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

• Reichmuth, Wolfgang H. & Sarferaz, Samad, 2008, "Modeling and forecasting age-specific mortality: A Bayesian approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-052a.
• Reichmuth, Wolfgang H. & Sarferaz, Samad, 2008, "The influence of the business cycle on mortality," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-059.
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2008, "A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-064.
• Weber, Enzo, 2008, "Structural dynamic conditional correlation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-069.
• Weber, Enzo & Zhang, Yanqun, 2008, "Common influences, spillover and integration in Chinese stock markets," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-072.
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2008, "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-073.
• Seymen, Atilim, 2008, "A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-007.
• Seymen, Atilim, 2008, "A Critical Note on the Forecast Error Variance Decomposition," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-065.
• Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson, 2008, "Sectoral vs. aggregate shocks : a structural factor analysis of industrial production," Working Paper, Federal Reserve Bank of Richmond, number 08-07.
• Sergey Drobyshevsky & Pavel Trunin & M. Kamenskikh, 2008, "Analysis of Transmission Mechanisms of Money and Credit Policy in Russia's Economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 116P.
• Jean-Pierre Allégret & Alain Sand-Zantman, 2008, "Does a Monetary Union protect again foreign shocks? An assessment of Latin American integration using a Bayesian VAR," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0809.
• Mustapha Sadni Jallab & Monnet Benoît Patrick Gbakou & René Sandretto, 2008, "Foreign Direct Investment, Macroeconomic Instability And Economic Growth in MENA Countries," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0817.
• Sabrina Teyssier, 2008, "Les Modes de Rémunération comme Mécanismes Sélectifs de la Main d’oeuvre : Fondements Théoriques et Estimations Empiriques," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0818.
• Jean-François Goux, 2008, "Thick breaks and trend stationarity : the case of euro-dollar exchange rate," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0826.
• Matteo Modena, 2008, "An Empirical Analysis of the Curvature Factor of the Term Structure of Interest Rates," Working Papers, Business School - Economics, University of Glasgow, number 2008_35, Sep.
• Alberto Ortiz & Federico Sturzenegger & Ashoka Mody, 2008, "Estimating SARB's Policy Reaction Rule," Growth Lab Working Papers, Harvard's Growth Lab, number 14c, May.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2008, "Exchange Rate and Interest Rate Volatility in a Target Zone: The Portuguese Case," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2008-03.
• Tara Sinclair & Sinchan Mitra, 2008, "Output Fluctuations in the G-7: An Unobserved Components Approach," Working Papers, The George Washington University, Institute for International Economic Policy, number 2008-04, May.
• Dominique Guegan, 2008, "Effect of noise filtering on predictions : on the routes of chaos," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00235448, Jan.
• Jing Zhang & Dominique Guegan, 2008, "Pricing bivariate option under GARCH processes with time-varying copula," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00259242, Feb.
• Dominique Guegan, 2008, "Non-stationarity and meta-distribution," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00270708, Mar.
• Christophe Chorro & Dominique Guegan & Florian Ielpo, 2008, "Option Pricing under GARCH models with Generalized Hyperbolic innovations (I) : Methodology," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00281585, May.
• Jing Zhang & Dominique Guegan, 2008, "Pricing bivariate option under GARCH processes with time-varying copula," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00286054, Jun, DOI: 10.1016/j.insmatheco.2008.02.003.
• Claude Diebolt & Cédric Doliger, 2008, "New international evidence on the cyclical behaviour of output : Kuznets swings reconsidered," Post-Print, HAL, number hal-00278967, Dec, DOI: 10.1007/s11135-006-9064-0.
• R. Beaupain & A. Durre, 2008, "The interday and intraday patterns of the overnight market: Evidence from an electronic platform," Post-Print, HAL, number hal-00393019.
• Antonia López Villavicencio & Josep Lluís Raymond Bara, 2008, "Short‐Run And Long‐Run Determinants Of The Real Exchange Rate In Mexico," Post-Print, HAL, number hal-05455659, Jan, DOI: 10.1111/j.1746-1049.2007.00055.x.
• Jean-Pierre Allegret & Alain Sand-Zantman, 2008, "Does a Monetary Union protect again foreign shocks? An assessment of Latin American integration using a Bayesian VAR," Post-Print, HAL, number halshs-00269122.
• Monnet Benoît Patrick Gbakou & Mustapha Sadni Jallab & René Sandretto, 2008, "Foreign Direct Investment, Macroeconomic Instability And Economic Growth in MENA Countries," Post-Print, HAL, number halshs-00303694.
• Sabrina Teyssier, 2008, "Les Modes de Rémunération comme MécanismesSélectifs de la Main d'oeuvre : Fondements Théoriques et Estimations Empiriques," Post-Print, HAL, number halshs-00303703.
• Marilyne Huchet & Jean-Sébastien Pentecôte, 2008, "Élargissement de la zone euro et mesure des asymétries, Un bilan empirique," Post-Print, HAL, number halshs-00350385.
• Jean-Pierre Allegret & Alain Sand-Zantman, 2008, "Monetary Integration Issues in Latin America: a multivariate assessment," Post-Print, HAL, number halshs-00353356.
• Mohamed Boutahar & Gilles Dufrénot & Anne Peguin-Feissolle, 2008, "A simple fractionally integrated model with a time-varying long memory parameter dt," Post-Print, HAL, number halshs-00390136, DOI: 10.1007/s10614-007-9115-1.
• Gian Luigi Mazzi & Frédéric Reynès & Matthieu Lemoine & Paola Veroni, 2008, "Real Time Estimation of Potential Output and Output Gap for the Euro-Area : Comparing Production Function with Unobserved Components and SVAR Approaches," Sciences Po Economics Publications (main), HAL, number hal-01027422, Nov.
• Gian Luigi Mazzi & Frédéric Reynès & Matthieu Lemoine & Paola Veroni, 2008, "Real Time Estimation of Potential Output and Output Gap for the Euro-Area : Comparing Production Function with Unobserved Components and SVAR Approaches," Working Papers, HAL, number hal-01027422, Nov.
• Mohamed Boutahar & Gilles Dufrénot & Anne Peguin-Feissolle, 2008, "A SIMPLE FRACTIONALLY INTEGRATED MODEL WITH A TIME-VARYING LONG MEMORY PARAMETER Dt - [Document de travail n°2008 - 10]," Working Papers, HAL, number halshs-00275254, May.
• Zsolt Darvas, 2008, "Leveraged Carry Trade Portfolios," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 0822, Oct.
• Daniel G. Swaine, 2008, "Estimating the Speed of Convergence in the Neoclassical Growth Model: An MLE Estimation of Structural Parameters Using the Stochastic Neoclassical Growth Model, Time-Series Data, and the Kalman Filter," Working Papers, College of the Holy Cross, Department of Economics, number 0810, Sep.
• Jonas Dovern & Ulrich Fritsche, 2008, "Estimating fundamental cross-section dispersion from fixed event forecasts," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200801, May.
• Ulrich Fritsche & Vladimir Kuzin, 2008, "Analysing Convergence in Europe Using a Non-linear Single Factor Model," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200802, Jun.
• Lena Vogel, 2008, "The Relationship between the Hybrid New Keynesian Phillips Curve and the NAIRU over Time," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200803, Oct.
• Møller, Stig Vinther, 2008, "Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns," Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number F-2008-04, Mar.
• Ahlgren, Niklas & Sjö, Bo & Zhang, Jianhua, 2008, "Panel Cointegration of Chinese A and B Shares," Working Papers in Economics, University of Gothenburg, Department of Economics, number 300, Apr.
• Chollete, Lorán & Heinen, Andréas & Valdesogo, Alfonso, 2008, "Modeling International Financial Returns with a Multivariate Regime Switching Copula," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2008/3, Mar.
• Andersson, Jonas & Karlis, Dimitris, 2008, "Treating missing values in INAR(1) models," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2008/14, Aug.
• Åsberg Sommar, Per & Shahnazarian, Hovick, 2008, "Macroeconomic Impact on Expected Default Frequency," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 219, Jan.
• Mohn, Klaus & Misund, Bård, 2008, "Shifting sentiments in Firm Investment: An Application to the Oil Industry," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/12, Apr.
• Lönnbark, Carl, 2008, "A Corrected Value-at-Risk Predictor," Umeå Economic Studies, Umeå University, Department of Economics, number 734, Mar.
• Soultanaeva, Albina, 2008, "Impact of Political News on the Baltic State Stock Markets," Umeå Economic Studies, Umeå University, Department of Economics, number 735, Mar.
• Dong He & Laurent Pauwels, 2008, "What Prompts the People's Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model," Working Papers, Hong Kong Monetary Authority, number 0806, Jun.
• Tom Pak-wing Fong & Chun-shan Wong, 2008, "Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models," Working Papers, Hong Kong Monetary Authority, number 0813, Oct.
• Ai-ru (Meg) Cheng & Yin-Wong Cheung, 2008, "Return, Trading Volume, and Market Depth in Currency Futures Markets," Working Papers, Hong Kong Institute for Monetary Research, number 202008, Oct.
• Maroje Lang & Davor Kunovac & Silvio Basač & Željka Štaudinger, 2008, "Modelling of Currency outside Banks in Croatia," Working Papers, The Croatian National Bank, Croatia, number 17, Feb.
• Ibragimov, Rustam, 2008, "A Tale of Two Tails: Peakedness Properties in Inheritance Models of Evolutionary Theory," Scholarly Articles, Harvard University Department of Economics, number 2624003.
• Ibragimov, Rustam & Phillips, Peter C.B., 2008, "Regression asymptotics using martingale convergence methods," Scholarly Articles, Harvard University Department of Economics, number 2624459.
• Chew Lian Chua & Sarantis Tsiaplias, 2008, "Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption?," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2008n03, Feb.
• Banik, Nilankan & Gilbert, John, 2008, "Regional Integration and Trade Cost in South Asia," IDB Publications (Working Papers), Inter-American Development Bank, number 3681, Jun, DOI: http://dx.doi.org/10.18235/0011317.
• Solikin M. Juhro, 2008, "Respon Kebijakan Moneter yang Optimal di Indonesia: The State-Contingent Rule?," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 10, issue 4, pages 303-336, April, DOI: https://doi.org/10.21098/bemp.v10i4.
• Untoro & Priyo R. Widodo, 2008, "Mengkaji Perubahan Nilai Tukar Rupiah dan Pasar Saham," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 10, issue 4, pages 337-360, April, DOI: https://doi.org/10.21098/bemp.v10i4.
• Solikin M. Juhro, 2008, "RESPON KEBIJAKAN MONETER YANG OPTIMAL DI INDONESIA: The State-Contingent Rule?," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 10, issue 4, pages 303-336, April, DOI: https://doi.org/10.21098/bemp.v10i4.
• Untoro & Priyo R. Widodo, 2008, "Mengkaji Perubahan Nilai Tukar Rupiah dan Pasar Saham," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 10, issue 4, pages 337-360, April, DOI: https://doi.org/10.21098/bemp.v10i4.
• Nova Riana Banjarnahor, 2008, "Mekanisme Suku Bunga SBI Sebagai Sasaran Operasional Kebijakan Moneter dan Variabel Makroekonomi Indonesia: 1990.1 - 2007.4," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 11, issue 1, pages 21-52, July, DOI: https://doi.org/10.21098/bemp.v11i1.
• Ascarya & Heni Hasanah & Noer Azam Achsani, 2008, "Perilaku Permintaan Uang dalam Sistem Moneter Ganda di Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 11, issue 1, pages 53-88, July, DOI: https://doi.org/10.21098/bemp.v11i1.
• Nova Riana Banjarnahor, 2008, "Mekanisme Suku Bunga Sbi Sebagai Sasaran Operasional Kebijakan Moneter Dan Variabel Makroekonomi Indonesia: 1990.1 - 2007.4," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 11, issue 1, pages 21-52, July, DOI: https://doi.org/10.21098/bemp.v11i1.
• Ascarya & Heni Hasanah & Noer Azam Achsani, 2008, "Perilaku Permintaan Uang Dalam Sistem Moneter Ganda Di Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 11, issue 1, pages 53-88, July, DOI: https://doi.org/10.21098/bemp.v11i1.
• Giulio Palomba, 2008, "Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: an empirical analysis," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 10, issue 4, pages 379-413.
• Peijie Wang, 2008, "International Business Cycle Coherence and Phases- A spectral analysis of output fluctuations of G7 economies," Working Papers, IESEG School of Management, number 2008-FIN-01, Jun.
• Peijie Wang, 2008, "A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output," Working Papers, IESEG School of Management, number 2008-FIN-02, Jul.
• Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008, "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 334.
• Anindya Banerjee & Massimiliano Marcellino, 2008, "Factor-augmented Error Correction Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 335.
• Costantini, Mauro & Pappalardo, Carmine, 2008, "Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure ; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some changes. The most important change regards the ref," Economics Series, Institute for Advanced Studies, number 228, Nov.
• Jumah, Adusei & Kunst, Robert M., 2008, "Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging," Economics Series, Institute for Advanced Studies, number 231, Nov.
• Bülent GÜLOĞLU & Sevinç ORHAN, 2008, "Türkiye’de parasal aktarım mekanizmalarının makroekonomik etkileri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 268, pages 94-118.
• Cafer KAPLAN & Ferhan SALMAN, 2008, "Rejim değişikliği, işlem motivasyonu ve döviz talebi: Türkiye örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 273, pages 50-78.
• Paul Alagidede & George Tweneboah & Anokye M. Adam, 2008, "Nominal Exchange Rates and Price Convergence in the West African Monetary Zone," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 7, issue 3, pages 181-198, December.
• Nuno Cassola & Claudio Morana, 2008, "Modeling Short-Term Interest Rate Spreads in the Euro Money Market," International Journal of Central Banking, International Journal of Central Banking, volume 4, issue 4, pages 1-37, December.
• Jeremy M. Piger & Robert H. Rasche, 2008, "Inflation: Do Expectations Trump the Gap?," International Journal of Central Banking, International Journal of Central Banking, volume 4, issue 4, pages 85-116, December.
• Alan S. Blinder & John Morgan, 2008, "Leadership in Groups: A Monetary Policy Experiment," International Journal of Central Banking, International Journal of Central Banking, volume 4, issue 4, pages 117-150, December.
• Gustavo Rossini & Edith Depetris Guiguet, 2008, "Transmisión Vertical de Precios en el Sector de la Carne Vacuna en Argentina," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 23, issue 2, pages 3-19, Diciembre.
• Mr. Ayhan Kose & Mr. Eswar S Prasad & Mr. Christopher Otrok, 2008, "Global Business Cycles: Convergence or Decoupling?," IMF Working Papers, International Monetary Fund, number 2008/143, Jun.
• D.M. Nachane & Amlendu Kumar Dubey, 2008, "The vanishing role of money in the macroeconomy: An Empirical investigation based on spectral and wavelet analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2008-022, Oct.
• Josep Lluís Carrion-i-Silvestre & Vicente German-Soto, 2008, "Panel Data Stochastic Convergence Analysis of the Mexican Regions," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200805, Apr, revised Apr 2008.
• Melisso Boschi & Alessandro Girardi, 2008, "The contribution of domestic, regional, and international factors to Latin America’s business cycle," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 105, Nov.
• Tatiana Cesaroni, 2008, "Economic integration and industrial sector fluctuations: evidence from Italy," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 106, Oct.
• Alessandro Girardi, 2008, "The Informational Content of Trades on the EuroMTS Platform," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 97, May.
• António Afonso & Ricardo M. Sousa, 2008, "The Macroeconomic Effects of Fiscal Policy," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2008/56, Dec.
• António Afonso & Ricardo M. Sousa, 2008, "Fiscal Policy, Housing and Stock Prices," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2008/58, Dec.
• António Afonso & Miguel St.Aubyn, 2008, "Macroeconomic Rates of Return of Public and Private Investment: Crowding-in and Crowding-out Effects," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2008/06, Feb.
• Dennis L. Gärtner & Daniel Halbheer, 2008, "Are There Waves in Merger Activity After All?," Working Papers, University of Zurich, Institute for Strategy and Business Economics (ISU), number 0092.
• Ozlem Goktas, 2008, "Turkiye Ekonomisinde Butce Aciginin Surdurulebiliriliginin Analizi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 8, issue 1, pages 45-64, December.
• Javier Ordoñez & Katarina Juselius, 2008, "Wage, price and unemployment dynamics in the Spanish transition to EMU membership," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2008-09, May.
• Dees, Stephane & Pesaran, M. Hashem & Smith, L. Vanessa & Smith, Ron P., 2008, "Identification of New Keynesian Phillips Curves from a Global Perspective," IZA Discussion Papers, IZA Network @ LISER, number 3298, Jan.
• Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar, 2008, "Global Business Cycles: Convergence or Decoupling?," IZA Discussion Papers, IZA Network @ LISER, number 3442, Apr.
• Chiarini, Bruno & Marzano, Elisabetta & Schneider, Friedrich, 2008, "Tax Rates and Tax Evasion: An Empirical Analysis of the Structural Aspects and Long-Run Characteristics in Italy," IZA Discussion Papers, IZA Network @ LISER, number 3447, Apr.
• Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2008, "International dynamic risk sharing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 23, issue 1, pages 1-16, DOI: 10.1002/jae.968.
• James M. Nason & Gregor W. Smith, 2008, "Identifying the new Keynesian Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 23, issue 5, pages 525-551, DOI: 10.1002/jae.1011.
• Krishan K Kaushik* & Lawrence Nii Arbenser & K. K. Klein, 2008, "Export growth, export instability, investment and economic growth in India: a time series analysis," Journal of Developing Areas, Tennessee State University, College of Business, volume 41, issue 2, pages 155-170, January-M.
• Yemane Wolde-Rufael, 2008, "Budget deficits, money and inflation:the case of Ethiopia," Journal of Developing Areas, Tennessee State University, College of Business, volume 42, issue 1, pages 183-199, September.
• H. Issa & B. Ouattara, 2008, "Foreign Aid Flows And Real Exchange Rate: Evidence From Syria," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 33, issue 1, pages 133-146, June.
• Shombe, Nicolaus Herman, 2008, "Causality Relationships between Total Exports with Agricultural and Manufacturing GDP in Tanzania," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 136, Feb.
• Lonnie K. Stevans & David N. Sessions, 2008, "The Relationship Among Poverty, Economic Growth, and Inequality Revisited," Journal of Income Distribution, Ad libros publications inc., volume 17, issue 1, pages 5-20, March.
• Alexander Mihailov & Fabio Rumler & Johann Scharler, 2008, "The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2008-17, Sep.
• Sven Anders, 2008, "Imperfect Competition in German Food Retailing: Evidence from State Level Data," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 36, issue 4, pages 441-454, December, DOI: 10.1007/s11293-008-9136-8.
• Mohamed Boutahar & Gilles Dufrénot & Anne Péguin-Feissolle, 2008, "A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t," Computational Economics, Springer;Society for Computational Economics, volume 31, issue 3, pages 225-241, April, DOI: 10.1007/s10614-007-9115-1.
• Khurshid Kiani & Terry Kastens, 2008, "Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures," Computational Economics, Springer;Society for Computational Economics, volume 32, issue 4, pages 383-406, November, DOI: 10.1007/s10614-008-9144-4.
• Joakim Westerlund & Syed Basher, 2008, "Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 40, issue 1, pages 109-120, May, DOI: 10.1007/s10640-007-9143-2.
• Władysław Welfe, 2008, "A Knowledge-Based Economy: New Directions of Macromodelling," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 14, issue 2, pages 167-180, May, DOI: 10.1007/s11294-008-9143-1.
• Christos Karpetis, 2008, "Money, Income and Inflation in Equilibrium – The Case of Greece," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 14, issue 2, pages 205-214, May, DOI: 10.1007/s11294-008-9150-2.
• Sebastian Dullien & Ulrich Fritsche, 2008, "Does the dispersion of unit labor cost dynamics in the EMU imply long-run divergence?," International Economics and Economic Policy, Springer, volume 5, issue 3, pages 269-295, November, DOI: 10.1007/s10368-008-0114-z.
• Eric Hillebrand & Gunther Schnabl, 2008, "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," International Economics and Economic Policy, Springer, volume 5, issue 4, pages 389-401, December, DOI: 10.1007/s10368-008-0121-0.
• Alessandro Girardi & Paolo Paesani, 2008, "The Transfer Problem in the Euro Area," Open Economies Review, Springer, volume 19, issue 4, pages 517-537, September, DOI: 10.1007/s11079-007-9058-0.
• Anthony Carilli & Gregory Dempster, 2008, "Is the Austrian business cycle theory still relevant?," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 21, issue 4, pages 271-281, December, DOI: 10.1007/s11138-008-0044-6.
• Kyungho Jang, 2008, "A Structural Vector Error Correction Model with Short-run and Long-run Restrictions," Korean Economic Review, Korean Economic Association, volume 24, pages 199-232.
• Sang Hoon Kang & SEONG-MIN YOON, 2008, "Asymmetry and Long Memory Features in Volatility: Evidence From Korean Stock Market," Korean Economic Review, Korean Economic Association, volume 24, pages 383-412.
• Masahiko Shibamoto & Ryuzo Miyao, 2008, "Understanding Output and Price Dynamics in Japan: Why Have Japan's Price Movements Been Relatively Stable Since the 1990s?," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 219, May.
• Christian Conrad & Menelaos Karanasos, 2008, "Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 08-189, Feb, DOI: 10.3929/ethz-a-005552237.
• Søren Johansen & Bent Nielsen, 2008, "An analysis of the indicator saturation estimator as a robust regression," Discussion Papers, University of Copenhagen. Department of Economics, number 08-03, Feb.
• Andreas Beyer & Katarina Juselius, 2008, "Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area," Discussion Papers, University of Copenhagen. Department of Economics, number 08-07, Mar.
• Niels Framroze Møller & Paul Sharp, 2008, "Malthus in Cointegration Space: A new look at living standards and population in pre-industrial England," Discussion Papers, University of Copenhagen. Department of Economics, number 08-16, Jul.
• Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2008, "Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility," Discussion Papers, University of Copenhagen. Department of Economics, number 08-34, Sep.
• Diego Bastourre, 2008, "Inversores Financieros en los Mercados de Commodities: Un Modelo con Dinámica de Ajuste no Lineal al Equilibrio," Department of Economics, Working Papers, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, number 072, May.
• Deborah Gefang & Rodney Strachan, 2008, "Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 08/4, Jan.
• Rainer Hufnagel, 2008, "Entropy and stability in time use – An empirical investigation based on the German Time Use Survey," electronic International Journal of Time Use Research, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)) and The International Association for Time Use Research (IATUR), volume 5, issue 1, pages 26-42, November.
• Schlicht, Ekkehart, 2008, "Trend Extraction From Time Series With Structural Breaks and Missing Observations," Discussion Papers in Economics, University of Munich, Department of Economics, number 2127, Feb.
• Siwage Dharma Negara, 2008, "A Structural Vector Auto-Regression Model of The Indonesian Economy," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 56, pages 135-156, August.
• Viktors Ajevskis & Gundars Davidsons, 2008, "Dynamic Factor Models in Forecasting Latvia's Gross Domestic Product," Working Papers, Latvijas Banka, number 2008/02, Apr.
• Hafedh Bouakez & Michel Normandin, 2008, "Fluctuations in the Foreign Exchange Market: How Important are Monetary Policy Shocks?," Cahiers de recherche, CIRPEE, number 0818.
• Denis Larocque & Geneviève Lincourt & Michel Normandin, 2008, "Macroeconomic Effects of Terrorist Shocks in Israel," Cahiers de recherche, CIRPEE, number 0820.
• Alain Guay & Jean-François Lamarche, 2008, "The Information Content of Implied Probabilities to Detect Structural Change," Cahiers de recherche, CIRPEE, number 0833.
• Subir Sen, 2008, "An Analysis Of Life Insurance Demand Determinants For Selected Asian Economies And India," Working Papers, Madras School of Economics,Chennai,India, number 2008-036, Sep.
• Elena Andreou & Alessandra Pelloni & Marianne Sensier, 2008, "Is Volatility Good for Growth? Evidence from the G7," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 97.
• Elena Andreou & Alessandra Pelloni & Marianne Sensier, 2008, "Is Volatility Good for Growth? Evidence from the G7," Economics Discussion Paper Series, Economics, The University of Manchester, number 0804.
• Thomas J. flavin & Ekaterini Panopoulou, 2008, "Detecting shift and pure contagion in East Asian equity markets: A Unified Approach," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1890208.pdf.
• Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis, 2008, "On the stability of domestic financial market linkages in the presence of time-varying volatility," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1981108.pdf.
• Markku Lanne & Helmut L‹Tkepohl, 2008, "Identifying Monetary Policy Shocks via Changes in Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 6, pages 1131-1149, September.
• Yuzo Hosoya & Takahiro Terasaka, 2008, "Inference on Transformed Stationary Time Series," Discussion Papers, Meisei University, School of Economics, number 11, Feb.
• Zsolt Darvas, 2008, "Leveraged carry trade portfolios," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 0802, Jun, revised 18 Jun 2008.
• Zoltán Reppa, 2008, "Interest rate expectations and macroeconomic shocks affecting the yield curve," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 3, issue 3, pages 26-32, December.
• Marianna Valentinyi-Endrész & Zoltán Vásáry, 2008, "Macro stress testing with sector specific bankruptcy models," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2008/2.
• Andrea Cipollini & Giuseppe Missaglia, 2008, "Measuring bank capital requirements through Dynamic Factor analysis," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 010, Feb.
• Andrea Cipollini & George Kapetanios, 2008, "Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 014, Mar.
• Mario Forni & Luca Gambetti, 2008, "The dynamic e ects of monetary policy: A structural factor model approach," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 026, Nov.
• Yannick LE PEN & Benoît SEVI, 2008, "On the non-convergence of energy intensities: evidence from a pair-wise econometric approach," Cahiers du CREDEN (CREDEN Working Papers), CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1, number 08.12.79.
• Tine Olsen & Brett Inder, 2008, "Coffee Commodity Chain," Monash Economics Working Papers, Monash University, Department of Economics, number 06/08, Mar.
• Dominique Guegan, 2008, "Effect of noise filtering on predictions: on the routes of chaos," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08008, Jan.
• Jing Zhang & Dominique Guegan, 2008, "Pricing bivariate option under GARCH processes with time-varying copula," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08015, Feb, DOI: 10.1016/j.insmatheco.2008.02.003.
• Dominique Guegan, 2008, "Non-stationarity and meta-distribution," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08026, Mar.
• Christophe Chorro & Dominique Guegan & Florian Ielpo, 2008, "Option pricing under GARCH models with generalized hyperbolic innovations (I): methodology," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08037, May.
• Ralph D. Snyder & Anne B. Koehler, 2008, "A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/08, Sep.
• Philippe Moës, 2008, "Multivariate structural time series models with dual cycles : implications for measurement of output gap and potential growth," Working Paper Research, National Bank of Belgium, number 136, Aug.
• Francesca Monti, 2008, "Forecast with judgment and models," Working Paper Research, National Bank of Belgium, number 153, Dec.
• Marek Rozkrut, 2008, "It’s not only WHAT is said, it’s also WHO the speaker is. Evaluating the effectiveness of central bank communication," NBP Working Papers, Narodowy Bank Polski, number 47, Apr.

2007

• Giampiero Gallo & Edoardo Otranto, 2007, "Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_11, Oct.
• Jean-Pierre Allegret & Alain Sand, 2007, "Modeling the impact of real and financial shocks on Mercosur: the role of the exchange rate regime," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0701, Jan.
• João Sousa Andrade, 2007, "Uma Aplicação da Lei de Okun em Portugal," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2007-04.
• Vasco Gabriel & Fernando Alexandre & Pedro Bação, 2007, "The Consumption-Wealth Ratio Under Asymmetric Adjustment," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2007-06.
• Manuel Gomez & Daniel Ventosa-Santaularia, 2007, "Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200703, Mar.
• Allison Zhou & Carl Bonham & Byron Gangnes, 2007, "Modeling the supply and demand for tourism: a fully identified VECM approach," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200717, Jul.
• Dominique Guegan, 2007, "Global and local stationary modelling in finance: theory and empirical evidence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00187875, Apr.
• Dominique Guegan & Zhiping Lu, 2007, "A note on self-similarity for discrete time series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00187910, 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?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00188309, Nov.