Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2007

• Temme, Dirk & Paulssen, Marcel & Dannewald, Till, 2007, "Integrating latent variables in discrete choice models: How higher-order values and attitudes determine consumer choice," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-065.
• Tangian, Andranik S., 2007, "Is flexible work precarious? A study based on the 4th European survey of working conditions 2005," WSI Working Papers, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation, number 153.
• Seifert, Hartmut & Tangian, Andranik, 2007, "Flexicurity: Reconciling Social Security with Flexibility - Empirical Findings for Europe," WSI Working Papers, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation, number 154.
• Tangian, Andranik, 2007, "Is work in Europe decent? A study based on the 4th European survey of working conditions 2005," WSI Working Papers, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation, number 157.
• Tim Bollerslev & Michael Gibson & Hao Zhou, 2007, "Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-16, Aug.
• Michael Sørensen & Julie Lyng Forman, 2007, "The Pearson diffusions: A class of statistically tractable diffusion processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-28, Sep.
• Søren Johansen & David F. Hendry & Carlos Santos, 2007, "Selecting a Regression Saturated by Indicators," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-36, Nov.
• Charles S. Bos & Siem Jan Koopman & Marius Ooms, 2007, "Long memory modelling of inflation with stochastic variance and structural breaks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-44, Dec.
• Victor Aguirregabiria & Pedro Mira & Hernan Roman, 2007, "An Estimate Dynamic Model of Entry, Exit, and Growth in Oligopoly Retail Markets," American Economic Review, American Economic Association, volume 97, issue 2, pages 449-454, May.
• Riadh Harizi, 2007, "Transport, croissance et démographie. Une analyse cliométrique," Working Papers, Association Française de Cliométrie (AFC), number 07-09.
• Neal, Mark, 2007, "Estimating complex production functions: the importance of starting values," 2007 Conference (51st), February 13-16, 2007, Queenstown, New Zealand, Australian Agricultural and Resource Economics Society, number 10435, DOI: 10.22004/ag.econ.10435.
• Dubois, Pierre & Nauges, Celine, 2007, "Identifying the Effect of Unobserved Quality and Expert Reviews in the Pricing of Experience Goods: Empirical Application on Bordeaux Wine," Working Papers, American Association of Wine Economists, number 37320, Nov, DOI: 10.22004/ag.econ.37320.
• Femenia, Fabienne & Gohin, Alexandre, 2007, "Estimating censored and non homothetic demand systems: the generalized maximum entropy approach," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 331575.
• Kasahara, Hiroyuki & Shimotsu, Katsumi, 2007, "Nonparametric Identification and Estimation of Multivariate Mixtures," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273629, Dec, DOI: 10.22004/ag.econ.273629.
• Staus, Alexander, 2007, "An Ordinal Regression Model using Dealer Satisfaction Data," Working Papers, Universitaet Hohenheim, Institute of Agricultural Policy and Agricultural Markets, number 98632, May, DOI: 10.22004/ag.econ.98632.
• Andersen, Matthew A. & Alston, Julian M. & Pardey, Philip G., 2007, "Capital Use Intensity and Productivity Biases," Staff Papers, University of Minnesota, Department of Applied Economics, number 7314, DOI: 10.22004/ag.econ.7314.
• Neal, Mark, , "Estimating complex production functions: The importance of starting values," Risk and Sustainable Management Group Working Papers, University of Queensland, School of Economics, number 151178, DOI: 10.22004/ag.econ.151178.
• Ingrid Nappi-Choulet & Tristan-Pierre Maury, 2007, "A Spatial and Temporal Autoregressive Local Estimation for the Paris Housing Market," ERES, European Real Estate Society (ERES), number eres2007_404, Jan.
• David Bolder & Tiago Rubin, 2007, "Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis," Staff Working Papers, Bank of Canada, number 07-13, DOI: 10.34989/swp-2007-13.
• Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2007, "New Eurocoin: Tracking Economic Growth in Real Time," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 631, Jun.
• Gianluca Moretti, 2007, "Detecting long memory co-movements in macroeconomic time series," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 642, Sep.
• Leonardo Gambacorta & Carlotta Rossi, 2007, "Modelling bank lending in the euro area: A non-linear approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 650, Nov.
• Ysusi Carla, 2007, "Multipower Variation Under Market Microstructure Effects," Working Papers, Banco de México, number 2007-13, Oct.
• Hernán Rincón & Édgar Caicedo & Norberto Rodríguez, 2007, "Exchange rate pass-through effects: a disaggregate analysis of Colombian imports of manufactured goods," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 25, issue 54, pages 90-121, June, DOI: 10.32468/Espe.5403.
• Koopman, Siem Jan & Ooms, Marius & Carnero, M. Angeles, 2007, "Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices," Journal of the American Statistical Association, American Statistical Association, volume 102, pages 16-27, March.
• Lanne, Markku & Saikkonen, Pentti, 2007, "A Multivariate Generalized Orthogonal Factor GARCH Model," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 61-75, January.
• Jérôme Coffinet & Julien Matheron & Poilly , C., 2007, "Une valuation structurelle du ratio de sacrifice dans la zone euro," Working papers, Banque de France, number 163.
• Eric Jondeau & Jean-Guillaume Sahuc, 2007, "Testing heterogeneity within the euro area," Working papers, Banque de France, number 181.
• Smets, F. & Jean-Guillaume Sahuc, 2007, "Differences in Interest Rate Policy at the ECB and the Fed: An Investigation with a Medium-Scale DSGE Model," Working papers, Banque de France, number 182.
• Dhyne, E. & Fuss, C. & Pesaran, H. & Patrick Sevestre, 2007, "Lumpy Price Adjustments: A Microeconometric Analysis," Working papers, Banque de France, number 185.
• Adanero-Donderis , M. & Olivier Darn & Laurent Ferrara, 2007, "Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise," Working papers, Banque de France, number 187.
• Cette, C. & Coletti, D., 2007, "Perspectives en matière de croissance de la productivité et du PIB potentiel," Bulletin de la Banque de France, Banque de France, issue 158, pages 25-32.
• Olivier de Bandt & VIGNA, O., 2007, "L’impact macroéconomique des réformes structurelles," Bulletin de la Banque de France, Banque de France, issue 164, pages 47-66.
• Cette, G. & Coletti, D., 2007, "Perspectives on productivity and potential output growth:a summary of the joint Banque de France/Bank of Canada workshop, April 2006," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 07, pages 23-33, Spring.
• Hakan Kara & Hande Küçük‐Tuğer & Ümit Özlale & Burç Tuğer & Eray M. Yücel, 2007, "Exchange Rate Regimes And Pass‐Through: Evidence From The Turkish Economy," Contemporary Economic Policy, Western Economic Association International, volume 25, issue 2, pages 206-225, April, DOI: 10.1111/j.1465-7287.2007.00037.x.
• Ariel Pakes & Michael Ostrovsky & Steven Berry, 2007, "Simple estimators for the parameters of discrete dynamic games (with entry/exit examples)," RAND Journal of Economics, RAND Corporation, volume 38, issue 2, pages 373-399, June.
• Arthur Lewbel, 2007, "Shape Invariant Demand Functions," Boston College Working Papers in Economics, Boston College Department of Economics, number 669, Jun, revised 26 Nov 2008.
• Karim Chalak & Halbert White, 2007, "An Extended Class of Instrumental Variables for the Estimation of Causal Effects," Boston College Working Papers in Economics, Boston College Department of Economics, number 692, Nov, revised 30 Nov 2009.
• George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2007, "The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?," Working Papers, Bank of Greece, number 57, Feb.
• Ki-Ho Kim, 2007, "Estimation of Korean Monthly GDP with Mixed-Frequency Data using the Unobserved Component Error Correction Model (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 13, issue 3, pages 70-110, September.
• Vannoni, Stefan, 2007, "The influence of Free-Trade on the environmental effects of transportation. Scale-, Technique- and Composition-Effects," Working papers, Faculty of Business and Economics - University of Basel, number 2007/10.
• Dhyne, E. & Fuss, C. & Pesaran, H. & Sevestre, P., 2007, "Lumpy Price Adjustments, A Microeconometric Analysis," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0719, Apr.
• Pesaran, B. & Pesaran, M.H., 2007, "Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0734, Jun.
• Chudik , A. & Pesaran, M.H., 2007, "Infinite Dimensional VARs and Factor Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0757, Nov.
• Carlos Santos & Maria Alberta Oliveira, 2007, "Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 10, Jun.
• David Hendry & Carlos Santos, 2007, "AUTOMATIC TESTS for SUPER EXOGENEITY," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 11, Jun.
• Yongfu Chen & Hsiaoping Chien & Jun Furuya & Osamu Koyama, 2007, "The Impact of Renminbi Appreciation on the World Rice Market," Working Papers, China Agricultural University, College of Economics and Management, number 0703, Sep.
• Luca Flabbi, 2007, "Prejudice and Gender Differentials in the U.S. Labor Market in the Last Twenty Years," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 57.
• Selim, Sheikh, 2007, "Labour Productivity and Rice Production in Bangladesh: A Stochastic Frontier Approach," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/10, Apr, revised Feb 2010.
• Selim, Sheikh & Parvin, Naima, 2007, "Policy Reforms and Incentives in Rice Production in Bangladesh," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/11, Apr.
• Abbas, Qaisar & Foreman-Peck, James, 2007, "Human Capital and Economic Growth: Pakistan, 1960-2003," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/22, Jul, revised Dec 2007.
• Komunjer, Ivana & Echenique, Federico, 2007, "A Test For Monotone Comparative Statics," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt76d4p2kb, Oct.
• Steffen Henzel & Oliver Hülsewig & Eric Mayer & Timo Wollmershäuser, 2007, "The Price Puzzle Revisited: Can the Cost Channel Explain a Rise in Inflation after a Monetary Policy Shock?," CESifo Working Paper Series, CESifo, number 2039.
• Alexander Chudik & M. Hashem Pesaran, 2007, "Infinite Dimensional VARs and Factor Models," CESifo Working Paper Series, CESifo, number 2176.
• António Bento Ratão Caleiro & Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho, 2007, "Consumer confidence in Portugal – What Does it Really Matter?," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2007_03.
• Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2009, "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-183, Oct.
• Eric Jondeau & Jean-Guillaume SAHUC, 2007, "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-36, Nov.
• Echenique, Federico & Komunjer, Ivana, 2007, "A test for monotone comparative statics," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 1278, Sep.
• Gabriele Fiorentini & Enrique Sentana, 2007, "On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models," Working Papers, CEMFI, number wp2007_0713.
• Marjan Petreski, 2007, "Export-Led Growth Hypothesis: Empirical Evidence From Macedonia," Journal Articles, Center For Economic Analyses, pages 33-43, June.
• Maribel Castillo Caicedo, 2007, "Desajuste educativo por regiones en Colombia: ¿competencia por salarios o por puestos de trabajo?," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• R. Todd Jewell & M�ximo Rossi & Patricia Triunfo, 2007, "El estado de salud del adulto mayor en América Latina," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Hern�n Rinc�n, 2007, "Financial Globalization, Economic Growth, and Macroeconomic Volatility," Borradores de Economia, Banco de la Republica, number 2721, Jan.
• Hernán Rincón & �dgar Caicedo & Norberto Rodr�guez, 2007, "Exchange rate pass-through effects: A disaggregate analysis of Colombian imports of manufactured goods," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 25, issue 54, pages 90-121, DOI: 10.32468/Espe.5403.
• Maribel Castillo Caicedo, 2007, "Desajuste educativo por regiones en Colombia: ¿competencia por salarios ó por puestos de trabajo?," Documentos de Trabajo, Universidad del Valle, CIDSE, number 4096, Aug.
• Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2007, "A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6043, Jan.
• Van den Berg, Gerard, 2007, "An Economic Analysis of Exclusion Restrictions for Instrumental Variable Estimation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6157, Mar.
• Van den Berg, Gerard & van der Klaauw, Bas, 2007, "If Winning Isn't Everything, Why Do They Keep Score? A Structural Empirical Analysis of Dutch Flower Auctions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6323, Jun.
• Jean-Pierre Florens & Denis Fougère & Julien Pouget & Michel Mouchart, 2007, "Duration Models and Point Processes," Working Papers, Center for Research in Economics and Statistics, number 2007-37.
• Seung C. Ahn & Young H. Lee & Peter Schmidt, 2007, "Panel Data Models with Multiple Time-Varying Individual Effects," Working Papers, University of Crete, Department of Economics, number 0702, Sep.
• Nikolaos Giannellis & Athanasios Papadopoulos, 2007, "Estimating the Equilibrium Effective Exchange Rate for Potential EMU members," Working Papers, University of Crete, Department of Economics, number 0719, Mar.
• Chris Elbersa & Jan Willem Gunning & Lei Pan, 2007, "Insurance and Rural Welfare: What Can Panel Data Tell Us?," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2007-13.
• Figuerola-Ferretti, Isabel & Gonzalo, Jesús, 2007, "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 wb074510, May.
• García-Hiernaux, Alfredo & Casals, José & Jerez, Miguel, 2007, "Estimating the system order by subspace methods," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws070301, Jan.
• Guillaume, HORNY, 2007, "Heterogeneite non observee dans les modeles de duree," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2007046, Dec.
• Olmo, J., 2007, "An asset pricing model for mean-variance-downside-risk averse investors," Working Papers, Department of Economics, City St George's, University of London, number 07/01.
• Gonzalo, J. & Olmo, J., 2007, "The impact of heavy tails and comovements in downside-risk diversification," Working Papers, Department of Economics, City St George's, University of London, number 07/02.
• Olmo, J. & Pilbeam, K., 2007, "A resolution of the forward discount puzzle," Working Papers, Department of Economics, City St George's, University of London, number 07/10.
• Escanciano, J. C. & Olmo, J., 2007, "Estimation risk effects on backtesting for parametric value-at-risk models," Working Papers, Department of Economics, City St George's, University of London, number 07/11.
• Serletis, Apostolos & Shahmoradi, Asghar, 2007, "A Note On Imposing Local Curvature In Generalized Leontief Models," Macroeconomic Dynamics, Cambridge University Press, volume 11, issue 2, pages 290-294, April.
• Möbert, Jochen, 2007, "Crude Oil Price Determinants," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 35713, Aug.
• Möbert, Jochen, 2007, "Crude Oil Price Determinants," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77383, Aug.
• Frank M. Fossen, 2007, "Risky Earnings, Taxation and Entrepreneurial Choice: A Microeconometric Model for Germany," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 29.
• Ronny Freier & Viktor Steiner, 2007, "'Marginal Employment' and the Demand for Heterogenous Labour: Empirical Evidence from a Multi-factor Labour Demand Model for Germany," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 662.
• Frank M. Fossen, 2007, "Risky Earnings, Taxation and Entrepreneurial Choice: A Microeconometric Model for Germany," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 705.
• Georg Erber & Reinhard Madlener, 2007, "Nested Stochastic Possibility Frontiers with Heterogeneous Capital Inputs," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 720.
• Konstantin A. Kholodilin & Jan-Oliver Menz & Boriss Siliverstovs, 2007, "What Drives Housing Prices Down?: Evidence from an International Panel," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 758.
• Adriana Conconi & Guillermo Cruces & Sergio Olivieri & Raúl Sánchez, 2007, "E pur si muove? Movilidad, Pobreza y Desigualdad en América Latina," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0062, Dec.
• AKA, Bédia F, 2007, "Relative Effects Of Public And Private Investment On Cote D’Ivoire’S Economic Performance," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 1.
• Guisan, M.C. & Aguayo, Eva, 2007, "Wages, Productivity And Human Capital In The European Union: Econometric Models And Comparison With The Usa 1985-2005," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 1.
• SANTOS, Carlos & OLIVEIRA, Maria Alberta, 2007, "Modelling The German Yield Curve And Testing The Lucas Critique, 1975-2001," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 1.
• AKA, Bedia F., 2007, "The Saving-Investment Relationships: A Markov Switching Causality Analysis Of Cote D´Ivoire And Ghana," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 2, pages 155-162.
• HUSSAIN, Majeed, 2007, "Estimating Long-Run Elasticities Of Jordanian Import Demand Function: 1980-2004 An Application Of Dynamic Ols," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 2, pages 171-178.
• Guisan, M.C., 2007, "Causalidad y desarrollo económico: Análisis econométrico de los países de la OCDE, 1965-2005," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 95.
• Guisan, M.C., 2007, "Modelos econométricos dinámicos y desarrollo económico: Análisis del salario real, la productividad y el empleo en los países de la OCDE, 1965-2005," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 96.
• Guisan, Maria-Carmen & Aguayo, Eva, 2007, "Desarrollo Economico De America Latina En 2000-2005: Industria, Comercio Exterior E Inversion," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 7, issue 1, pages 5-24.
• Rajagopal, 2007, "Trade Openness And Economic Growth In Latin American Countries," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 7, issue 1, pages 75-102.
• NEIRA, Isabel, 2007, "Capital Humano Y Desarrollo Económico Mundial: Modelos Econométricos Y Perspectivas," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 7, issue 2, pages 53-80.
• Guisan, M.C. & Aguayo, E., 2007, "Production By Sector In The European Union: Analysis Of France, Germany, Italy, Spain, Poland And The United Kingdom, 2000-2005," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 7, issue 1, pages 33-46.
• GOMEZ-SORZANO, Gustavo Alejandro, 2007, "A Structural Model For Net Rental Income In The U.S. Leasing Industry," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 7, issue 1, pages 67-80.
• Guisan, M.C. & Aguayo, E., 2007, "Health Expenditure, Poverty and Economic Development in Latin America 2000-2005," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 4, issue 2, pages 5-24.
• Liangjun Su & Zhenlin Yang, 2007, "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Development Economics Working Papers, East Asian Bureau of Economic Research, number 22476, Jan.
• Chevillon, Guillaume, 2007, "Inference in the Presence of Stochastic and Deterministic Trends," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 07021, Aug.
• Christiano, Lawrence & Motto, Roberto & Rostagno, Massimo, 2007, "Shocks, structures or monetary policies? The euro area and US after 2001," Working Paper Series, European Central Bank, number 774, Jul.
• Musso, Alberto & Proietti, Tommaso, 2007, "Growth accounting for the euro area: a structural approach," Working Paper Series, European Central Bank, number 804, Aug.
• Bussière, Matthieu, 2007, "Exchange rate pass-through to trade prices: the role of non-linearities and asymmetries," Working Paper Series, European Central Bank, number 822, Oct.
• Bond, Derek & Harrison, Michael J. & O’Brien, Edward, 2007, "Modelling Ireland’s exchange rates: from EMS to EMU," Working Paper Series, European Central Bank, number 823, Oct.
• Cahn, Christophe & Saint Guilhem, Arthur, 2007, "Potential output growth in several industrialised countries: a comparison," Working Paper Series, European Central Bank, number 828, Nov.
• Jan R. Magnus & Andrey L. Vasnev, 2007, "Local sensitivity and diagnostic tests," Econometrics Journal, Royal Economic Society, volume 10, issue 1, pages 166-192, March.
• Rasmus Kattai, 2007, "Constants do not stay constant because variables are varying," Bank of Estonia Working Papers, Bank of Estonia, number 2007-01, Jan, revised 02 Jan 2007.
• Bartolucci, Francesco & Nigro, Valentina, 2007, "Maximum likelihood estimation of an extended latent Markov model for clustered binary panel data," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3470-3483, April.
• Qin, Duo & Cagas, Marie Anne & Ducanes, Geoffrey & He, Xinhua & Liu, Rui & Liu, Shiguo & Magtibay-Ramos, Nedelyn & Quising, Pilipinas, 2007, "A macroeconometric model of the Chinese economy," Economic Modelling, Elsevier, volume 24, issue 5, pages 814-822, September.
• Bowsher, Clive G., 2007, "Modelling security market events in continuous time: Intensity based, multivariate point process models," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 876-912, December.
• de Andrade, Fabio Wendling Muniz & Thomas, Lyn, 2007, "Structural models in consumer credit," European Journal of Operational Research, Elsevier, volume 183, issue 3, pages 1569-1581, December.
• Ang, Andrew & Chen, Joseph, 2007, "CAPM over the long run: 1926-2001," Journal of Empirical Finance, Elsevier, volume 14, issue 1, pages 1-40, January.
• Nicolai, Robin P. & Dekker, Rommert & van Noortwijk, Jan M., 2007, "A comparison of models for measurable deterioration: An application to coatings on steel structures," Reliability Engineering and System Safety, Elsevier, volume 92, issue 12, pages 1635-1650, DOI: 10.1016/j.ress.2006.09.021.

2006

• Peter Sandholt Jensen & Allan H. Würtz, 2006, "On determining the importance of a regressor with small and undersized samples," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2006-08, Jul.
• Stanislav Anatolyev, 2006, "Dynamic modeling under linear-exponential loss," Working Papers, New Economic School (NES), number w0092, Dec.
• Marcin Pracz & Rod Tyers, 2006, "Strategic Interaction amongst Australia’s East Coast Ports," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2006-471, Aug.
• Timothy Kam & Kirdan Lees & Philip Liu, 2006, "Uncovering The Hit-List For Small Inflation Targeters: A Bayesian Structural Analysis," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2006-473, Sep.
• Karuaihe, Raphael N. & Wang, H. Holly & Young, Douglas L., 2006, "Weather-Based Crop Insurance Contracts for African Countries," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia, International Association of Agricultural Economists, number 25378, DOI: 10.22004/ag.econ.25378.
• Truesdell, Marie K. & Bergstrom, John C. & Dorfman, Jeffrey H., 2006, "Regulatory Takings and the Diminution of Value: An Empirical Analysis of Takings and Givings," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 38, issue 3, pages 1-11, December, DOI: 10.22004/ag.econ.43791.
• Imai, Susumu & Jain, Neelam & Ching, Andrew, 2006, "Bayesian Estimation of Dynamic Discrete Choice Models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273594, Dec, DOI: 10.22004/ag.econ.273594.
• Clements, Michael P. & Galvao, Ana Beatriz, , "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation," Economic Research Papers, University of Warwick - Department of Economics, number 269743, DOI: 10.22004/ag.econ.269743.
• Gavin Cameron & John Muellbauer & Anthony Murphy, 2006, "Was There A British House Price Bubble? Evidence From A Regional Panel," ERES, European Real Estate Society (ERES), number eres2006_150, Jan.
• Elisabet Ruiz Dotras & Hortensia Fontanals Albiol & Catalina Bolance Losilla, 2006, "Term Structure of Interest Rates. European Financial Integration," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 163.
• Jean-Marie Dufour & David Tessier, 2006, "Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices," Staff Working Papers, Bank of Canada, number 06-39, DOI: 10.34989/swp-2006-39.
• Ricardo Gimeno & Juan M. Nave, 2006, "Genetic algorithm estimation of interest rate term structure," Working Papers, Banco de España, number 0634, Dec.
• Ysusi Carla, 2006, "Detecting Jumps in High-Frequency Financial Series Using Multipower Variation," Working Papers, Banco de México, number 2006-10, Sep.
• Ysusi Carla, 2006, "Estimating Integrated Volatility Using Absolute High-Frequency Returns," Working Papers, Banco de México, number 2006-13, Dec.
• Humberto Mora & Hernán Rincón, 2006, "Capital Account Controls, Bank’s Efficiency, Growth and Macroeconomic Volatility in the FLAR’s Member Countries?," Borradores de Economia, Banco de la Republica de Colombia, number 364, Jan, DOI: 10.32468/be.364.
• Jorge E. Restrepo & Hernán Rincón, 2006, "Identifying Fiscal Policy Shocks In Chile And Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 397, Jun, DOI: 10.32468/be.397.
• Eric Jondeau & Jean-Guillaume Sahuc, 2006, "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity," Working papers, Banque de France, number 141.
• Mustapha Baghli & Christophe Cahn & Jean-Pierre Villetelle, 2006, "Estimating Potential Output with a Production Function for France, Germany and Italy," Working papers, Banque de France, number 146.
• Élisabeth Fonteny, 2006, "La désaisonnalisation des séries d agrégats mon taires et de Crédit à la Banque de France : aspects Théoriques et mise en oeuvre," Working papers, Banque de France, number 147.
• Bardos, M. & Stili, D., 2006, "La contagion du risque via les impayés sur effets de commerce," Bulletin de la Banque de France, Banque de France, issue 148, pages 51-65.
• Cahn, C. & Saint-Guilhem, A., 2006, "Croissance potentielle : d’où viennent les écarts entre quelques grandes économies développées ?," Bulletin de la Banque de France, Banque de France, issue 155, pages 19-29.
• Bardos, M. & Stili, D., 2006, "Risk contagion through defaults on trade bills," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 06, pages 49-71, Winter.
• Eric Jondeau & Michael Rockinger, 2006, "Optimal Portfolio Allocation under Higher Moments," European Financial Management, European Financial Management Association, volume 12, issue 1, pages 29-55, January, DOI: 10.1111/j.1354-7798.2006.00309.x.
• Esmeralda A. Ramalho & Joaquim J. S. Ramalho, 2006, "Two‐Step Empirical Likelihood Estimation Under Stratified Sampling When Aggregate Information Is Available," Manchester School, University of Manchester, volume 74, issue 5, pages 577-592, September, DOI: 10.1111/j.1467-9957.2006.00510.x.
• Q. Farooq Akram & Øyvind Eitrheim, 2006, "Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output?," Working Paper, Norges Bank, number 2006/07, Aug.
• Q. Farooq Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist, 2006, "Pursuing financial stability under an inflation-targeting regime," Working Paper, Norges Bank, number 2006/08, Sep.
• Arthur Lewbel & Krishna Pendakur, 2006, "Tricks With Hicks: The EASI Demand System," Boston College Working Papers in Economics, Boston College Department of Economics, number 651, Sep, revised 26 Nov 2008.
• George S. Tavlas & P.A.V.B. Swamy, 2006, "The New Keynesian Phillips Curve and Inflation Expectations: Re-Specification and Interpretation," Working Papers, Bank of Greece, number 34, Mar.
• Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli, 2006, "Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 0.
• Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli, 2006, "Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 0.
• Marcelo C. Carvalho & Marco Aurélio S. Freire & Marcelo Cunha Medeiros & Leonardo R. Souza, 2006, "Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach," Brazilian Review of Finance, Brazilian Society of Finance, volume 4, issue 1, pages 55-77.
• W. Robert Reed, 2006, "The Determinants of U. S. State Economic Growth: A Less Extreme Bounds Analysis," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 06/05, Feb.
• Kevin Hoover & Selva Demiralp & Stephen J. Perez, 2006, "A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression," Working Papers, University of California, Davis, Department of Economics, number 233, Mar.
• Arghyrou, Michael G & Chortareas, Georgios, 2006, "Current Account Imbalances and Real Exchange Rates in the Euro Area," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/23, Sep.
• Arghyrou, Michael G, 2006, "Monetary policy before and after the euro: Evidence from Greece," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/26, Nov.
• Rafael Perez Ribas & Ana Flávia Machado & André Braz Golgher, 2006, "Fluctuations and persistence in poverty: a transient-chronic decomposition model for pseudo-panel data," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number td290, May.
• Germán Coloma, 2006, "Estimation of demand systems based on elasticities of substitution," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 322, Jun.
• Johannes Sauer & Klaus Frohberg & Henrich Hockmann, 2006, "Stochastic efficiency measurement: The curse of theoretical consistency," Journal of Applied Economics, Universidad del CEMA, volume 9, pages 139-166, May.
• Lourens Broersma & Frank A. G. den Butter & Udo Kock, 2006, "A cointegration model for search equilibrium wage formation," Journal of Applied Economics, Universidad del CEMA, volume 9, pages 235-254, November.
• Carlo V. Fiorio, 2006, "Understanding Inequality Trends:Microsimulation Decomposition for Italy," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 78, Feb.
• Stanislav Anatolyev, 2006, "Dynamic modeling under linear-exponential loss," Working Papers, Center for Economic and Financial Research (CEFIR), number w0092, Dec.
• Jorge E. Restrepo & Hernán Rincón, 2006, "Identifying Fiscal Policy Shocks in Chile and Colombia," Working Papers Central Bank of Chile, Central Bank of Chile, number 370, Aug.
• Eric Jondeau & Michael Rockinger, 2006, "The Economic Value of Distributional Timing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-35, Nov.
• Marc S. Paoletta & Luca Taschini, 2006, "An Econometric Analysis of Emission Trading Allowances," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-26, Nov.
• Eric Jondeau & Michael Rockinger, 2006, "The Impact of News on Higher Moments," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-28, Nov.
• Toshinobu Matsuda, 2006, "A trigonometric flexible consumer demand system," Canadian Journal of Economics, Canadian Economics Association, volume 39, issue 1, pages 145-162, February, DOI: 10.1111/j.0008-4085.2006.00342.x.
• Martin Fukac & Adrian Pagan, 2006, "Issues in Adopting DSGE Models for Use in the Policy Process," Working Papers, Czech National Bank, Research and Statistics Department, number 2006/6, Nov.
• E. Strazzera, 2006, "Application of the ML Hausman approach to the demand of water for residential use: heterogeneity vs two-error specification," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200604.
• M. Pulina & B. Biagi, 2006, "Tourism, environmental quality and economic growth: empirical evidence and policy implications," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200609.
• Jorge E. Restrepo & Hern�n Rinc�n, 2006, "Identifying Fiscal Policy Shocks In Chile And Colombia," Borradores de Economia, Banco de la Republica, number 2800, Jul.
• Andr�s Gonz�lez & Luis Fernando Melo & Carlos Esteban Posada, 2006, "Inflaci�n y dinero en Colombia: otro modelo P-estrella," Borradores de Economia, Banco de la Republica, number 2851, Nov.
• Bert Smid, 2006, "Athena; a multi-sector model of the Dutch economy," CPB Document, CPB Netherlands Bureau for Economic Policy Analysis, number 105, Jan.
• Hendry, David & Hubrich, Kirstin, 2006, "Forecasting Economic Aggregates by Disaggregates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5485, Jan.
• Teulings, Coen & Buhai, Ioan Sebastian, 2006, "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5577, Mar.
• Minford, Patrick & Peel, David, 2006, "On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5611, Apr.
• Muellbauer, John & Murphy, Anthony & Cameron, Gavin, 2006, "Was There a British House Price Bubble? Evidence from a Regional Panel," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5619, Apr.
• Marcellino, Massimiliano & Kapetanios, George, 2006, "A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5620, Apr.
• Marcellino, Massimiliano & Kapetanios, George, 2006, "Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5621, Apr.
• Lippi, Marco & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni, 2006, "New EuroCOIN: Tracking Economic Growth in Real Time," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5633, Apr.
• Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2006, "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5724, Jun.
• Clougherty, Joseph A. & Grajek, Michal, 2006, "The Impact of ISO 9000 Diffusion on Trade and FDI: A New Institutional Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6026, Dec.
• Nikolaos Giannellis & Athanasios Papadopoulos, 2006, "Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-Based Approach," Working Papers, University of Crete, Department of Economics, number 0717, Oct.
• George Xanthos & Dikaios Tserkezos, 2006, "Temporal Aggregation Effects on the Construction of Portfolios of Stocks or Mutual Funds Through Optimisation Techniques: Some Empirical and Monte Carlo Results," Working Papers, University of Crete, Department of Economics, number 0812, Nov.
• Olmo, J., 2006, "A new family of estimators for the extremal index," Working Papers, Department of Economics, City St George's, University of London, number 06/01.
• Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2006, "Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles," ASTIN Bulletin, Cambridge University Press, volume 36, issue 1, pages 25-77, May.
• Truesdell, Marie K. & Bergstrom, John C. & Dorfman, Jeffrey H., 2006, "Regulatory Takings and the Diminution of Value: An Empirical Analysis of Takings and Givings," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 38, issue 3, pages 585-595, December.