Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2009

• Stephen G. Hall & George Hondroyiannis & P. A. V. B. Swamy & G. S. Tavlas, 2009, "The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?," Southern Economic Journal, John Wiley & Sons, volume 76, issue 2, pages 467-481, October, DOI: 10.4284/sej.2009.76.2.467.
• Joanna Beza-Bojanowska, 2009, "Behavioral and Permanent Zloty/Euro Equilibrium," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 31, Feb.
• Monika Oleksiak, 2009, "Satisfaction Drivers in Retail Banking: Comparison of Partial Least Squares and Covariance Based Methods," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 34, Mar.
• Alvaro Escribano & J. Luis Guasch & Manuel De Orte & Jorge Pena, 2009, "Investment Climate Assessment In Indonesia, Malaysia, The Philippines And Thailand: Results From Pooling Firm-Level Data," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 54, issue 03, pages 335-366, DOI: 10.1142/S0217590809003379.
• Christoph Hauser & Michael Pfaffermayr & Gottfried Tappeiner & Janette Walde, 2009, "Social Capital Formation And Intra Familial Correlation: A Social Panel Perspective," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 54, issue 03, pages 473-488, DOI: 10.1142/S0217590809003434.
• Mohd Tahir Ismail & Zaidi Bin Isa, 2009, "Modeling The Interactions Of Stock Price And Exchange Rate In Malaysia," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 54, issue 04, pages 605-619, DOI: 10.1142/S0217590809003471.
• K. Batu Tunay, 2009, "Uzay-Zaman Ardışık Bağlanım Hareketli Ortalama (UZABHO) Modelleri ve Tahmin Süreci: Türkiye’de Bölgesel Banka Mevduatları Üzerine Bir Uygulama," Working Papers, Yildiz Technical University, Department of Economics, number 0027, Dec, revised Dec 2009.
• K. Batu Tunay, 2009, "Türkiye’de Enflasyon ve Nispi Fiyat Değişkenliği İlişkisi: VABHO Modelleriyle Bir Uzun Dönem Analizi," Working Papers, Yildiz Technical University, Department of Economics, number 0028, Dec, revised Dec 2009.
• Deb P & Trivedi PK & Zimmer DM, 2009, "Dynamic Cost-offsets of Prescription Drug Expenditures: Panel Data Analysis Using a Copula-based Hurdle Model," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 09/15, Jul.
• Quinn C, 2009, "Measuring income-related inequalities in health using a parametric dependence function," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 09/24, Jul.
• Juselius, Mikael & Kim, Moshe & Ringbom, Staffan, 2009, "Do markup dynamics reflect fundamentals or changes in conduct?," Bank of Finland Research Discussion Papers, Bank of Finland, number 12/2009.
• Möbert, Jochen, 2009, "Unterschiedliche Markteinschätzungen von Spekulanten als Determinante des Rohölpreises," Research Notes, Deutsche Bank Research, number 32.
• Möbert, Jochen, 2009, "Do speculators drive crude oil prices? Dispersion in beliefs as a price determinant," Research Notes, Deutsche Bank Research, number 32e.
• Schlüter, Stephan, 2009, "A two-factor model for electricity prices with dynamic volatility," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 04/2009.
• Belke, Ansgar & Goecke, Matthias & Guenther, Martin, 2009, "When Does It Hurt? The Exchange Rate ""Pain Threshold"" for German Exports," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 148.
• Vance, Colin & Mehlin, Markus, 2009, "Tax Policy and CO₂ Emissions – An Econometric Analysis of the German Automobile Market," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 89.
• Chen, Ying & Härdle, Wolfgang Karl & Pigorsch, Uta, 2009, "Localized realized volatility modelling," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-003.
• Grajek, Michał & Röller, Lars-Hendrik, 2009, "Regulation and investment in network industries: Evidence from European telecoms," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-039.
• Gürtler, Marc & Kreiss, Jens-Peter & Rauh, Ronald, 2009, "A non-stationary approach for financial returns with nonparametric heteroscedasticity," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF31V2.
• Rudolph, Stephan, 2009, "The gravity equation with micro-founded trade costs," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 11/09.
• Tangian, Andranik, 2009, "Towards computer-aided collective bargaining: Enhancing the trade unions position under flexicurity," WSI Working Papers, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation, number 165.
• Tangian, Andranik, 2009, "Six families of flexicurity indicators developed at the Hans Boeckler Foundation," WSI Working Papers, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation, number 168.
• Belke, Ansgar & Göcke, Matthias & Guenther, Martin, 2009, "When does it hurt? The exchange rate "pain threshold" for German exports," Discussion Papers, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU), number 45.
• Klarl, Torben, 2009, "Knowledge diffusion and knowledge transfer: two sides of the medal," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-080.
• Michael Cohen, 2009, "A Structured Covariance Probit Demand Model," Food Marketing Policy Center Research Reports, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy, number 123, Oct.

2008

• 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.
• Carlos Robalo Marques, 2008, "Wage and Price Dynamics in Portugal," Working Papers, Banco de Portugal, Economics and Research Department, number w200815.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008, "A Shrinkage Instrumental Variable Estimator for Large Datasets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 626, Mar.
• George Kapetanios & Massimiliano Marcellino, 2008, "Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments," Working Papers, Queen Mary University of London, School of Economics and Finance, number 627, Mar.
• Mardi Dungey & George Milunovich & Susan Thorp, 2008, "Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH," NCER Working Paper Series, National Centre for Econometric Research, number 22, Feb.
• Richard Finlay & Mark Chambers, 2008, "A Term Structure Decomposition of the Australian Yield Curve," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2008-09, Dec.
• Franz Fuerst, 2008, "Office Rent Determinants: a Hedonic Panel Analysis," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2008-12.
• Cristiana Tudor, 2008, "Modelarea volatilitatii seriilor de timp prin modele GARCH simetrice," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 11, issue 30, pages 183-208, (4).
• Modest Fluvià & Ricard Rigall-i-Torrent & Anna Garriga, 2008, "Déficit en la provisión local de servicios públicos y tipología municipal," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 16, issue 3, pages 111-132, Winter.
• Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2008, "THRET: Threshold Regression with Endogenous Threshold Variables," Working Paper series, Rimini Centre for Economic Analysis, number 05_08, Jan.
• Christopher Martin & Costas Milas, 2008, "The Sub-Prime Crisis and UK Monetary Policy," Working Paper series, Rimini Centre for Economic Analysis, number 31_08, Jan.
• Mikhail Kravtsov & Mikalai Burdyka & Burdyka Haspadarets & Natallia Shynkevich & Andrei Kartun, 2008, "An Econometric Macroeconomic Model for Analysis and Forecasting of Key Indicators of the Belarusian Economy," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 10, issue 2, pages 21-43.
• Georg Erber & Reinhard Madlener, 2008, "Impact of ICT and Human Skills on the European Financial Intermediation Sector," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 5/2008, Sep.
• Ian Herbert & Yoshikatsu Shinozawa & Mark Tippett, 2008, "Profitability, balance sheet data, real options and the valuation of equity," Journal of Financial Transformation, Capco Institute, volume 22, pages 195-201.
• Stefananescu, Stefan, 2008, "Measuring the Socio-Economic Bipolarization Phenomenon," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 1, pages 149-161, March.
• Ciuiu, Daniel, 2008, "Pattern Classification Using Secondary Components Perceptron and Economic Applications," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 2, pages 51-66, June.
• Ruxanda, Gheorghe & Botezatu, Andreea, 2008, "Spurious Regression And Cointegration. Numerical Example: Romania’S M2 Money Demand," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 3, pages 51-62, September.
• Scutaru, Cornelia & Saman, Corina & Stanica, Cristian, 2008, "Predictability And Complexity In Macroeconomics. The Case Of Gross Fixed Capital Formation In The Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 4, pages 196-205, December.
• Stefania Gabriele & Corrado Pollastri & Michele Raitano, 2008, "Assessing the Increase of Italian Families Perceived Vulnerability," Rivista di Politica Economica, SIPI Spa, volume 98, issue 5, pages 293-324, September.
• Frank M. Spinath, 2008, "Improvements and Future Challenges in the Field of Genetically Sensitive Sample Designs," RatSWD Working Papers, German Data Forum (RatSWD), number 45.
• Sean Holly & Ivan Petrella, 2008, "Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0809, Jun.
• Urzúa, Carlos M., 2008, "A Back-of-the-Envelope Rule to Identify Atheoretical VARs," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 28, issue 2, November.
• Clive Bowsher & Roland Meeks, 2008, "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe24.
• Robert Aebi & Klaus Neusser & Peter Steiner, 2008, "Improving Models of Income Dynamics using Cross-Section-Information," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 144, issue 2, pages 117-151, June.
• Paulos Teckle & Matt Sutton, 2008, "How Do the Determinants of Demand for GP Visits Respond to Higher Supply? An Analysis of Grouped Counts," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 144, issue 3, pages 495-513, September.
• Mark Cullen & Liran Einav & Amy Finkelstein, undated, "Estimating Welfare in Insurance Markets Using Variation in Prices," Discussion Papers, Stanford Institute for Economic Policy Research, number 08-006.
• Jian Hu, 2008, "Dependence Structures in Chinese and U.S. Financial Markets: A Time-varying Conditional Copula Approach," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0808, Sep, revised Nov 2008.
• Yoram Shiftan, 2008, "The use of activity-based modeling to analyze the effect of land-use policies on travel behavior," The Annals of Regional Science, Springer;Western Regional Science Association, volume 42, issue 1, pages 79-97, March, DOI: 10.1007/s00168-007-0139-1.
• Jörgen Hellström & Jonas Nordström, 2008, "A count data model with endogenous household specific censoring: the number of nights to stay," Empirical Economics, Springer, volume 35, issue 1, pages 179-192, August, DOI: 10.1007/s00181-007-0155-0.
• Yiguo Sun & Thanasis Stengos, 2008, "The absolute health income hypothesis revisited: a semiparametric quantile regression approach," Empirical Economics, Springer, volume 35, issue 2, pages 395-412, September, DOI: 10.1007/s00181-007-0164-z.
• Solveig Erlandsen & Ragnar Nymoen, 2008, "Consumption and population age structure," Journal of Population Economics, Springer;European Society for Population Economics, volume 21, issue 3, pages 505-520, July, DOI: 10.1007/s00148-006-0088-5.
• Bernhard Babel & Eckart Bomsdorf & Rafael Schmidt, 2008, "Forecasting German mortality using panel data procedures," Journal of Population Economics, Springer;European Society for Population Economics, volume 21, issue 3, pages 541-555, July, DOI: 10.1007/s00148-006-0097-4.
• Marco Bee & Giuseppe Espa, 2008, "A Monte Carlo EM algorithm for the estimation of a logistic auto-logistic model with missing data," Letters in Spatial and Resource Sciences, Springer, volume 1, issue 1, pages 45-54, July, DOI: 10.1007/s12076-008-0005-5.
• Stephanie E. Lang & Klaus Röder, 2008, "Die Kosten des Indextrackings — Eine Fallstudie über den Exchange Traded Fund DAX®EX," Schmalenbach Journal of Business Research, Springer, volume 60, issue 3, pages 298-321, May, DOI: 10.1007/BF03372796.
• John K. Dagsvik & Zhiyang Jia, 2008, "An Alternative Approach to Labor Supply Modeling. Emphasizing Job-type as Choice Variable," Discussion Papers, Statistics Norway, Research Department, number 550, Jul.
• Roger Hammersland, 2008, "Classical identification: A viable road for data to inform structural modeling," Discussion Papers, Statistics Norway, Research Department, number 562, Oct.
• Roger Hammersland & Dag Henning Jacobsen, 2008, "The Financial Accelerator: Evidence using a procedure of Structural Model Design," Discussion Papers, Statistics Norway, Research Department, number 569, Dec.
• Ali Choudhary & Adnan Haider, 2008, "Neural Network Models for Inflation Forecasting: An Appraisal," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0808, Nov.
• Young-Bae Kim, 2008, "Is There A Trade-off Between Regional Growth and National Income? Theory and Evidence from the EU," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1008, Nov.
• M. Kirbach & C. Schmiedeberg, 2008, "Innovation And Export Performance: Adjustment And Remaining Differences In East And West German Manufacturing," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 17, issue 5, pages 435-457, DOI: 10.1080/10438590701357189.
• Fulvio Corsi & Stefan Mittnik & Christian Pigorsch & Uta Pigorsch, 2008, "The Volatility of Realized Volatility," Econometric Reviews, Taylor & Francis Journals, volume 27, issue 1-3, pages 46-78, DOI: 10.1080/07474930701853616.
• Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2008, "Semiparametric diffusion estimation and application to a stock market index," Quantitative Finance, Taylor & Francis Journals, volume 8, issue 1, pages 81-92, DOI: 10.1080/14697680601026998.
• 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, number 2008-22.
• Lux, Thomas, 2008, "Applications of statistical physics in finance and economics," Kiel Working Papers, Kiel Institute for the World Economy, 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., undated, "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.
• Don Bredin & John Cotter, 2008, "Volatility And Irish Exports," Economic Inquiry, Western Economic Association International, volume 46, issue 4, pages 540-560, October, DOI: 10.1111/j.1465-7295.2007.00101.x.
• 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.