul.
• Caiado, Jorge & Crato, Nuno, 2008, "Identifying the evolution of stock markets stochastic structure after the euro," MPRA Paper, University Library of Munich, Germany, number 6609, Jan.
• Basher, Syed A. & Fachin, Stefano, 2008, "The long-term decline of internal migration in Canada – Ontario as a case study," MPRA Paper, University Library of Munich, Germany, number 6685, Jan.
• Proietti, Tommaso, 2008, "Structural Time Series Models for Business Cycle Analysis," MPRA Paper, University Library of Munich, Germany, number 6854, Jan.
• Proietti, Tommaso, 2008, "Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components," MPRA Paper, University Library of Munich, Germany, number 6860, Jan.
• Fugarolas Álvarez-Ude, Guadalupe & Mañalich Gálvez, Isis & Matesanz Gómez, David, 2008, "Empirical Evidence Of The Balance Of Payments Constrained Growth In Cuba. The Effects Of Comercial Regimes Since 1960," MPRA Paper, University Library of Munich, Germany, number 6993, Feb.
• Vargas, Gregorio A., 2008, "What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?," MPRA Paper, University Library of Munich, Germany, number 7174, Feb.
• Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Habibullah, Muzafar Shah & Midi, Habshah, 2008, "Monetary exchange rate model: supportive evidence from nonlinear testing procedures," MPRA Paper, University Library of Munich, Germany, number 7293.
• Angelidis, Timotheos & Degiannakis, Stavros, 2008, "Volatility forecasting: intra-day vs. inter-day models," MPRA Paper, University Library of Munich, Germany, number 80434.
• Degiannakis, Stavros & Livada, Alexandra & Panas, Epaminondas, 2008, "Rolling-sampled parameters of ARCH and Levy-stable models," MPRA Paper, University Library of Munich, Germany, number 80464.
• Degiannakis, Stavros, 2008, "ARFIMAX and ARFIMAX-TARCH Realized Volatility Modeling," MPRA Paper, University Library of Munich, Germany, number 80465.
• Chollete, Loran & Heinen, Andreas & Valdesogo, Alfonso, 2008, "Modeling International Financial Returns with a Multivariate Regime Switching Copula," MPRA Paper, University Library of Munich, Germany, number 8114, Feb.
• Laakkonen, Helinä & Lanne, Markku, 2008, "Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times," MPRA Paper, University Library of Munich, Germany, number 8296.
• Brambila Macias, Jose, 2008, "The Dynamics of Parallel Economies. Measuring the Informal Sector in México," MPRA Paper, University Library of Munich, Germany, number 8400, Mar.
• L. Arnaut, Javier, 2008, "Demanda de dinero y liberalizacion financiera en Mexico: Un enfoque de cointegracion
  [Money demand and financial liberalization in Mexico: A cointegration approach]," MPRA Paper, University Library of Munich, Germany, number 8680.
• Iiboshi, Hirokuni & Umeda, Masanobu & Wakita, Shigeru, 2008, "Monetary Policy in Japan Reconsidered: A Regime-switching VAR Analysis," MPRA Paper, University Library of Munich, Germany, number 87391, Dec.
• Rao, B. Bhaskara & Tamazian, Artur, 2008, "A model of growth and finance: FIML estimates for India," MPRA Paper, University Library of Munich, Germany, number 8763, May.
• Lorca-Susino, Maria, 2008, "The US Dollar and the Euro: Deus Ex-Machina," MPRA Paper, University Library of Munich, Germany, number 8855, Apr.
• Pillai N., Vijayamohanan, 2008, "Forecasting Demand for Electricity: Some Methodological Issues and an Analysis," MPRA Paper, University Library of Munich, Germany, number 8899, May.
• Vázquez, Miguel & Sánchez-Úbeda, Eugenio F. & Berzosa, Ana & Barquín, Julián, 2008, "Short-term evolution of forward curves and volatility in illiquid power market," MPRA Paper, University Library of Munich, Germany, number 8932, Feb, revised May 2008.
• Eita, Joel Hinaunye & Mbazima, Daisy, 2008, "The Causal Relationship Between Government Revenue and Expenditure in Namibia," MPRA Paper, University Library of Munich, Germany, number 9154, May.
• Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008, "Inference regarding multiple structural changes in linear models estimated via two stage least squares," MPRA Paper, University Library of Munich, Germany, number 9251, Jun, revised 20 Jun 2008.
• Adam, Anokye M. & Tweneboah, George, 2008, "Do macroeconomic variables play any role in the stock market movement in Ghana?," MPRA Paper, University Library of Munich, Germany, number 9301.
• Adam, Anokye M. & Tweneboah, George, 2008, "Do macroeconomic variables play any role in the stock market movement in Ghana?," MPRA Paper, University Library of Munich, Germany, number 9357, revised 2008.
• Stevans, Lonnie & Sessions, David, 2008, "Speculation, Futures Prices, and the U.S. Real Price of Crude Oil," MPRA Paper, University Library of Munich, Germany, number 9456, Jul, revised 04 Jul 2008.
• Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008, "Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS," MPRA Paper, University Library of Munich, Germany, number 9472, Jul.
• Zafar, Sabahat & Butt, Muhammad Sabihuddin, 2008, "Impact of Trade Liberalization on External Debt Burden: Econometric Evidence from Pakistan," MPRA Paper, University Library of Munich, Germany, number 9548, Jun.
• Degiannakis, Stavros, 2008, "Forecasting Vix," MPRA Paper, University Library of Munich, Germany, number 96307.
• Angelidis, Timotheos & Degiannakis, Stavros, 2008, "Volatility forecasting: Intra-day versus inter-day models," MPRA Paper, University Library of Munich, Germany, number 96322.
• Olimov, Ulugbek & Sirajiddinov, Nishanbay, 2008, "The Effects of the Real Exchange Rate Volatility and Misalignments on Foreign Trade Flows in Uzbekistan," MPRA Paper, University Library of Munich, Germany, number 9749, Mar.
• Lau, Evan & Oh, Swee-Ling & Hu, Sing-Sing, 2008, "Tourist Arrivals And Economic Growth In Sarawak," MPRA Paper, University Library of Munich, Germany, number 9888, Aug.
• Bastourre, Diego, 2008, "Cambio fundamental o especulación financiera en los mercados de commodities? Un modelo con ajuste no lineal al equilibrio
  [Structural break or financial speculation in commodity markets? A multivariate STAR approach]," MPRA Paper, University Library of Munich, Germany, number 9910, Jun.
• Rangan Gupta & Kibii Komen, 2008, "Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?," Working Papers, University of Pretoria, Department of Economics, number 200802, Feb.
• Kasai Ndahiriwe & Rangan Gupta, 2008, "Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200803, Mar.
• Thabo Mokoena & Rangan Gupta & Renee Van Eyden, 2008, "Market Microstructure Approach to the Exchange Rate Determination Puzzle," Working Papers, University of Pretoria, Department of Economics, number 200810, Jun.
• Rangan Gupta & Josine Uwilingiye, 2008, "Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation," Working Papers, University of Pretoria, Department of Economics, number 200825, Jul.
• Steven F. Koch & Gauthier Tshiswaka-Kashalala, 2008, "Tobacco Substitution and the Poor," Working Papers, University of Pretoria, Department of Economics, number 200832, Oct.
• Sebastian Gundel, 2008, "Declining german export prices due to increased competition from newly industrializing countries - evidence from germany and the ceecs," Prague Economic Papers, Prague University of Economics and Business, volume 2008, issue 1, pages 3-22, DOI: 10.18267/j.pep.316.
• António Rua & Francisco Craveiro Dias, 2008, "Determining the number of factors in approximate factor models with global and group-specific factors," Working Papers, Banco de Portugal, Economics and Research Department, number w200809.
• Carlos Robalo Marques, 2008, "Wage and Price Dynamics in Portugal," Working Papers, Banco de Portugal, Economics and Research Department, number w200815.
• João Valle e Azevedo & Ana Pereira, 2008, "Approximating and Forecasting Macroeconomic Signals in Real-Time," Working Papers, Banco de Portugal, Economics and Research Department, number w200819.
• Morten Ø. Nielsen, 2008, "Nonparametric Cointegration Analysis Of Fractional Systems With Unknown Integration Orders," Working Paper, Economics Department, Queen's University, number 1174, Jul.
• Bent Jesper Christensen & Morten Ø. Nielsen & Thomas Busch, 2008, "The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets," Working Paper, Economics Department, Queen's University, number 1181, Oct.
• Rokon Bhuiyan, 2008, "Monetary Transmission Mechanism In A Small Open Economy: A Bayesian Structural Var Approach," Working Paper, Economics Department, Queen's University, number 1183, Oct.
• Oleg Demidov, 2008, "Different indexes for forecasting economic activity in Russia (in Russian)," Quantile, Quantile, issue 5, pages 83-102, September.
• Victor M. Cuevas Ahumada, 2008, "Inflacion, crecimiento y politica macroeconomica en Brasil y Mexico: Una investigacion teorico-empirica," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 4, issue 2, pages 35-78, Enero-Jun.
• Eduardo Loria & Jorge Ramirez, 2008, "Determinantes del crecimiento del producto y del desempleo en Mexico, 1985.1-2008.4," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 5, issue 1, pages 79-101, Julio-Dic.
• T M Christensen & A. S. Hurn & K A Lindsay, 2008, "Discrete time-series models when counts are unobservable," NCER Working Paper Series, National Centre for Econometric Research, number 35, Sep.
• Alexander Mihailov & Fabio Rumler & Johann Scharler, 2008, "The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2008-63, Nov.
• Carol Alexander & Emese Lazar, 2008, "Markov Switching GARCH Diffusion," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2008-01, Mar.
• Martial Dupaigne & Patrick Feve, 2008, "Online Appendix to "Technology shocks around the world"," Online Appendices, Review of Economic Dynamics, number 08-23, Dec.
• Martial Dupaigne & Patrick Feve, 2008, "Code and data files for "Technology shocks around the world"," Computer Codes, Review of Economic Dynamics, number 08-23, revised .
• Marc Giannoni & Jean Boivin, 2008, "Global Forces and Monetary Policy Effectiveness," 2008 Meeting Papers, Society for Economic Dynamics, number 1067.
• Pierre-Daniel Sarte & Mark Watson & Andrew Foerster, 2008, "Aggregate Shocks and the Variability of Industrial Production," 2008 Meeting Papers, Society for Economic Dynamics, number 224.
• Ana R. Martínez Cañete, 2008, "Una reconsideración del modelo Balassa-Samuelson en la zona euro," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 16, issue 1, pages 145-184, Spring.
• Fell, Harrison, 2008, "EU-ETS and Nordic Electricity: A CVAR Approach," RFF Working Paper Series, Resources for the Future, number dp-08-31, Aug.
• Steve Lawford & Michalis P. Stamatogiannis, 2008, "The Finite-Sample E ects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators," Working Paper series, Rimini Centre for Economic Analysis, number 13_08, Jan.
• Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008, "Bayesian Inference in the Time Varying Cointegration Model," Working Paper series, Rimini Centre for Economic Analysis, number 23_08, Jan.
• Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008, "On the Evolution of Monetary Policy," Working Paper series, Rimini Centre for Economic Analysis, number 24_08, Jan.
• Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008, "Dynamic probabilities of restrictions in state space models: An application to the Phillips curve," Working Paper series, Rimini Centre for Economic Analysis, number 26_08, Jan.
• Elena Andreou & Alessandra Pelloni & Marianne Sensier, 2008, "Is Volatility Good for Growth? Evidence from the G7," Working Paper series, Rimini Centre for Economic Analysis, number 37_08, Jan.
• Dean Fantazzini, 2008, "An Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 10, issue 2, pages 91-137.
• Dean Fantazzini, 2008, "Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 11, issue 3, pages 87-122.
• Dean Fantazzini, 2008, "Credit Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 12, issue 4, pages 84-137.
• Abdulnasser Hatemi-J & Per-Ola Maneschiöld & Eduardo Roca, 2008, "Is the Swedish Stock Market Becoming more Integrated with those of Germany and France?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 61, issue 4, pages 665-685.
• Mansur Masih & Ibrahim Algahtani, 2008, "Estimation of Long-run Demand for Money: An Application of Long-run Structural Modelling to Saudi Arabia," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 61, issue 1, pages 81-99.
• Ho-don Yan & Cheng-lang Yang, 2008, "Foreign Capital Inflows and the Current Account Imbalance: Which Causality Direction?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 23, pages 434-461.
• José D. Liquitaya, 2008, "El modelo “P estrella”: un análisis empírico," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 1, pages 25-47.
• Mateescu, George Daniel, 2008, "Polynomial Interpolation and Applications to Autoregressive Models," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 1, pages 119-129, March.
• Ruxanda, Gheorghe & Botezatu, Andreea, 2008, "Spurious Regression And Cointegration. Numerical Example: Romania’S M2 Money Demand," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 3, pages 51-62, September.
• Peter Cripwell & David Edelman, 2008, "The non-linear evolution of high frequency short term interest rates," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1146, Apr.
• Marco Centoni & Gianluca Cubadda & Alain Hecq, 2008, "Common Shocks, Common Dynamics, and the International Business Cycle," CEIS Research Paper, Tor Vergata University, CEIS, number 106, Jul, revised 07 Jul 2008.
• Elena Andreou & Alessandra Pelloni & Marianne Sensier, 2008, "Is Volatility Good for Growth? Evidence from the G7," CEIS Research Paper, Tor Vergata University, CEIS, number 114, Jul, revised 14 Jul 2008.
• Gianluca Cubadda & Alain Hecq & Franz C. Palm, 2008, "Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling," CEIS Research Paper, Tor Vergata University, CEIS, number 125, Jul, revised 14 Jul 2008.
• Michael Fleming & Bruce Mizrach, 2008, "The Microstructure of a U.S. Treasury ECN: The Brokertec Platform," Departmental Working Papers, Rutgers University, Department of Economics, number 200803, Apr.
• Meshach J. Aziakpono & Nicolette Cattaneo & T. D. Karoro, 2008, "Exchange rate pass-through to import prices in South Africa: Is there asymmetry?," ERSA Working Paper Series, Economic Research Southern Africa, number 079, Jul.
• Pami Dua & Nishita Raje & Satyananda Sahoo, 2008, "Forecasting Interest Rates in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 2, issue 1, pages 1-41, March, DOI: 10.1177/097380100700200101.
• Joydeep Biswas, 2008, "Does Finance Lead to Economic Growth? An Empirical Assessment of 12 Asian Economies," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 2, issue 3, pages 229-246, August, DOI: 10.1177/097380100800200301.
• Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2008, "Forecasting the Swiss Economy Using Vecx* Models: an Exercise in Forecast Combination Across Models and Observation Windows," National Institute Economic Review, National Institute of Economic and Social Research, volume 203, issue 1, pages 91-108, January.
• Indrani chakraborty, 2008, "Does Financial Development Cause Economic Growth? The Case of India," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 9, issue 1, pages 109-139, June, DOI: 10.1177/139156140700900105.
• P.R. Madhusoodanan & Hareesh V. Kumar, 2008, "An Empirical Verification of Cointegration and Causality in Indian Stock Markets," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 9, issue 1, pages 159-172, June, DOI: 10.1177/139156140700900107.
• Sarika Mahajan & Balwinder Singh, 2008, "An Empirical Analysis of Stock Price-Volume Relationship in Indian Stock Market," Vision, , volume 12, issue 3, pages 1-13, July, DOI: 10.1177/097226290801200301.
• David Meenagh & Patrick Minford & Michael Wickens, 2008, "Testing a DSGE model of the EU using indirect inference," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0801, Sep.
• Marçal, Emerson Fernandes & Pereira, Pedro L. Valls, 2008, "Testing the Hypothesis of Contagion Using Multivariate Volatility Models," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 28, issue 2, November.
• Urzúa, Carlos M., 2008, "A Back-of-the-Envelope Rule to Identify Atheoretical VARs," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 28, issue 2, November.
• Mahmood-ul-Hasan Khan, 2008, "Short Run Effects of an Unanticipated Change in Monetary Policy: Interpreting Macroeconomic Dynamics in Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 4, pages 1-30.
• Muhammad Nadeem Hanif & Sabina Khurram Jafri, 2008, "Financial Development and Textile Sector Competitiveness: A Case Study of Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 20, Jan.
• Mahmood ul Hasan Khan, 2008, "Short-Run Effects of an Unanticipated Change in Monetary Policy: Interpreting Macroeconomic Dynamics in Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 22, Mar.
• Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008, "Measuring downside risk - realised semivariance," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe01.
• Neil Shephard & Torben G. Andersen, 2008, "Stochastic Volatility: Origins and Overview," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe23.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008, "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe29.
• Robert Engle & Neil Shephard & Kevin Shepphard, 2008, "Fitting vast dimensional time-varying covariance models," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe30.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2008, "Modelling and measuring volatility," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe31.
• Thomas Flury & Neil Shephard, 2008, "Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe32.
• Michael Sørensen, 2008, "Efficient estimation for ergodic diffusions sampled at high frequency," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-46, Jan.
• Peter Reinhard Hansen, 2008, "Reduced-Rank Regression: A Useful Determinant Identity," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-02, Jan.
• Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg, 2008, "Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-03, Jan.
• Annastiina Silvennoinen & Timo Teräsvirta, 2008, "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-05, Jan.
• Annastiina Silvennoinen & Timo Teräsvirta, 2008, "Multivariate GARCH models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-06, Jan.
• Søren Johansen & Bent Nielsen, 2008, "An analysis of the indicator saturation estimator as a robust regression estimator," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-09, Feb.
• Jie Zhu, 2008, "Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-15, Mar.
• Michael Sørensen, 2008, "Parametric inference for discretely sampled stochastic differential equations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-18, Apr.
• Tom Engsted & Thomas Q. Pedersen, 2008, "Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-27, May.
• Ingmar Nolte & Valeri Voev, 2008, "Estimating High-Frequency Based (Co-) Variances: A Unified Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-31, Jun.
• Dennis Kristensen, 2008, "Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-37, Jul.
• Roxana Chiriac & Valeri Voev, 2008, "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-39, Sep.