Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2008

• Drew Creal & Siem Jan Koopman & André Lucas, 2008, "A General Framework for Observation Driven Time-Varying Parameter Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-108/4, Nov.
• Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008, "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-39.
• Simonetta LONGHI & Peter NIJKAMP & Jacques POOT, 2008, "Meta-Analysis Of Empirical Evidence On The Labour Market Impacts Of Immigration," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 27, pages 161-191.
• Marco Bee & Giuseppe Espa, 2008, "A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0801.
• Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2008, "Structural Threshold Regression," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0717.
• Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao, 2008, "Comparison of Misspecified Calibrated Models: The Minimum Distance Approach," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2008-14, Oct, revised 28 Sep 2011.
• Paul J. Devereux & Gautam Tripathi, 2008, "Optimally combining censored and uncensored datasets," Working Papers, School of Economics, University College Dublin, number 200820, Sep.
• Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2008, "THRET: Threshold Regression with Endogenous Threshold Variables," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 3-2008, Mar.
• Dimitris K. Christopoulos & Miguel Leon-Ledesma, 2008, "Testing for Granger (non)-Causality in a Time Varying Coefficient VAR Model," Studies in Economics, School of Economics, University of Kent, number 0802, Jan.
• Tolentino, Paz Estrella, 2008, "The determinants of the outward foreign direct investment of China and India: Whither the home country?," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2008-049.
• Jerry Marmen Simanjuntak, 2008, "Currency Demand Modeling In Estimating The Underground Economy: A Critique on ‘Excess Sensitivity’ Method and Support for VAR Framework," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200806, Sep, revised Sep 2008.
• Aslanidis, Nektarios & Savva, Christos S., 2008, "Stock market integration between new EU member states and the Euro-zone," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/13263.
• Aslanidis, Nektarios & Dungey, Mardi & Savva, Christos S., 2008, "Progress Towards to Equity Market Integration in Eastern Europe," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/13265.
• Martínez Ibáñez, Oscar & Olmo, José, 2008, "A nonlinear threshold model for the dependence of extremes of stationary sequences," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/5361.
• Aslanidis, Nektarios & Osborn, Denise R. & Sensier, Marianne, 2008, "Co-movements between US and UK stock prices: the roles of macroeconomic information and time-series varying conditional correlations," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/8950.
• Fulvio Corsi & Francesco Audrino, 2008, "Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-04, Jan.
• Fulvio Corsi & Francesco Audrino, 2008, "Modeling Tick-by-Tick Realized Correlations," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-05, Jan.
• Francesco Audrino & Marcelo C. Medeiros, 2008, "Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-16, Aug.
• Loriana Pelizzon & Monica Billio & Mila Getmansky, 2008, "Crisis and Hedge Fund Risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2008_10.
• Loriana Pelizzon & Monica Billio & Mila Getmansky, 2008, "Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2008_11.
• Ozlem Tasseven, 2008, "Modelling Seasonality – An Extension of the HEGY Approach in the Presence of Two Structural Breaks," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 55, issue 4, pages 465-484.
• Dekkers, J. & Koomen, E., 2008, "Valuation of open space: Hedonic house price analyses in the Dutch Randstad region," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0024.
• S. Longhi & P. Nijkamp & J. Poot, 2008, "Meta-Analysis of Empirical Evidence on the Labour Market Impacts of Immigration," Population Studies Centre Discussion Papers, University of Waikato, Te Ngira Institute for Population Research, number dp-67, Mar.
• Cathy Ning & Tony S. Wirjanto, 2008, "Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach," Working Papers, University of Waterloo, Department of Economics, number 08009, Dec.
• Dingan Feng & Peter X.-K. Song & Tony S. Wirjanto, 2008, "Time-Deformation Modeling Of Stock Returns Directed By Duration Processes," Working Papers, University of Waterloo, Department of Economics, number 08010, Dec.
• Jean‐Guillaume Sahuc & Frank Smets, 2008, "Differences in Interest Rate Policy at the ECB and the Fed: An Investigation with a Medium‐Scale DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 2‐3, pages 505-521, March, DOI: 10.1111/j.1538-4616.2008.00124.x.
• R. Aaberge & T. Wennemo & U. Colombino, 2008, "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp20_08, Oct.
• Arulampalam, Wiji & Stewart, Mark B., 2008, "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 884.
• Hanna Dudek, 2008, "Subjective aspects of economic poverty. Ordered response model approach," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 29, Oct.
• Elie Appelbaum & Alan D. Woodland, 2008, "The Effects of Foreign Price Uncertainty on Australian Production and Trade," Working Papers, York University, Department of Economics, number 2008_03, Jan.
• Monica Billio & Mila Getmansky & Loriana Pelizzon, 2008, "Crises and Hedge Fund Risk," Yale School of Management Working Papers, Yale School of Management, number amz2561, May, revised 01 Oct 2009.
• Michael G. Arghyrou & Maria Dolores Gadea, 2008, "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2008-05, May.
• Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2008, "Asymmetric multivariate normal mixture GARCH," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/07.
• Haas, Markus & Mittnik, Stefan, 2008, "Multivariate regimeswitching GARCH with an application to international stock markets," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/08.
• Diebold, Francis X. & Strasser, Georg H., 2008, "On the correlation structure of microstructure noise in theory and practice," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/32.
• Mendes, Rui Vilela & Oliveira, Maria J., 2008, "A Data-Reconstructed Fractional Volatility Model," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2008-22.
• Lux, Thomas, 2008, "Applications of statistical physics in finance and economics," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 1425.
• Scheufele, Rolf, 2008, "Das makroökonometrische Modell des IWH: Eine angebotsseitige Betrachtung," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 9/2008.
• Holtemöller, Oliver & Schmidt, Torsten, 2008, "Identifying Sources of Business Cycle Fluctuations in Germany 1975–1998," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 68.
• Hüttel, Silke & Mußhoff, Oliver & Odening, Martin & Zinych, Nataliya, 2008, "Estimating investment equations in imperfect capital markets," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-016.
• Temme, Dirk & Hildebrandt, Lutz, 2008, "Gruppenvergleiche bei hypothetischen Konstrukten: Die Prüfung der Übereinstimmung von Messmodellen mit der Strukturgleichungsmethodik," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-042.
• Härdle, Wolfgang Karl & Okhrin, Ostap & Okhrin, Yarema, 2008, "Modeling dependencies in finance using copulae," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-043.
• Borak, Szymon & Weron, Rafał, 2008, "A semiparametric factor model for electricity forward curve dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-050.
• Hildebrandt, Lutz & Kalweit, Lea, 2008, "Measuring changes in preferences and perception due to the entry of a new brand with choice data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-057.
• Kriwoluzky, Alexander, 2008, "Matching theory and data: Bayesian vector autoregression and dynamic stochastic general equilibrium models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-060.
• Seymen, Atilim, 2008, "A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-007.
• Achtnicht, Martin & Bühler, Georg & Hermeling, Claudia, 2008, "Impact of Service Station Networks on Purchase Decisions of Alternative-fuel Vehicles," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-088.
• Annastiina Silvennoinen & Timo Teräsvirta, 2008, "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-05, Jan.
• Annastiina Silvennoinen & Timo Teräsvirta, 2008, "Multivariate GARCH models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-06, Jan.
• Christina Amado & Timo Teräsvirta, 2008, "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-08, Jan.
• Anne Péguin-Feissolle & Birgit Strikholm & Timo Teräsvirta, 2008, "Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-19, Apr.
• Christian M. Dahl & Emma M. Iglesias, 2008, "The limiting properties of the QMLE in a general class of asymmetric volatility models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-38, Jul.
• Tim Bollerslev & Tzuo Hao & George Tauchen, 2008, "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-48, Sep.
• Pede, Valerien O. & Florax, Raymond J.G.M. & Holt, Matthew T., 2008, "Modeling Non-Linear Spatial Dynamics: A Family of Spatial STAR Models and an Application to U.S. Economic Growth," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6518, DOI: 10.22004/ag.econ.6518.
• Brown, Mark G., 2008, "Impact of Income on Price and Income Responses in the Differential Demand System," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 40, issue 2, pages 1-16, August, DOI: 10.22004/ag.econ.47201.
• Cooray, Arusha, 2008, "A Model of Inflation for Sri Lanka," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 4, issue 01-2, pages 1-10, DOI: 10.22004/ag.econ.50017.
• Heckelei, Thomas & Mittelhammer, Ronald C. & Jansson, Torbjorn, 2008, "A Bayesian Alternative To Generalized Cross Entropy Solutions For Underdetermined Econometric Models," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 56973, DOI: 10.22004/ag.econ.56973.
• Arulampalam, Wiji & Stewart, Mark B., , "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," Economic Research Papers, University of Warwick - Department of Economics, number 269896, DOI: 10.22004/ag.econ.269896.
• Adriana Conconi & Guillermo Cruces & Sergio Olivieri & Raúl Sánchez, 2008, "E pur si muove? Movilidad, pobreza y desigualdad en América Latina," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 0, issue 1-2, pages 121-159, January-D.
• Dan Protopopescu, 2008, "Optimal Feedback Control Rules Sensitive to Controlled Endogenous Risk-Aversion," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 748.08, Jun, revised 03 Dec 2009.
• Donald Coletti & René Lalonde & Dirk Muir, 2008, "Inflation Targeting and Price-Level-Path Targeting in the GEM: Some Open Economy Considerations," Staff Working Papers, Bank of Canada, number 08-6, DOI: 10.34989/swp-2008-6.
• Carmen Broto, 2008, "Inflation targeting in Latin America: Empirical analysis using GARCH models," Working Papers, Banco de España, number 0826, Dec.
• Bowsher, Clive G. & Meeks, Roland, 2008, "The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve," Journal of the American Statistical Association, American Statistical Association, volume 103, issue 484, pages 1419-1437.
• Bhardwaj, Geetesh & Corradi, Valentina & Swanson, Norman R., 2008, "A Simulation-Based Specification Test for Diffusion Processes," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 176-193, April.
• Athanasopoulos, George & Vahid, Farshid, 2008, "VARMA versus VAR for Macroeconomic Forecasting," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 237-252, April.
• Vassillis Hajivassiliou & Frédérique Savignac, 2008, "Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects," Working papers, Banque de France, number 202.
• Renaud Lacroix & Maurin, L., 2008, "D saisonnalisation des agr gats mon taires : Mise en place d une cha ne r nov e," Working papers, Banque de France, number 207.
• Laurent Ferrara, 2008, "L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle," Bulletin de la Banque de France, Banque de France, issue 171, pages 43-51.
• de Bandt, O. & Vigna, O., 2008, "The macroeconomic impact of structural reforms," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 11, pages 5-32, Spring.
• Ferrara, L., 2008, "The contribution of cyclical turning point indicators to business cycle analysis," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 13, pages 49-61, Autumn.
• Ina Tiscordio & Elizabeth Bucacos, 2008, "Efectos de la política fiscal en Uruguay: una aproximación a través de shocks fiscales," Documentos de trabajo, Banco Central del Uruguay, number 2008002, Aug.
• Mark Crosby & Timothy Kam & Kirdan Lees, 2008, "How Costly is Exchange Rate Stabilisation for an Inflation Targeter? The Case of Australia," The Economic Record, The Economic Society of Australia, volume 84, issue 266, pages 354-365, September, DOI: 10.1111/j.1475-4932.2008.00496.x.
• Robert Breunig & Deborah A. Cobb‐Clark & Xiaodong Gong, 2008, "Improving the Modelling of Couples’ Labour Supply," The Economic Record, The Economic Society of Australia, volume 84, issue 267, pages 466-485, December, DOI: 10.1111/j.1475-4932.2008.00511.x.
• George Athanasopoulos & Farshid Vahid, 2008, "A complete VARMA modelling methodology based on scalar components," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 3, pages 533-554, May, DOI: 10.1111/j.1467-9892.2007.00568.x.
• Selva Demiralp & Kevin D. Hoover & Stephen J. Perez, 2008, "A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 70, issue 4, pages 509-533, August, DOI: 10.1111/j.1468-0084.2007.00496.x.
• Michael G. Arghyrou & Georgios Chortareas, 2008, "Current Account Imbalances and Real Exchange Rates in the Euro Area," Review of International Economics, Wiley Blackwell, volume 16, issue 4, pages 747-764, September, DOI: 10.1111/j.1467-9396.2008.00773.x.
• Julie Lyng Forman & Michael Sørensen, 2008, "The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 35, issue 3, pages 438-465, September, DOI: 10.1111/j.1467-9469.2007.00592.x.
• Hilde C. Bjørnland & Kai Leitemo & Junior Maih, 2008, "Estimating the natural rates in a simple New Keynesian framework," Working Paper, Norges Bank, number 2007/10, Jan.
• Francis X. Diebold & Georg H. Strasser, 2008, "On the Correlation Structure of Microstructure Noise: A Financial Economic Approach," Boston College Working Papers in Economics, Boston College Department of Economics, number 693, Oct, revised 24 Apr 2012.
• Hultblad Brigitta & Karlsson Sune, 2008, "Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 3, pages 1-29, September, DOI: 10.2202/1558-3708.1519.
• Dominique Guégan & Florian Ielpo, 2008, "Flexible time series models for subjective distribution estimation with monetary policy in view," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 51, issue 1, pages 79-103.
• Abdelhak Nassiri & Nabil Nassiri, 2008, "Analyse empirique des effets des réseaux de télémédecine sur les transferts de patients à l'aide d'un système panel avec auto-corrélation spatiale," Revue économique, Presses de Sciences-Po, volume 59, issue 3, pages 663-674.
• Pesaran, M.H. & Schuermann, T. & Smit, L.V., 2008, "Forecasting Economic and Financial Variables with Global VARs," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0807, Jan.
• Holly, S. & Petrella, I., 2008, "Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0827, Jun.
• Isachenkova, N. & Weeks, M., 2008, "Acquisition, Insolvency and Managers in UK Small Companies," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0838, Aug.
• Bruno Contini, 2008, "Forecasting errors: yet more problems for identification?," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 88.
• Arghyrou, Michael G & Gadea, Maria Dolores, 2008, "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/23, Oct.
• Olga Aslanidi, 2008, "Dollarization in Transition Economies: New Evidence from Georgia," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp366, Sep.
• M. Hashem Pesaran & Allan Timmermann, 2004, "Real Time Econometrics," CESifo Working Paper Series, CESifo, number 1169.
• Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff, 2004, "An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications," CESifo Working Paper Series, CESifo, number 1230.
• Sebastian Buhai & Coenraad N. Teulings, 2006, "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," CESifo Working Paper Series, CESifo, number 1688.
• Katharina Sailer, 2006, "Searching the eBay Marketplace," CESifo Working Paper Series, CESifo, number 1848.
• Emmanuel Dhyne & Catherine Fuss & M. Hashem Pesaran & Patrick Sevestre, 2007, "Lumpy Price Adjustments: A Microeconometric Analysis," CESifo Working Paper Series, CESifo, number 2010.
• M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008, "Forecasting Economic and Financial Variables with Global VARs," CESifo Working Paper Series, CESifo, number 2263.
• Oliver Hülsewig & Johannes Mayr & Timo Wollmershäuser, 2008, "Forecasting Euro Area Real GDP: Optimal Pooling of Information," CESifo Working Paper Series, CESifo, number 2371.
• Jes√∫s Otero & Manuel Ram√≠rez G√≥mez, 2008, "Modeling the monetary policy reaction function of the colombian central bank," Documentos de Trabajo, Universidad del Rosario, number 4650, Apr.
• Juan Camilo Santana, 2008, "La curva de rendimientos: una revisión metodológica y nuevas aproximaciones de estimación," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Carlos Andrés Cano Gamboa & Marcela Orozco Chávez & Luis Alfonso Sánchez Betancur, 2008, "Mecanismo de transmisión de las tasas de interés en Colombia (2001-2007)," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Elkin Castano & Karoll Gómez & Santiago Gallón, 2008, "Pronóstico y estructuras de volatilidad multiperíodo de la tasa de cambio del peso colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Andr�s Gonz�lez & Hern�n Rinc�m & Norberto Rodr�guez, 2008, "La transmisi�n de los choques a la tasa de cambio sobre la inflaci�n," Borradores de Economia, Banco de la Republica, number 5089, Oct.
• Maribel Castillo Caicedo, 2008, "Desajuste Educativo Por Regiones En Colombia: ¿Competencia Por Salarios Ó Por Puestos De Trabajo?," Documentos de Trabajo, Universidad del Valle, CIDSE, number 4499, Feb.
• Héctor David Bejarano Navarro, 2008, "Verificación empírica de la curva de Laffer en la economía colombiana (1980-2005)," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada.
• Maria Nikoloudaki & Dikaios Tserkezos, 2008, "Temporal Aggregation Effects in Choosing the Optimal Lag Order in Stable ARMA Models: Some Monte Carlo Results," Working Papers, University of Crete, Department of Economics, number 0822, Jan.
• Janine Aron & John Muellbauer, 2008, "Multi-sector inflation forecasting - quarterly models for South Africa," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2008-27.
• Figuerola-Ferretti, Isabel & Gonzalo, Jesús, 2008, "Modelling and Measuring Price Discovery in Commodity Markets," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 15951.
• Dufour, Jean-Marie & Taamouti, Abderrahim, 2008, "Short and long run causality measures: theory and inference," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we083720, Jul.
• Dufour, Jean-Marie & García, René & Taamouti, Abderrahim, 2008, "Measuring causality between volatility and returns with high-frequency data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we084422, Sep.
• Dufour, Jean-Marie & Taamouti, Abderrahim, 2008, "Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we086027, Nov.
• Martinez, O. & Olmo, J., 2008, "A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences," Working Papers, Department of Economics, City St George's, University of London, number 08/08.
• Leeb, Hannes & Pötscher, Benedikt M., 2008, "Can One Estimate The Unconditional Distribution Of Post-Model-Selection Estimators?," Econometric Theory, Cambridge University Press, volume 24, issue 2, pages 338-376, April.
• Yixiao Sun & Peter C.B. Phillips, 2008, "Optimal Bandwidth Choice for Interval Estimation in GMM Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1661, May.
• Torre, André (ed.), 2008, "Stratégies de R et D et innovation dans l’industrie pharmaceutique en France : une étude économétrique sur données individuelles," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/4544.
• Frank M. Spinath, 2008, "Improvements and Future Challenges in the Field of Genetically Sensitive Sample Designs," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 142.
• Konstantin A. Kholodilin & Jan-Oliver Menz & Boriss Siliverstovs, 2008, "Immobilienkrise?: Warum in Deutschland die Preise seit Jahren stagnieren," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 75, issue 17, pages 214-220.
• AKA, Bédia F., 2008, "Revisiting The Export-Output Nexus For Western Africa Countries: A Markov Switching Causality Approach," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 8, issue 1, pages 155-166.
• Guisan, M.C. & Exposito, P., 2008, "An Econometric Model Of Industry, Foreign Trade, And Economic Development In Philippines, 1990-2006," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 8, issue 2, pages 193-208.
• Guisan, M.C. & Aguayo, E., 2008, "Salario, Empleo y Productividad de la Economía Española en 1965-2008," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 8, issue 1, pages 99-122.
• SAAD-LESSLER, Joelle, 2008, "Labor Market Adjustment In The Us," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 8, issue 2, pages 29-50.
• VIEIRA, Elvira & VAZQUEZ-ROZAS, Emilia & NEIRA, Isabel, 2008, "The Innovation Factor: An Econometric Model of Productivity European Regions," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 8, issue 1, pages 59-70.
• Guisan, M.C. & Aguayo, E., 2008, "Evolucion Del Turismo Hotelero En Las Regiones Españolas, 2001-2008," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 8, issue 1, pages 129-142.
• Liangjun Su & Zhenlin Yang, 2008, "Asymptotics and Bootstrap for Transformed Panel Data Regressions," Development Economics Working Papers, East Asian Bureau of Economic Research, number 22477, Jan.
• Rouselle F. Lavado & Erniel B. Barrios, 2008, "Spatial-Temporal Dimensions of Efficiency among Electric Cooperatives in the Philippines," Development Economics Working Papers, East Asian Bureau of Economic Research, number 22643, Jan.
• Nappi-Choulet, Ingrid & Maury, Tristan-Pierre, 2008, "A Spatiotemporal Autoregressive Price Index for the Paris Office Property Market," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 08008, Apr.
• Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2008, "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008_034.
• Cecilia Frale & David Veredas, 2008, "A Monthly Volatility Index for the US Economy," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008-008, Mar.
• Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2008, "A review of nonfundamentalness and identification in structural VAR models," Working Paper Series, European Central Bank, number 922, Jul.
• Robalo Marques, Carlos, 2008, "Wage and price dynamics in Portugal," Working Paper Series, European Central Bank, number 945, Oct.
• Christiano, Lawrence & Motto, Roberto & Rostagno, Massimo & Ilut, Cosmin, 2008, "Monetary policy and stock market boom-bust cycles," Working Paper Series, European Central Bank, number 955, Oct.
• Habib, Maurizio Michael & Stráský, Jan, 2008, "Oil exporters: in search of an external anchor," Working Paper Series, European Central Bank, number 958, Nov.
• Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2008, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Econometrica, Econometric Society, volume 76, issue 1, pages 175-194, January.
• Christiano, Lawrence & Motto, Roberto & Rostagno, Massimo, 2008, "Shocks, structures or monetary policies? The Euro Area and US after 2001," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 8, pages 2476-2506, August.
• Quoreshi, A.M.M. Shahiduzzaman, 2008, "A vector integer-valued moving average model for high frequency financial count data," Economics Letters, Elsevier, volume 101, issue 3, pages 258-261, December.
• Jondeau, Eric & Sahuc, Jean-Guillaume, 2008, "Testing heterogeneity within the euro area," Economics Letters, Elsevier, volume 99, issue 1, pages 192-196, April.
• Leeb, Hannes & Potscher, Benedikt M., 2008, "Sparse estimators and the oracle property, or the return of Hodges' estimator," Journal of Econometrics, Elsevier, volume 142, issue 1, pages 201-211, January.
• van Dijk, Bram & Paap, Richard, 2008, "Explaining individual response using aggregated data," Journal of Econometrics, Elsevier, volume 146, issue 1, pages 1-9, September.
• Amilon, Henrik, 2008, "Estimation of an adaptive stock market model with heterogeneous agents," Journal of Empirical Finance, Elsevier, volume 15, issue 2, pages 342-362, March.
• Nakatani, Tomoaki & Teräsvirta, Timo, 2008, "Positivity constraints on the conditional variances in the family of conditional correlation GARCH models," Finance Research Letters, Elsevier, volume 5, issue 2, pages 88-95, June.
• Doornik, Jurgen A. & Ooms, Marius, 2008, "Multimodality in GARCH regression models," International Journal of Forecasting, Elsevier, volume 24, issue 3, pages 432-448.
• Paolella, Marc S. & Taschini, Luca, 2008, "An econometric analysis of emission allowance prices," Journal of Banking & Finance, Elsevier, volume 32, issue 10, pages 2022-2032, October.
• Akram, Q. Farooq & Eitrheim, Øyvind, 2008, "Flexible inflation targeting and financial stability: Is it enough to stabilize inflation and output?," Journal of Banking & Finance, Elsevier, volume 32, issue 7, pages 1242-1254, July.
• Sánchez-Mangas, Rocio & Sánchez-Marcos, Virginia, 2008, "Balancing family and work: The effect of cash benefits for working mothers," Labour Economics, Elsevier, volume 15, issue 6, pages 1127-1142, December.
• da Veiga, Bernardo & Chan, Felix & McAleer, Michael, 2008, "Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 78, issue 2, pages 155-171, DOI: 10.1016/j.matcom.2008.01.031.
• Chari, V.V. & Kehoe, Patrick J. & McGrattan, Ellen R., 2008, "Are structural VARs with long-run restrictions useful in developing business cycle theory?," Journal of Monetary Economics, Elsevier, volume 55, issue 8, pages 1337-1352, November.
• MArdi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin & Chrismin Tang, 2008, "Are Financial Crises Alike?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2008-15, Jun.
• Sylwia Nowak, 2008, "How Do Public Announcements Affect The Frequency Of Trading In U.S. Airline Stocks?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2008-38, Nov.
• Renee Fry & Adrian Pagan, 2010, "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2010-22, Jul.
• Stepanyan Ara & Tevosyan Anahit, 2008, "A small open economy model with remittances: Evidence from Armenian economy," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 08/06e, Nov.
• A. Nazif Catik & Christopher Martin & A. Özlem Önder, 2008, "Relative Price Variability and the Philips Curve: Evidence from Turkey," Working Papers, Ege University, Department of Economics, number 0807, Jul.
• Robinson, Peter, 2008, "Developments in the analysis of spatial data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25473, Aug.
• Jean Imbs & Isabelle Mejean, 2008, "Elasticity Optimism," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 0805, revised Mar 2008.
• Garcés Díaz, Daniel G., 2008, "Análisis de las funciones de importación y exportación de México (1980-2000)," El Trimestre Económico, Fondo de Cultura Económica, volume 75, issue 297, pages 109-141, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v75i.
• Constantinos T. Artikis, 2008, "Performance of a Random Number of Complex Systems in the Environment of a Random Number of Competing," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 73-82.
• Martin Hrubý, 2008, "Algorithmic Approaches to Game-theoretical Modeling and Simulation," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 2, issue 3, pages 268-300, December.
• Merja Festiæ & Jani Bekõ, 2008, "The Banking Sector and Macroeconomic Performance in Central European Economies," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 03-04, pages 131-151, May.
• Jaromír Beneš & Jaromír Hurník & David Vávra, 2008, "Exchange Rate Management and Inflation Targeting: Modeling the Exchange Rate in Reduced-Form New Keynesian Models," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 03-04, pages 166-194, May.
• Clive G. Bowsher & Roland Meeks, 2008, "The dynamics of economics functions: modelling and forecasting the yield curve," Working Papers, Federal Reserve Bank of Dallas, number 0804.
• Jing-zhi Huang & Hao Zhou, 2008, "Specification analysis of structural credit risk models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-55.
• M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008, "Forecasting economic and financial variables with global VARs," Staff Reports, Federal Reserve Bank of New York, number 317.
• Marco Del Negro & Frank Schorfheide, 2008, "Monetary policy analysis with potentially misspecified models," Staff Reports, Federal Reserve Bank of New York, number 321.
• Christian T. Brownlees & Giampiero Gallo, 2008, "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2008_03, Feb.
• Grégory Levieuge & Alexis Penot, 2008, "The Fed and the ECB: Why such an apparent difference in reactivity?," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon, number 0804.
• Saulnier, J., 2008, "Estimation des quantités d'émissions azotées et des courbes de coût marginal d'épuration associées dans les secteurs et les régions du bassin d'un cours d'eau : une application pour le bassin rhénan," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 200807.
• Michael Louis George, 2008, "What is Business Entropy," Working Papers, Institute of Business Entropy, number 0604, Aug.
• Michael L. George, 2008, "What is Business Entropy," Working Papers, Institute of Business Entropy, number 0606, Aug.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2008, "Exchange Rate and Interest Rate Volatility in a Target Zone: The Portuguese Case," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2008-03.
• Kourtellos, A. & Tan, C.M. & Stengos, T., 2008, "THRET: Threshold Regression with Endogenous Threshold Variables," Working Papers, University of Guelph, Department of Economics and Finance, number 0801.
• Dominique Guegan, 2008, "Non-stationarity and meta-distribution," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00270708, Mar.
• Laurent Ferrara & Thomas Raffinot, 2008, "A non-parametric method to nowcast the Euro Area IPI," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00275769, Apr.
• Dominique Guegan & Florian Ielpo, 2008, "Flexible time series models for subjective distribution estimation with monetary policy in view," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00368356.
• Eric Jondeau & Jean-Guillaume Sahuc, 2008, "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity," Post-Print, HAL, number hal-01612712.
• Eric Jondeau & Jean-Guillaume Sahuc, 2008, "Testing Heterogeneity within the Euro Area," Post-Print, HAL, number hal-01612713.
• Frank Smets & Jean-Guillaume Sahuc, 2008, "Differences in Interest Rate Policy at the ECB and the Fed: An Investigation with a Medium-Scale DSGE Model," Post-Print, HAL, number hal-01612714.
• Grégory Levieuge & Alexis Penot, 2008, "The Fed and the ECB: Why such an apparent difference in reactivity?," Post-Print, HAL, number halshs-00239381.
• Grégory Levieuge & Alexis Penot, 2008, "The FED and the ECB: Why Such an Apparent Difference in Reactivity?," Post-Print, HAL, number halshs-00328549, Jun.
• Grégory Levieuge & Alexis Penot, 2008, "THE FED and the ECB: Why Such an Apparent Difference in Reactivity?," Post-Print, HAL, number halshs-00328561, Jun.
• Grégory Levieuge & Alexis Penot, 2008, "The FED and the ECB: Why Such an Apparent Difference in Reactivity?," Post-Print, HAL, number halshs-00328582, Sep.
• Grégory Levieuge & Alexis Penot, 2008, "The Fed and the ECB: Why Such an Apparent Difference in Reactivity ?," Post-Print, HAL, number halshs-00364537.
• Mohamed Boutahar & Gilles Dufrénot & Anne Peguin-Feissolle, 2008, "A simple fractionally integrated model with a time-varying long memory parameter dt," Post-Print, HAL, number halshs-00390136, DOI: 10.1007/s10614-007-9115-1.
• Christophe Cahn & Arthur Saint-Guilhem, 2008, "Potential output growth in several industrialised countries: a comparison," PSE Working Papers, HAL, number halshs-00586632, Jul.
• Mohamed Boutahar & Gilles Dufrénot & Anne Peguin-Feissolle, 2008, "A SIMPLE FRACTIONALLY INTEGRATED MODEL WITH A TIME-VARYING LONG MEMORY PARAMETER Dt - [Document de travail n°2008 - 10]," Working Papers, HAL, number halshs-00275254, May.
• Christophe Cahn & Arthur Saint-Guilhem, 2008, "Potential output growth in several industrialised countries: a comparison," Working Papers, HAL, number halshs-00586632, Jul.
• Hussain, S & Mohamed, M. A. & Holder, R. & Almasri, A. & Shukur, G, 2008, "Performance Evaluation Based on the Robust Mahalanobis Distance and Multilevel Modelling Using Two New Strategies," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 114, Feb.
• Amado, Cristina & Teräsvirta, Timo, 2008, "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 691, Jan.
• Lönnbark, Carl, 2008, "A Corrected Value-at-Risk Predictor," Umeå Economic Studies, Umeå University, Department of Economics, number 734, Mar.
• Daniel Rosch & Harald Scheule, 2008, "Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans," Working Papers, Hong Kong Institute for Monetary Research, number 152008, Aug.