Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2008

• 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, Jul.
• 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, Dec.
• 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.