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

2007

• 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, 2010, "The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models," Working Paper Series, Federal Reserve Bank of San Francisco, number 2007-20, Mar, DOI: 10.24148/wp2007-20.
• 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.
• 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(0x7babedf8), 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.
• Ahmed, Vaqar & O' Donoghue, Cathal, 2007, "CGE-Microsimulation Modelling: A Survey," MPRA Paper, University Library of Munich, Germany, number 9307, Jul.
• Bandyopadhyay, Arindam & Singh, Pratima, 2007, "Estimating Recovery Rates on Bank’s Historical Loan Loss Data," MPRA Paper, University Library of Munich, Germany, number 9525, Feb.
• Gencay, Ramazan & Fan, Yanqin, 2007, "Unit Root Tests with Wavelets," MPRA Paper, University Library of Munich, Germany, number 9832, Feb.
• Fabio Canova & Matteo Ciccarelli, 2007, "Estimating Multi-country VAR models," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 7_2007, Apr.
• James Mabli & Christopher Flinn, 2007, "On-the-Job Search, Minimum Wages, and Labor Market Outcomes in an Equilibrium Bargaining Framework," 2007 Meeting Papers, Society for Economic Dynamics, number 791.
• Rantala, Olavi, 2007, "Green House Gas Emissions and the Economic Impacts EU Climate Change Policies," Discussion Papers, The Research Institute of the Finnish Economy, number 1095.
• John M. Maheu & Yong Song, 2012, "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Paper series, Rimini Centre for Economic Analysis, number 27_12, Jun.
• Mark J. Holmes & Theodore Panagiotidis & Abhijit Sharma, 2007, "The Sustainability of India's current account (1950-2003): Evidence from parametric and non-parametric unit root and cointegration tests," Working Paper series, Rimini Centre for Economic Analysis, number 41_07, Jul.
• Dobrescu, Emilian, 2007, "Modelling The Romanian Economy: Some Data Problems," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 1, pages 7-25, March.
• Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina, 2007, "The "DOBRESCU” Macromodel of the Romanian Market Economy* - 2005 version - Yearly Forecast - actualised scenario," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 2, pages 118-123, June.
• Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina, 2007, "The "Dobrescu" Macromodel of the Romanian Market Economy* - 2005 version - Yearly Forecast - The second actualised scenario," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 3, pages 124-129, September.
• Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina, 2007, "The "Dobrescu” Macromodel of the Romanian Market Economy - 2005 version. Yearly Forecast – Preliminary results for 2007," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 4, pages 124-126, December.
• Iancu, Aurel, 2007, "Economic Convergence. Applications - Second Part -," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 4, pages 24-48, December.
• Christiadi & Brian Cushing, 2007, "Conditional Logit, IIA, and Alternatives for Estimating Models of Interstate Migration," Working Papers, Regional Research Institute, West Virginia University, number Working Paper 2007-04, Mar.
• Xavier Ramos & Oriol Roca-Sagales, 2007, "Long Term Effects of Fiscal Policy on the Size and the Distribution of the Pie in the UK," RSCAS Working Papers, European University Institute, number 2007/39, Dec.
• Helen Lee Siew Heng & Andrew Tan Khee Guan, 2007, "Examining Malaysian Household Expenditure Patterns on Food-Away-From-Home," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), volume 4, issue 1, pages 11-24, June.
• Almut Elisabeth Dorothea Veraart, 2007, "Feasible inference for realised variance in the presence of jumps," OFRC Working Papers Series, Oxford Financial Research Centre, number 2007fe02.
• Simon D. Woodcock & Gary Benedetto, 2007, "Distribution-Preserving Statistical Disclosure Limitation," Discussion Papers, Department of Economics, Simon Fraser University, number dp07-15, Sep.
• Jan Engelke & Hermann Simon, 2007, "Decision Support Systeme im Marketing," Schmalenbach Journal of Business Research, Springer, volume 59, issue 1, pages 120-142, February, DOI: 10.1007/BF03372783.
• B. Bhaskara Rao, 2007, "Estimating short and long-run relationships: a guide for the applied economist," Applied Economics, Taylor & Francis Journals, volume 39, issue 13, pages 1613-1625, DOI: 10.1080/00036840600690256.
• John Aldrich & Anna Staszewska, 2007, "The experiment in macroeconometrics," Journal of Economic Methodology, Taylor & Francis Journals, volume 14, issue 2, pages 143-166, DOI: 10.1080/13501780701394060.
• Sebastian Fossati & Fernando Lorenzo & Cesar M. Rodriguez, 2007, "Regional and International Market Integration of a Small Open Economy," Journal of Applied Economics, Taylor & Francis Journals, volume 10, issue 1, pages 77-98, May, DOI: 10.1080/15140326.2007.12040482.
• 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, Taylor & Francis Journals, volume 10, issue 1, pages 99-114, May, DOI: 10.1080/15140326.2007.12040483.
• Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk, 2007, "Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-028/4, Mar.
• Michiel De Pooter, 2007, "Examining the Nelson-Siegel Class of Term Structure Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-043/4, Jun.
• Zanola, Roberto, 2007, "The Dynamics of Art Prices: The Selection Corrected Repeat-Sales Index," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 76, Jan.
• Harry Kelejian & Peter Murrell & Oleksandr Shepotylo, 2007, "Spatial Spillovers in the Development of Institutions," Electronic Working Papers, University of Maryland, Department of Economics, number 07-001, Nov.
• Nikias Sarafoglou & Jean H.P. Paelinck, 2007, "On Diffusion of Ideas in the Academic World: the Case of Spatial Econometrics," Department of Economics University of Siena, Department of Economics, University of Siena, number 514, Sep.
• Lucy Amigo Dobaño & Mª Dolores Garza Gil, 2007, "La flota artesanal gallega. Análisis de la cadena de distribución," Working Papers, Universidade de Vigo, Departamento de Economía Aplicada, number 0701, Jan.
• 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, DOI: 10.1111/j.0022-2879.2007.00009.x.

2006

• Antonio Diez de los Rios & René Garcia, 2006, "Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns," Staff Working Papers, Bank of Canada, number 06-31, DOI: 10.34989/swp-2006-31.
• Céline Gauthier & Fuchun Li, 2006, "Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model," Staff Working Papers, Bank of Canada, number 06-42, DOI: 10.34989/swp-2006-42.
• Marcello Pericoli & Marco Taboga, 2006, "Canonical term-structure models with observable factors and the dynamics of bond risk premiums," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 580, Feb.
• Ferreira, Jose T.A.S. & Steel, Mark F.J., 2006, "A Constructive Representation of Univariate Skewed Distributions," Journal of the American Statistical Association, American Statistical Association, volume 101, pages 823-829, June.
• Dae‐Wook Kim & Christopher R. Knittel, 2006, "Biases In Static Oligopoly Models? Evidence From The California Electricity Market," Journal of Industrial Economics, Wiley Blackwell, volume 54, issue 4, pages 451-470, December, DOI: 10.1111/j.1467-6451.2006.00296.x.
• Luciano Gutierrez, 2006, "Panel Unit‐root Tests for Cross‐sectionally Correlated Panels: A Monte Carlo Comparison," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue 4, pages 519-540, August, DOI: 10.1111/j.1468-0084.2006.00176.x.
• Pitarakis Jean-Yves, 2006, "Model Selection Uncertainty and Detection of Threshold Effects," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 1, pages 1-30, March, DOI: 10.2202/1558-3708.1256.
• Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006, "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0655, Nov.
• Meenagh, David & Minford, Patrick & Peel, David, 2006, "Simulating Stock Returns under switching regimes - a new test of market efficiency," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/13, Feb.
• Simon D. Woodcock & Gary Benedetto, 2006, "Distribution Preserving Statistical Disclosure Limitation," Longitudinal Employer-Household Dynamics Technical Papers, Center for Economic Studies, U.S. Census Bureau, number 2006-04, Sep.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2006, "Estimating Macroeconomic Models: A Likelihood Approach," Levine's Bibliography, UCLA Department of Economics, number 122247000000000849, Mar.
• Susan Athey & Philip A. Haile, 2006, "Empirical Models of Auctions," Levine's Bibliography, UCLA Department of Economics, number 122247000000001045, Mar.
• Gijsbert Zwart & Machiel Mulder, 2006, "NATGAS: a model of the European natural gas market," CPB Memorandum, CPB Netherlands Bureau for Economic Policy Analysis, number 144, Feb.
• Wolfers, Justin & Gürkaynak, Refet, 2006, "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 5466, Jan.
• Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús, 2006, "Estimating Macroeconomic Models: A Likelihood Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 5513, Mar.
• Minford, Patrick & Peel, David & Meenagh, David, 2006, "Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency," CEPR Discussion Papers, Centre for Economic Policy Research, number 5614, Apr.
• Henri Bertholon & Alain Monfort & Fulvio Pegoraro, 2006, "Pricing and Inference with Mixtures of Conditionally Normal Processes," Working Papers, Center for Research in Economics and Statistics, number 2006-28.
• Alain Monfort & Fulvio Pegoraro, 2006, "Multi-Lag Term Structure Models with Stochastic Risk Premia," Working Papers, Center for Research in Economics and Statistics, number 2006-29.
• Susan Athey & Philip A. Haile, 2006, "Empirical Models of Auctions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1562, Mar.
• Evens SALIES & Peter MOFFATT, 2006, "Inaccurate approximations in the modeling of hyper-inflations," Economics Bulletin, AccessEcon, volume 28, issue 1, pages 1.
• Sainan Jin & Wanjun Jiang & Liangjun Su & Jianying Hu, 2006, "The Rise in House Prices in China: Bubbles or Fundamentals?," Economics Bulletin, AccessEcon, volume 3, issue 7, pages 1-8.
• Kristine M. Grimsrud & Robert P. Berrens & Ron C. Mittelhammer, 2006, "A Mixture Model of Consumers' Intended Purchase Decisions for Genetically Modified Foods," Economics Bulletin, AccessEcon, volume 3, issue 23, pages 1-11.
• Alan T.K. Wan, 2006, "On discrimination and the status of immigrants in the Hong Kong labour market," Economics Bulletin, AccessEcon, volume 10, issue 7, pages 1-17.
• Canova, Fabio & Ciccarelli, Matteo, 2006, "Estimating multi-country VAR models," Working Paper Series, European Central Bank, number 603, Apr.
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• Francis X. Diebold & Lei Ji & Canlin Li, 2006, "A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-017, Mar.
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