Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2008

• 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-Etienne (GATE Lyon St-Etienne), 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.
• J. Antonio Ariza Montes & Mariano Carbonero Ruz & Ma Del Carmen López Martín & Belén Gutiérrez Villar, 2008, "Job Stability and Gender Perspectives Application of a Logistic Regression Model," Economic Analysis, Institute of Economic Sciences, volume 41, issue 1-2, pages 59-72.
• Michael Creel & Montserrat Farell, 2008, "Usage and valuation of natural parks in Catalonia, 2001-2002," Investigaciones Economicas, Fundación SEPI, volume 32, issue 1, pages 5-25, January.
• María josé Moral, 2008, "La estimación de precios en mercados con producto diferenciado," Investigaciones Economicas, Fundación SEPI, volume 32, issue 2, pages 125-168, May.
• Alper ÖZÜN & Mehmet TÜRK, 2008, "Türkiye’de Döviz ve Endeks Futures Sözleşmelerinin Stokastik Modellenmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 271, pages 61-92.
• Pahlaj Moolio & Jamal Nazrul Islam, 2008, "Cost Minimization of a Competitive Firm," Indus Journal of Management & Social Science (IJMSS), Department of Business Administration, volume 2, issue 2, pages 148-160, December.
• Eric Jondeau & Jean-Guillaume Sahuc, 2008, "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity," International Journal of Central Banking, International Journal of Central Banking, volume 4, issue 2, pages 23-72, June.
• Michalis Petrides & Alex Karagrigoriou, 2008, "Determinants of Debt: An Econometric Analysis Based on the Cyprus Survey of Consumer Finances," Financial Theory and Practice, Institute of Public Finance, volume 32, issue 1, pages 45-64.
• Sandy Tubeuf & Florence Jusot & Marion Devaux & Catherine Sermet, 2008, "Social heterogeneity in self-reported health status and measurement of inequalities in health," Working Papers, IRDES institut for research and information in health economics, number DT12, Jun, revised Jun 2008.
• Longhi, Simonetta & Nijkamp, Peter & Poot, Jacques, 2008, "Meta-Analysis of Empirical Evidence on the Labour Market Impacts of Immigration," IZA Discussion Papers, IZA Network @ LISER, number 3418, Mar.
• Kovandzic, Tomislav & Schaffer, Mark E & Kleck, Gary, 2008, "Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach," IZA Discussion Papers, IZA Network @ LISER, number 3589, Jul.
• Dimitris K. Christopoulos & Miguel A. León-Ledesma, 2008, "Testing for Granger (non-)causality in a time-varying coefficient VAR model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 4, pages 293-303, DOI: 10.1002/for.1060.
• Mohamed Boutahar & Gilles Dufrénot & Anne Péguin-Feissolle, 2008, "A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t," Computational Economics, Springer;Society for Computational Economics, volume 31, issue 3, pages 225-241, April, DOI: 10.1007/s10614-007-9115-1.
• Ahdi Ajmi & Adnen Ben Nasr & Mohamed Boutahar, 2008, "Seasonal Nonlinear Long Memory Model for the US Inflation Rates," Computational Economics, Springer;Society for Computational Economics, volume 31, issue 3, pages 243-254, April, DOI: 10.1007/s10614-007-9116-0.
• Erik Brouwer & Tom Poot & Kees Montfort, 2008, "The Innovation Threshold," De Economist, Springer, volume 156, issue 1, pages 45-71, March, DOI: 10.1007/s10645-007-9081-y.
• Henrik Andersson, 2008, "Willingness to Pay for Car Safety: Evidence from Sweden," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 41, issue 4, pages 579-594, December, DOI: 10.1007/s10640-008-9213-0.
• Sonia Dalmia & Paul Sicilian, 2008, "Kids Cause Specialization: Evidence for Becker’s Household Division of Labor Hypothesis," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 14, issue 4, pages 448-459, November, DOI: 10.1007/s11294-008-9171-x.
• Peter Congdon, 2008, "The need for psychiatric care in England: a spatial factor methodology," Journal of Geographical Systems, Springer, volume 10, issue 3, pages 217-239, September, DOI: 10.1007/s10109-008-0064-6.
• Marcus Adolphson, 2008, "New urban settlements in a perspective of public and private interests. Case study: a Swedish municipality within the hinterland of the Stockholm city," Journal of Geographical Systems, Springer, volume 10, issue 4, pages 345-367, December, DOI: 10.1007/s10109-008-0065-5.
• Jad Chaaban & Alban Thomas, 2008, "A Structural Model for Evaluating the Sector-specific Impacts of Preferential Trade Agreements," Journal of Industry, Competition and Trade, Springer, volume 8, issue 1, pages 73-88, March, DOI: 10.1007/s10842-007-0012-z.
• Christian Hott & Pierre Monnin, 2008, "Fundamental Real Estate Prices: An Empirical Estimation with International Data," The Journal of Real Estate Finance and Economics, Springer, volume 36, issue 4, pages 427-450, May, DOI: 10.1007/s11146-007-9097-8.
• Edda Claus & Mardi Dungey & Renée Fry, 2008, "Monetary Policy in Illiquid Markets: Options for a Small Open Economy," Open Economies Review, Springer, volume 19, issue 3, pages 305-336, July, DOI: 10.1007/s11079-007-9059-z.
• Alessandro Girardi & Paolo Paesani, 2008, "The Transfer Problem in the Euro Area," Open Economies Review, Springer, volume 19, issue 4, pages 517-537, September, DOI: 10.1007/s11079-007-9058-0.
• Christian Conrad & Menelaos Karanasos, 2008, "Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 08-189, Feb, DOI: 10.3929/ethz-a-005552237.
• Konstantinos Fokianos & Anders Rahbek & Dag Tjøstheim, 2008, "Poisson Autoregression," Discussion Papers, University of Copenhagen. Department of Economics, number 08-35, May, revised Dec 2008.
• Adriana Conconi & Guillermo Cruces & Sergio Olivieri & Raúl Sánchez, 2008, "E pur si muove? Movilidad, pobreza y desigualdad en América Latina," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 0, issue 1-2, pages 121-159, January-D.
• Stephen G. Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2008, "The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 08/26, Aug.
• Grégory LEVIEUGE & A. PENOT, 2008, "The Fed and the ECB : Why Such an Apparent Difference in Reactivity ?," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 1606.
• Rainer Hufnagel, 2008, "Entropy and stability in time use – An empirical investigation based on the German Time Use Survey," electronic International Journal of Time Use Research, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)) and The International Association for Time Use Research (IATUR), volume 5, issue 1, pages 26-42, November.
• Qaisar Abbas & James Foreman-Peck, 2008, "Human Capital and Economic Growth: Pakistan, 1960-2003," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 13, issue 1, pages 1-27, Jan-Jun.
• Muhammad Rafiq & Asif Iqbal & Muhammad Atiq, 2008, "The Determinants of Capital Structure of the Chemical Industry in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 13, issue 1, pages 139-158, Jan-Jun.
• Muhammad Arshad Khan & Abdul Qayyum, 2008, "Long-Run and Short-Run Dynamics of the Exchange Rate in Pakistan: Evidence FromUnrestricted Purchasing Power Parity Theory," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 13, issue 1, pages 29-56, Jan-Jun.
• Damien Mededji, 2008, "Dynamique de la pauvreté urbaine au Bénin: une analyse en termes d'entrées et sorties," Working Papers PMMA, PEP-PMMA, number 2008-06.
• 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.
• Catherine Kyrtsou & Michel Terraza, 2008, "Seasonal Mackey-Glass-GARCH process and short-term dynamics," Discussion Paper Series, Department of Economics, University of Macedonia, number 2008_09, Sep, revised Sep 2008.
• Yuzo Hosoya & Takahiro Terasaka, 2008, "Inference on Transformed Stationary Time Series," Discussion Papers, Meisei University, School of Economics, number 11, Feb.
• Carlo Vittorio FIORIO, 2008, "Understanding Italian inequality trends: a simulation-based decomposition," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2008-026, Jul.
• Carlo Vittorio FIORIO, 2008, "Understanding Italian inequality trends: a simulation-based decomposition," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2008-26, Jul.
• Carlo Mazzaferro & Marcello Morciano, 2008, "CAPP_DYN: A Dynamic Microsimulation Model for the Italian Social Security System," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0595, Oct.
• Andrea Cipollini & George Kapetanios, 2008, "Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 014, Mar.
• Mario Forni & Filippo Altissimo & Riccardo Cristadoro & Marco Lippi & Giovanni Veronese., 2008, "New Eurocoin: Tracking Economic Growth in Real Time," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 020, May.
• Dominique Guegan, 2008, "Non-stationarity and meta-distribution," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08026, Mar.
• Laurent Ferrara & Thomas Raffinot, 2008, "A non-parametric method to nowcast the Euro Area IPI," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08033, Apr.
• Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008, "Testing Conditional Asset Pricing Models: An Emerging Market Perspective," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/08, Apr.
• Romain Houssa & Lasse Bork & Hans Dewachter, 2008, "Identification of Macroeconomic Factors in Large Panels," Working Papers, University of Namur, Department of Economics, number 1010, May.
• Rafal Raciborski, 2008, "Searching for additional sources of inflation persistence : the micro-price panel data approach," Working Paper Research, National Bank of Belgium, number 132, Apr.
• Marcin Kolasa, 2008, "Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model," NBP Working Papers, Narodowy Bank Polski, number 49, Jul.
• Stephanie Schmitt-Grohe & Martin Uribe, 2008, "What's News in Business Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 14215, Aug.
• Liran Einav & Amy Finkelstein & Mark R. Cullen, 2008, "Estimating Welfare in Insurance Markets Using Variation in Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 14414, Oct.
• V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2008, "Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14430, Oct.
• Cristina Amado & Timo Teräsvirta, 2008, "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," NIPE Working Papers, NIPE - Universidade do Minho, number 03/2008.
• Clive G. Bowsher & Roland Meeks, 2008, "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W05, 04.
• Jaromír Beneš & Andrew Binning & Kirdan Lees, 2008, "Incorporating judgement with DSGE models," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2008/10, Jun.
• Walter Beckert & Richard Blundell, 2008, "Heterogeneity and the Non-Parametric Analysis of Consumer Choice: Conditions for Invertibility," The Review of Economic Studies, Review of Economic Studies Ltd, volume 75, issue 4, pages 1069-1080.
• Jennifer Castle & David Hendry & Jurgen A. Doornik, 2008, "Model Selection when there are Multiple Breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 407, Oct.
• Campuzano Bolarín, Francisco & Lario Esteban, Francisco Cruz & Ros McDonnell, Lorenzo, 2008, "Consecuencias del efecto Bullwhip según distintas estrategias de gestión de la cadena de suministro: modelado y simulación = Bullwhip Effect Consequences according to Different Supply Chain Management Strategies: Modelling and Simulation," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 5, issue 1, pages 49-66, June.
• Massimiliano Caporin & Michael McAleer, 2008, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0064.
• Joseph A Clougherty & Michał Grajek, 2008, "The impact of ISO 9000 diffusion on trade and FDI: A new institutional analysis," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 39, issue 4, pages 613-633, June.
• Francis X. Diebold & Georg H. Strasser, 2008, "On the Correlation Structure of Microstructure Noise in Theory and Practice," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-038, Oct.
• Xun Tang, 2008, "Bounds on Revenue Distributions in Counterfactual Auctions with Reserve Prices," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-042, Sep.
• Lavado, Rouselle F. & Barrios, Erniel B., 2008, "Spatial-Temporal Dimensions of Efficiency among Electric Cooperatives in the Philippines," Discussion Papers, Philippine Institute for Development Studies, number DP 2008-29, DOI: https://doi.org/10.62986/dp2008.29.
• Borak, Szymon & Weron, Rafal, 2008, "A semiparametric factor model for electricity forward curve dynamics," MPRA Paper, University Library of Munich, Germany, number 10421, Jul.
• Weron, Rafal, 2008, "Heavy-tails and regime-switching in electricity prices," MPRA Paper, University Library of Munich, Germany, number 10424, May.
• Chasco, Coro & López, Ana María & Guillain, Rachel, 2008, "The non-stationary influence of geography on the spatial agglomeration of production in the EU," MPRA Paper, University Library of Munich, Germany, number 10737, Sep.
• Proietti, Tommaso, 2008, "Direct and iterated multistep AR methods for difference stationary processes," MPRA Paper, University Library of Munich, Germany, number 10859, Oct.
• de Silva, Ashton, 2008, "Forecasting macroeconomic variables using a structural state space model," MPRA Paper, University Library of Munich, Germany, number 11060, Sep.
• Yip, Wing & Stephens, David & Olhede, Sofia, 2008, "Hedging strategies and minimal variance portfolios for European and exotic options in a Levy market," MPRA Paper, University Library of Munich, Germany, number 11176, Oct.
• Amavilah, Voxi Heinrich, 2008, "National flags, national flag colors, and the well-being of countries," MPRA Paper, University Library of Munich, Germany, number 11304, Oct.
• Janssen, Matthias & Wobben, Magnus, 2008, "Electricity Pricing and Market Power - Evidence from Germany," MPRA Paper, University Library of Munich, Germany, number 11400, Aug.
• Hu, Jian, 2008, "Dependence Structures in Chinese and U.S. Financial Markets -- A Time-varying Conditional Copula Approach," MPRA Paper, University Library of Munich, Germany, number 11401, Oct.
• Lucchetti, Riccardo & Palomba, Giulio, 2008, "Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity," MPRA Paper, University Library of Munich, Germany, number 11571.
• Vymětal, Dominik, 2008, "ICT in Czech companies: business efficiency potentials to be achieved," MPRA Paper, University Library of Munich, Germany, number 11628, Aug.
• Albu, Lucian-Liviu, 2008, "A simulation model of public debt sustainability," MPRA Paper, University Library of Munich, Germany, number 11713.
• Picci, Lucio, 2008, "The Internationalization of Inventive Activity: A Gravity Model Using Patent Data," MPRA Paper, University Library of Munich, Germany, number 12700, Dec.
• Corduneanu, Carmen & Turcas, Daniela, 2008, "Optimizing models of a stock portfolio issued by Financial Investment Companies," MPRA Paper, University Library of Munich, Germany, number 12919, Dec.
• Cooper, Russel & Madden, Gary G, 2008, "Estimating components of ICT expenditure: a model-based approach with applicability to short time-series," MPRA Paper, University Library of Munich, Germany, number 13007.
• Mota, Rui Pedro & Domingos, Tiago & Martins, Victor, 2008, "Analysis of green net national product and genuine saving in Portugal, 1991 - 2005," MPRA Paper, University Library of Munich, Germany, number 13347, Dec.
• Eo, Yunjong, 2008, "Bayesian Analysis of DSGE Models with Regime Switching," MPRA Paper, University Library of Munich, Germany, number 13910, Aug, revised 11 Feb 2009.
• Faghih, Nezameddin & Faghih, Ali, 2008, "Nyquist Frequency in Sequentially Sampled Data," MPRA Paper, University Library of Munich, Germany, number 14311.
• Mendonca, Gui Pedro, 2008, "Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics," MPRA Paper, University Library of Munich, Germany, number 14648, Nov.
• Ciuiu, Daniel, 2008, "Pattern classification using polynomial and linear regression," MPRA Paper, University Library of Munich, Germany, number 15355, Jan.
• Ciuiu, Daniel, 2008, "Pattern classification using principal components regression," MPRA Paper, University Library of Munich, Germany, number 15360, Jan.
• Ciuiu, Daniel & Costinescu, Cristian, 2008, "The Monte Carlo method to find eigenvalues and eigenvectors," MPRA Paper, University Library of Munich, Germany, number 15362, Jan.
• Albulescu, Claudiu Tiberiu, 2008, "Central banks and asset prices: the role of the interest rate in volatility correction in the Romanian case," MPRA Paper, University Library of Munich, Germany, number 16582, Feb, revised 20 Jul 2009.
• Gachet, Ivan & Maldonado, Diego & Pérez, Wilson, 2008, "Determinantes de la Inflación en una Economía Dolarizada: El Caso Ecuatoriano
  [Determinants of Inflation in a Dollarized Economy: The Case of Ecuador]," MPRA Paper, University Library of Munich, Germany, number 17101, Feb.
• Idrovo Aguirre, Byron & Caro S., Juan Carlos, 2008, "Indicadores de Actividad para la Inversión en Infraestructura y Vivienda
  [Economic indicators of Investment in Infrastructure and House]," MPRA Paper, University Library of Munich, Germany, number 19368, Nov, revised 15 Jan 2009.
• Mapa, Dennis & Beronilla, Nikkin, 2008, "Range-Based Models in Estimating Value-at-Risk (VaR)," MPRA Paper, University Library of Munich, Germany, number 21223.
• Mapa, Dennis S & Bersales, Lisa Grace S, 2008, "Population Dynamics and Household Saving: Evidence from the Philippines," MPRA Paper, University Library of Munich, Germany, number 21245, Dec.
• Burnecki, Krzysztof & Pazdan-Siudeja, Liliana, 2008, "Equity-linked insurances and guaranteed annuity options," MPRA Paper, University Library of Munich, Germany, number 21658, Oct.
• Saraogi, Ravi, 2008, "Determinants of FII Inflows:India," MPRA Paper, University Library of Munich, Germany, number 22850, Feb.
• Grigorescu, Adriana, 2008, "System composite of the triplet’s of strategic overview – revised fundamentals," MPRA Paper, University Library of Munich, Germany, number 25097, Jun.
• Harding, Don & Negara, Siwage, 2008, "Estimating baseline real business cycle models of the Australian economy," MPRA Paper, University Library of Munich, Germany, number 33556, Feb.
• Guzman, Giselle C., 2008, "Using sentiment to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36505, Jun.
• Guzman, Giselle C., 2008, "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36653, Oct.
• Rumyantsev, Mikhail I., 2008, "Моделирование Деятельности Финансово-Кредитного Учреждения Средствами Системной Динамики
  [Modeling the activities of the financial-credit institution with means of system dynamics]," MPRA Paper, University Library of Munich, Germany, number 48583, Oct.
• Rumyantsev, Mikhail I., 2008, "Структурно-Морфологический Анализ Бизнес-Процессов Коммерческого Банка
  [Structural-morphological analysis of banking business processes]," MPRA Paper, University Library of Munich, Germany, number 48634, Nov.
• Travaglini, Guido, 2008, "Dynamic GMM Estimation With Structural Breaks. An Application to Global Warming and its Causes," MPRA Paper, University Library of Munich, Germany, number 7108, Feb.
• Damdinsuren, Batnyam & Doojav, Gan-Ochir & Łyziak, Tomasz, 2008, "Small Inflation Model of Mongolia (SIMOM)," MPRA Paper, University Library of Munich, Germany, number 72139, Apr, revised Apr 2008.
• Doojav, Gan-Ochir, 2008, "Capital flows and their implications for central bank policies in Mongolia," MPRA Paper, University Library of Munich, Germany, number 72142, Dec, revised Dec 2008.
• Olenev, Nicholas, 2008, "Параллельные Вычисления В Идентификации Динамических Моделей Экономики // Параллельные Вычислительные Технологии (Павт'2008): Труды Международной Научной Конференции (Санкт-Петербург, 28 Января – 1 Февраля 2008 Г.). – Челябинск: Изд. Юургу, 2008. – 5," MPRA Paper, University Library of Munich, Germany, number 7561, Jan.
• SELLAMI, Ahmed & CHIKHI, Mohamed, 2008, "تقدير دالة الادخار العائلي في الجزائر 1970-2005
  [Estimating the household saving function in Algeria 1970-2005]," MPRA Paper, University Library of Munich, Germany, number 76720, revised 2008.
• Visser, Marcel P., 2008, "Garch Parameter Estimation Using High-Frequency Data," MPRA Paper, University Library of Munich, Germany, number 9076, Jun.
• Kortelainen, Mika, 2008, "Estimation of semiparametric stochastic frontiers under shape constraints with application to pollution generating technologies," MPRA Paper, University Library of Munich, Germany, number 9257, Jun.

2007

• Kirdan Lees & Troy Matheson & Christie Smith, 2007, "Open Economy Dsge-Var Forecasting And Policy Analysis: Head To Head With The Rbnz Published Forecasts," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2007-05, Jan.
• Jan P.A.M. Jacobs & Kenneth F. Wallis, 2007, "Cointegration, Long-Run Structural Modelling And Weak Exogeneity: Two Models Of The Uk Economy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2007-12, Jun.
• Urzúa, Carlos M., 2007, "A Back-of-the-Envelope Rule to Identify Atheoretical VARs," EGAP Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-03, Feb.
• Rajagopal, 2007, "New Product Introduction and Seasonality Effect in Food Products Retailing," Marketing Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-01-MKT, Mar.
• Rajagopal, 2007, "Dynamics of Buyer-Supplier Co-dependency for Optimizing Functional Efficiency," Marketing Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-03-MKT, Mar.
• Rajagopal, 2007, "Trade Openness and Inflation in Latin American Countries," Marketing Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-05-MKT, Aug.
• Rajagopal, 2007, "Optimizing Franchisee Sales and Business Performance in Retail Food Sector," Marketing Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-06-MKT, Aug.
• Nazif Catik & Mehmet Guclu, 2007, "Empirical Growth Models Under The Spatial Effects: An Application to Turkey," Working Papers, Ege University, Department of Economics, number 0710, Dec.
• Hajivassiliou, Vassilis & Savignac, Frédérique, 2007, "Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4774, Jun.
• Rodríguez, Carlos A. & Toledo, Wilfredo, 2007, "Efectos de la tasa de los fondos federales de los Estados Unidos en una economía pequeña, abierta y dolarizada. El caso de Puerto Rico," El Trimestre Económico, Fondo de Cultura Económica, volume 74, issue 293, pages 223-246, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v74i.
• Lucía A. Ruiz-Galindo & Francisco Venegas-Martínez, 2007, "Un modelo macroeconométrico de simulación con microfundamentos para la economía mexicana," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 2, pages 165-217, July-Dece.
• William A. Barnett & Ikuyasu Usui, 2007, "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Functional Structure Inference", DOI: 10.1016/S1571-0386(07)18006-6.
• Paap, R. & Segers, R. & van Dijk, D.J.C., 2007, "Do leading indicators lead peaks more than troughs?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-08, Mar.
• Michal Grajek, 2007, "Estimating network effects and compatibility in mobile telecommunications," ESMT Research Working Papers, ESMT European School of Management and Technology, number ESMT-07-001, Sep.
• Sean HOLLY & Ivan PETRELLA, 2010, "Factor demand linkages, technology shocks and the business cycle," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces10.26, Oct.
• Richard H. Spady, 2007, "Semiparametric Methods for the Measurement of Latent Attitudes and the Estimation of Their Behavioural Consequences," Economics Working Papers, European University Institute, number ECO2007/29.
• Jean-Guillaume Sahuc & Frank Smets, 2007, "Differences in interest rate policy at the ECB and the Fed : an investigation with a medium-scale DSGE model," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 07-07.
• Sanvi Avouyi-Dovi & Françoise Drumetz & Jean-Guillaume Sahuc, 2007, "The money demand function for the Euro area: one step beyond," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 07-08.
• Petr Jakubík, 2007, "Execution, bankruptcy and their macroeconomic determinants / Exekuce, bankroty a jejich makroekonomické determinanty [available in Czech only]," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2007/29, Nov, revised Nov 2007.
• V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2007, "Are structural VARs with long-run restrictions useful in developing business cycle theory?," Staff Report, Federal Reserve Bank of Minneapolis, number 364.
• Giampiero Gallo & Margherita Velucchi, 2007, "On the Interaction between Ultra–high Frequency Measures of Volatility," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_01, May.
• Christian T. Brownlees & Giampiero Gallo, 2007, "Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_02, May.
• Margherita Velucchi, 2007, "Regime Switching: Italian Financial Markets over a Century," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_03, May.
• Christian T. Brownlees & Giampiero Gallo, 2007, "Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_04, May.
• Christian T. Brownlees & Giampiero M. Gallo, 2007, "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 wp2007_15, Nov.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2007, "A Model for Multivariate Non-negative Valued Processes in Financial Econometrics," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_16, Dec.
• Francisco Penaranda & Jon Danielsson, 2007, "On the Impact of Fundamentals, Liquidity and Coordination on Market Stability," FMG Discussion Papers, Financial Markets Group, number dp586, Jan.
• Vassilis Hajivassiliou & Frédérique Savignac, 2007, "Financing Constraints and a Firm’s Decision and Ability to Innovate: Establishing Direct and Reverse Effects," FMG Discussion Papers, Financial Markets Group, number dp594, Jun.
• Luca Flabbi, 2007, "Prejudice and Gender Differentials in the U.S. Labor Market in the Last Twenty Years," Working Papers, Georgetown University, Department of Economics, number gueconwpa~07-07-07, Jul.
• João Sousa Andrade, 2007, "Uma Aplicação da Lei de Okun em Portugal," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2007-04.
• Dominique Guegan, 2007, "Global and local stationary modelling in finance: theory and empirical evidence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00187875, Apr.
• Dominique Guegan, 2009, "Chaos in economics and finance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00187885, Jan.
• Dominique Guegan & Florian Ielpo, 2007, "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-00188247, Oct.
• Dominique Guegan & Jing Zhang, 2007, "Pricing bivariate option under GARCH-GH model with dynamic copula : application for Chinese market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00188248, Nov.