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

2005

• Guanghua Wan & Ming Lu & Zhao Chen, 2005, "Globalization and Regional Income Inequality--Evidence from within China," Econometrics, University Library of Munich, Germany, number 0511014, Nov.
• Peter Ilmolelian, 2005, "The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation," Econometrics, University Library of Munich, Germany, number 0511016, Nov.
• Mogens Fosgerau & Michel Bierlaire, 2005, "A practical test for the choice of mixing distribution in a discrete choice model," Econometrics, University Library of Munich, Germany, number 0512002, Dec.
• Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alex Shapiro, 2005, "Nonparametric estimation of concave production technologies by entropic methods," Econometrics, University Library of Munich, Germany, number 0512003, Dec.
• Guido Travaglini, 2005, "Modern and Ancient Cultural Capital. A Worldwide Cross-Sectional Analysis," Econometrics, University Library of Munich, Germany, number 0512006, Dec.
• Mehmet Caner, 2005, "M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data," Econometrics, University Library of Munich, Germany, number 0512009, Dec.
• Vik Singh, 2005, "Estimating a third-order translog demand system using Canadian micro-data," Econometrics, University Library of Munich, Germany, number 0512011, Dec.
• Ukwueze Ezebuilo & Ogujiuba Kanayo & Adenuga Adeniyi, 2005, "How Useful Is Contingent Valuation Of The Environment To Water Services? Evidence From South East, Nigeria," Econometrics, University Library of Munich, Germany, number 0512012, Dec.
• B Bhaskara Rao & Singh Rup, 2005, "Demand for Money in India: 1953-2003," Macroeconomics, University Library of Munich, Germany, number 0510002, Oct.
• B Bhaskara Rao & Rup Singh, 2005, "A Cointegration And Error Correction Approach To Demand For Money In Fiji: 1971-2002," Macroeconomics, University Library of Munich, Germany, number 0511012, Nov.
• B Bhaskara Rao, 2005, "Testing Permanent Income Hypothesis for Fiji," Macroeconomics, University Library of Munich, Germany, number 0511013, Nov.
• B Bhaskara Rao & Gyaneshwar Rao, 2005, "Crude Oil and Gasoline Prices in Fiji: Is the Relationship Asymmetric?," Microeconomics, University Library of Munich, Germany, number 0510004, Oct.
• Pablo M Garcia, 2005, "Una Aproximación Microeconométrica a los Determinantes de la Elección del Modo de Transporte. (A Microeconometric Approach to the Determinants of Travel Mode Choice)," Urban/Regional, University Library of Munich, Germany, number 0504005, Apr.

2004

• Murphy, Elizabeth A. & Norwood, F. Bailey & Wohlgenant, Michael K., 2004, "Do Economic Restrictions Improve Forecasts?," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 36, issue 3, pages 1-10, December, DOI: 10.22004/ag.econ.43447.
• André Proite & Maria da Conceição Sampaio de Sousa, 2004, "Eficiência Técnica, Economias De Escala, Estrutura Da Propriedade E Tipo De Gestão No Sistema Hospitalar Brasileiro," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 100.
• Brock,W.A. & Durlauf,S.N. & West,K.D., 2004, "Model uncertainty and policy evaluation : some theory and empirics," Working papers, Wisconsin Madison - Social Systems, number 19.
• Aleksandar Dimitrov, 2004, "The Effect of Economic and Social Resources in Some Countries in Transition for 2000: A Static Econometric Model," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 3-23.
• Tae‐Hwan Kim & Stephen Leybourne & Paul Newbold, 2004, "Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification," Journal of Time Series Analysis, Wiley Blackwell, volume 25, issue 5, pages 755-764, September, DOI: 10.1111/j.1467-9892.2004.02000.x.
• Antonio Álvarez & Carlos Arias & William Greene, 2004, "Accounting for unobservables in production models:management and inefficiency," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/72.
• Allan Timmermann & M. Hashem Pesaran, 2003, "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," CESifo Working Paper Series, CESifo, number 990.
• René Garcia & Eric Ghysels & Eric Renault, 2004, "The Econometrics of Option Pricing," CIRANO Working Papers, CIRANO, number 2004s-04, Jan.
• Henk Don, 2004, "How econometric models help policy makers; theory and practice," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 27, Feb.
• Emmanuel Guerre, 2004, "Design-Adaptive Pointwise Nonparametric Regression Estimation for Recurrent Markov Time Series," Working Papers, Center for Research in Economics and Statistics, number 2004-22.
• Dimitris N. Politis, 2004, "A Heavy-Tailed Distribution for ARCH Residuals with Application to Volatility Prediction," Annals of Economics and Finance, Society for AEF, volume 5, issue 2, pages 283-298, November.
• Murphy, Elizabeth & Norwood, Bailey & Wohlgenant, Michael, 2004, "Do Economic Restrictions Improve Forecasts?," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 36, issue 3, pages 549-558, December.
• Amihud, Yakov & Hurvich, Clifford M., 2004, "Predictive Regressions: A Reduced-Bias Estimation Method," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 39, issue 4, pages 813-841, December.
• Vuyyuri, S., 2004, "Linkages of Indian Interest Rates with US and Japanese Rates," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 4, issue 2.
• Maghyereh, A., 2004, "The Capital Structure Choice and Financial Market Liberalization: A Panel Data Analysis and GMM Estimation in Jordan," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 4, issue 2.
• Guisan, M.C. & Aguayo, E., 2004, "Employment, Population and Regional Development in Western and Central Europe. Econometric Models and Challenges of EU Enlargement," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 4, issue 2, pages 129-142.
• Metwally, M.M., 2004, "Determinants of Aggregate Imports in the GCC countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 4, issue 3.
• Guisan, M.C., 2004, "Human Capital, Trade and Development in India, China, Japan and other Asian Countries, 1960-2002: Econometric Models and Causality Tests," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 4, issue 3, pages 123-139.
• Guisán, M.C. & Expósito, P., 2004, "Econometric Models and Evolution of Agrarian and non Agrarian Employment in OECD Countries, 1950-2000," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 4, issue 1, pages 123-138.
• Guisan, Maria-Carmen & Cardim-Barata, Ana Sofia, 2004, "Industria e Comercio Externo na Economia do Brasil, 1960-2000," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 73.
• Atherinos, Eleftherios, 2004, "An Interregional Model of Foreign Tourism in China," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 74.
• Guisan, Maria-Carmen & Aguayo, Eva & Carballas, David, 2004, "Economic Growth and Cycles in Poland, Hungary, Czech Republic, Slovakia and Slovenia: A comparison with Spain, Austria and other EU countries, 1950-2002," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 79.
• Aguayo, Eva & Guisan, Maria-Carmen, 2004, "Employment and Population in European Union: Econometric Models and Causality Tests," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 80.
• Guisan, M. C. & Aguayo, E., 2004, "Desarrollo economico de Europa Central en 1950-2002: Modelos econometricos y comparacion con Irlanda, España y Austria," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 4, issue 2, pages 49-72.
• Guisan, M.C., 2004, "Education, Research and Manufacturing in EU25: An Inter-Sectoral Econometric Model of 151 European Regions, 1995-2000," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 4, issue 2, pages 21-32.
• Ibrahim, M.H, 2004, "A VAR Analysis of US and Japanese Effects on Malaysian Aggregate and Sectoral Output," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 1, issue 1, pages 5-28.
• Guisan, M.Carmen, 2004, "A Comparison of Causality Tests Applied to the Bilateral Relationship between Consumption and GDP in the USA and Mexico," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 1, issue 1, pages 115-130.
• Paxton, J. & Thraen, C., 2004, "Mean-Covariance Structure Models in Economic Research: an Application to a Lending Program for Development in Burkina Faso," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 1, issue 2, pages 5-26.
• Luis Alberiko Gil-Alana, 2004, "A fractionally integrated model for the Spanish real GDP," Economics Bulletin, AccessEcon, volume 3, issue 8, pages 1-6.
• barhoumi karim, 2004, "Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Empirical Investigation," Economics Bulletin, AccessEcon, volume 28, issue 10, pages 1.
• Taro Kanatani, 2004, "Integrated volatility measuring from unevenly sampled observations," Economics Bulletin, AccessEcon, volume 3, issue 36, pages 1-8.
• Stefano Fachin, 2004, "Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment," Economics Bulletin, AccessEcon, volume 3, issue 13, pages 1-8.
• Valerie Mignon & Gilles Dufrenot & Slim Chaouachi, 2004, "Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," Economics Bulletin, AccessEcon, volume 3, issue 19, pages 1-11.
• Luis A. Gil-Alana, 2004, "Fractional cointegration in the consumption and income relationship using semiparametric techniques," Economics Bulletin, AccessEcon, volume 3, issue 47, pages 1-8.
• Luis A. Gil-Alana, 2004, "Testing of I(d) processes in the real output," Economics Bulletin, AccessEcon, volume 3, issue 32, pages 1-6.
• Steven Cook, 2004, "On the finite-sample power of modified Dickey-Fuller tests: The role of the initial condition," Economics Bulletin, AccessEcon, volume 3, issue 11, pages 1-9.
• Godwin Nwaobi, 2004, "Money and output interaction in Nigeria: an econometric investigation using multivariate cointegration technique," Economics Bulletin, AccessEcon, volume 3, issue 30, pages 1-10.
• Francesca Di Iorio & Stefano Fachin, 2004, "Models of labour demand with fixed costs of adjustment: a generalised tobit approach," Economics Bulletin, AccessEcon, volume 3, issue 31, pages 1-8.
• Huang Weihong & Zhang Yang, 2004, "Estimating Structural Change in Linear Simultaneous Equations," Econometric Society 2004 Australasian Meetings, Econometric Society, number 110, Aug.
• Kenneth F. Wallis, 2004, "Comparing Empirical Models of the Euro Economy," Econometric Society 2004 Australasian Meetings, Econometric Society, number 14, Aug.
• Marius Ooms & M. Angeles Carnero & Siem Jan Koopman, 2004, "Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices," Econometric Society 2004 Australasian Meetings, Econometric Society, number 158, Aug.
• David F. Hendry, 2004, "Unpredictability and the Foundations of Economic Forecasting," Econometric Society 2004 Australasian Meetings, Econometric Society, number 27, Aug.
• Giovanni P. Olivei & Michelle L. Barnes, 2004, "Inside and Outside Bounds: Threshold Estimates of the Phillips Curve," Econometric Society 2004 Australasian Meetings, Econometric Society, number 295, Aug.
• Z. L. Yang Y. K. Tse, 2004, "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Australasian Meetings, Econometric Society, number 302, Aug.
• Y. K. Tse & Z. L. Yang, 2004, "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 424, Aug.
• Yang Yang & Tae-Hwy Lee, 2004, "Bagging Binary Predictors for Time Series," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 512, Aug.
• Joseph D. ALBA & Donghyun PARK, 2004, "Mean Reversion of Real Exchange Rates and Purchasing Power Parity in Turkey," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 530, Aug.
• Rene Garcia & Marco Bonomo, 2004, "Optimal Rules under Adjustment Cost and Infrequent Information," Econometric Society 2004 Latin American Meetings, Econometric Society, number 135, Aug.
• Stan Radchenko & Oleg Korenok, 2004, "The role of permanent and transitory components in business cycle volatility moderation," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 149, Aug.
• Ernan Haruvy & Dale Stahl, 2004, "Level-n Bounded Rationality on a Level Playing Field of Sequential Games," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 126, Aug.
• Tong Li, 2004, "Inference of Structural Econometric Models: A Unified Approach," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 196, Aug.
• Santosh Mishra & Gloria Gonzalez-Rivera & Tae-Hwy Lee, 2004, "Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 356, Aug.
• Feng Zhao & Robert Jarrow & Haitao Li, 2004, "Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It?," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 431, Aug.
• Jean-Yves Pitarakis, 2004, "Least squares estimation and tests of breaks in mean and variance under misspecification," Econometrics Journal, Royal Economic Society, volume 7, issue 1, pages 32-54, June.
• Wallis, Kenneth F., 2004, "Comparing empirical models of the euro economy," Economic Modelling, Elsevier, volume 21, issue 5, pages 735-758, September.
• Perez, Javier J. & Hiebert, Paul, 2004, "Identifying endogenous fiscal policy rules for macroeconomic models," Journal of Policy Modeling, Elsevier, volume 26, issue 8-9, pages 1073-1089, December.
• Andrew Gelman & Iain Pardoe, 2004, "Bayesian measures of explained variance and pooling in multilevel (hierarchical) models," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2004_04, Apr.
• Andrew Gelman, 2004, "Prior distributions for variance parameters in hierarchical models," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2004_06, Jun.
• Alessandra Goria & Gretel Gambarelli, 2004, "Economic Evaluation of Climate Change Impacts and Adaptation in Italy," Working Papers, Fondazione Eni Enrico Mattei, number 2004.103, Jul.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Manuel S. Santos, 2004, "Convergence properties of the likelihood of computed dynamic models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-27.
• Todd E. Clark & Sharon Kozicki, 2004, "Estimating equilibrium real interest rates in real time," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 04-08.
• Francis Bossier & Ingrid Bracke & Sébastien Gillis & Filip Vanhorebeek, 2004, "Working Paper 05-04 - Une nouvelle version du modèle HERMES
  [Working Paper 05-04 - Een nieuwe versie van het HERMES-model]," Working Papers, Federal Planning Bureau, Belgium, number 200405, Feb.
• Eric Meyermans, 2004, "Working Paper 12-04 - The macro-economic effects of labour market reforms in the European Union - Some selected simulations with the NIME model," Working Papers, Federal Planning Bureau, Belgium, number 200412, May.
• Bart Hertveldt & Igor Lebrun & Michel Saintrain, 2004, "Working Paper 14-04 - Modélisation trimestrielle des recettes de TVA dans Modtrim II
  [Working Paper 14-04 - Modellering op kwartaalbasis van de BTW-ontvangsten in Modtrim II]," Working Papers, Federal Planning Bureau, Belgium, number 200414, Jun.
• Peter Ireland & Niki Papadopoulou, 2004, "Sticky Prices vs Limited Participation: What do we Learn from the Data?," Working Papers, Business School - Economics, University of Glasgow, number 2004_4, May.
• Undp, 2004, "HDR 2004 - Cultural Liberty in Today’s Diverse World," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr2004, September.
• Utku Utkulu & Durmus Özdemir, 2004, "Does Trade Liberalization Cause a Long Run Economic Growth in Turkey," Economic Change and Restructuring, Springer, volume 37, issue 3, pages 245-266, September, DOI: 10.1007/s10644-005-8080-8.
• Bródy, András, 2004, "Az átfutási idő hatása
  [The effect of term of production]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 66-76.
• John M. Maheu & Stephen Gordon, 2004, "Learning, Forecasting and Structural Breaks," Cahiers de recherche, CIRPEE, number 0422.
• Peter Ireland & Niki Papadopoulou, 2004, "Sticky Prices vs. Limited Participation: What Do We Learn From the Data?," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 79, Sep.
• Marina Emiris, 2004, "Sectoral vs. country diversification benefits and downside risk," Working Paper Research, National Bank of Belgium, number 48, May.
• Patrick Bajari & C. Lanier Benkard & Jonathan Levin, 2004, "Estimating Dynamic Models of Imperfect Competition," NBER Working Papers, National Bureau of Economic Research, Inc, number 10450, Apr.
• Gautam Gowrisankaran & Matthew F. Mitchell & Andrea Moro, 2004, "Why Do Incumbent Senators Win? Evidence from a Dynamic Selection Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 10748, Sep.
• William A. Brock & Steven N. Durlauf & Kenneth D. West, 2004, "Model Uncertainty and Policy Evaluation: Some Theory and Empirics," NBER Working Papers, National Bureau of Economic Research, Inc, number 10916, Nov.
• David F. Hendry, 2004, "Unpredictability and the Foundations of Economic Forecasting," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W15, May.
• Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos, 2004, "Convergence Properties of the Likelihood of Computed Dynamic Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-034, Aug.
• Moretti, Luigi, 2004, "I modelli macroeconomici per la valutazione dell'impatto dei Fondi strutturali nelle economie a Obiettivo 1
  [Macroeconomic Models Used for the Impact Evaluation of the Structural Funds in Objective 1 Economies]," MPRA Paper, University Library of Munich, Germany, number 18868.
• Dobrescu, Emilian, 2004, "Economia Romaniei in perioada 2003-2010: Estimari de macromodel
  [Romanian economy during 2003-2010: Macromodel estimations]," MPRA Paper, University Library of Munich, Germany, number 35768.
• Khaleel, Tarek Mohamed & Shehata, Emad Abd Elmessih, 2004, "دراسة قياسية للنماذج الديناميكية مع تطبيقها على التنبؤ بالعمالة فى مصر
  [An Econometric Study of Dynamic Models with Application on Forecasting Labor in Egypt]," MPRA Paper, University Library of Munich, Germany, number 43442, Apr, revised Apr 2004.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2004, "Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review," MPRA Paper, University Library of Munich, Germany, number 80487.
• Antonio Moreno & Geert Bekaert & Seonghoon Cho, 2004, "New-Keynesian Macroeconomics and the Term Structure," 2004 Meeting Papers, Society for Economic Dynamics, number 388.
• Michael R. Wickens & Chiona Balfoussia, 2004, "Macroeconomic Sources of Risk in the Term Structure," CEIS Research Paper, Tor Vergata University, CEIS, number 61, Nov.
• Oleg Korenok & Stanislav Radchenko, 2004, "The Role of Permanent and Transitory Components in Business Cycle Volatility Moderation," Departmental Working Papers, Rutgers University, Department of Economics, number 200413, Jun.
• Alessandro Beber; Fabio Fornari., 2004, "Volatility and the Term Structure: Evidence from Interest Rate Derivatives," Computing in Economics and Finance 2004, Society for Computational Economics, number 313, Aug.
• Zhenlin Yang & Yiu Kuen Tse, 2004, "Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression," Working Papers, Singapore Management University, School of Economics, number 10-2004, Mar.
• Ramaprasad Bhar & Shigeyuki Hamori, 2004, "The link between inflation and inflation uncertainty: Evidence from G7 countries," Empirical Economics, Springer, volume 29, issue 4, pages 825-853, December, DOI: 10.1007/s00181-004-0220-x.
• Robert Kitt, 2004, "Equity Asset Allocation Model for EUR-based Eastern Europe Pension Funds," Working Papers, Tallinn School of Economics and Business Administration, Tallinn University of Technology, number 119.
• Pasquale Pazienza, 2004, "Il valore turistico-ricreativo di alcune aree del Parco Nazionale del Gargano. Un'applicazione empirica del metodo del costo del viaggio," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number pp_rem_2003, Jan.
• Guanghua Wan & Ming Lu & Zhao Chen, 2004, "Globalization and Regional Income Inequality: Evidence from within China," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number DP2004-10.
• Bernd Hayo & Ali M. Kutan, 2004, "The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-656, Feb.
• Alejandro Diaz-Bautista, 2004, "The Economic Growth Effects of NAFTA in the Northern Border of Mexico," Computational Economics, University Library of Munich, Germany, number 0402002, Feb.
• Jonathan B. Hill, 2004, "LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study," Econometrics, University Library of Munich, Germany, number 0401004, Jan, revised 05 Jul 2004.
• Horst Entorf, 2004, "Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View," Econometrics, University Library of Munich, Germany, number 0401009, Jan.
• Jose T.A.S. Ferreira & Mark F.J. Steel, 2004, "Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions," Econometrics, University Library of Munich, Germany, number 0403001, Mar.
• Jose T.A.S. Ferreira & Mark F.J. Steel, 2004, "A Constructive Representation of Univariate Skewed Distributions," Econometrics, University Library of Munich, Germany, number 0403002, Mar.
• feng dai, 2004, "The Partial Distribution: Definition, Properties and Applications in Economy," Econometrics, University Library of Munich, Germany, number 0403008, Mar.
• Gioacchino Fazio & Olivier Hueber, 2004, "On The Role Of Wages In The Ukrainian Transition Process : An Empirical Investigation," Econometrics, University Library of Munich, Germany, number 0403009, Mar.
• Andrew Gelman, 2004, "Prior distributions for variance parameters in hierarchical models," Econometrics, University Library of Munich, Germany, number 0404001, Apr.
• Andrew Gelman & Iain Pardoe, 2004, "Bayesian measures of explained variance and pooling in multilevel (hierarchical) models," Econometrics, University Library of Munich, Germany, number 0404002, Apr.
• Jose T.A.S. Ferreira & Mark F.J. Steel, 2004, "Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers," Econometrics, University Library of Munich, Germany, number 0404005, Apr.
• Brian Krauth, 2004, "Simulation-based estimation of peer effects," Econometrics, University Library of Munich, Germany, number 0408002, Aug.
• Christophe Planas & Werner Roeger & Alessandro Rossi, 2004, "How much has labour taxation contributed to European structural unemployment?," Econometrics, University Library of Munich, Germany, number 0408005, Aug.
• Jushan Bai & Serena Ng, 2004, "Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor," Econometrics, University Library of Munich, Germany, number 0408006, Aug.
• Jushan Bai & Serena Ng, 2004, "Evaluating Latent and Observed Factors in Macroeconomics and Financ," Econometrics, University Library of Munich, Germany, number 0408007, Aug.
• Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov, 2004, "How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia," Econometrics, University Library of Munich, Germany, number 0408008, Aug.
• David Cattell & Paul Bowen & Ammar Kaka, 2004, "A model to distribute mark-up amongst quotation component item," Econometrics, University Library of Munich, Germany, number 0408009, Aug.
• Monzur Hossain & M. Ataharul Islam, 2004, "Testing The Significance Of Local Influence," Econometrics, University Library of Munich, Germany, number 0409003, Sep.
• Monzur Hossain & M. Ataharul Islam, 2004, "Application of Local Influence Diagnostics to the Linear Logistic Regression Models," Econometrics, University Library of Munich, Germany, number 0409004, Sep.
• Chi-Young Choi & Nelson C. Mark & Donggyu Sul, 2004, "Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models," Econometrics, University Library of Munich, Germany, number 0409005, Sep.
• J. T. A. S. Ferreira & M. F. J. Steel, 2004, "On Describing Multivariate Skewness: A Directional Approach," Econometrics, University Library of Munich, Germany, number 0409010, Sep.
• Jean-Yves Pitarakis, 2004, "Model Selection Uncertainty and Detection of Threshold Effecs," Econometrics, University Library of Munich, Germany, number 0409013, Sep.
• Philip Kostov & Ziping Wu & Seamus McErlean, 2004, "Do Chinese stock markets share common information arrival processes?," Econometrics, University Library of Munich, Germany, number 0410001, Oct.
• Marina Resta, 2004, "Multifractal analysis of Power Markets. Some empirical evidence," Econometrics, University Library of Munich, Germany, number 0410002, Oct.
• Diana Weinhold, 2004, "A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data," Econometrics, University Library of Munich, Germany, number 0410003, Oct.
• Juan Miguel Villa, 2004, "Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este," Econometrics, University Library of Munich, Germany, number 0410005, Oct.
• J.T.A.S. Ferreira & M.F.J. Steel, 2004, "Modelling Directional Dispersion Through Hyperspherical Log- Splines," Econometrics, University Library of Munich, Germany, number 0410006, Oct.
• Evens SALIES, 2004, "On the stability of recursive least squares in the Gauss-Markov model," Econometrics, University Library of Munich, Germany, number 0410007, Oct.
• Ignacio Díaz-Emparanza, 2004, "TRAMO/SEATS y X12ARIMA. Breve guía de acceso mediante Gretl," Econometrics, University Library of Munich, Germany, number 0410008, Oct.
• Ignacio Díaz-Emparanza, 2004, "SURGAT: Seasonal Unit Roots Graphical Analysis and Testing device," Econometrics, University Library of Munich, Germany, number 0410009, Oct.
• Cornelis A Los, 2004, "The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire," Econometrics, University Library of Munich, Germany, number 0410011, Oct.
• Guerre, 2004, "Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series," Econometrics, University Library of Munich, Germany, number 0411007, Nov.
• Emmanuel Guerre & Pascal Lavergne, 2004, "Data-Driven Rate-Optimal Specification Testing In Regression Models," Econometrics, University Library of Munich, Germany, number 0411008, Nov.
• Artur C. B. da Silva Lopes & Antonio Montañés, 2004, "The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts," Econometrics, University Library of Munich, Germany, number 0411010, Nov.
• Tommaso Proietti, 2004, "On the Estimation of Nonlinearly Aggregated Mixed Models," Econometrics, University Library of Munich, Germany, number 0411012, Nov.
• Jawadi Fredj & Koubaa Yousra, 2004, "Threshold Cointegration between Stock Returns : An application of STECM Models," Econometrics, University Library of Munich, Germany, number 0412001, Dec.
• Clifford Hurvich & Eric Moulines & Philippe Soulier, 2004, "Estimating Long Memory in Volatility," Econometrics, University Library of Munich, Germany, number 0412006, Dec.
• Willa Chen & Clifford Hurvich, 2004, "Semiparametric Estimation of Fractional Cointegrating Subspaces," Econometrics, University Library of Munich, Germany, number 0412007, Dec.
• Yakov Amihud & Clifford Hurvich, 2004, "Predictive Regressions: A Reduced-Bias Estimation Method," Econometrics, University Library of Munich, Germany, number 0412008, Dec.
• Mengchen Hsieh & Clifford Hurvich & Philippe Soulier, 2004, "Asymptotics for Duration-Driven Long Range Dependent Processes," Econometrics, University Library of Munich, Germany, number 0412009, Dec.
• Dante Jara, 2004, "Un Modelo Estadístico Flexible para la Estructura Intertemporal de Tasas en Chile," Econometrics, University Library of Munich, Germany, number 0412010, Dec.
• Puja Guha, 2004, "HABIT FORMATION IN CONSUMPTION: A Case Study of Rural India," Econometrics, University Library of Munich, Germany, number 0412012, Dec.
• Rama Prasad Kanungo, 2004, "Genetic Algorithms: Genesis of Stock Evaluation," Experimental, University Library of Munich, Germany, number 0404007, Apr.
• Bernd Hayo & Ali Kutan, 2004, "The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets," Finance, University Library of Munich, Germany, number 0403002, Mar.
• Voxi Heinrich S. Amavilah, 2004, "Generalized Knowledge Index: The Production, and Imputed Gross Future and Present Values of Doctoral Dissertations across Some African Countries," GE, Growth, Math methods, University Library of Munich, Germany, number 0410007, Oct.
• Dan Braha & Yaneer Bar-Yam, 2004, "Information Flow Structure in Large-Scale Product Development Organizational Networks," Industrial Organization, University Library of Munich, Germany, number 0407012, Jul.
• Tindara Addabbo & Maria Laura Di Tommaso & Gisella Facchinetti, 2004, "To what extent fuzzy set theory and structural equation modelling can measure functionings? An application to child well being," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp30_04, Sep.
• Vetlov, Igor, 2004, "The lithuanian block of the ECSB multi-country model," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 13/2004.
• Clark, Todd E. & Kozicki, Sharon, 2004, "Estimating equilibrium real interest rates in real-time," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,32.
• Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2004, "Real-time price discovery in stock, bond and foreign exchange markets," CFS Working Paper Series, Center for Financial Studies (CFS), number 2004/19.

2003

• Francis X. Diebold, & Rudebusch, Glenn D. & Aruoba, S. Boragan, 2003, "The Macroeconomy and the Yield Curve: A Nonstructural Analysis," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/31.
• Diebold, Francis X. & Li, Canlin, 2003, "Forecasting the term structure of government bond yields," CFS Working Paper Series, Center for Financial Studies (CFS), number 2004/09.
• Paas, Tiiu, 2003, "Regional Integration and International Trade in the Context of EU Eastward Enlargement," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 218.
• Hinze, Jörg, 2003, "Prognoseleistung von Frühindikatoren: Die Bedeutung von Frühindikatoren für Konjunkturprognosen - Eine Analyse für Deutschland," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 236.
• Borbély, Dóra & Meier, Carsten-Patrick, 2003, "Macroeconomic interval forecasting: the case of assessing the risk of deflation in Germany," Kiel Working Papers, Kiel Institute for the World Economy, number 1153.
• Dreger, Christian, 2003, "A macroeconometric model for the Euro economy," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 181/2003.
• Murphy, Elizabeth A. & Norwood, F. Bailey & Wohlgenant, Michael K., 2003, "Do Economic Restrictions Improve Forecasts?," 2003 Annual meeting, July 27-30, Montreal, Canada, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 22208, DOI: 10.22004/ag.econ.22208.
• Field, James E. & Misra, Sukant K. & Ramirez, Octavio A., 2003, "Evaluating Crop and Revenue Insurance Products as Risk Management Tools for Texas Cotton Producers," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 35, issue 01, pages 1-14, April, DOI: 10.22004/ag.econ.37314.
• Murphy, Elizabeth A. & Norwood, F. Bailey & Wohlgenant, Michael K., 2003, "Do Economic Restrictions Improve Forecasts?," 2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama, Southern Agricultural Economics Association, number 35075, DOI: 10.22004/ag.econ.35075.
• Diks, C.G.H. & Weide, R. van der, 2003, "Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 03-06.
• Aleksandar Dimitrov, 2003, "The Effect of Economic and Social Resources in Some Countries in Transition for 2000: An Econometric Model," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 3-25.
• Denise Côté & John Kuszczak & Jean-Paul Lam & Ying Liu & Pierre St-Amant, 2003, "A Comparison of Twelve Macroeconomic Models of the Canadian Economy," Technical Reports, Bank of Canada, number 94, DOI: 10.34989/tr-94.
• René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003, "Forecasting and Analyzing World Commodity Prices," Staff Working Papers, Bank of Canada, number 03-24, DOI: 10.34989/swp-2003-24.
• Pierre Perron & Gabriel Rodríguez, 2003, "Searching For Additive Outliers In Nonstationary Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 24, issue 2, pages 193-220, March, DOI: 10.1111/1467-9892.00303.
• Zacharias Psaradakis & Nicola Spagnolo, 2003, "On The Determination Of The Number Of Regimes In Markov‐Switching Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, volume 24, issue 2, pages 237-252, March, DOI: 10.1111/1467-9892.00305.
• Marco Fugazza & Sylvie Le Minez & Muriel Pucci, 2003, "L'influence de la PPE sur l'activité des femmes en France : une estimation à partir du modèle Ines," Economie & Prévision, La Documentation Française, volume 0, issue 4, pages 79-102.
• Pesaran, M.H. & Timmermann, A., 2003, "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0331, Jun.
• Oscar Jorda & Selva Demiralp, 2003, "The Pavlovian Response of Term Rates to Fed Announcements," Working Papers, University of California, Davis, Department of Economics, number 192, Jan.
• Oscar Jorda & Holly Liu & Jeffrey Williams & Selva Demiralp, 2003, "The Announcement Effect: Evidence from Open Market Desk Data," Working Papers, University of California, Davis, Department of Economics, number 282, Jan.
• Jorge Eduardo Carrera & Mariano Feliz & Demian Panigo, 2003, "Testing the Order of Integration with Low Power Tests. An Application to Argentine Macro-variables," Journal of Applied Economics, Universidad del CEMA, volume 6, pages 221-246, November.
• Xinshen Diao & Eugenio Díaz-Bonilla & Sherman Robinson, 2003, "Scenarios for Trade Integration in the Americas," Economie Internationale, CEPII research center, issue 94-95, pages 33-51.
• Claude Lopez, 2003, "An Improved Panel Unit Root Test Using GLS-Detrending," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2003-06, Oct.
• Jean-Marie Dufour, 2003, "Identification, Weak Instruments and Statistical Inference in Econometrics," CIRANO Working Papers, CIRANO, number 2003s-49, Jul.
• Jean-Marie Dufour, 2003, "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics, Canadian Economics Association, volume 36, issue 4, pages 767-808, November, DOI: 10.1111/1540-5982.t01-3-00001.
• René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003, "Forecasting and Analyzing World Commodity Prices," Money Affairs, CEMLA, volume 0, issue 1, pages 1-30, January-J.
• Bastourre, Diego & Carrera, Jorge & Féliz, Mariano & Panigo, Demian, 2003, "Dollarization and real volatility," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 0311.
• Van den Berg, Gerard & Ridder, Geert, 2003, "Measuring Labour Market Frictions: A Cross-Country Comparison," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3978, Jul.
• Van den Berg, Gerard & van Vuuren, Aico, 2003, "The Effect of Search Frictions on Wages," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3979, Jul.
• Gérard J, Van den Berg & Aico Van Vuuren, 2003, "The effect of Search Frictions on Wages," Working Papers, Center for Research in Economics and Statistics, number 2003-29.
• Konstantin A., Kholodilin, 2003, "Identifying and Forecasting the Turns of the Japanese Business Cycle," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2003008, Jun.
• Field, James E. & Misra, Sukant K. & Ramirez, Octavio, 2003, "Evaluating Crop and Revenue Insurance Products as Risk Management Tools for Texas Cotton Producers," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 35, issue 1, pages 39-52, April.