Research classified by Journal of Economic Literature (JEL) codes

2006

• Aktham Maghyereh, 2006, "Regional Integration of Stock Markets in MENA Countries," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 5, issue 1, pages 59-94, April, DOI: 10.1177/097265270500500103.
• Abdul Rashid, 2006, "Public-Private Investment Linkage in Pakistan," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 7, issue 2, pages 219-230, September, DOI: 10.1177/139156140600700204.
• Denis Bolduc & Moshe Ben-Akiva, 2006, "Estimation of IP Telephony Demand Using the Integrated Choice and Latent Variables Approach," Computing in Economics and Finance 2006, Society for Computational Economics, number 303, Jul.
• Hendri Adriaens & Bertrand Melenberg & Bas Donkers, 2006, "Ambiguity, No Arbitrage, Coherence and Artificial Financial Markets," Computing in Economics and Finance 2006, Society for Computational Economics, number 340, Jul.
• Pu Chen & Joachim Frohn, 2006, "On the specification and estimation of large scale simultaneous structural macroeconometric models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 1, pages 9-25, March, DOI: 10.1007/s10182-006-0218-0.
• Stan du Plessis, 2006, "The miracle of the Septuagint and the promise of data mining in economics," Working Papers, Stellenbosch University, Department of Economics, number 15/2006.
• Markus Haas & Stefan Mittnik & Marc Paolella, 2006, "Modelling and predicting market risk with Laplace-Gaussian mixture distributions," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 15, pages 1145-1162, DOI: 10.1080/09603100500438817.
• Jesús Mur & Ana Angulo, 2006, "The Spatial Durbin Model and the Common Factor Tests," Spatial Economic Analysis, Taylor & Francis Journals, volume 1, issue 2, pages 207-226, DOI: 10.1080/17421770601009841.
• Massimiliano Caporin & Domenico Sartore, 2006, "Methodological aspects of time series back-calculation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_56.
• Stefania P.S. Rossi & Guido Pellegrini & Ornella Tarola, 2006, "Macroeconometric modelling for evaluationg the policy impact on growth in dualistic countries: the case of Southern Italian Regions," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0607, Jul.

2005

• Gomez, Sonia Quiroga & Iglesias, Ana, 2005, "Crop Production Functions for Analysis of Global Change Impacts in Spain," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24565, DOI: 10.22004/ag.econ.24565.
• Asheim, Leif Jarle & Lien, Gudbrand D. & Richardson, James W. & Tveteras, Ragnar & Veggeland, Frode, 2005, "Modelling Risks in the Salmon Industry and Markets," 95th Seminar, December 9-10, 2005, Civitavecchia, Italy, European Association of Agricultural Economists, number 56000, Dec, DOI: 10.22004/ag.econ.56000.
• Sabri Azgun, 2005, "Foreign Debt Sustainability: Tests Of Intertemporal Budget Constraint," Anadolu University Journal of Social Sciences, Anadolu University, volume 5, issue 2, pages 57-68, December.
• John Creedy & Guyonne Kalb, 2005, "Discrete Hours Labour Supply Modelling: Specification, Estimation and Simulation," Journal of Economic Surveys, Wiley Blackwell, volume 19, issue 5, pages 697-734, December, DOI: 10.1111/j.0950-0804.2005.00265.x.
• Tilak Abeysinghe & Kristin Forbes, 2005, "Trade Linkages and Output‐Multiplier Effects: a Structural VAR Approach with a Focus on Asia," Review of International Economics, Wiley Blackwell, volume 13, issue 2, pages 356-375, May, DOI: 10.1111/j.1467-9396.2005.00508.x.
• Dimitrios Sideris & Nicholas G. Zonzilos, 2005, "The Greek Model of the European System of Central Banks Multi-Country Model," Working Papers, Bank of Greece, number 20, Feb.
• Beatriz Vaz de Melo Mendes, 2005, "Computing Conditional VaR using Time-varying CopulasComputing Conditional VaR using Time-varying Copulas," Brazilian Review of Finance, Brazilian Society of Finance, volume 3, issue 2, pages 251-265.
• M.F.Meyer Bittencourt, 2005, "Macroeconomic Performance and Inequality: Brazil 1983-94," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 05/114, Jan.
• Pesaran, M.H. & Weale, M., 2005, "Survey Expectations," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0536, Aug.
• Baoline Chen & Peter A. Zadrozny, 2005, "Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model," CESifo Working Paper Series, CESifo, number 1526.
• Piotr Wdowinski, 2005, "Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model," CESifo Working Paper Series, CESifo, number 1557.
• Piotr Wdowinski & Aneta Zglinska-Pietrzak, 2005, "The Warsaw Stock Exchange Index WIG: Modelling and Forecasting," CESifo Working Paper Series, CESifo, number 1570.
• M. Hashem Pesaran & Martin Weale, 2005, "Survey Expectations," CESifo Working Paper Series, CESifo, number 1599.
• Juan Sebastián CAMPOS & Carolina LOZANO & Carlos Alberto CASTRO, 2005, "Un Modelo Gravitacional para la Agenda Interna," Archivos de Economía, Departamento Nacional de Planeación, number 3684, Nov.
• Elizabeth Aponte Jaramillo & Aura Maria Munoz & Diego Parra & Oscar Eduardo Rucco, 2005, "Evolución del valor agregado de la industria manufacturera del Valle del Cauca y Colombia 1975-2002," Revista de Economía y Administración, Universidad Autónoma de Occidente.
• Julio Cesar Alonso C. & Esperanza Rincón Montes, 2005, "Sostenibilidad de la Cuenta Corriente del Valle del Cauca: una aproximación desde la econometría," Revista de Economía y Administración, Universidad Autónoma de Occidente.
• Phillips, Peter C.B., 2005, "Automated Discovery In Econometrics," Econometric Theory, Cambridge University Press, volume 21, issue 1, pages 3-20, February.
• Peter C. B. Phillips & Jun Yu, 2005, "Comment on “Realized Variance and Market Microstructure Noise†by Peter R. Hansen and Asger Lunde," Finance Working Papers, East Asian Bureau of Economic Research, number 22470, Jan.
• Turocy, Theodore L., 2005, "Offensive performance, omitted variables, and the value of speed in baseball," Economics Letters, Elsevier, volume 89, issue 3, pages 283-286, December.
• Phillips, Peter C.B., 2005, "Challenges of trending time series econometrics," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 68, issue 5, pages 401-416, DOI: 10.1016/j.matcom.2005.02.010.
• Warwick J. McKibbin & Alison Stegman, 2005, "Convergence And Per Capita Carbon Emissions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-10, May.
• Neville Francis & Michael T. Owyang & Jennifer E. Roush, 2005, "A Flexible Finite-Horizon Identification of Technology Shocks," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 832.
• Hans-Jürgen Salchow, 2005, "Non-existence of equilibria with free elimination," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00195903, Mar.
• Hans-Jürgen Salchow, 2005, "Non-existence of equilibria with free elimination," Post-Print, HAL, number halshs-00195903, Mar.
• Lindquist, Matthew J. & Böhlmark, Anders, 2005, "Life-Cycle Variations in the Association between Current and Lifetime Income: Country, Cohort and Gender Comparisons," Working Paper Series, Stockholm University, Swedish Institute for Social Research, number 4/2005, Aug.
• Marco Vega & Diego Winkelried, 2005, "Inflation Targeting and Inflation Behavior: A Successful Story?," International Journal of Central Banking, International Journal of Central Banking, volume 1, issue 3, December.
• William Barnett, 2005, "Consumer Demand and Labor Supply (scanned out-of-print 1981 Elsevier book)," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200521, Nov.
• Gottfried Haber & Reinhard Neck, 2005, "Shall the New EU Members Introduce the Euro? Some Macroeconomic Policy Effects," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 33, issue 2, pages 139-149, June, DOI: 10.1007/s11293-005-3751-4.
• Michael Ye & John Zyren & Joanne Shore & Michael Burdette, 2005, "Regional Comparisons, Spatial Aggregation, and Asymmetry of Price Pass-Through in U.S. Gasoline Markets," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 33, issue 2, pages 179-192, June, DOI: 10.1007/s11293-005-3761-2.
• Hylke Vandenbussche & Karen Crabbé & Boudewijn Janssen, 2005, "Is there Regional Tax Competition? Firm Level Evidence for Belgium," De Economist, Springer, volume 153, issue 3, pages 257-276, September, DOI: 10.1007/s10645-005-1988-6.
• Michael Ye & John Zyren & Joanne Shore & Michael Burdette, 2005, "Temporal Aggregation Effects in Gasoline Price Pass-Through in the U.S. Gulf Coast Region," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 11, issue 4, pages 483-484, November, DOI: 10.1007/s11294-005-2282-8.
• Theodore Panagiotidis & Gianluigi Pelloni, 2005, "Non-Linearity in the Canadian and US Labour Market: Univariate and Multivariate Evidence from a battery of tests," Discussion Paper Series, Department of Economics, Loughborough University, number 2005_8, Aug, revised Aug 2005.
• Hillinger, Claude, 2005, "Evidence and Ideology in Macroeconomics: The Case of Investment Cycles," Discussion Papers in Economics, University of Munich, Department of Economics, number 694, Oct.
• Hans-Jorgen Salchow, 2005, "Non-existence of equilibria with free elimination," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05057, Mar.
• D. S. Poskitt & C. L. Skeels, 2005, "Small Concentration Asymptotics and Instrumental Variables Inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/05, Feb.
• Dr Martin Weale, 2005, "Survey Expectations," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 260, Jul.
• Bernhard Grossmann & Doris Prammer, 2005, "A Disaggregated Approach to Analyzing Public Finances in Austria," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 61-75.
• Clive W. J. Granger, 2005, "Modeling, Evaluation, and Methodology in the New Century," Economic Inquiry, Western Economic Association International, volume 43, issue 1, pages 1-12, January.
• Diego Winkelried & Marco Vega, 2005, "¿Cambia la inflación cuando los países adoptan metas explícitas de inflación?," Apuntes. Revista de ciencias sociales, Fondo Editorial, Universidad del Pacífico, volume 32, issue 56-57, pages 139-156.
• Warwick J. Mckibbin, 2005, "Climate Change Policy for India," Palgrave Macmillan Books, Palgrave Macmillan, chapter 7, in: Raghbendra Jha, "Economic Growth, Economic Performance and Welfare in South Asia", DOI: 10.1057/9780230520318_7.
• Pilar González & Maria Clementina Santos & Luís Delfim Santos, 2005, "The Gender Wage Gap in Portugal: Recent Evolution and Decomposition," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 0505, Oct.
• Eruygur, H. Ozan & Cakmak, Erol H., 2005, "trade implications of extending the turkey-eu customs union agreement to agricultural products," MPRA Paper, University Library of Munich, Germany, number 12438.
• George, Halkos & Ilias, Kevork, 2005, "Το Υπόδειγμα Τυχαίου Περιπάτου Με Αυτοπαλίνδρομα Σφάλματα
  [The random walk model with autoregressive errors]," MPRA Paper, University Library of Munich, Germany, number 33312.
• Yalincak, Orhun Hakan, 2005, "Criticism of the Black-Scholes Model: But Why Is It Still Used? (The Answer Is Simpler than the Formula)," MPRA Paper, University Library of Munich, Germany, number 63208.
• Michal Slavík, 2005, "Úvod do moderních přístupů analýzy časových řad: Stavově prostorové modely a Kalmanův filtr
  [Introduction to time series modeling: State space models and Kalman filter]," Politická ekonomie, Prague University of Economics and Business, volume 2005, issue 1, DOI: 10.18267/j.polek.499.
• Christopher L. Gilbert & Duo Qin, 2005, "The First Fifty Years of Modern Econometrics," Working Papers, Queen Mary University of London, School of Economics and Finance, number 544, Jul.
• Mete Feridun, 2005, "Can We Predict GDP through Examining the Past Values of Money? Empirical Evidence from an Asian Tiger," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 58, issue 1, pages 1-7.
• Guglielmo Maria Caporale & Michael Chui, 2005, "Fiscal Consolidation: An Exercise in the Methodology of Coordination," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 20, pages 1-25.
• Mark J. Holmes, 2005, "What do Savings-Investment Correlations tell us about the International Capital Mobility of Less Developed Countries?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 20, pages 590-603.
• M. Hashem Pesaran & Martin Weale, 2005, "Survey Expectations," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.30, Jul.
• Cem Aysoy & Ahmet N. Kipici, 2005, "A Quarterly Macroeconometric Model of the Turkish Economy," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 5, issue 2, pages 39-71.
• Roger Lord & Antoon Pelsser, 2005, "Level-Slope-Curvature - Fact or Artefact?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-083/2, Sep.
• Sandra Eickmeier & Joerg Breitung, 2005, "How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model�," TWI Research Paper Series, Thurgauer Wirtschaftsinstitut, Universität Konstanz, number 14.
• Rien Wagenvoort & Paul Schure, 2005, "A Recursive Thick Frontier Approach To Estimating Production Efficiency," Econometrics Working Papers, Department of Economics, University of Victoria, number 0503, Mar.
• Chen Pu & Hsiao Chihying, 2005, "Testing Cointegration Rank in Large Systems," Econometrics, University Library of Munich, Germany, number 0504002, Apr.
• Alejandro Diaz-Bautista & Mario Alberto Rosas Chimal, 2005, "Los Determinantes de la Inversión Extranjera de Cartera en México: Un Análisis de Corte Estructural, The determinants of foreign portfolio investment in Mexico," International Finance, University Library of Munich, Germany, number 0511003, Nov.
• Alejandro Diaz-Bautista & Cesar Alfredo Olivas Andrade, 2005, "Un Análisis de cointegración con corrección de errores de las Fugas de Capital y la Inestabilidad Política en México , An econometric model of capital flight in Mexico," International Finance, University Library of Munich, Germany, number 0511004, Nov.
• Eickmeier, Sandra, 2005, "Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,02.
• Eickmeier, Sandra & Breitung, Jörg, 2005, "How synchronized are central and east European economies with the euro area? Evidence from a structural factor model," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,20.
• Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2005, "Modeling and predicting market risk with Laplace-Gaussian mixture distributions," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/11.

2004

• Nicholas G. Zonzilos, 2004, "Econometric Modelling at the Bank of Greece," Working Papers, Bank of Greece, number 14, Jun.
• T. Panagiotidis & G. Pelloni, 2004, "Non-Linearity in the Canadian and US Labour Markets: Univariate and Multivariate Evidence from A Battery of Tests," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 506.
• Andre Jungmittag & Paul J.J. Welfens, 2004, "Politikberatung und empirische Wirtschaftsforschung: Entwicklungen, Probleme, Optionen für mehr Rationalität in der Wirtschaftspolitik," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei121, May.
• Jérôme Creel & Sandrine Levasseur, 2004, "How would a fixed-exchange-rate regime fit the transition economies?. The cases of the Czech Republic, Hungary and Poland," Revue de l'OFCE, Presses de Sciences-Po, volume 91, issue 5, pages 83-120.
• Pami Dua, 2004, "Analysis of Consumers' Perceptions of Buying Conditions for Houses," Working papers, Centre for Development Economics, Delhi School of Economics, number 127, Aug.
• Piotr Wdowinski, 2004, "Determinants of Country Beta Risk in Poland," CESifo Working Paper Series, CESifo, number 1120.
• Bekaert, Geert & Ang, Andrew, 2004, "The Term Structure of Real Rates and Expected Inflation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4518, Aug.
• Vandenbussche, Hylke & Janssen, Boudewijn & Crabbé, Karen, 2004, "Is There Regional Tax Competition? Firm Level Evidence for Belgium," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4721, Oct.
• Peter C.B. Phillips, 2004, "Automated Discovery in Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1469, Jul.
• Peter C.B. Phillips, 2004, "Challenges of Trending Time Series Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1472, Jul.
• Lamelas, N., 2004, "The evolution of structural female employment and higher education in Venezuela, 1975-2000," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 4, issue 2.
• Feinberg, Yossi & Dekel, Eddie, 2004, "A True Expert Knows which Question Should Be Asked," Research Papers, Stanford University, Graduate School of Business, number 1856, Jun.
• Jerome J Collet & Dominique Guegan, 2004, "Another Characterization of Long Memory Behavior," Econometric Society 2004 Australasian Meetings, Econometric Society, number 359, Aug.
• Kenneth Hightower & Taner M. Yigit, 2004, "Effect of Moments on Aggregation and Long Memory in Inflation," Econometric Society 2004 Australasian Meetings, Econometric Society, number 72, Aug.
• Ippei Fujiwara, 2004, "Evaluating Monetary Policy When Nominal Interest Rates Are Almost Zero," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 620, Aug.
• Melvyn Weeks & Sriya Iyer, 2004, "Multiple social interactions and reproductive externalities: An investigation of fertility behaviour in Kenya," Econometric Society 2004 Latin American Meetings, Econometric Society, number 143, Aug.
• Marcelo Savino Portugal & Igor Alexandre Clemente de Morais, 2004, "Business Cycle In The Industrial Production Of Brazilian States," Econometric Society 2004 Latin American Meetings, Econometric Society, number 23, Aug.
• Garland Durham, 2004, "Likelihood-based estimation and specification analysis of one- and two-factor SV models with leverage effects," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 294, Aug.
• Warwick McKibbin & David Pearce & Alison Stegman, 2004, "Long Run Projections For Climate Change Scenarios," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2004-01, Apr.
• Guerrero, Carlos, 2004, "Determinantes del crecimiento económico en México 1929-2003: Una perspectiva postkeynesiana," EGAP Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2004-06, Jun.
• van Heerde, H.J. & Dekimpe, M.G. & Putsis, W.P., 2004, "Marketing Models and the Lucas Critique," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-080-MKT, Sep.
• HASEGAWA Koichi & HORI Masahiro & SUZUKI Tomoyuki, 2004, "Impact of Aging and Social Security Changes on Macro-Economy - Simulation Analysis by the Model for Medium- to Long- Term Perspectives of Japanese Economy (Mark I) - (in Japanese)," ESRI Discussion paper series, Economic and Social Research Institute (ESRI), number 121, Oct.
• Alexander Passow, 2004, "Omega Portfolio Construction with Johnson Distributions," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp120, Nov.
• Andrew Ang & Geert Bekaert, 2004, "The term structure of real rates and expected inflation," Proceedings, Federal Reserve Bank of San Francisco, issue mar.
• Jérôme Creel & Sandrine Levasseur, 2004, "How would a Fixed-Exchange-Rate Regime Fit the Transition Economies? The cases of the Czech Republic, Hungary and Poland," Post-Print, HAL, number hal-01020091, Apr, DOI: 10.3917/reof.075.0083.
• Jérôme Creel & Sandrine Levasseur, 2004, "How would a Fixed-Exchange-Rate Regime Fit the Transition Economies? The cases of the Czech Republic, Hungary and Poland," Sciences Po Economics Publications (main), HAL, number hal-01020091, Apr, DOI: 10.3917/reof.075.0083.
• Markus Frölich & Almas Heshmati & Michael Lechner, 2004, "A microeconometric evaluation of rehabilitation of long-term sickness in Sweden," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 19, issue 3, pages 375-396, DOI: 10.1002/jae.757.
• Edmond Hsu & Justine Gibbings, 2004, "Paid Employment participation After Leaving Full-Time Education the First time," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 7, issue 2, pages 275-292, June.
• Warwick J. McKibbin, 2004, "Climate Change Policy for India," ASARC Working Papers, The Australian National University, Australia South Asia Research Centre, number 2004-03, Apr.
• Hui, Taylor Shek-wai, 2004, "The “Sheepskin Effects” of Canadian Credentials," MPRA Paper, University Library of Munich, Germany, number 17994, Nov.
• George, Halkos & Ilias, Kevork, 2004, "H Ασυμπτωτική Διακύμανση Στην Εκτίμηση Του Στάσιμου Μέσου Υπό Συνθήκες Αυτοσυσχέτισης
  [Using the asymptotic variance to estimate the stationary mean under autocorrelation]," MPRA Paper, University Library of Munich, Germany, number 33324.
• Carol Alexander & Anca Dimitriu, 2004, "The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-01, Jan.
• E. Young Song, 2004, "Measuring Gravity in International Trade Flows," East Asian Economic Review, Korea Institute for International Economic Policy, volume 8, issue 2, pages 319-355, DOI: 10.11644/KIEP.JEAI.2004.8.2.132.
• Roy van der Weide, 2004, "Wake me up before you GO-GARCH," Computing in Economics and Finance 2004, Society for Computational Economics, number 316, Aug.
• Rana Chatterjee, 2004, "Application Of The Kalman Filter For Estimating Continuous Time Term Structure Models: Evidence From The Uk And Germany," Computing in Economics and Finance 2004, Society for Computational Economics, number 346, Aug.
• Walter Isard, 2004, "The future (near and far) of regional science," Advances in Spatial Science, Springer, in: Raymond J. G. M. Florax & David A. Plane, "Fifty Years of Regional Science", DOI: 10.1007/978-3-662-07223-3_17.
• Medda, Francesca & Pels, Eric, 2004, "Modelling public-private-partnerships," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0001.
• Daniel Levy, 2004, "Cointegration in Frequency Domain," Econometrics, University Library of Munich, Germany, number 0402005, Feb.
• Cornelis A. Los, 2004, "Model Uncertainty, Complexity and Rank in Finance," Econometrics, University Library of Munich, Germany, number 0411013, Nov.
• Cornelis A. Los, 2004, "Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments," Finance, University Library of Munich, Germany, number 0409039, Sep.
• Daniel Levy, 2004, "Is the Feldstein-Horioka Puzzle Really a Puzzle?," International Finance, University Library of Munich, Germany, number 0402002, Feb, revised 12 May 2005.
• Alejandro Diaz-Bautista, 2004, "Tijuana's Dynamic Unemployment and Output Growth," Labor and Demography, University Library of Munich, Germany, number 0401001, Jan.
• Dr. Godwin Chukwudum Nwaobi, 2004, "Modelling Economic Fluctuations In Subsaharan Africa:A Vector Autoregressive Approach," Macroeconomics, University Library of Munich, Germany, number 0406008, Jun.
• Cornelis A. Los, 2004, "The Fed’s Consistent Monetary Policy: A Long Term Perspective," Macroeconomics, University Library of Munich, Germany, number 0411011, Nov.

2003

• Igor Alexandre Clemente de Morais & Marcelo Savino Portugal, 2003, "Business Cycle in the Industrial Production of Brazilian States," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number e75.
• Brock,W.A. & Durlauf,S.N. & West,K.D., 2003, "Policy evaluation in uncertain economic environments," Working papers, Wisconsin Madison - Social Systems, number 15.
• William A. Brock & Steven N. Durlauf & Kenneth D. West, 2003, "Policy Evaluation in Uncertain Economic Environments," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 34, issue 1, pages 235-322.
• Matteo Richiardi, 2003, "The Promises and Perils of Agent-Based Computational Economics," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 29.
• Evans, George W. & Guesnerie, Roger, 2003, "Coordination On Saddle-Path Solutions: The Eductive Viewpoint—Linear Univariate Models," Macroeconomic Dynamics, Cambridge University Press, volume 7, issue 1, pages 42-62, February.
• Peter C.B. Phillips, 2003, "Laws and Limits of Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1397, Feb.
• Hannes Leeb & Benedikt M. Potscher, 2003, "Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1444, Nov.
• Alexandre Rands Barros, 2003, "Estimando os impactos econômicos e sociais de uma nova rodovia no Brasil: questões metodológicas com aplicações empíricas," Working Papers, Datamétrica Consultoria Econômica, number 62, revised 2003.
• Peter C. B. Phillips, 2003, "Laws and Limits of Econometrics," Economic Journal, Royal Economic Society, volume 113, issue 486, pages 26-52, March.
• Hyndman, Rob J. & Billah, Baki, 2003, "Unmasking the Theta method," International Journal of Forecasting, Elsevier, volume 19, issue 2, pages 287-290.
• Dekker, D.J. & Stokman, F. & Franses, Ph.H.B.F., 2003, "Effectiveness of Brokering within Account Management Organizations," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-078-MKT, Jan.
• Pelsser, A.A.J., 2003, "Risico en Rendement in Balans voor Verzekeraars," ERIM Inaugural Address Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam., number EIA-2003-018-F&A, May.
• John Creedy & Guyonne Kalb, 2003, "Discrete Hours Labour Supply Modelling: Specification, Estimation and Simulation," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2003n16, Jun.
• John Creedy & Guyonne Kalb & Rosanna Scutella, 2003, "Discrete Hours Labour Supply Modelling: Specification, Estimation and Simulation," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2003n21, Aug.
• Engel Dirk, 2003, "Höheres Beschäftigungswachstum durch Venture Capital? / Does Venture Capital Affect New Firms' Growth?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 223, issue 1, pages 1-22, February, DOI: 10.1515/jbnst-2003-0102.
• George Woodward & Heather Anderson, 2003, "Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/03, Apr.
• William A. Brock & Steven N. Durlauf & Kenneth D. West, 2003, "Policy Evaluation in Uncertain Economic Environments," NBER Working Papers, National Bureau of Economic Research, Inc, number 10025, Oct.
• Olivier Basdevant, 2003, "On applications of state-space modelling in macroeconomics," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2003/02, Apr.
• Michael Gordon, 2003, "Estimates of time-varying term premia for New Zealand and Australia," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2003/06, Aug.
• John Creedy & Guyonne Kalb, 2003, "Discrete Hours Labour Supply Modelling: Specification, Estimation and Simulation," Treasury Working Paper Series, New Zealand Treasury, number 03/20, Sep.
• Clementina Santos & Pilar González, 2003, "Gender Wage Differentials in the Portuguese Labor Market," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 0303, Feb.
• Hansen, Henrik & Rand, John & Tarp, Finn, 2003, "Are FDI Inflows Complements or Substitutes Across Borders: Empirical Evidence from Five Asian Countries," MPRA Paper, University Library of Munich, Germany, number 72834, May.
• Maximiano Pinheiro, 2003, "Uncertainty And Risk Analysis Of Macroeconomic Forecasts: Fan Charts Revisited," Working Papers, Banco de Portugal, Economics and Research Department, number w200319.
• Roy van der Weide & Remco Peters, 2003, "The Evolution of Expectations Towards Expiration," Computing in Economics and Finance 2003, Society for Computational Economics, number 199, Aug.
• Daniel Hallberg & Anders Klevmarken, 2003, "Time for children: A study of parent's time allocation," Journal of Population Economics, Springer;European Society for Population Economics, volume 16, issue 2, pages 205-226, May, DOI: 10.1007/s001480200133.
• Peter van Els & Alberto Locarno & Benoît Mojon & Julian Morgan, 2003, "New Macroeconomic Evidence on Monetary Policy Transmission in the Euro Area," Journal of the European Economic Association, MIT Press, volume 1, issue 2-3, pages 720-730, 04/05.
• Benoit Perron, 2003, "Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff," The Review of Economics and Statistics, MIT Press, volume 85, issue 2, pages 424-443, May.
• Rafal Weron, 2003, "Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime," Econometrics, University Library of Munich, Germany, number 0305003, May.
• Vlad Makhankov, 2003, "A Self-Consistent Model for the Forward Price Dynamics," Econometrics, University Library of Munich, Germany, number 0308005, Aug.
• Theodore L. Turocy, 2003, "Offensive Performance, Omitted Variables, and the Value of Speed in Baseball," Econometrics, University Library of Munich, Germany, number 0312005, Dec.
• Godwin Chukwudum Nwaobi, 2003, "Resource Requirements In The Adjustment Process:A Macroeconometric Simulation Study Of The Nigerian Economy," Macroeconomics, University Library of Munich, Germany, number 0307001, Jul.
• Marco Salvi, 2003, "Ist eine höhere bauliche Dichte wünschenswert? Evidenz aus den Preisen von Einfamilienhäusern im Kanton Zürich," Urban/Regional, University Library of Munich, Germany, number 0306001, Jun, revised 02 Nov 2004.

2002

• Rossitsa Rangelova, 2002, "Medium-Term Forecastings of the Economic Growth in Bulgaria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 3-29.
• Taner Yigit, 2002, "Effects of Moments on Aggregation and Long Memory in Inflation," Working Papers, Department of Economics, Bilkent University, number 0210.
• Daniel Levy, 2002, "Cointegration in Frequency Domain," Working Papers, Bar-Ilan University, Department of Economics, number 2002-12, May.
• Torben G. Andersen & Luca Benzoni & Jesper Lund, 2002, "An Empirical Investigation of Continuous‐Time Equity Return Models," Journal of Finance, American Finance Association, volume 57, issue 3, pages 1239-1284, June, DOI: 10.1111/1540-6261.00460.
• D. Levy, 2002, "Cointegration in frequency domain," Journal of Time Series Analysis, Wiley Blackwell, volume 23, issue 3, pages 333-339, May, DOI: 10.1111/1467-9892.00267.
• Bask Mikael & de Luna Xavier, 2002, "Characterizing the Degree of Stability of Non-linear Dynamic Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 1, pages 1-19, April, DOI: 10.2202/1558-3708.1002.
• Brownstone, David & Golob, Thomas F. & Kazimi, Camilla, 2002, "Modelling non-ignorable attrition and measurement error in panel surveys: an application to travel demand modeling," University of California Transportation Center, Working Papers, University of California Transportation Center, number qt262891mq, Sep.
• Agnès Bénassy-Quéré & Benoit Coeuré, 2002, "The Survival of Intermediate Exchange Rate Regimes," Working Papers, CEPII research center, number 2002-07, Jul.
• Marie-Gabriel Foggea & Pierre Villa, 2002, "Le concept de coût d'usage Putty-Clay des biens durables," Working Papers, CEPII research center, number 2002-09, Sep.
• Lucas An√≠bal Pussetto, 2002, "Gasto P√Öblico Y Crecimiento Econ√Ìmico: Evidencia Para El Caso Argentino," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 2759, Oct.
• Mauricio SANTA MARIA & Francisco BERNAL & David VILLALBA & Carlos David BELTR�N, 2002, "Viabilidad de los servicios públicos domiciliarios en la ciudad de Santiago de Cali," Archivos de Economía, Departamento Nacional de Planeación, number 3759, Aug.
• R. Guesnerie, 2002, "Anchoring Economic Predictions in Common Knowledge," Econometrica, Econometric Society, volume 70, issue 2, pages 439-480, March.
• Loschel, Andreas, 2002, "Technological change in economic models of environmental policy: a survey," Ecological Economics, Elsevier, volume 43, issue 2-3, pages 105-126, December.
• Charness, Gary & Haruvy, Ernan, 2002, "Altruism, equity, and reciprocity in a gift-exchange experiment: an encompassing approach," Games and Economic Behavior, Elsevier, volume 40, issue 2, pages 203-231, August.
• Hyndman, Rob J. & Koehler, Anne B. & Snyder, Ralph D. & Grose, Simone, 2002, "A state space framework for automatic forecasting using exponential smoothing methods," International Journal of Forecasting, Elsevier, volume 18, issue 3, pages 439-454.
• A. Bénassy-Quéré & B. Cœuré, 2002, "The Survival of Intermediate Exchange rate Regimes," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2002-11.
• Daniel Levy, 2002, "Cointegration in frequency domain," Post-Print, HAL, number hal-02385599, May, DOI: 10.1111/1467-9892.00267.
• Strömberg, David, 2002, "Optimal Campaigning in Presidential Elections: The Probability of Being Florida," Seminar Papers, Stockholm University, Institute for International Economic Studies, number 706, Mar.
• Krylova, Elizaveta, 2002, "The Credit Channel of Monetary Policy. Case of Austria," Economics Series, Institute for Advanced Studies, number 111, Feb.
• Rosemary Rossiter, 2002, "Structural Cointegration Analysis of Private and Public Investment," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 1, issue 1, pages 59-68, April.
• Nour Meddahi, 2002, "A theoretical comparison between integrated and realized volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 5, pages 479-508, DOI: 10.1002/jae.689.
• Almus Matthias & Prantl Susanne, 2002, "Die Auswirkungen öffentlicher Gründungsförderung auf das Überleben und Wachstum junger Unternehmen / The Impact of Public Start-up Promotion on Survival and Growth of New Firms," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 222, issue 2, pages 161-185, April, DOI: 10.1515/jbnst-2002-0202.
• Jesús Mur & J.F. Trívez & Ana Angulo, 2002, "A proposal of investigation in space Econometry," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 1, pages 165-176.
• Iván Canay, 2002, "Modelando el Gas Entregado en Argentina: ¿Cuál es el Mejor Predictor?," UADE Textos de Discusión, Instituto de Economía, Universidad Argentina de la Empresa, number 40_2002, May.
• T Panagiotidis & G Pelloni, 2002, "Is non-linear serial dependence present in the US unemployment rate and the growth rates of employment sectoral shares?," Computing in Economics and Finance 2002, Society for Computational Economics, number 10, Jul.
• Cees Diks & Roy van der Weid, 2002, "Endogenous Noise from Continuous Choice," Computing in Economics and Finance 2002, Society for Computational Economics, number 382, Jul.
• Neil H. Spencer & Antony Fielding, 2002, "A Comparison of Modelling Strategies for Value-Added Analyses of Educational Data," Computational Statistics, Springer, volume 17, issue 1, pages 103-116, March, DOI: 10.1007/s001800200093.
• Carmine Trecroci & Juan Vega, 2002, "The information content of M3 for future inflation in the Euro area," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 138, issue 1, pages 22-53, March, DOI: 10.1007/BF02707322.
• S. Nahar & B. Inder, 2002, "Testing convergence in economic growth for OECD countries," Applied Economics, Taylor & Francis Journals, volume 34, issue 16, pages 2011-2022, DOI: 10.1080/00036840110117837.
• Hans K. Hvide, 2002, "Tournament Rewards and Risk Taking," Journal of Labor Economics, University of Chicago Press, volume 20, issue 4, pages 877-898, October, DOI: 10.1086/342041.
• Daniel A. Ackerberg & Maristella Botticini, 2002, "Endogenous Matching and the Empirical Determinants of Contract Form," Journal of Political Economy, University of Chicago Press, volume 110, issue 3, pages 564-591, June, DOI: 10.1086/339712.
• Luis Vildosola, 2002, "Circular Variable Work In Process," Macroeconomics, University Library of Munich, Germany, number 0203004, Mar.

2001

• Daniel McFadden, 2001, "Economic Choices," American Economic Review, American Economic Association, volume 91, issue 3, pages 351-378, June.
• Schamel, Guenter & Anderson, Kym, 2001, "Wine Quality and Regional Reputation: Hedonic Prices for Australia and New Zealand," 2001 Conference (45th), January 23-25, 2001, Adelaide, Australia, Australian Agricultural and Resource Economics Society, number 125877, Jan, DOI: 10.22004/ag.econ.125877.
• PLASMANS, Joseph & LUKACH, Ruslan, 2001, "Measuring knowledge spillovers using Belgian EPO and USPTO patent data," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2001007, Mar.
• Peter van Els & Alberto Locarno & Julian Morgan & Jean-Pierre Villetelle, 2001, "Monetary policy transmission in the euro area: what do aggregate and national structural models tell us?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 433, Dec.
• Julio Nogués & Martín Grandes, 2001, "COUNTRY RISK: Economic Policy, Contagion Effect or Political noise?," Journal of Applied Economics, Universidad del CEMA, volume 4, pages 125-162, May.
• Arjan Kadareja, 2001, "The Fiscal Stabilization Policy under EMU - An Empirical Assessment," Working Papers, CEPII research center, number 2001-20, Dec.
• Ingenue, 2001, "Our Future Pensions and Globalisation: an Exploration of the Issue Using the INGENUE Model," La Lettre du CEPII, CEPII research center, issue 200.