Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2007

• Ram Sharan Kharel & Christopher Martin & Costas Milas, 2007, "The Complex Response of Monetary Policy to the Exchange Rate," Working Paper series, Rimini Centre for Economic Analysis, number 37_07, Jul.
• Gabriele Fiorentini & Enrique Sentana, 2007, "On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models," Working Paper series, Rimini Centre for Economic Analysis, number 38_07, Jul.
• Mikhail Afanasiev, 2007, "A Stochastic Frontier Model of a Scientist’s Production Potential," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 6, issue 2, pages 36-59.
• Frederic Blanc-Brude & Hugh Goldsmith & Timo Valila, 2007, "Ex Ante Construction Costs In The European Road Sector: A Comparison Of Public-Private Partnerships And Traditional Public Procurement," Economic and Financial Reports, European Investment Bank, Economics Department, number 2006/1, Feb.
• José César Lenin Navarro & Jessica Santos, 2007, "Determinación econométrica del tipo de cambio en México," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 1, pages 9-27.
• José D. Liquitaya, 2007, "La demanda de saldos monetarios en México: pruebas de homogeneidad, estabilidad y sensibilidad a la tasa de interés," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 1, pages 53-74.
• Donal Bredin & Stilianos Fountas, 2007, "Is macroeconomic uncertainty bad for macroeconomic performance? Evidence from five Asian countries," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1178, Mar.
• Mark Neal, 2007, "Estimating complex production functions: The importance of starting values," Risk & Uncertainty Working Papers, Risk and Sustainable Management Group, University of Queensland, number WP1R07, Feb.
• Francesco Bartolucci & Valentina Nigro, 2007, "Maximum likelihood estimation of an extended latent markov model for clustered binary panel data," CEIS Research Paper, Tor Vergata University, CEIS, number 96, Feb.
• Tran Van Hoa, 2007, "ASEAN3+India Trade Relations," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 1, issue 4, pages 341-357, December, DOI: 10.1177/097380100700100401.
• Thomas Gautschi & Dominik Hangartner & Aline Bütikofer, 2007, "Traffic Accidents in Switzerland: How Hazardous are "High Risk" Groups? An Analysis Based on Police Protocols," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 143, issue IV, pages 397-424, December.
• Zhenlin Yang & Liangjun Su, 2007, "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Working Papers, Singapore Management University, School of Economics, number 05-2007, Aug.
• Arvid Raknerud & Terje Skjerpen & Anders Swensen, 2007, "A linear demand system within a seemingly unrelated time series equations framework," Empirical Economics, Springer, volume 32, issue 1, pages 105-124, April, DOI: 10.1007/s00181-006-0074-5.
• Stefan Reitz & Frank Westerhoff, 2007, "Commodity price cycles and heterogeneous speculators: a STAR–GARCH model," Empirical Economics, Springer, volume 33, issue 2, pages 231-244, September, DOI: 10.1007/s00181-006-0100-7.
• Guillem López-Casasnovas & Marc Saez, 2007, "A multilevel analysis on the determinants of regional health care expenditure: a note," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 8, issue 1, pages 59-65, March, DOI: 10.1007/s10198-006-0007-4.
• Murat Sertel & Arkadii Slinko, 2007, "Ranking committees, income streams or multisets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 30, issue 2, pages 265-287, February, DOI: 10.1007/s00199-005-0054-6.
• Murat Sertel & Arkadii Slinko, 2007, "Ranking Committees, Income Streams or Multisets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 30, issue 2, pages 289-289, February, DOI: 10.1007/s00199-005-0078-y.
• P. Swamy & George Tavlas, 2007, "The New Keynesian Phillips Curve and Inflation Expectations: Re-Specification and Interpretation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 31, issue 2, pages 293-306, May, DOI: 10.1007/s00199-006-0100-z.
• Dimitrios Tsomocos & Sudipto Bhattacharya & Charles Goodhart & Pojanart Sunirand, 2007, "Banks, relative performance, and sequential contagion," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 32, issue 2, pages 381-398, August, DOI: 10.1007/s00199-006-0190-7.
• Sudipto Bhattacharya & Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2007, "Banks, relative performance, and sequential contagion," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 33, issue 3, pages 601-601, December, DOI: 10.1007/s00199-007-0270-3.
• Apostolos Serletis, 2007, "The Welfare Cost of Inflation," Springer Books, Springer, chapter 0, "The Demand for Money", DOI: 10.1007/978-0-387-71727-2_6.
• Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007, "A Review of Nonfundamentalness and Identification in Structural VAR Models," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2007/22, Oct.
• Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2007, "The New Keynesian Phillips Curve revisited," Discussion Papers, Statistics Norway, Research Department, number 500, Mar.
• Roger Bjørnstad & Eilev S. Jansen, 2007, "The NOK/euro exhange rate after inflation targeting: The interest rate rules," Discussion Papers, Statistics Norway, Research Department, number 501, May.
• Pål Boug & Andreas Fagereng, 2007, "Exchange rate volatility and export performance: A cointegrated VAR approach," Discussion Papers, Statistics Norway, Research Department, number 522, Nov.
• Kurt Brannas & Ola Simonsen, 2007, "Discretized time and conditional duration modelling for stock transaction data," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 8, pages 647-658, DOI: 10.1080/09603100600690044.
• Bernd Meyer & Christian Lutz & Peter Schnur & Gerd Zika, 2007, "National Economic Policy Simulations with Global Interdependencies: A Sensitivity Analysis for Germany," Economic Systems Research, Taylor & Francis Journals, volume 19, issue 1, pages 37-55, DOI: 10.1080/09535310601164765.
• Sungbae An & Frank Schorfheide, 2007, "Bayesian Analysis of DSGE Models," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 2-4, pages 113-172, DOI: 10.1080/07474930701220071.
• Jana Eklund & Sune Karlsson, 2007, "Forecast Combination and Model Averaging Using Predictive Measures," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 2-4, pages 329-363, DOI: 10.1080/07474930701220550.
• Chris Elbers & Jan Willem Gunning & Lei Pan, 2007, "Insurance and Rural Welfare: What can Panel Data tell us?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-011/2, Jan.
• Siem Jan Koopman & Max I.P. Mallee & Michel van der Wel, 2007, "Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-095/4, Dec.
• C.S. Bos & S.J. Koopman & M. Ooms, 2007, "Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-099/4, Dec.
• Brouwer, E. & Poot, T. & van Montfort, K., 2007, "The Innovation Threshold," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2007-008.
• Victor Aguirregabiria & Pedro Mira & Hernan Roman, 2007, "An Estimable Dynamic Model of Entry, Exit and Growth in Oligopoly Retail Markets," Working Papers, University of Toronto, Department of Economics, number tecipa-275, Jan.
• John M Maheu & Thomas H McCurdy, 2007, "How useful are historical data for forecasting the long-run equity return distribution?," Working Papers, University of Toronto, Department of Economics, number tecipa-293, Jun.
• Victor Aguirregabiria, 2007, "Comment: Identification of a Simple Dynamic Discrete Game under Rationalizability," Working Papers, University of Toronto, Department of Economics, number tecipa-299, Sep.
• Christopher L. Gilbert & Francesca Modena, 2007, "Models for Non-Exclusive Multinomial Choice, with Application to Indonesian Rural Households," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0724.
• Sandra E. Black & Paul Devereux & Kjell G. Salvanes, 2007, "From the Cradle to the Labor Market? The Effect of Birth Weight on Adult Outcomes," Working Papers, Geary Institute, University College Dublin, number 200718, Jun.
• D. (Derek) Bond & Michael J. Harrison & Edward J. (Edward Joseph) O'Brien, 2007, "Modelling Ireland’s exchange rates : from EMS to EMU," Working Papers, School of Economics, University College Dublin, number 200718, Nov.
• Valadkhani, Abbas, 2007, "Macroeconometric Modelling In An Oil Exporting Country: The Case Of Iran," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp07-14.
• Francisco Peñaranda & Jón Daníelsson, 2007, "On the impact of fundamentals, liquidity and coordination on market stability," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1003, Jan, revised Mar 2010.
• Fulvio Corsi & Francesco Audrino, 2007, "Realized Correlation Tick-by-Tick," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-02, Jan.
• Francesco Audrino & Peter Bühlmann, 2007, "Splines for Financial Volatility," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-11, Apr.
• Francesco Audrino & Fabio Trojani, 2007, "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-25, Apr.
• Francesco Audrino & Dominik Colagelo, 2007, "Forecasting Implied Volatility Surfaces," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-42, Nov.
• Dagsvik John K & Locatelli Marilena & Steinar Strom, 2007, "Evaluation of tax reforms when workers have preferences over job attributes and face latent choice restrictions," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 200706, Jul.
• Monica Billio & Mila Getmansky & Loriana Pelizzon, 2007, "Dynamic Risk Exposure in Hedge Funds," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_17.
• Monica Billio & Massimiliano Caporin, 2007, "Market linkages, variance spillovers and correlation stability: empirical evidences of financial contagion," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_18.
• John K. Dagsvik & S. Strøm & Marilena Locatelli, 2007, "Evaluation of tax reforms when workers have preferences over job attributes and face latent choice restrictions," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp13_07, Jul.
• José M. R. Murteira & Óscar D. Lourenço, 2007, "Health Care Utilization and Self-Assessed Health Specification of Bivariate Models Using Copulas," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 07/27, Dec.
• Anna Conte & John D Hey & Peter G Moffatt, 2007, "Mixture Models of Choice Under Risk," Discussion Papers, Department of Economics, University of York, number 07/06, Apr.
• Peter N Smith & Steffen Sorensen & Mike Wickens, 2007, "The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04)," Discussion Papers, Department of Economics, University of York, number 07/11, May.
• Schmidt, Rafael & Schmieder, Christian, 2007, "Modelling dynamic portfolio risk using risk drivers of elliptical processes," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,07.
• Lux, Thomas, 2007, "Applications of statistical physics in finance and economics," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-05.
• Herwartz, Helmut, 2007, "A note on model selection in (time series) regression models - General-to-specific or specific-to-general?," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-09.
• Möbert, Jochen, 2007, "Crude oil price determinants," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 186.
• Brenner, Jan, 2007, "Parental Impact on Attitude Formation - A Siblings Study on Worries about Immigration," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 22.
• Kriwoluzky, Alexander & Stoltenberg, Christian, 2007, "Optimal policy under model uncertainty: A structural-bayesian estimation approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-040.
• Silberhorn, Nadja & Boztuğ, Yasemin & Hildebrandt, Lutz, 2007, "Estimation with the nested logit model: Specifications and software particularities," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-046.
• Dannewald, Till & Kreis, Henning & Silberhorn, Nadja, 2007, "Das hybride Wahlmodell und seine Anwendung im Marketing," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-062.
• 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.