Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C50: General
/ / / C51: Model Construction and Estimation
/ / / C52: Model Evaluation, Validation, and Selection
/ / / C53: Forecasting and Prediction Models; Simulation Methods
/ / / C54: Quantitative Policy Modeling
/ / / C55: Large Data Sets: Modeling and Analysis
/ / / C57: Econometrics of Games and Auctions
/ / / C58: Financial Econometrics
/ / / C59: Other

2008

• Mehl, Arnaud & Bussière, Matthieu, 2008, "China's and India's roles in global trade and finance: twin titans for the new millennium?," Occasional Paper Series, European Central Bank, number 80, Jan.
• Donati, Paola & Donati, Francesco, 2008, "Modelling and Forecasting the Yield Curve under Model uncertainty," Working Paper Series, European Central Bank, number 917, Aug.
• Clifford M. Hurvich & Eric Moulines & Philippe Soulier, 2008, "Corrigendum to "Estimating Long Memory in Volatility"," Econometrica, Econometric Society, volume 76, issue 3, pages 661-662, May.
• Timothy J. Halliday, 2008, "Heterogeneity, state dependence and health," Econometrics Journal, Royal Economic Society, volume 11, issue 3, pages 499-516, November.
• Jeanfils, Philippe & Burggraeve, Koen, 2008, ""NONAME": A new quarterly model for Belgium," Economic Modelling, Elsevier, volume 25, issue 1, pages 118-127, January.
• Lee, David S. & Card, David, 2008, "Regression discontinuity inference with specification error," Journal of Econometrics, Elsevier, volume 142, issue 2, pages 655-674, February.
• Caner, Mehmet, 2008, "Nearly-singular design in GMM and generalized empirical likelihood estimators," Journal of Econometrics, Elsevier, volume 144, issue 2, pages 511-523, June.
• Diebold, Francis X. & Li, Canlin & Yue, Vivian Z., 2008, "Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach," Journal of Econometrics, Elsevier, volume 146, issue 2, pages 351-363, October.
• Gao, Jiti & McAleer, Michael & Allen, David E., 2008, "Econometric modelling in finance and risk management: An overview," Journal of Econometrics, Elsevier, volume 147, issue 1, pages 1-4, November.
• Cartea, Álvaro & Villaplana, Pablo, 2008, "Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity," Journal of Banking & Finance, Elsevier, volume 32, issue 12, pages 2502-2519, December.
• Calvet, Laurent E. & Fisher, Adlai J., 2008, "Multifrequency jump-diffusions: An equilibrium approach," Journal of Mathematical Economics, Elsevier, volume 44, issue 2, pages 207-226, January.
• Barnett, William A. & Duzhak, Evgeniya Aleksandrovna, 2008, "Non-robust dynamic inferences from macroeconometric models: Bifurcation stratification of confidence regions," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 387, issue 15, pages 3817-3825, DOI: 10.1016/j.physa.2008.01.045.
• Paul Sharp, 2008, "The long American grain invasion of Britain: market integration and the wheat trade between North America and Britain from the eighteenth century," Working Papers, Economic History Society, number 8001, Mar.
• Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2008, "Incorporating responsiveness to marketing efforts in brand choice modelling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-15, Aug.
• Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2008, "An arbitrage-free generalized Nelson-Siegel term structure model," Working Paper Series, Federal Reserve Bank of San Francisco, number 2008-07.
• S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008, "Real-time measurement of business conditions," Working Papers, Federal Reserve Bank of Philadelphia, number 08-19.
• Muhammad Akram & Rob J Hyndman & J. Keith Ord, 2008, "Exponential smoothing and non-negative data," Working Papers, The George Washington University, The Center for Economic Research, number 2008-003, Jul.
• J. Keith Ord, 2008, "Monitoring Processes with Changing Variances," Working Papers, The George Washington University, The Center for Economic Research, number 2008-004, Jul.
• Laurent Ferrara & Dominique Guegan, 2008, "Business surveys modelling with Seasonal-Cyclical Long Memory models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00277379, May.
• Laurent Ferrara & Dominique Guegan, 2008, "Business surveys modelling with Seasonal-Cyclical Long Memory models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00283710.
• Laurent-Emmanuel Calvet & Adlai J. Fisher, 2008, "Multifrequency jump-diffusions: An equilibrium approach," Post-Print, HAL, number hal-00459681, Jan, DOI: 10.1016/j.jmateco.2007.06.001.
• Stéphane Moyen & Jean-Guillaume Sahuc, 2008, "Le Modèle d’Equilibre Général de la « Nouvelle Synthèse » : Quelles Hypothèses Retenir ?," Post-Print, HAL, number hal-01612722.
• Laurent Ferrara & Dominique Guegan, 2008, "Business surveys modelling with Seasonal-Cyclical Long Memory models," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00283710.
• Xiaodong Du & David A. Hennessy, 2008, "Planting Real Option in Cash Rent Valuation, The," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 08-wp463, Feb.
• Xiaodong Du & David A. Hennessy & William M. Edwards, 2008, "Does a Rising Biofuels Tide Raise All Boats? A Study of Cash Rent Determinants for Iowa Farmland under Hay and Pasture," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 08-wp479, Oct.
• Fredj Jawadi, 2008, "Estimating The S&P Fundamental Value Using Star Models," Global Journal of Business Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 137-146.
• Xavier Ramos & Oriol Roca-Sagales, 2008, "Long-Term Effects of Fiscal Policy on the Size and Distribution of the Pie in the UK," Fiscal Studies, Institute for Fiscal Studies, volume 29, issue 3, pages 387-411, September.
• J. Scott Armstrong & Kesten C. Green & Willie Soon, 2008, "Polar Bear Population Forecasts: A Public-Policy Forecasting Audit," Interfaces, INFORMS, volume 38, issue 5, pages 382-405, October, DOI: 10.1287/inte.1080.0383.
• Raimundo Soto, 2008, "Dollarization, Economic Growth, and Employment," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 338.
• Du, Xiaodong & Hennessy, David A. & Edwards, William M., 2008, "Does a Rising Biofuels Tide Raise All Boats? A Study of Cash Rent Determinants for Iowa Farmland Under," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 34483, Dec.
• Halliday, Timothy J., 2008, "Heterogeneity, State Dependence and Health," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3463, Apr.
• Lacroix, Guy & Radtchenko, Natalia, 2008, "The Changing Intra-Household Resource Allocation in Russia," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3733, Sep.
• John M. Maheu & Stephen Gordon, 2008, "Learning, forecasting and structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 23, issue 5, pages 553-583, DOI: 10.1002/jae.1018.
• 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.
• Kalim Shah & Jorge Rivera, 2008, "Export processing zones and corporate environmental performance in emerging economies: The case of the oil, gas, and chemical sectors of Trinidad and Tobago," Policy Sciences, Springer;Society of Policy Sciences, volume 41, issue 2, pages 181-182, June, DOI: 10.1007/s11077-008-9056-0.
• Christian Mueller & Eva M. Koeberl, 2008, "Business Cycle Measurement with Semantic Filtering: A Micro Data Approach," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 08-212, Nov, DOI: 10.3929/ethz-a-005717922.
• Paul Sharp, 2008, "Pushing Wheat: Why Supply Mattered for the American Grain Invasion of Britain in the Nineteenth Century," Discussion Papers, University of Copenhagen. Department of Economics, number 08-08, Mar.
• Carlos Andrés Cano Gamboa & Adriana María Ochoa Yepes, 2008, "Employment, Unemployment and Real Wage: An analysis of the Labor Market in Medellín City (1995-2006)," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 69, pages 115-139, Julio-Dic.
• Guy Lacroix & Natalia Radtchenko, 2008, "The Changing Intra-Household Resource Allocation in Russia," Cahiers de recherche, CIRPEE, number 0811.
• Marcello Pericoli & Marco Taboga, 2008, "Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 7, pages 1471-1488, October.
• J. Keith Ord & Rob J. Hyndman & Anne B. Koehler & Ralph D. Snyder, 2008, "Monitoring Processes with Changing Variances," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/08.
• Simon Benninga, 2008, "Financial Modeling, 3rd Edition," MIT Press Books, The MIT Press, number 0262026287, edition 3, ISBN: ARRAY(0x6a0e0a20), December.
• Robert E. Baldwin, 2008, "The Development and Testing of Heckscher-Ohlin Trade Models: A Review," MIT Press Books, The MIT Press, number 0262026562, edition 1, ISBN: ARRAY(0x697bd2d0), December.
• Ariel Pakes, 2008, "Theory and Empirical Work on Imperfectly Competitive Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 14117, Jun.
• Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008, "Business Cycles in the Euro Area," NBER Working Papers, National Bureau of Economic Research, Inc, number 14529, Dec.
• Annabelle Mourougane & Lukas Vogel, 2008, "Speed of Adjustment to Selected Labour Market and Tax Reforms," OECD Economics Department Working Papers, OECD Publishing, number 647, Oct, DOI: 10.1787/234217500715.
• Annabelle Mourougane & Lukas Vogel, 2008, "Short-Term Distributional Effects of Structural Reforms: Selected Simulations in a DGSE Framework," OECD Economics Department Working Papers, OECD Publishing, number 648, Oct, DOI: 10.1787/234214803027.
• Gerhard Fenz & Martin Schneider, 2008, "Financial Crisis and Spike in Commodity Prices Dampen Growth and Fuel Inflation," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 6-33.
• Christian Ragacs & Klaus Vondra, 2008, "Decline in National Product Albeit by a Smaller Margin than in the Euro Area. Sharp Drop in Inflation," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 10-37.
• Serge Coulombe, 2008, "Employment Adjustments in High-Trade-Exposed Manufacturing in Canada," Working Papers, University of Ottawa, Department of Economics, number 0803E.
• H. Bertholon & A. Monfort & F. Pegoraro, 2008, "Econometric Asset Pricing Modelling," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 4, pages 407-458, Fall.
• Meghana Ayyagari & Asli Demirgüc-Kunt & Vojislav Maksimovic, 2008, "How Well Do Institutional Theories Explain Firms' Perceptions of Property Rights?," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 4, pages 1833-1871, July.
• Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2008, "An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-030, May.
• Montrone, Silvestro & Perchinunno, Paola & Torre, Carmelo M., 2008, "Identification of relationship between housing difficulty and property values in urban areas," MPRA Paper, University Library of Munich, Germany, number 10970, Oct.
• Poitras, Geoffrey & Heaney, John, 2008, "‘How is the Stock Market Doing?’ Using Absence of Arbitrage to Measure Stock Market Performance," MPRA Paper, University Library of Munich, Germany, number 114056, Mar.
• Fuerst, Franz & McAllister, Patrick, 2008, "Green Noise or Green Value? Measuring the Price Effects of Environmental Certification in Commercial Buildings," MPRA Paper, University Library of Munich, Germany, number 11446, Apr, revised Sep 2008.
• Shamiri, Ahmed, 2008, "Volatility Transmission: What Does Asia-Pacific Markets Expect?," MPRA Paper, University Library of Munich, Germany, number 13706.
• Lotfi, Habib & Ahmadzadeh Mashinchi, Sina, 2008, "Investigating the effect of granted facilities by specialist banks to agriculture part on value added agriculture part of Iran," MPRA Paper, University Library of Munich, Germany, number 37979, Sep.
• Ghassan, Hassan B. & Alhajhoj, Hassan R., 2008, "ما هي طبيعة العلاقة بين الإنفاق الحكومي والإستثمار الخاص في الإقتصاد السعودي؟
  [What is the Nature of the Relationship between Government Spending and Private Investment in Saudi Arabia?]," MPRA Paper, University Library of Munich, Germany, number 56377, May, revised 11 Jan 2009.
• Ghassan, Hassan B. & Raiss, NourrEddine & ElMoudden, Abdesalam, 2008, "Test de l’Effet de la Fiscalité Foncière sur l’Investissement Touristique
  [Testing the Effect of the Land Tax on Tourism Investment]," MPRA Paper, University Library of Munich, Germany, number 56384, Jun, revised 17 Sep 2008.
• Tsionas, Efthymios G. & Michaelides, Panayotis G. & Vouldis, Angelos, 2008, "Neural Networks for Approximating the Cost and Production Functions," MPRA Paper, University Library of Munich, Germany, number 74448.
• Fusari, Angelo & Pellissier, Murray, 2008, "Some new indicators and procedure to get additional information from the Business Tendency Surveys," MPRA Paper, University Library of Munich, Germany, number 75170, Aug, revised Oct 2008.
• Harin, Alexander, 2008, "Solution of the Ellsberg paradox by means of the principle of uncertain future," MPRA Paper, University Library of Munich, Germany, number 8168, Apr.
• 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.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2008, "SPEC Model Selection Algorithm for ARCH Models: an Options Pricing Evaluation Framework," MPRA Paper, University Library of Munich, Germany, number 96321.
• Graefe, Andreas & Armstrong, J. Scott, 2008, "Forecasting Elections from Voters’ Perceptions of Candidates’ Positions on Issues and Policies," MPRA Paper, University Library of Munich, Germany, number 9829, Aug.
• Jean-Guillaume Sahuc & Stéphane Moyen, 2008, "Le modèle d'équilibre général de la « Nouvelle synthèse » : quelles hypothèses retenir ?," Économie et Prévision, Programme National Persée, volume 183, issue 2, pages 15-34, DOI: 10.3406/ecop.2008.7804.
• Christopher Ferrall, 2008, "Explaining And Forecasting Results Of The Self-sufficiency Project," Working Paper, Economics Department, Queen's University, number 1165, May.
• Franz Fuerst & Patrick McAllister, 2008, "Green Noise or Green Value? Measuring the Price Effects of Environmental Certification in Commercial Buildings," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2008-09.
• Chang-Tai Hsieh & Peter J Klenow, 2008, "Misallocation and Manufacturing TFP in China and India," 2008 Meeting Papers, Society for Economic Dynamics, number 121.
• Rantala, Olavi, 2008, "Forecasting Economic Impact of Climate Policy," Discussion Papers, The Research Institute of the Finnish Economy, number 1169.
• Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina, 2008, "The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version - Base Scenario for 2008," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 1, pages 193-195, March.
• Purica, Ionut, 2008, "Second order effects in population migration," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 2, pages 121-128, June.
• Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina, 2008, "The "Dobrescu Macromodel" of the Romanian Market Economy* -2005 Version-Yearly Forecast Scenario for “Increase in foreign capital inflows”," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 2, pages 129-131, June.
• Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina, 2008, "The "Dobrescu Macromodel" Of The Romanian Market Economy - 2005 Version Yearly Forecast Autumn Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 3, pages 129-131, September.
• Dobrescu, Emilian, 2008, "A Desirable Scenario For The Romanian Economy During 2008-2013," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 4, pages 15-58, December.
• Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina, 2008, "The "Dobrescu Macromodel" Of The Romanian Market Economy - 2005 Version Yearly Forecast Autumn Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 4, pages 206-209, December.
• Nikias Sarafoglou & Jean Paelinck, 2008, "On diffusion of ideas in the academic world: the case of spatial econometrics," The Annals of Regional Science, Springer;Western Regional Science Association, volume 42, issue 2, pages 487-500, June, DOI: 10.1007/s00168-007-0162-2.
• Jürgen Wicht & Axel Hopp & Gerhard Arminger, 2008, "Aufbau, Durchführung und Leistungsmessung eines CPFR-Pilotprojekts im Handel," Schmalenbach Journal of Business Research, Springer, volume 60, issue 3, pages 214-240, May, DOI: 10.1007/BF03372793.
• Stavros Degiannakis & Evdokia Xekalaki, 2008, "SPEC model selection algorithm for ARCH models: an options pricing evaluation framework," Applied Financial Economics Letters, Taylor & Francis Journals, volume 4, issue 6, pages 419-423, DOI: 10.1080/17446540701765258.
• J. Isaac Miller, 2008, "Testing the Bounds: Empirical Behavior of Target Zone Fundamentals," Working Papers, Department of Economics, University of Missouri, number 0803, Apr, revised 15 Apr 2009.
• Marcello Pericoli & Marco Taboga, 2008, "Canonical Term‐Structure Models with Observable Factors and the Dynamics of Bond Risk Premia," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 7, pages 1471-1488, October, DOI: 10.1111/j.1538-4616.2008.00167.x.
• Geoffrey Poitras & John Heaney, 2008, ""How Is The Stock Market Doing?" Using Absence Of Arbitrage To Measure Stock Market Performance," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 01, pages 1-27, DOI: 10.1142/S2010495208500012.
• Roberto S Mariano & Yiu-Kuen Tse (ed.), 2008, "Econometric Forecasting and High-Frequency Data Analysis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6664, ISBN: ARRAY(0x5f31cec0), September.
• Kenneth F. Wallis, 2008, "Forecast Uncertainty, Its Representation And Evaluation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Roberto S Mariano & Yiu-Kuen Tse, "Econometric Forecasting And High-Frequency Data Analysis".
• Lawrence R. Klein & Suleyman Ozmucur, 2008, "The University Of Pennsylvania Models For High-Frequency Macroeconomic Modeling," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Roberto S Mariano & Yiu-Kuen Tse, "Econometric Forecasting And High-Frequency Data Analysis".
• Philip Hans Franses, 2008, "Forecasting Seasonal Time Series," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Roberto S Mariano & Yiu-Kuen Tse, "Econometric Forecasting And High-Frequency Data Analysis".
• Christian Gourieroux, 2008, "Car And Affine Processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Roberto S Mariano & Yiu-Kuen Tse, "Econometric Forecasting And High-Frequency Data Analysis".
• Manfred Deistler, 2008, "Multivariate Time Series Analysis And Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Roberto S Mariano & Yiu-Kuen Tse, "Econometric Forecasting And High-Frequency Data Analysis".
• Edith Skriner, 2008, "Forecasting Global Flows," FIW Working Paper series, FIW, number 009, Jan.
• Tovar, Camilo Ernesto, 2008, "DSGE Models and Central Banks," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-30.
• Hautsch, Nikolaus & Ou, Yangguoyi, 2008, "Yield curve factors, term structure volatility, and bond risk premia," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-053.

2007

• Casey Quinn, 2007, "The health-economic applications of copulas: methods in applied econometric research," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 07/22, Oct.
• Casey Quinn, 2007, "Improving precision in cost-effectiveness analysis using copulas," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 07/23, Oct.
• Casey Quinn, 2007, "Using copulas to estimate reduced-form systems of equations," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 07/25, Oct.
• Diebold, Francis X. & Li, Canlin & Yue, Vivian Z., 2007, "Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/27.
• Weisbrod, Julian & Vollmer, Sebastian & Holzmann, Hajo, 2007, "Perspectives on the World Income Distribution: Beyond Twin Peaks Towards Welfare Conclusions," Proceedings of the German Development Economics Conference, Göttingen 2007, Verein für Socialpolitik, Research Committee Development Economics, number 32.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2007, "Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-20, Aug.
• Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen, 2007, "A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-22, Aug.
• Plamen Petkov, 2007, "Latent-Structural Analysis of the Contentment with the Home Employment in Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 70-87.
• Nevena Stancheva, 2007, "Measurement of the Trade Flows between the EU and Mercosur through Gravitation Analysis," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 66-89.
• Aleksandra Nojković, 2007, "Qualitative Response Models:A Survey Of Methodology And Illustrative Applications," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 52, issue 172, pages 55-92, January -.
• Bertholon, H. & Alain Monfort & Fulvio Pegoraro, 2007, "Pricing and Inference with Mixtures of Conditionally Normal Processes," Working papers, Banque de France, number 188.
• Alain Monfort & Fulvio Pegoraro, 2007, "Multi-Lag Term Structure Models with Stochastic Risk Premia," Working papers, Banque de France, number 189.
• Alain Monfort & Fulvio Pegoraro, 2007, "Switching VARMA Term Structure Models - Extended Version," Working papers, Banque de France, number 191.
• Pfister, C., 2007, "Labour market flexibility: what does Banque de France research tell us?," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 10, pages 79-93, Winter.
• Sebastian Fossati & Fernando Lorenzo & Cesar M. Rodríguez, 2007, "Regional and international market integration of a small open economy," Journal of Applied Economics, Universidad del CEMA, volume 10, pages 77-98, May.
• Hany S. Guirguis & Christos I. Giannikos, 2007, "A note on the effect of expected changes in monetary policy on long-term interest rates," Journal of Applied Economics, Universidad del CEMA, volume 10, pages 99-114, May.
• Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2007, "Testing the Finance-Growth Link: is There a Difference Between Developed and Developing Countries?," Working Papers, CEPII research center, number 2007-24, Dec.
• Henri Bertholon & Alain Monfort & Fulvio Pegoraro, 2007, "Econometric Asset Pricing Modelling," Working Papers, Center for Research in Economics and Statistics, number 2007-18.
• Alain Monfort & Fulvio Pegoraro, 2007, "Switching VARMA Term Structure Models - Extended Version," Working Papers, Center for Research in Economics and Statistics, number 2007-19.
• Christian Dreger & Florian Zinsmeister, 2007, "Das IMM: ein makroökonometrisches Mehrländermodell," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 76, issue 4, pages 35-46, DOI: 10.3790/vjh.76.4.35.
• Rodolphe Buda, 2007, "Propositions for the Building of a Quantitative Austrian Modelling: An Answer to Prof. Rizzo and to Prof. Vriend," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2007-9.
• GHASSAN, Hassan, 2007, "Does The Constraint In The Matrix Of Long Run Effects Bias The Ricardian Equivalence Test?," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 1.
• NEIRA, Isabel, 2007, "Capital Humano Y Desarrollo Económico Mundial: Modelos Econométricos Y Perspectivas," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 7, issue 2, pages 53-80.
• Guisan, M.C. & Aguayo, E., 2007, "Health Expenditure, Poverty and Economic Development in Latin America 2000-2005," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 4, issue 2, pages 5-24.
• Terence Tai-Leung Chong & Guoxin Liu & Isabel Kit-Ming Yan, 2007, "Habit Formation: Deep and Uncertain," Economics Bulletin, AccessEcon, volume 3, issue 2, pages 1-10.
• Sheng-Kai Chang, 2007, "The asymptotic global power comparisons of the GMM overidentifying restrictions tests," Economics Bulletin, AccessEcon, volume 3, issue 44, pages 1-6.
• Luis Gil-Alana, 2007, "Seasonal fractional integration with structural break. An application to the German GNP data," Economics Bulletin, AccessEcon, volume 3, issue 32, pages 1-6.
• Ranasinghe Malmini, 2007, "Scale invariance in financial time series," Economics Bulletin, AccessEcon, volume 3, issue 24, pages 1-7.
• Carlos Santos, 2007, "A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models," Economics Bulletin, AccessEcon, volume 3, issue 53, pages 1-5.
• Marcio Laurini, 2007, "A note on the use of quantile regression in beta convergence analysis," Economics Bulletin, AccessEcon, volume 3, issue 52, pages 1-8.
• Yen-Hsien Lee & Tung-Yueh Pai & Chien-Liang Chiu, 2007, "Abnormal Domestic Information Disseminate on Cross-listed Nikkei 225 Index Futures from Abroad?," Economics Bulletin, AccessEcon, volume 3, issue 60, pages 1-11.
• Cho-Min Lin & Kung-Cheng Lin, 2007, "The demand for lottery expenditure in Taiwan: a quantile regression approach," Economics Bulletin, AccessEcon, volume 4, issue 42, pages 1-11.
• Dieppe, Alistair & Warmedinger, Thomas, 2007, "Modelling intra- and extra-area trade substitution and exchange rate pass-through in the euro area," Working Paper Series, European Central Bank, number 760, Jun.
• Bajari, Patrick & Benkard, C. Lanier & Levin, Jonathan, 2007, "Estimating Dynamic Models of Imperfect Competition," Research Papers, Stanford University, Graduate School of Business, number 1852r1, Apr.
• Patrick Bajari & C. Lanier Benkard & Jonathan Levin, 2007, "Estimating Dynamic Models of Imperfect Competition," Econometrica, Econometric Society, volume 75, issue 5, pages 1331-1370, September.
• Planas, Christophe & Roeger, Werner & Rossi, Alessandro, 2007, "How much has labour taxation contributed to European structural unemployment?," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 4, pages 1359-1375, April.
• Meenagh, David & Minford, Patrick & Peel, David, 2007, "Simulating stock returns under switching regimes - A new test of market efficiency," Economics Letters, Elsevier, volume 94, issue 2, pages 235-239, February.
• Brock, William A. & Durlauf, Steven N. & West, Kenneth D., 2007, "Model uncertainty and policy evaluation: Some theory and empirics," Journal of Econometrics, Elsevier, volume 136, issue 2, pages 629-664, February.
• Caner, Mehmet, 2007, "Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases," Journal of Econometrics, Elsevier, volume 137, issue 1, pages 28-67, March.
• Ferreira, Jose T.A.S. & Steel, Mark F.J., 2007, "Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers," Journal of Econometrics, Elsevier, volume 137, issue 2, pages 641-673, April.
• Hsieh, Meng-Chen & Hurvich, Clifford M. & Soulier, Philippe, 2007, "Asymptotics for duration-driven long range dependent processes," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 913-949, December.
• Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2007, "Real-time price discovery in global stock, bond and foreign exchange markets," Journal of International Economics, Elsevier, volume 73, issue 2, pages 251-277, November.
• Rodriguez, Gabriel & Rowe, Nicholas, 2007, "Why U.S. money does not cause U.S. output, but does cause Hong Kong output," Journal of International Money and Finance, Elsevier, volume 26, issue 7, pages 1174-1186, November.
• Dreger, Christian & Marcellino, Massimiliano, 2007, "A macroeconometric model for the Euro economy," Journal of Policy Modeling, Elsevier, volume 29, issue 1, pages 1-13.
• Jean-Guillaume Sahuc & Stéphane Moyen, 2007, "Le modèle d’équilibre général de la « nouvelle synthèse » : quelles hypothèses retenir ?," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 07-06.
• Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2007, "The affine arbitrage-free class of Nelson-Siegel term structure models," Working Paper Series, Federal Reserve Bank of San Francisco, number 2007-20.
• S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007, "Real-time measurement of business conditions," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 901.
• Vasco Curdia & Daria Finocchiaro, 2007, "Monetary regime change and business cycles," Staff Reports, Federal Reserve Bank of New York, number 294.
• Mohamed Ali Ben Halima & Jean-Yves Lesueur, 2007, "Transitions CDD - CDI et différentiels de salaire : Résultats économétriques sur l’enquête Emploi," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0721, Sep.
• 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.
• Hajo Holzmann & Sebastian Vollmer & Julian Weisbrod, 2007, "Perspectives on the World Income Distribution - Beyond Twin Peaks Towards Welfare Conclusions," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 158, Feb.
• Timothy J. Halliday, 2007, "Heterogeneity, State Dependence and Health," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200716, Jul.
• Mohamed Ben Halima & Jean-Yves Lesueur, 2007, "Transitions CDD - CDI et différentiels de salaire : Résultats économétriques sur l'enquête Emploi," Post-Print, HAL, number hal-00196285.
• Rodolphe Buda, 2007, "Propositions for the Building of a Quantitative Austrian Modelling: An Answer to Prof. Rizzo and to Prof. Vriend," Working Papers, HAL, number hal-04139234.
• Undp, 2007, "HDR 2007/2008 - Fighting climate change: Human solidarity in a divided world," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr2007-2008, September.
• Chi-sang Tam & Ip-wing Yu, 2007, "Modelling Sovereign Bond Yield Curves of the US, Japan and Germany," Working Papers, Hong Kong Monetary Authority, number 0709, Jun.
• Xiaodong Du & David A. Hennessy & William M. Edwards, 2007, "Determinants of Iowa Cropland Cash Rental Rates: Testing Ricardian Rent Theory," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 07-wp454, Oct.
• Laurini, Márcio P., 2007, "A note on the use of quantile regression in beta convergence analysis," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_95, Oct.
• Skriner, Edith, 2007, "Forecasting Global Flows," Economics Series, Institute for Advanced Studies, number 214, Jul.
• Jumah, Adusei & Kunst, Robert M., 2007, "Inflation in the West African Countries. The Impact of Cocoa Prices, Budget Deficits, and Migrant Remittances," Economics Series, Institute for Advanced Studies, number 219, Oct.
• Cüneyt AKAR, 2007, "İktisadi krizlerin ve takvimsel faktörlerin bireysel hisse senetlerinin getirisi ve volatilitesi üzerindeki etkileri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 253, pages 115-132.
• Gustav Horn & Camille Logeay & Silke Tober, 2007, "Estimating Germany's Potential Output," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 02-2007, Jan.
• Stefano Fachin, 2007, "Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 2, pages 401-428, DOI: 10.1002/jae.907.
• Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alexander Shapiro, 2007, "Nonparametric estimation of concave production technologies by entropic methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 4, pages 795-816, DOI: 10.1002/jae.918.
• Josefina Murillo-Luna & Concepción Garcés-Ayerbe & Pilar Rivera-Torres, 2007, "What Prevents Firms from Advancing in their Environmental Strategy?," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 1, pages 35-46, February, DOI: 10.1007/s11294-006-9059-6.
• Kalim Shah & Jorge Rivera, 2007, "Export processing zones and corporate environmental performance in emerging economies: The case of the oil, gas, and chemical sectors of Trinidad and Tobago," Policy Sciences, Springer;Society of Policy Sciences, volume 40, issue 4, pages 265-285, December, DOI: 10.1007/s11077-007-9045-8.
• Jeffrey Bernstein & Juan Hernandez & Jose Rodriguez & Agustin Ros, 2007, "X-factor updating and total factor productivity growth: the case of peruvian telecommunications, 1996–2003," Journal of Regulatory Economics, Springer, volume 31, issue 3, pages 355-355, June, DOI: 10.1007/s11149-007-9029-9.
• Hyejung Kang, 2007, "Productivity Growth in Korean Agriculture, 1998-2002: Analysis of Multi- Output Production Technolog," Korean Economic Review, Korean Economic Association, volume 23, pages 433-457.
• Rolf Schenker, 2007, "Comparing Quantitative and Qualitative Survey Data," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-169, Jun, DOI: 10.3929/ethz-a-010805518.
• Christian Mueller & Eva M. Koeberl, 2007, "The Speed of Adjustment to Demand Shocks: A Markov-chain Measurement Using Micro Panel Data," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-170, Jun, DOI: 10.3929/ethz-a-010805525.
• Ahmed Barkaoui & Patrice Harou, 2007, "Proceedings of a LEF seminar - Forest-wood sector modelling: Application for France," Working Papers - Cahiers du LEF, Laboratoire d'Economie Forestiere, AgroParisTech-INRA, number 2007-04, Sep.
• Yulismi & Hermanto Siregar, 2007, "Determinant Factors of Indonesia Palm Oil Export to Major Importing Countries : an Error Correction Model Analysis," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 55, pages 65-88, April.
• Hiona Balfoussia & Mike Wickens, 2007, "Macroeconomic Sources of Risk in the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 1, pages 205-236, February.
• Mark J. Holmes & Theodore Panagiotidis & Abhijit Sharma, 2007, "The sustainability of India’S current account," Discussion Paper Series, Department of Economics, University of Macedonia, number 2007_05, Dec, revised Dec 2007.
• Olan T Henry, 2007, "Between The Rock and a Hard Place: Regime Switching in the RelationshipBetween Short-Term Interest Rates and Equity Returns in the UK," Department of Economics - Working Papers Series, The University of Melbourne, number 1019.
• ZuXiang Wang & Yew-Kwang Ng & Russell Smyth, 2007, "Revisiting The Ordered Family Of Lorenz Curves," Monash Economics Working Papers, Monash University, Department of Economics, number 19-07.
• ZuXiang Wang & Russell Smyth, 2007, "Two New Exponential Families Of Lorenz Curves," Monash Economics Working Papers, Monash University, Department of Economics, number 20-07.
• Peter D. Grünwald, 2007, "The Minimum Description Length Principle," MIT Press Books, The MIT Press, number 0262072815, edition 1, ISBN: ARRAY(0x689d5880), December.
• Fernando Alexandre & Vasco J. Gabriel & Pedro Bação, 2007, "The Consumption-Wealth Ratio Under Asymmetric Adjustment," NIPE Working Papers, NIPE - Universidade do Minho, number 15/2007.
• Gerhard Fenz & Christian Ragacs & Martin Schneider, 2007, "Economic Growth in Austria at 3¼% in 2007," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 6-26.
• Christian Ragacs & Klaus Vondra, 2007, "Growth prospects for Austria are weakening," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 6-28.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2007, "Estimating Macroeconomic Models: A Likelihood Approach," The Review of Economic Studies, Review of Economic Studies Ltd, volume 74, issue 4, pages 1059-1087.
• Almut Elisabeth Dorothea Veraart, 2007, "Feasible inference for realised variance in the presence of jumps," Economics Series Working Papers, University of Oxford, Department of Economics, number 2007-FE-02, Feb.
• Tomer Shachmurove & Yochanan Shachmurove, 2007, "In the Same Boat: Exchange Rate Interdependence in the Asia-Pacific Region," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-019, Jul.
• Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2007, "The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-029, Sep.
• Francis X. Diebold & Canlin Li & Vivian Z. Yue, 2007, "Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-030, May.
• ODIA NDONGO, Yves Francis, 2007, "Les sources des fluctuations marcoéconomiques au Cameroun," MPRA Paper, University Library of Munich, Germany, number 1308, Jan.
• Maclachlan, Iain C, 2007, "An empirical study of corporate bond pricing with unobserved capital structure dynamics," MPRA Paper, University Library of Munich, Germany, number 28416, May.
• Shanthini, Rajaratnam, 2007, "Fossil fuel based CO2 emissions, economic growth, and world crude oil price nexus in the United States," MPRA Paper, University Library of Munich, Germany, number 29574, Dec, revised 19 Feb 2011.
• Chang, Tai Hsieh & Peter, J- Klenow, 2007, "Misallocation and manufacturing TFP in China and India," MPRA Paper, University Library of Munich, Germany, number 35084, Jun, revised 15 Jun 2007.
• Lanne, Markku, 2007, "The Properties of Market-Based and Survey Forecasts for Different Data Releases," MPRA Paper, University Library of Munich, Germany, number 3877.
• Tuysuz, Sukriye, 2007, "The effects of a greater central bank credibility on interest rates level and volatility response to news in the U.K," MPRA Paper, University Library of Munich, Germany, number 5263, Sep.
• Ghassan, Hassan B., 2007, "La condition de Marshall-Lerner-Robinson est-elle stable ? Approche par le test GLS cointégration à niveau et puissance améliorés
  [Does the Marshall-Lerner-Robinson condition verify the stability? Evidence from GLS-cointegration test with Good Siz," MPRA Paper, University Library of Munich, Germany, number 56354, Sep, revised 15 Jan 2008.
• De Siano, Rita & D'Uva, Marcella, 2007, "A new approach for β-convergence estimation in Italy," MPRA Paper, University Library of Munich, Germany, number 5643.
• Barnett, William A. & Duzhak, Evgeniya A., 2007, "Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions," MPRA Paper, University Library of Munich, Germany, number 6005, Nov.
• Kamat, Manoj & Kamat, Manasvi, 2007, "Does Financial Growth lead Economic Performance in India? Causality-Cointegration using Unrestricted Vector Error Correction Models," MPRA Paper, University Library of Munich, Germany, number 6154, Nov.
• Armstrong, J. Scott & Green, Kesten C. & Soon, Willie, 2007, "Polar Bear Population Forecasts: A Public-Policy Forecasting Audit," MPRA Paper, University Library of Munich, Germany, number 6317, Dec.