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

2007

• Yin-Wong Cheung, 2007, "An empirical model of daily highs and lows," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 12, issue 1, pages 1-20, DOI: 10.1002/ijfe.303.
• Pär Österholm & Erik Hjalmarsson, 2007, "Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated," IMF Working Papers, International Monetary Fund, number 2007/141, Jun.
• Hrushikesh Mallick, 2007, "Does energy consumption fuel economic growth in India?," Centre for Development Studies, Trivendrum Working Papers, Centre for Development Studies, Trivendrum, India, number 388, Sep.
• Syed A. Basher & Josep Lluís Carrion-i-Silvestre, 2007, "Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200710, May, revised May 2007.
• Maurizio Bovi, 2007, "National accounts, fiscal rules and fiscal policy. Mind the hidden gaps," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 76, Jan.
• Tatiana Cesaroni, 2007, "Inspecting the cyclical properties of the Italian Manufacturing Business survey data," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 83, May.
• Asst. Prof. Sevda YAPRAKLI, 2007, "Ticari Ve Finansal Disa Aciklik Ile Ekonomik Buyume Arasindaki Iliski: Turkiye Uzerine Bir Uygulama," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 5, issue 1, pages 67-89, May.
• Res. Ass. Dr. Mahmut ZORTUK, 2007, "Kosulluluk Araci Olma Baglaminda Kisa Vadeli Faiz Oranlarinin Hedeflenen Enflasyondan Sapmada Kullanimi: Bounds Test Yaklasimi (Türkiye Örnegi)," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 6, issue 1, pages 41-68, December.
• Juan Carlos Cuestas, 2007, "Purchasing Power Parity In Central And Eastern European Countries: An Analysis Of Unit Roots And Nonlinearities," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2007-22, Oct.
• Helena Chuliá Soler & Pilar Soriano Felipe & Francisco Climent & Hipòlit Torró, 2007, "Volatility Transmission Patterns And Terrorist Attacks," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2007-09, Aug.
• Juan A. Lafuente & Javier Ordoñez, 2007, "The Effect Of The Emu On Short And Long-Run Stock Market Dynamics: New Evidence On Financial Integration," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2007-12, Oct.
• Pagan, Adrian & Pesaran, M. Hashem, 2007, "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," IZA Discussion Papers, IZA Network @ LISER, number 2634, Feb.
• Jaeger, David A. & Paserman, M. Daniele, 2007, "The Shape of Things to Come? Assessing the Effectiveness of Suicide Attacks and Targeted Killings," IZA Discussion Papers, IZA Network @ LISER, number 2890, Jun.
• Assenmacher-Wesche, Katrin & Pesaran, M. Hashem, 2007, "Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows," IZA Discussion Papers, IZA Network @ LISER, number 3071, Sep.
• Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007, "Exploring the international linkages of the euro area: a global VAR analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 1-38, DOI: 10.1002/jae.932.
• Ana Beatriz Galvão & Michael Artis & Massimiliano Marcellino, 2007, "The transmission mechanism in a changing world," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 39-61, DOI: 10.1002/jae.923.
• George Kapetanios, 2007, "Dynamic factor extraction of cross-sectional dependence in panel unit root tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 2, pages 313-338, DOI: 10.1002/jae.943.
• Jonathan B. Hill, 2007, "Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 4, pages 747-765, DOI: 10.1002/jae.925.
• Chien-Chiang Lee & Chun-Ping Chang, 2007, "Social Welfare Expenditure, Human Capital, and Economic Growth: Evidence from Taiwan," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 3, issue 2, pages 225-247, July.
• Alfredo M. Pereira & Jorge M. Andraz, 2007, "Public Investment In Transportation Infrastructures And Industry Performance In Portugal," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 32, issue 1, pages 1-20, June.
• Emmanuel De Veirman, 2007, "Which Nonlinearity in the Phillips Curve? The Absence of Accelerating Deflation in Japan," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 536, Jan.
• Joakim Westerlund & Syed A. Basher, 2007, "Can panel data really improve the predictability of the monetary exchange rate model?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 26, issue 5, pages 365-383, DOI: 10.1002/for.1034.
• Ola Simonsen, 2007, "An empirical model for durations in stocks," Annals of Finance, Springer, volume 3, issue 2, pages 241-255, March, DOI: 10.1007/s10436-006-0048-9.
• Cyrus Ramezani & Yong Zeng, 2007, "Maximum likelihood estimation of the double exponential jump-diffusion process," Annals of Finance, Springer, volume 3, issue 4, pages 487-507, October, DOI: 10.1007/s10436-006-0062-y.
• Sung No & Donald Andrews & Ashagre Yigletu, 2007, "Dynamic Analysis of Income and Independence Effect of African American Female Labor Force Participation on Divorce," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 35, issue 2, pages 159-171, June, DOI: 10.1007/s11293-006-9059-1.
• Toker Doganoglu & Christoph Hartz & Stefan Mittnik, 2007, "Portfolio optimization when risk factors are conditionally varying and heavy tailed," Computational Economics, Springer;Society for Computational Economics, volume 29, issue 3, pages 333-354, May, DOI: 10.1007/s10614-006-9071-1.
• Henryk Gurgul & Paweł Majdosz & Roland Mestel, 2007, "Price–volume relations of DAX companies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 3, pages 353-379, September, DOI: 10.1007/s11408-007-0050-x.
• Roland Füss & Dieter Kaiser, 2007, "The tactical and strategic value of hedge fund strategies: a cointegration approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 4, pages 425-444, December, DOI: 10.1007/s11408-007-0060-8.
• Nikolaos Giannellis & Athanasios Papadopoulos, 2007, "Estimating the Equilibrium Effective Exchange Rate for Potential EMU Members," Open Economies Review, Springer, volume 18, issue 3, pages 307-326, July, DOI: 10.1007/s11079-007-9040-x.
• Kai-Li Wang & Mei-Ling Chen, 2007, "The dynamics in the spot, futures, and call options with basis asymmetries: an intraday analysis in a generalized multivariate GARCH-M MSKST framework," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 4, pages 371-394, November, DOI: 10.1007/s11156-007-0050-y.
• Ulrich Kaiser & Hans Christian Kongsted, 2007, "Do Magazines' ”Companion Websites” Cannibalize the Demand for the Print Version?," CIE Discussion Papers, University of Copenhagen. Department of Economics. Centre for Industrial Economics, number 2007-03, Jun.
• Søren Johansen, 2007, "Some Identification Problems in the Cointegrated Vector Autoregressive Model," Discussion Papers, University of Copenhagen. Department of Economics, number 07-24, Oct.
• Soren Johansen & Anders Rygh Swensen, 2007, "Exact Rational Expectations, Cointegration, and Reduced Rank Regression," Discussion Papers, University of Copenhagen. Department of Economics, number 07-29, Nov.
• Katarina Juselius, 2007, "The PPP Puzzle: What the Data Tell when Allowed to Speak Freely," Discussion Papers, University of Copenhagen. Department of Economics, number 07-33, Oct, revised Dec 2007.
• Søren Johansen & Katarina Juselius & Roman Frydman & Michael Goldberg, 2007, "Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate," Discussion Papers, University of Copenhagen. Department of Economics, number 07-34, Dec.
• Kevin D. Hoover & Katarina Juselius & Søren Johansen, 2007, "Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression," Discussion Papers, University of Copenhagen. Department of Economics, number 07-35, Nov.
• Taro Kanatani, 2007, "Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations," KIER Working Papers, Kyoto University, Institute of Economic Research, number 634, Jun.
• Paul Turner, 2007, "Testing for cointegration using the Johansen approach: Are we using the correct critical values?," Discussion Paper Series, Department of Economics, Loughborough University, number 2007_12, May, revised May 2007.
• Xiaoshan Chen, 2007, "Evaluating the Synchronisation of the Eurozone Business Cycles using Multivariate Coincident Macroeconomic Indicators," Discussion Paper Series, Department of Economics, Loughborough University, number 2007_27, Nov, revised Nov 2007.
• Schlicht, Ekkehart, 2007, "Trend Extraction From Time Series With Structural Breaks," Discussion Papers in Economics, University of Munich, Department of Economics, number 1926, May.
• Schlicht, Ekkehart, 2007, "Trend Extraction From Time Series With Missing Observations," Discussion Papers in Economics, University of Munich, Department of Economics, number 1927, May.
• Konstantins Benkovskis & Daina Paula, 2007, "Inflation Expectations in Latvia: Consumer Survey Based Results," Working Papers, Latvijas Banka, number 2007/01, May.
• Patrick Fève & Alain Guay, 2007, "Identification of Technology Shocks in Structural VARs," Cahiers de recherche, CIRPEE, number 0736.
• Patrick Fève & Alain Guay, 2007, "The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach," Cahiers de recherche, CIRPEE, number 0737.
• George Milunovich & Roselyne Joyeux, 2007, "Testing Market Efficiency and Price Discovery in European Carbon Markets," Research Papers, Macquarie University, Department of Economics, number 0701, Mar.
• Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007, "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 92, Mar.
• Thomas J.Flavin & Ekaterini Panopoulou, 2007, "On the robustness of international portfolio diversification benefits to regime-switching volatility," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1801007.pdf.
• Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2007, "Non-stationary Hours in a DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 6, pages 1357-1373, September.
• Fabrizio Casalin, 2007, "The Expectations Hypothesis of Term Structure of Interest Rates Revisited," Working Papers, University of Milano-Bicocca, Department of Economics, number 128, Nov, revised Nov 2007.
• Vincent Bouvatier, 2007, "Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took up the Challenge," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 161, Feb.
• Weshah Razzak, 2007, "Explaining the gaps in labour productivity in some developed countries," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 30, Feb.
• Nikolaos Giannellis & Athanasios P. Papadopoulos, 2007, "Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 55, Feb.
• Andrea Cipollini & Giuseppe Missaglia, 2007, "Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 007, Oct.
• Atella, Vincenzo & Centoni, Marco & Cubadda, Gianluca, 2007, "Technology shocks, structural breaks and the effects on the business cycle," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp07041, Oct.
• Koi Nyen Wong & Tuck Cheong Tang, 2007, "Exchange Rate Variability And The Export Demand For Malaysia'S Semiconductors: An Empirical Study," Monash Economics Working Papers, Monash University, Department of Economics, number 13-07.
• Dominique Guegan, 2007, "Global and local stationary modelling in finance: theory and empirical evidence," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07053, Apr.
• Dominique Guegan & Zhiping Lu, 2007, "A note on self-similarity for discrete time series," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07055, Nov.
• Lanouar Charfeddine & Dominique Guegan, 2007, "Which is the best model for the US inflation rate: a structural changes model or a long memory process?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07061, Nov.
• George Athanasopoulos & D.S. Poskitt & Farshid Vahid, 2007, "Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/07, Jul, revised May 2009.
• Ralph D. Snyder & Adrian Beaumont, 2007, "A Comparison of Methods for Forecasting Demand for Slow Moving Car Parts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/07, Dec.
• Ashton de Silva & Rob J. Hyndman & Ralph D. Snyder, 2007, "The vector innovation structural time series framework: a simple approach to multivariate forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/07, May.
• Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos, 2007, "Optimal combination forecasts for hierarchical time series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/07, Jul.
• McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007, "A New Approach to Drawing States in State Space Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2007-06.
• McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007, "A New Approach to Drawing States in State Space Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 07-2007.
• Michal Rubaszek & Pawel Skrzypczynski, 2007, "Can a simple DSGE model outperform Professional Forecasters?," NBP Working Papers, Narodowy Bank Polski, number 43, Nov.
• Jean Boivin & Marc P. Giannoni, 2007, "Global Forces and Monetary Policy Effectiveness," NBER Chapters, National Bureau of Economic Research, Inc, "International Dimensions of Monetary Policy".
• M. Hashem Pesaran & Til Schuermann & Bjorn-Jakob Treutler, 2007, "Global Business Cycles and Credit Risk," NBER Chapters, National Bureau of Economic Research, Inc, "The Risks of Financial Institutions".
• Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007, "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0338, May.
• Lars Peter Hansen, 2007, "Beliefs, Doubts and Learning: Valuing Economic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 12948, Mar.
• Torben G. Andersen & Luca Benzoni, 2007, "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 12962, Mar.
• Marco Del Negro & Frank Schorfheide, 2007, "Monetary Policy Analysis with Potentially Misspecified Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 13099, May.
• Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007, "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," NBER Working Papers, National Bureau of Economic Research, Inc, number 13134, May.
• Jessica A. Wachter & Missaka Warusawitharana, 2007, "Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13165, Jun.
• Jon Faust & Jonathan H. Wright, 2007, "Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset," NBER Working Papers, National Bureau of Economic Research, Inc, number 13397, Sep.
• Ricardo Reis & Mark W. Watson, 2007, "Relative Goods' Prices, Pure Inflation, and the Phillips Correlation," NBER Working Papers, National Bureau of Economic Research, Inc, number 13615, Nov.
• Juan Carlos Cuestas & Javier Ordóñez, 2007, "Testing for convergence among Mercosur countries," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2007/1, May.
• Alastair R. Hall & Denis Pelletier, 2007, "Non-Nested Testing in Models Estimated via Generalized Method of Moments," Working Paper Series, North Carolina State University, Department of Economics, number 011, Mar, revised Mar 2007.
• Pablo A. Guerron, 2007, "What You Match Does Matter: The Effects of Data on DSGE Estimation," Working Paper Series, North Carolina State University, Department of Economics, number 012, Jul.
• William J. McCausland & Shirley Miller & Denis Pelletier, 2007, "A New Approach to Drawing States in State Space Models," Working Paper Series, North Carolina State University, Department of Economics, number 014, Aug, revised Aug 2007.
• Gonzalo, Jesús & Lee, Tae-Hwy & Yang, Weiping, 2007, "Permanent and transitory components of GDP and stock prices: further analysis," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we20070525, May.
• García-Hiernaux, Alfredo & Casals, José & Jerez, Miguel, 2007, "Estimating the system order by subspace methods," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws070301, Jan.
• Andrea, SILVESTRINI, 2007, "Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2007040, Dec.
• J. Cunado & L.A. Gil-Alana & F. Perez De Gracia, 2007, "Real convergence in some emerging countries : a fractionally integrated approach," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2007034, Sep.
• Bailey, Ralph W., 2007, "The Real Part Of A Complex Arma Process," Econometric Theory, Cambridge University Press, volume 23, issue 3, pages 537-545, June.
• Franchi, Massimo, 2007, "The Integration Order Of Vector Autoregressive Processes," Econometric Theory, Cambridge University Press, volume 23, issue 3, pages 546-553, June.
• Cavaliere, Giuseppe & Georgiev, Iliyan, 2007, "Testing For Unit Roots In Autoregressions With Multiple Level Shifts," Econometric Theory, Cambridge University Press, volume 23, issue 6, pages 1162-1215, December.
• Baek, Jungho & Koo, Won W., 2007, "Dynamic Interrelationships between the U.S. Agricultural Trade Balance and the Macroeconomy," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 39, issue 3, pages 457-470, December.
• Peter C.B. Phillips & Jun Yu, 2007, "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1597, Jan.
• David A. Jaeger & M. Daniele Paserman, 2007, "The Shape of Things to Come? Assessing the Effectiveness of Suicide Attacks and Targeted Killings," Working Papers, Economics Department, William & Mary, number 54, Jul.
• Alfredo M. Pereira & Martin B. Schmidt, 2007, "Structural Breaks in Public Infrastructure Investment in the U.S," Working Papers, Economics Department, William & Mary, number 55, Aug.
• Matthew A. Hanson & Martin B. Schmidt, 2007, "The Impact of Coalition Offensive Operations on the Iraqi Insurgency," Working Papers, Economics Department, William & Mary, number 56, Sep.
• Martin B. Schmidt, 2007, "Voting with the Crowd: Do Single Issues Drive Partisanship?," Working Papers, Economics Department, William & Mary, number 57, Sep.
• Matthew A. Hanson, 2007, "The Economics of Roadside Bombs," Working Papers, Economics Department, William & Mary, number 68, Dec.
• Rengifo, Erick W. & Trifan, Emanuela, 2007, "Investors Facing Risk II: Loss Aversion and Wealth Allocation When Utility Is Derived From Consumption and Narrowly Framed Financial Investments," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 28002, Feb.
• Rengifo, Erick W. & Trifan, Emanuela, 2007, "Investors Facing Risk: Loss Aversion and Wealth Allocation Between Risky and Risk-Free Assets," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 28063, Feb.
• Rengifo, Erick W. & Trifan, Emanuela, 2007, "Investors Facing Risk: Loss Aversion and Wealth Allocation Between Risky and Risk-Free Assets," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77379, Feb.
• Rengifo, Erick W. & Trifan, Emanuela, 2008, "Investors Facing Risk II: Loss Aversion and Wealth Allocation When Utility Is Derived From Consumption and Narrowly Framed Financial Investments," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77387.
• Jinzhao Chen, 2007, "Behavior Equilibrium Exchange Rate and Misalignment of Renminbi: A Recent Empirical Study," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c012_013, Jun.
• Alexander Meyer-Gohde, 2007, "Matlab Code for Solving Linear Rational Expectation Models with Lagged Expectations Quickly and Easily," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 171, revised Apr 2010.
• Christian Dreger & Konstantin A. Kholodilin, 2007, "Prognosen der regionalen Konjunkturentwicklung," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 76, issue 4, pages 47-55, DOI: 10.3790/vjh.76.4.47.
• Sebastian Dullien & Ulrich Fritsche, 2007, "Anhaltende Divergenz bei Inflations- und Lohnentwicklung in der Eurozone: Gefahr für die Währungsunion?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 76, issue 4, pages 56-76, DOI: 10.3790/vjh.76.4.56.
• Sebastian Dullien & Ulrich Fritsche, 2007, "Anhaltende Divergenz der Lohnstückkostenentwicklung im Euroraum problematisch," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 74, issue 22, pages 349-357.
• Ulrich Fritsche & Vladimir Kuzin, 2007, "Unit Labor Cost Growth Differentials in the Euro Area, Germany, and the US: Lessons from PANIC and Cluster Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 667.
• Sebastian Dullien & Ulrich Fritsche, 2007, "Does the Dispersion of Unit Labor Cost Dynamics in the EMU Imply Long-Run Divergence?: Results from a Comparison with the United States of America and Germany," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 674.
• Boriss Siliverstovs, 2007, "Money Demand in Estonia," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 675.
• Sule Akkoyunlu & Boriss Siliverstovs, 2007, "The Role of Remittances in Migration Decision: Evidence from Turkish Migration," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 691.
• Boriss Siliverstovs, 2007, "Dynamic Modelling of the Demand for Money in Latvia," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 703.
• Burton A. Abrams & Siyan Wang, 2007, "Government Outlays, Economic Growth and Unemployment: A VAR Model," Working Papers, University of Delaware, Department of Economics, number 07-13, Jul.
• R. Krishnan, 2007, "Seasonal Characteristics of Indian Time Series," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 42, issue 2, pages 191-210, December.
• Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007, "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers, Duke University, Department of Economics, number 07-04.
• MUHD-ZULKHIBRI, Abdul Majid, 2007, "Causality Link Between Money, Output And Prices In Malaysia: An Empirical Re-Examination," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 1.
• Razzak, W.A., 2007, "Explaining The Gaps In Labour Productivity In Some Developed Countries: New Zealand, Australia, The United States And Canada, 1988-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 2.
• JAYANTHAKUMARAN, Kankesu & PAHLAVANI, Mosayeb, 2007, "Structural Breaks In Trade And Income Per Capita In Asean-5 Countries: An Application Of Innovational Outlier Models," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 2.
• Dionisio, Andreia & Menezes, Rui & Mendes, Diana & Vidigal Da Silva, Jacinto, 2007, "Nonlinear Dynamics Within Macroeconomic Factors And Stock Market In Portugal, 1993-2003," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 2, pages 57-70.
• Rosmy, Jean Louis & Daniel, Simons, 2007, "Is There A North American Business Cycle?. An Analysis Of The Period 1963-2002," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 2, pages 109-120.
• KIANI, Khurshid M., 2007, "Business Cycle Asymmetries In Stock Returns: Robust Evidence," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 4, issue 2, pages 99-120.
• Nadeem Ul Haque, 2007, "Impact of Export Subsidies on Pakistan’s Exports," Trade Working Papers, East Asian Bureau of Economic Research, number 22191, Jan.
• Chevillon, Guillaume, 2007, "Inference in the Presence of Stochastic and Deterministic Trends," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 07021, Aug.
• Lorenzo Cappiello & Simone Manganelli, 2007, "Financial integration and capital flows in the new EU Member States," Research Bulletin, European Central Bank, volume 6, pages 5-7.
• Vansteenkiste, Isabel, 2007, "Regional housing market spillovers in the US: lessons from regional divergences in a common monetary policy setting," Working Paper Series, European Central Bank, number 708, Jan.
• Sánchez, Marcelo, 2007, "What drives business cycles and international trade in emerging market economies?," Working Paper Series, European Central Bank, number 730, Feb.
• Ca' Zorzi, Michele & Hahn, Elke & Sánchez, Marcelo, 2007, "Exchange rate pass-through in emerging markets," Working Paper Series, European Central Bank, number 739, Mar.
• von Landesberger, Julian, 2007, "Sectoral money demand models for the euro area based on a common set of determinants," Working Paper Series, European Central Bank, number 741, Mar.
• Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Holly, Sean, 2007, "Long run macroeconomic relations in the global economy," Working Paper Series, European Central Bank, number 750, May.
• Angelini, Elena & Marcellino, Massimiliano, 2007, "Econometric analyses with backdated data: unified Germany and the euro area," Working Paper Series, European Central Bank, number 752, May.
• Landolfo, Luigi, 2007, "Modeling the impact of external factors on the euro area's HICP and real economy: a focus on pass-through and the trade balance," Working Paper Series, European Central Bank, number 789, Jul.
• Hahn, Elke, 2007, "The impact of exchange rate shocks on sectoral activity and prices in the euro area," Working Paper Series, European Central Bank, number 796, Aug.
• Llaudes, Ricardo, 2007, "Monetary policy shocks in a two-sector open economy: an empirical study," Working Paper Series, European Central Bank, number 799, Aug.
• Musso, Alberto & Proietti, Tommaso, 2007, "Growth accounting for the euro area: a structural approach," Working Paper Series, European Central Bank, number 804, Aug.
• Franta, Michal & Saxa, Branislav & Šmídková, Kateřina, 2007, "Inflation persistence: euro area and new EU Member States," Working Paper Series, European Central Bank, number 810, Sep.
• Cappiello, Lorenzo & De Santis, Roberto A., 2007, "The uncovered return parity condition," Working Paper Series, European Central Bank, number 812, Sep.
• Kaufmann, Sylvia & Valderrama, Maria Teresa, 2007, "The role of credit aggregates and asset prices in the transmission mechanism: a comparison between the euro area and the US," Working Paper Series, European Central Bank, number 816, Sep.
• Ciccarelli, Matteo & Altavilla, Carlo, 2007, "Information combination and forecast (st)ability evidence from vintages of time-series data," Working Paper Series, European Central Bank, number 846, Dec.
• L. Bauwens & J.V.K. Rombouts, 2007, "Bayesian inference for the mixed conditional heteroskedasticity model," Econometrics Journal, Royal Economic Society, volume 10, issue 2, pages 408-425, July.
• Rasmus Kattai, 2007, "Constants do not stay constant because variables are varying," Bank of Estonia Working Papers, Bank of Estonia, number 2007-01, Jan, revised 02 Jan 2007.
• Lenno Uuskula, 2007, "Firm entry and liquidity," Bank of Estonia Working Papers, Bank of Estonia, number 2007-06, Aug, revised 26 Aug 2007.
• Christian Schulz, 2007, "Forecasting economic growth for Estonia : application of common factor methodologies," Bank of Estonia Working Papers, Bank of Estonia, number 2007-09, Sep, revised 04 Sep 2007.
• Hyndman, Rob J. & Shahid Ullah, Md., 2007, "Robust forecasting of mortality and fertility rates: A functional data approach," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 10, pages 4942-4956, June.
• Staszewska, Anna, 2007, "Representing uncertainty about response paths: The use of heuristic optimisation methods," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 1, pages 121-132, September.
• Cubadda, Gianluca, 2007, "A unifying framework for analysing common cyclical features in cointegrated time series," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 2, pages 896-906, October.
• Morana, Claudio, 2007, "Multivariate modelling of long memory processes with common components," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 2, pages 919-934, October.
• Ruge-Murcia, Francisco J., 2007, "Methods to estimate dynamic stochastic general equilibrium models," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 8, pages 2599-2636, August.
• Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2007, "Common shocks, common dynamics, and the international business cycle," Economic Modelling, Elsevier, volume 24, issue 1, pages 149-166, January.
• Baghli, Mustapha & Cahn, Christophe & Fraisse, Henri, 2007, "Is the inflation-output Nexus asymmetric in the Euro area?," Economics Letters, Elsevier, volume 94, issue 1, pages 1-6, January.
• Hashem Pesaran, M., 2007, "A pair-wise approach to testing for output and growth convergence," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 312-355, May.
• Hualde, J. & Robinson, P.M., 2007, "Root-n-consistent estimation of weak fractional cointegration," Journal of Econometrics, Elsevier, volume 140, issue 2, pages 450-484, October.
• Harvey, Andrew C. & Trimbur, Thomas M. & Van Dijk, Herman K., 2007, "Trends and cycles in economic time series: A Bayesian approach," Journal of Econometrics, Elsevier, volume 140, issue 2, pages 618-649, October.
• Eklund, Bruno & Terasvirta, Timo, 2007, "Testing constancy of the error covariance matrix in vector models," Journal of Econometrics, Elsevier, volume 140, issue 2, pages 753-780, October.
• Hall, Alastair R. & Inoue, Atsushi, 2007, "Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models": [Journal of Econometrics 114 (2003) 361-394]," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 1417-1418, December.
• Nielsen, Morten Orregaard & Shimotsu, Katsumi, 2007, "Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 574-596, December.
• Bowsher, Clive G., 2007, "Modelling security market events in continuous time: Intensity based, multivariate point process models," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 876-912, December.
• Eickmeier, Sandra, 2007, "Business cycle transmission from the US to Germany--A structural factor approach," European Economic Review, Elsevier, volume 51, issue 3, pages 521-551, April.
• Coutts, Ken & Norman, Neville R., 2007, "Global influences on UK manufacturing prices: 1970-2000," European Economic Review, Elsevier, volume 51, issue 5, pages 1205-1221, July.
• Kahn, James A. & Rich, Robert W., 2007, "Tracking the new economy: Using growth theory to detect changes in trend productivity," Journal of Monetary Economics, Elsevier, volume 54, issue 6, pages 1670-1701, September.
• Lief Brandes & Egon Franck, 2007, "Who Made Who – An Empirical Analysis of Competitive Balance in European Soccer Leagues," Eastern Economic Journal, Eastern Economic Association, volume 33, issue 3, pages 379-403, Summer.
• Jan P.A.M. Jacobs & Kenneth F. Wallis, 2007, "Cointegration, Long-Run Structural Modelling And Weak Exogeneity: Two Models Of The Uk Economy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2007-12, Jun.
• Mardi Dungey & Renee Fry, 2007, "The Identification Of Fiscal And Monetary Policy In A Structural Var," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2007-29, Dec.
• Urzúa, Carlos M., 2007, "A Back-of-the-Envelope Rule to Identify Atheoretical VARs," EGAP Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-03, Feb.
• Ertugrul Deliktas & Özlem Önder & Metin Karadag, 2007, "The Spillover Effects of Public Capital Formation on the Manufacturing Industry in the Turkish Geographical Regions," Working Papers, Ege University, Department of Economics, number 0702, Feb.
• Robinson, Peter M., 2007, "Multiple local whittle estimation in stationary systems," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4436, Oct.
• Robinson, Peter, 2007, "Diagnostic testing for cointegration," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4465, Sep.
• Robinson, Peter, 2007, "On discrete sampling of time-varying continuous-time systems," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6795, Jun.
• Seo, Myung Hwan, 2007, "Estimation of nonlinear error correction models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6802, Mar.
• Ciarreta Antuñano, Aitor & Zárraga Alonso, Ainhoa, 2007, "Electricity consumption and economic growth: evidence from Spain," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Jan.
• Philip Arestis & Elias Karakitsos, 2007, "Modelling the US Housing Market," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 10, issue 2, pages 67-88, Winter.
• Oglietti, Guillermo Celso, 2007, "La relación de causalidad entre el crecimiento y la IED en Argentina. ¿Pan para hoy, hambre para mañana?," El Trimestre Económico, Fondo de Cultura Económica, volume 74, issue 294, pages 349-378, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v74i.
• Chumacero, Rómulo A. & Hermann, Jorge, 2007, "No estaba muerta … La teoría cuantitativa y la relación entre dinero e inflación," El Trimestre Económico, Fondo de Cultura Económica, volume 74, issue 295, pages 766-787, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v74i.
• Heij, C., 2007, "Improved forecasting with leading indicators: the principal covariate index," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-23, Jun.
• Paap, R. & Segers, R. & van Dijk, D.J.C., 2007, "Do leading indicators lead peaks more than troughs?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-08, Mar.
• Strachan, R.W. & van Dijk, H.K., 2007, "Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-11, Mar.
• Victor M. Guerrero, 2007, "Pronósticos restringidos con modelos de series de tiempo múltiples y su aplicación para evaluar metas de política macroeconómica en México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 22, issue 2, pages 241-311.
• Hrushikesh Mallick, 2007, "Does Energy Consumption Fuel Economic Growth In India?," Working Papers, eSocialSciences, number id:1299.
• Lekha S. Chakraborty, 2007, "Fiscal Deficit, Capital Formation, and Crowding Out : Evidence from India," Working Papers, eSocialSciences, number id:837.
• Boschi, Melisso, 2007, "Foreign capital in Latin America: A long-run structural Global VAR perspective," Economics Discussion Papers, University of Essex, Department of Economics, number 8918.
• Hideaki HIRATA & Ayhan KOSE & Christopher OTROK, 2013, "Regionalization vs. Globalization," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 13004, Jan.
• Helmut Luetkepohl, 2007, "Econometric Analysis with Vector Autoregressive Models," Economics Working Papers, European University Institute, number ECO2007/11.
• Christian Kascha, 2007, "A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models," Economics Working Papers, European University Institute, number ECO2007/12.