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

2002

• Turan G. Bali & Hans Genberg & Salih N. Neftci, 2002, "Excessive variation in risk‐factor correlations and volatilities," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 22, issue 12, pages 1119-1146, December.
• Francis X. Diebold & Canlin Li, 2002, "Forecasting the Term Structure of Government Bond Yields," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-34, Aug.
• Patrick Bajari & Matthew E. Kahn, 2002, "Estimating Housing Demand with an Application to Explaining Racial Segregation in Cities," Working Papers, Stanford University, Department of Economics, number 02011, Aug.
• Tommaso Proietti, 2002, "Some Reflections on Trend-Cycle Decompositions with Correlated Components," Econometrics, University Library of Munich, Germany, number 0209002, Sep.
• Bernd Hayo & Ali Kutan, 2002, "The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets," Finance, University Library of Munich, Germany, number 0209001, Sep.
• Vladimir Z. Nuri, 2002, "Fractional Reserve Banking as Economic Parasitism: A Scientific, Mathematical & Historical Expose, Critique, and Manifesto," Macroeconomics, University Library of Munich, Germany, number 0203005, Mar.
• Tiiu Paas, 2002, "Gravity Approach for Analysing Bilateral Trade Flows of the Baltic Rim Countries," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 5, issue Special C, pages 83-96, December.
• Hayo, Bernd & Kutan, Ali M., 2002, "The impact of news, oil prices, and international spillovers on Russian financial markets," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 20-2002.
• Lauer, Charlotte, 2002, "Family background, cohort and education: A French-German comparison," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-12.
• Lauer, Charlotte, 2002, "A Model of Educational Attainment: Application to the German Case," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-06.

2001

• Dibooglu, Selahattin & Kutan, Ali M., 2001, "Sources of inflation and output fluctuations in Poland and Hungary: Implications for full membership in the European Union," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 16-2001.
• Chavas, Jean-Paul & Kim, Kwansoo, 2001, "An Econometric Analysis Of The Effects Of Market Liberalization On Price Dynamics And Price Volatility," 2001 Annual meeting, August 5-8, Chicago, IL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 20649, DOI: 10.22004/ag.econ.20649.
• Chavas, Jean-Paul & Kim, Kwansoo, 2001, "An Econometric Analysis of the Effects of Market Liberalization on Price Dynamics and Price Volatility," Working Papers, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, Food System Research Group, number 201568, DOI: 10.22004/ag.econ.201568.
• David Bolder, 2001, "Affine Term-Structure Models: Theory and Implementation," Staff Working Papers, Bank of Canada, number 01-15, DOI: 10.34989/swp-2001-15.
• Camilo E Tovar, 2008, "DSGE models and central banks," BIS Working Papers, Bank for International Settlements, number 258, Sep.
• Serena Ng & Pierre Perron, 2001, "A Note on the Selection of Time Series Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 500, Jun.
• Gabriel Rodriguez & Nicholas Rowe, 2001, "Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output," Carleton Economic Papers, Carleton University, Department of Economics, number 01-07, revised Nov 2007.
• René Garcia & Richard Luger & Eric Renault, 2001, "Asymmetric Smiles, Leverage Effects and Structural Parameters," CIRANO Working Papers, CIRANO, number 2001s-01, Jan.
• René Garcia & Richard Luger & Eric Renault, 2001, "Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002)," CIRANO Working Papers, CIRANO, number 2001s-02, Jan.
• Marcel Dagenais & Claude Montmarquette & Nathalie Viennot-Briot, 2001, "Dropout, School Performance and Working while in School : An Econometric Model with Heterogeneous Groups," CIRANO Working Papers, CIRANO, number 2001s-63, Nov.
• Konstantin A. KHOLODILIN, 2001, "Markov-Switching Common Dynamic Factor Model with Mixed-Frequency Data," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001020, Sep.
• Guisan, M.Carmen & Aguayo, Eva & Exposito, Pilar, 2001, "Economic growth and cycles: Cross-country models of education, industry and fertility and international comparisons," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 1, issue 1, pages 9-37.
• Guisan, M.Carmen, 2001, "Causality and Cointegration between Consumption and GDP in 25 OECD countries: limitations of cointegration approach," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 1, issue 1, pages 39-61.
• Cancelo, M.Teresa & Guisan, M.Carmen & Frias, Isidro, 2001, "Supply and Demand on Manufacturing Output in OECD countries: econometric models and specification test," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 1, issue 2, pages 7-42.
• Aguayo, Eva & Exposito, Pilar & Lamelas, Nelida, 2001, "Econometric model of Services Sector Development and Impact of Tourism in Latin American Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 1, issue 2.
• Guisan, M.Carmen & Aguayo, Eva, 2001, "Employment and regional development in Germany," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 1, issue 2, pages 59-90.
• Guisan, M.C. & Arranz, M., 2001, "Consumption expenditure on Health and Education: Econometric models and evolution of OECD countries 1970-96," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 50.
• Guisan, M.Carmen & Neira, Isabel, 2001, "Capital humano y capital fisico en la OCDE, su importancia en el crecimiento economico en el periodo 1965-95," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 1, issue 2, pages 61-84.
• Neira, Isabel & Iglesias, Ana, 2001, "Comparacion internacional del gasto publico en Sanidad y Educacion de España con los paises de la OCDE 1982-96," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 1, issue 2.
• Canudas, Rocio, 2001, "Estudio Econometrico de la Influencia del Capital Humano en el Crecimiento de la Productividad Industrial de Mexico, 1960-1993," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 1, issue 2.
• Guisan, M.Carmen & Neira, I, 2001, "Un analisis econometrico del turismo hotelero y extra-hotelero en las regiones y provincias españolas," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 1, issue 2, pages 121-140.
• Harry Haupt & Walter Oberhofer, 2001, "Prior Information: The Mixed Prediction Approach," Economics Bulletin, AccessEcon, volume 28, issue 12, pages 1.
• Konstantin Kholodilin, 2001, "Latent Leading and Coincident Factors Model with Markov-Switching Dynamics," Economics Bulletin, AccessEcon, volume 3, issue 7, pages 1-13.
• Fagan, Gabriel & Henry, Jérôme & Mestre, Ricardo, 2001, "An area-wide model (AWM) for the euro area," Working Paper Series, European Central Bank, number 42, Jan.
• Serena Ng & Pierre Perron, 2001, "LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power," Econometrica, Econometric Society, volume 69, issue 6, pages 1519-1554, November.
• Barkoulas, John T. & Baum, Christopher F. & Chakraborty, Atreya, 2001, "Waves and persistence in merger and acquisition activity," Economics Letters, Elsevier, volume 70, issue 2, pages 237-243, February.
• Gylfason, Thorvaldur & Herbertsson, Tryggvi Thor, 2001, "Does inflation matter for growth?," Japan and the World Economy, Elsevier, volume 13, issue 4, pages 405-428, December.
• Dibooglu, Selahattin & Kutan, Ali M., 2001, "Sources of Real Exchange Rate Fluctuations in Transition Economies: The Case of Poland and Hungary," Journal of Comparative Economics, Elsevier, volume 29, issue 2, pages 257-275, June.
• Norman Fickel, 2001, "Sequential Regression: A Neodescriptive Approach to Multicollinearity," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2001_09, Oct.
• Jussi Tolvi, 2001, "Outliers in eleven Finnish macroeconomic time series," Finnish Economic Papers, Finnish Economic Association, volume 14, issue 1, pages 14-32, Spring.
• Daniel J. Wilson, 2001, "Embodying Embodiment in a Structural, Macroeconomic Input-Output Model," Working Paper Series, Federal Reserve Bank of San Francisco, number 2001-18, Oct, DOI: 10.24148/wp2001-18.
• Selva Demiralp & Òscar Jordà, 2001, "The Pavlovian response of term rates to Fed announcements," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-10.
• Giampiero M. Gallo & Clive W.J. Granger & Yongil Jeon, 2001, "Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2001_01.
• Giampiero M. Gallo & Yongmiao Hong & Tae-Why Lee, 2001, "Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2001_03, Oct.
• Edoardo Otranto & Giampiero M. Gallo, 2001, "A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2001_04.
• Eric Meyermans & Patrick Van Brusselen, 2001, "Working Paper 03-01 - The NIME Model : A Macroeconometric World Model," Working Papers, Federal Planning Bureau, Belgium, number 200103, Jun.
• Le Gall, P., 2001, "La loi, l'homme, le nombre : retour sur l'histoire de la modelisation econometrique," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2001.04.
• Mar-Molinero, C. & Mancebon, M.J., 2001, "Degeneracy in Data Envelopment Analysis," Papers, University of Southampton - Department of Accounting and Management Science, number 01-171.
• Klevmarken, N.A., 2001, "Micro Simulation - A Tool for Economic Analysis," Papers, Uppsala - Working Paper Series, number 2001-13.
• Undp, 2001, "HDR 2001 - Making New Technologies Work for Human Development," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr2001, September.
• Mr. Steven T Phillips & Mr. Alberto Musso, 2001, "Comparing Projections and Outcomes of IMF-Supported Programs," IMF Working Papers, International Monetary Fund, number 2001/045, May.
• Lindeboom, Maarten & Portrait, France & van den Berg, Gerard J., 2001, "An Econometric Analysis of the Mental-Health Effects of Major Events in the Life of Elderly Individuals," IZA Discussion Papers, Institute of Labor Economics (IZA), number 398, Nov.
• Serena Ng & Pierre Perron, 2001, "PPP May not Hold After all: A Further Investigation," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 466, Feb.
• Leo de Haan & Aneta Naumovska & Marga Peeters, 2001, "MAKMODEL, A Macro-Econometric Model for the Republic of Macedonia," Working Papers, National Bank of the Republic of North Macedonia, number 2001-01, Sep.
• Giovanni Maria Giorgi & Michele Crescenzi, 2001, "A proposal of poverty measures based on the Bonferroni inequality index," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, volume 0, issue 3-4, pages 3-16.
• Jeffrey M. Wooldridge, 2001, "Econometric Analysis of Cross Section and Panel Data," MIT Press Books, The MIT Press, number 0262232197, edition 1, ISBN: ARRAY(0x686b6eb8), December.
• M. Ishaq Nadiri & Ingmar Prucha, 2001, "Dynamic Factor Demand Models and Productivity Analysis," NBER Chapters, National Bureau of Economic Research, Inc, "New Developments in Productivity Analysis".
• Ravi Jagannathan & Zhenyu Wang, 2001, "Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods," NBER Working Papers, National Bureau of Economic Research, Inc, number 8098, Jan.
• Thomas Dalsgaard & Christophe André & Pete Richardson, 2001, "Standard Shocks in the OECD Interlink Model," OECD Economics Department Working Papers, OECD Publishing, number 306, Sep, DOI: 10.1787/000706200171.
• John M. Antle & Susan M. Capalbo, 2001, "Econometric-Process Models for Integrated Assessment of Agricultural Production Systems," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 83, issue 2, pages 389-401.
• By Alexander W. Hoffmaister, 2001, "Inflation Targeting in Korea: An Empirical Exploration," IMF Staff Papers, Palgrave Macmillan, volume 48, issue 2, pages 1-5.
• Buda, Rodolphe, 2001, "Les algorithmes de la modélisation : une analyse critique pour la modélisation économique," MPRA Paper, University Library of Munich, Germany, number 3926, Jul, revised Jul 2004.
• Ghassan, Hassan B., 2001, "Estimation Robuste des Equations d’Importation à Contamination Ponctuelle
  [Robust estimation of the Equations of Punctual contaminated Imports]," MPRA Paper, University Library of Munich, Germany, number 56429, Mar, revised 28 Sep 2001.
• Ernesto Felli & Giovanni Tria, 2001, "Assessing the Public Capital Contribution to Growth. An Application to Italy," Rivista di Politica Economica, SIPI Spa, volume 91, issue 5, pages 83-138, June.
• Marcelo Dabos & Daniel Aromi, 2001, "Measuring the Level of Competition in the Argentine Banking Industry," Working Papers, Universidad de San Andres, Departamento de Economia, number 34, May, revised May 2001.
• Sorin Solomon and Moshe Levy, 2001, "Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in the LLS Stock Market Model," Computing in Economics and Finance 2001, Society for Computational Economics, number 10, Apr.
• Jiahui Wang, 2001, "Simulated Specification Tests for Panel Multinomial Probit Models: Some Finite Sample Evidence," Computing in Economics and Finance 2001, Society for Computational Economics, number 107, Apr.
• Jean Louis Brillet, INSEE, French National Institute for Statistics and Economic Studies, 2001, "The efficiency of the Taylor rule : A stochastic analysis using the Macsim model," Computing in Economics and Finance 2001, Society for Computational Economics, number 160, Apr.
• Ahmed W. Khwaja, 2001, "Health Insurance, Habits and Health Outcomes: A Dynamic Stochastic Model of Investment in Health," Computing in Economics and Finance 2001, Society for Computational Economics, number 166, Apr.
• Maral Kichian and Richard Luger, Bank of Canada, 2001, "On Inflation and the Persistence of shocks to Output," Computing in Economics and Finance 2001, Society for Computational Economics, number 184, Apr.
• Baoline Chen, 2001, "Estimation of Poorly-Measured Service-Industry Output," Computing in Economics and Finance 2001, Society for Computational Economics, number 203, Apr.
• Marina Resta, 2001, "Portfolio Selection Models Driven by Non Gaussian Price Dynamics," Computing in Economics and Finance 2001, Society for Computational Economics, number 239, Apr.
• Marina Resta, 2001, "Portfolio Selection Models Driven by Non Gaussian Price Dynamics," Computing in Economics and Finance 2001, Society for Computational Economics, number 240, Apr.
• Reuven Shnaps, 2001, "Estimating the Effect of Smoking on Birth Weight in a Dynamic Model when Fertility is a Choice," Computing in Economics and Finance 2001, Society for Computational Economics, number 242, Apr.
• V. Brian Viard, Nicholas Polson, Anne Gron, 2001, "Solving for Market Equilibrium using Random Coefficient Random Utility Models," Computing in Economics and Finance 2001, Society for Computational Economics, number 256, Apr.
• SaangJoon Baak, 2001, "Dynamics of a market with market participants switching their expectation formation functions: an empirical application to the U.S. hog market," Computing in Economics and Finance 2001, Society for Computational Economics, number 83, Apr.
• G. M. Giorgi & M. Crescenzi, 2001, "Bayesian estimation of the Bonferroni index from a Pareto-type I population," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 10, issue 1, pages 41-48, January, DOI: 10.1007/BF02511638.
• David Giles & Patrick Caragata, 2001, "The learning path of the hidden economy: the tax burden and tax evasion in New Zealand," Applied Economics, Taylor & Francis Journals, volume 33, issue 14, pages 1857-1867, DOI: 10.1080/00036840110018720.
• Paramsothy Silvapulle, 2001, "A Score Test For Seasonal Fractional Integration And Cointegration," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 1, pages 85-104, DOI: 10.1081/ETC-100104081.
• Maarten Lindeboom & France Portrait & Gerard J. van den Berg, 2001, "An Econometric Analysis of the Mental-health Effects of Major Events in the Life of Elderly Individuals," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-103/3, Nov.
• Kapteyn, A. & Teppa, F., 2001, "Hypothetical Intertemporal Consumption Choices," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-31.
• Kapteyn, A. & Teppa, F., 2001, "Hypothetical Intertemporal Consumption Choices," Other publications TiSEM, Tilburg University, School of Economics and Management, number 48fc0f6e-d2d8-40e0-b30c-5.
• Ángel López Nicolás, 2001, "How important are tobacco prices in the propensity to start and quit smoking? An analysis of smoking histories from the Spanish National Health Survey," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 548, Feb.
• Ángel López Nicolás, 2001, "How important are tobacco prices in the propensity to start and quit smoking? An analysis of smoking histories from the Spanish National Health Survey," Working Papers, Research Center on Health and Economics, Department of Economics and Business, Universitat Pompeu Fabra, number 548, Feb.
• Johannes Fedderke, 2001, "Growth and institutions," Journal of International Development, John Wiley & Sons, Ltd., volume 13, issue 6, pages 645-670, DOI: 10.1002/jid.805.
• Junwu Gan, 2001, "Analytically inducting option cash flows for Markovian interest rate models: A new application paradigm," Finance, University Library of Munich, Germany, number 0110003, Oct.

2000

• Antle, John M. & Capalbo, Susan Marie, 2000, "Econometric-Process Models For Integrated Assessment Of Agricultural Production Systems," Research Discussion Papers, Montana State University, Department of Agricultural Economics and Economics, Trade Research Center, number 29234, DOI: 10.22004/ag.econ.29234.
• Jorge Eduardo Carrera & Mariano Feliz & Demian Panigo, 2000, "How Does Dollarization Affect Real Volatility and Country Risk?," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 0, issue 2, pages 73-136, July-Dece.
• Younes Bensalah, 2000, "Steps in Applying Extreme Value Theory to Finance: A Review," Staff Working Papers, Bank of Canada, number 00-20, DOI: 10.34989/swp-2000-20.
• Eva Ortega & Enrique Alberola, 2000, "Transmission of Shocks and Monetary Policy in the Euro Area. An Exercise With NiGEM," Working Papers, Banco de España, number 0010.
• Agustín Maravall & Fernando J. Sánchez, 2000, "An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series," Working Papers, Banco de España, number 0014.
• Jean-Marie Dufour & Joann Jasiak, 2000, "Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," CIRANO Working Papers, CIRANO, number 2000s-13, Apr.
• Jean-Marie Dufour & Olivier Torrès, 2000, "Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes," CIRANO Working Papers, CIRANO, number 2000s-17, May.
• René Garcia & Richard Luger & Eric Renault, 2000, "Asymmetric Smiles, Leverage Effects and Structural Parameters," Working Papers, Center for Research in Economics and Statistics, number 2000-57.
• Geert Dhaene & Olivier Scaillet, 2000, "Reversed Score and Likelihood Ratio Tests," Working Papers, Center for Research in Economics and Statistics, number 2000-60.
• González, Martín & Gonzalo, Jesús, 2000, "Econometric implications of non-exact present value models," DE - Documentos de Trabajo. Economía. DE, Universidad Carlos III de Madrid. Departamento de Economía, number 16009, Mar.
• Dhaene, Geert & Scaillet, Olivier, 2000, "Reversed Score and Likelihood Ratio Tests," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000026, Oct.
• Robert Shimer & Lones Smith, 2000, "Assortative Matching and Search," Econometrica, Econometric Society, volume 68, issue 2, pages 343-370, March.
• Jean-Marie Dufour & Joanna Jasiak, 2000, "Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1536, Aug.
• Geert Dhaene & Olivier Scaillet, 2000, "Reversed Score and Likelihood Ratio Tests," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1746, Aug.
• Dufour, Jean-Marie & Torres, Olivier, 2000, "Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes," Journal of Econometrics, Elsevier, volume 99, issue 2, pages 255-289, December.
• Rita De Siano, 2000, "Financial Variables as Leading Indicators: Evidence from the G7 Countries," STUDI ECONOMICI, FrancoAngeli Editore, volume 2000, issue 72.
• Eric Meyermans & Patrick Van Brusselen, 2000, "Working Paper 08-00 - The NIME Model - Specification and Estimation of the Demand Equations of the Household Sector," Working Papers, Federal Planning Bureau, Belgium, number 200008, Oct.
• Eric Meyermans & Patrick Van Brusselen, 2000, "Working Paper 10-00 - The NIME Model : Specification and Estimation of the Enterprise Sector," Working Papers, Federal Planning Bureau, Belgium, number 200010, Dec.
• Undp, 2000, "HDR 2000 - Human Rights and Human Development," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr2000, September.
• Gerhard Wagenhals, 2000, "Arbeitsangebotseffekte des Steuerentlastungsgesetzes 1999/2000/2001," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany, number 182/2000.
• Wagenhals Gerhard, 2000, "Arbeitsangebotseffekte des Steuer- und Transfersystems in der Bundesrepublik Deutschland / Labour Supply Effects of the Tax and Benefit System in the Federal Republic of Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 220, issue 2, pages 191-213, April, DOI: 10.1515/jbnst-2000-0205.
• Berganza, Juan Carlos, 2000, "Two Roles for Elections: Disciplining the Incumbent and Selecting a Competent Candidate," Public Choice, Springer, volume 105, issue 1-2, pages 165-193, October.
• Jorge Eduardo Carrera & Mariano Feliz & Demian Panigo, 2000, "How Does Dollarization Affect Real Volatility and Country Risk?," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 0, issue 2, pages 73-136, July-Dece.
• Simon Benninga, 2000, "Financial Modeling, 2nd Edition," MIT Press Books, The MIT Press, number 0262024829, edition 2, ISBN: ARRAY(0x67e41fe0), December.
• Dale W. Jorgenson, 2000, "Econometrics, Volume 1: Econometric Modeling of Producer Behavior," MIT Press Books, The MIT Press, number 0262100827, edition 1, ISBN: ARRAY(0x69267230), December.
• William Brock & Steven N. Durlauf, 2000, "Interactions-Based Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0258, Aug.
• Perron, P. & Rodriguez, G., 2000, "Residual Based Tests for Cointegration with GLS Detrended Data," Working Papers, University of Ottawa, Department of Economics, number 0004e.
• Perron, P. & Rodriguez, G., 2000, "Seraching for Additive Outliers in Nonstationary Time Series," Working Papers, University of Ottawa, Department of Economics, number 0005e.
• David Longworth & Joseph Atta-Mensah, 2000, "The Canadian Experience with Weighted Monetary Aggregates," Palgrave Macmillan Books, Palgrave Macmillan, chapter 12, in: Michael T. Belongia & Jane M. Binner, "Divisia Monetary Aggregates", DOI: 10.1057/9780230288232_13.
• Bilgili, Faik, 2000, "Forecasting the Macro Targets of Turkish Economy for the Year 2000: An Application of Box-Jenkins and Exponential Smoothing Methods," MPRA Paper, University Library of Munich, Germany, number 75532.
• Burak Saltoglu, 2000, "Estimating a continuous time portfolio selection model: An application with UK data," Empirical Economics, Springer, volume 25, issue 1, pages 93-109.
• Andrea Weber, 2000, "Vacancy durations - a model for employer's search," Applied Economics, Taylor & Francis Journals, volume 32, issue 8, pages 1069-1075, DOI: 10.1080/000368400322129.
• Peter F. Christoffersen & Francis X. Diebold, 2000, "How Relevant is Volatility Forecasting for Financial Risk Management?," The Review of Economics and Statistics, MIT Press, volume 82, issue 1, pages 12-22, February.
• Locatelli-Biey, Marilena & Zanola, Roberto, 2000, "The Market for Sculptures: an Adjacent Year Regression Index," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 14, May.
• Ángel López Nicolás & Jaume Garcia Villar & Guillem López & Jaume Puig, 2000, "¿Es posible reducir el gasto sanitario a través del subsidio a los seguros sanitarios privados? La doble cobertura sanitaria en Catalunya. Estimación de patrones de utilización de servicios sanitarios," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 550, Dec.
• Ángel López Nicolás & Jaume Garcia Villar & Guillem López & Jaume Puig, 2000, "¿Es posible reducir el gasto sanitario a través del subsidio a los seguros sanitarios privados? La doble cobertura sanitaria en Catalunya. Estimación de patrones de utilización de servicios sanitarios," Working Papers, Research Center on Health and Economics, Department of Economics and Business, Universitat Pompeu Fabra, number 550, Dec.
• Lindsay M. Tedds & David E. A. Giles, 2000, "Modelling the Underground Economies in Canada and New Zealand: A Comparative Analysis," Econometrics Working Papers, Department of Economics, University of Victoria, number 0003, Apr.
• William A. Brock & Steven N. Durlauf, 2000, "Interactions-Based Models," Working Papers, Santa Fe Institute, number 00-05-028, May.
• Norman Fickel, 2000, "Sequential Regression: A Neodescriptive Approach to Multicollinearity," Econometrics, University Library of Munich, Germany, number 0004009, Nov.
• Elie Appelbaum, 2000, "Estimating the firm's demand and supply functions under uncertainty without expected utility," Working Papers, York University, Department of Economics, number 2000_5.
• Härdle, Wolfgang & Mammen, Enno & Proença, Isabel, 2000, "A bootstrap test for single index models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,20.
• Dibooglu, Selahattin & Kutan, Ali M., 2000, "Sources of real exchange rate fluctuations in transition economies: The case of Ploand and Hungary," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 14-2000.

1999

• Lee, Yungsook, 1999, "The federal funds market and the overnight Eurodollar market," Research Notes, Deutsche Bank Research, number 99-2.
• Serena Ng & Timothy Vogelsang, 1999, "Forecasting Dynamic Time Series in the Presence of Deterministic Components," Boston College Working Papers in Economics, Boston College Department of Economics, number 445, Jul.
• Jensen Mark J., 1999, "An Approximate Wavelet MLE of Short- and Long-Memory Parameters," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 3, issue 4, pages 1-17, January, DOI: 10.2202/1558-3708.1051.
• René Garcia & Eric Renault, 1999, "Latent Variable Models for Stochastic Discount Factors," CIRANO Working Papers, CIRANO, number 99s-47, Nov.
• Gourieroux, Christian & Jasiak, Joanna, 1999, "Nonlinear innovations and impulse responses," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9906.
• Alain Guay & Olivier Scaillet, 1999, "Indirect Inference, Nuisance Parameter and Threshold Moving Average," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 95, Nov.
• Christian Gourieroux & Joanna Jasiak, 1999, "Nonlinear Innovations and Impulse Response," Working Papers, Center for Research in Economics and Statistics, number 99-44.
• Cribari-Neto, Francisco & Jensen, Mark J. & Novo, Álvaro A., 1999, "Research In Econometric Theory: Quantitative And Qualitative Productivity Rankings," Econometric Theory, Cambridge University Press, volume 15, issue 5, pages 719-752, October.
• Giles, David E A, 1999, "Measuring the Hidden Economy: Implications for Econometric Modelling," Economic Journal, Royal Economic Society, volume 109, issue 456, pages 370-380, June.
• N. E. Savin & A. H. Wurtz, 1999, "Power of Tests in Binary Response Models," Econometrica, Econometric Society, volume 67, issue 2, pages 413-422, March.
• Gorgens, Tue & Horowitz, Joel L., 1999, "Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable," Journal of Econometrics, Elsevier, volume 90, issue 2, pages 155-191, June.
• Peeters, Marga, 1999, "The Public-Private Savings Mirror and Causality Relations Among Private Savings, Investment, and (twin) Deficits: A Full Modeling Approach," Journal of Policy Modeling, Elsevier, volume 21, issue 5, pages 579-605, September.
• Callan, Tim & Harmon, Colm, 1999, "The economic return to schooling in Ireland," Labour Economics, Elsevier, volume 6, issue 4, pages 543-550, November.
• Henry Nieuwenhuijsen & André van Stel & Marcel Lever, 1999, "Degree of collusion in construction, The," Scales Research Reports, EIM Business and Policy Research, number H199810, Apr.
• Aakvik, A. & Heckman, J.J. & Vytlacil, E.J., 1999, "Training Effects on Employment when the Training Effects are Heterogenous : an Application to Norwegian Vocational Rehabilitation Programs," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 0599.
• Anderson, J.M. & Kling, J.R. & Stith, K., 1999, "Measuring Inter-Judge Sentencing Disparity Before and After the Federal Sentencing Guidelines," Papers, Princeton, Woodrow Wilson School - Public and International Affairs, number 207.
• Valérie Chauvin & Eric Heyer & Xavier Timbeau, 1999, "Mosaïque révélé : recueil de variantes et de simulations du modèle Mosaïque," Post-Print, HAL, number hal-01010832, Jul, DOI: 10.3406/ofce.1999.1695.
• Valérie Chauvin & Eric Heyer & Xavier Timbeau, 1999, "Mosaïque révélé : recueil de variantes et de simulations du modèle Mosaïque," Sciences Po Economics Publications (main), HAL, number hal-01010832, Jul, DOI: 10.3406/ofce.1999.1695.
• Undp, 1999, "HDR 1999 - Globalization with a Human Face," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr1999, September.
• Mr. Willy A Hoffmaister, 1999, "Inflation Targeting in Korea: An Empirical Exploration," IMF Working Papers, International Monetary Fund, number 1999/007, Jan.
• Pudney, Stephen & Shields, Michael A., 1999, "Gender and Racial Discrimination in Pay and Promotion for NHS Nurses," IZA Discussion Papers, Institute of Labor Economics (IZA), number 85, Dec.
• Chateauneuf, Alain & Wakker, Peter, 1999, "An Axiomatization of Cumulative Prospect Theory for Decision under Risk," Journal of Risk and Uncertainty, Springer, volume 18, issue 2, pages 137-145, August.
• Martin Browning & Lars Peter Hansen & James J. Heckman, 1999, "Micro Data and General Equilibrium Models," Discussion Papers, University of Copenhagen. Department of Economics, number 99-10, Jun.
• Katarina Juselius & Elena Gennari, 1999, "Dynamic Models and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS," Discussion Papers, University of Copenhagen. Department of Economics, number 99-12, Apr.
• Katarina Juselius, 1999, "Models and Relations in Economics and Econometrics," Discussion Papers, University of Copenhagen. Department of Economics, number 99-13, Apr.
• Katarina Juselius & Juan Toro, 1999, "The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain," Discussion Papers, University of Copenhagen. Department of Economics, number 99-22, Sep.
• Gulnur Muradoglu & Hakan Berument & Kivilcim Metin, 1999, "Financial Crisis and Changes in Determinants of Risk and Return: An Empirical Investigation of an Emerging Market (ISE)," Multinational Finance Journal, Multinational Finance Journal, volume 3, issue 4, pages 223-252, December.
• Chang-Jin Kim & Charles R. Nelson, 1999, "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications," MIT Press Books, The MIT Press, number 0262112388, edition 1, ISBN: ARRAY(0x680cd7e0), December.
• M. Ishaq Nadiri & Ingmar R. Prucha, 1999, "Dynamic Factor Demand Models and Productivity Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 7079, Apr.
• Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen, 1999, "Econometric Inflation Targeting," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 0502, Apr, revised 30 Oct 2001.
• Peeters, Marga, 1999, "The public-private savings mirror and causality relations among private savings, investment and (twin) deficits: A full modeling approach," MPRA Paper, University Library of Munich, Germany, number 28715.
• Buda, Rodolphe, 1999, "Quantitative Economic Modeling vs Methodological Individualism ?," MPRA Paper, University Library of Munich, Germany, number 4004.
• Lord, Montague, 1999, "Modeling ASEAN Global Linkages," MPRA Paper, University Library of Munich, Germany, number 41173, Aug.
• Ghassan, Hassan B. & ElHafidi, Miloud, 1999, "Tests de G-causalité et spécification d’un modèle économétrique: Application sur un panel sectoriel marocain
  [G-causality tests and specification of an econometric model: Evidence form Sectoral Moroccan panel]," MPRA Paper, University Library of Munich, Germany, number 56433, Feb, revised 13 Jan 2000.
• Valérie Chauvin & Eric Heyer & Xavier Timbeau, 1999, "MOSAÏQUE révélé : recueil de variantes et de simulations du modèle MOSAÏQUE," Revue de l'OFCE, Programme National Persée, volume 70, issue 1, pages 193-236, DOI: 10.3406/ofce.1999.1695.
• Mark J. Jensen, 1999, "An Approximate Wavelet MLE of Short- and Long-Memory Parameters," Computing in Economics and Finance 1999, Society for Computational Economics, number 1243, Mar.
• Millimet, Daniel L. & Slottje, Daniel, 1999, "The Distribution of Pollution in the United States: An Environmental Gini Approach," Departmental Working Papers, Southern Methodist University, Department of Economics, number 002, Sep.
• Rosemary D. Rossiter, 1999, "Stable cointegrating regressions: Fully-modified estimates for inflation and employment cost indices," Empirical Economics, Springer, volume 24, issue 3, pages 471-482.
• John Foster & Phillip Wild, 1999, "Detecting self-organisational change in economic processes exhibiting logistic growth," Journal of Evolutionary Economics, Springer, volume 9, issue 1, pages 109-133.
• Olan Henry, 1999, "The volatility of US term structure term premia 1952 - 1991," Applied Financial Economics, Taylor & Francis Journals, volume 9, issue 3, pages 263-271, DOI: 10.1080/096031099332339.
• Katarina Juselius, 1999, "Models and relations in economics and econometrics," Journal of Economic Methodology, Taylor & Francis Journals, volume 6, issue 2, pages 259-290, DOI: 10.1080/13501789900000017.
• Anderson, James M & Kling, Jeffrey R & Stith, Kate, 1999, "Measuring Interjedge Sentencing Disparity: Before and After the Federal Sentencing Guidelines," Journal of Law and Economics, University of Chicago Press, volume 42, issue 1, pages 271-307, April, DOI: 10.1086/467426.
• M. Ishaq Nadiri & Ingmar R. Prucha, 1999, "Dynamic Factor Demand Models and Productivity Analysis," Electronic Working Papers, University of Maryland, Department of Economics, number 99-005, May.
• Malcom Rutherford, 1999, "Institutionalism as "Scientific" Economics," Department Discussion Papers, Department of Economics, University of Victoria, number 9901, Jan.
• David E. A. Giles, & Patrick J. Caragata, 1999, "The Learning Path of the Hidden Economy: The Tax Burden and Tax Evasion in New Zealand," Econometrics Working Papers, Department of Economics, University of Victoria, number 9904, May.
• David E. A. Giles, 1999, "Modelling the Hidden Economy and the Tax-Gap in New Zealand," Econometrics Working Papers, Department of Economics, University of Victoria, number 9905, Feb.
• David E. A. Giles & Lindsay Tedds & Gugsa Werkneh, 1999, "The Canadian Underground and Measured Economies: Granger Causality Results," Econometrics Working Papers, Department of Economics, University of Victoria, number 9907, Jun.
• Robert Draeseke & David E. A. Giles, 1999, "A Fuzzy Logic Approach to Modelling the Underground Economy," Econometrics Working Papers, Department of Economics, University of Victoria, number 9909, Jul.
• Gabriele Tondl, 1999, "What Determined the Uneven Growth of Europe´s Southern Regions? An Empirical Study with Panel Data," Working Papers, Vienna University of Economics and Business Research Group: Growth and Employment in Europe: Sustainability and Competitiveness, number geewp04, Mar.