Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2006

• Nicolai, R.P. & Dekker, R. & van Noortwijk, J.M., 2006, "A comparison of models for measurable deterioration: an application to coating on steel structures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-28, Aug.
• Waltman, L. & Kaymak, U., 2006, "A Theoretical Analysis of Cooperative Behavior in Multi-Agent Q-learning," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2006-006-LIS, Feb.
• van Eck, N.J.P. & Waltman, L., 2006, "VOS: A New Method for Visualizing Similarities between Objects," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2006-020-LIS, Apr.
• Galindo Lucas, Alfonso, 2006, "Nuevo paradigma monetarista," Entelequia. Revista Interdisciplinar, Entelequia y Servicios Académicos Intercontinentales SL, issue 1, pages 172-175, Spring.
• A. Decoster & K. De Swerdt, 2006, "Why and How to Construct a Genuine Belgian Price Index of House Sales," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 2, pages 309-330.
• Joaquim J.S. Ramalho & Jacinto Vidigal da Silva, 2006, "A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 9_2006.
• Girijasankar Mallik, 2006, "Has the Stock Market Integration Between the Asian and OECD Countries Improved After the Asian Crisis?," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 2, pages 55-69, December.
• Barry E. Jones & Travis D. Nesmith, 2006, "Linear cointegration of nonlinear time series with an application to interest rate dynamics," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-03.
• Tim Bollerslev & Hao Zhou, 2006, "Expected stock returns and variance risk premia," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-11.
• Patrick J. Kehoe, 2006, "How to advance theory with structural VARs: use the Sims-Cogley-Nason approach," Staff Report, Federal Reserve Bank of Minneapolis, number 379.
• Sungbae An & Frank Schorfheide, 2006, "Bayesian analysis of DSGE models," Working Papers, Federal Reserve Bank of Philadelphia, number 06-5.
• Carlos Santos & David Hendry, 2006, "Saturation in Autoregressive Models," Notas Económicas, Faculty of Economics, University of Coimbra, issue 24, pages 8-19, December.
• Stéphane VIROL (IERSO-IFReDE-GRES), 2006, "Three dimensions of regional integration process in Europe: an approach by spatial econometrics (In French)," Cahiers du GRES (2002-2009), Groupement de Recherches Economiques et Sociales, number 2006-16.
• Thanasis Stengos & Yiguo Sun, 2006, "The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach," Working Papers, University of Guelph, Department of Economics and Finance, number 0606.
• Dominique Guegan & Jing Zhang, 2006, "Change analysis of dynamic copula for measuring dependence in multivariate financial data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00189141, Jul.
• Peter Moffatt & Evens Salies, 2006, "Inaccurate approximation in the modelling of hyperinflations," Post-Print, HAL, number hal-03417182, Dec, DOI: 10.1007/s11135-005-5078-2.
• Cem Ertur & Julie Le Gallo & Catherine Baumont, 2006, "The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?," Post-Print, HAL, number halshs-00009638, Jan.
• Marc Baudry & Béatrice Dumont, 2006, "Patent renewals as options : improving the mechanism for weeding out lousy patents," Post-Print, HAL, number halshs-00009909.
• Marie-Estelle Binet & Fabrizio Carlevaro & Stéphanie Durand & Michel Paul, 2006, "La demande d'eau potable à La Réunion. Estimation à partir de données d'enquête," Post-Print, HAL, number halshs-00107349, Jun.
• Gilles Dufrénot & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle, 2006, "Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration," Post-Print, HAL, number halshs-00256876, DOI: 10.1080/00036840500390262.
• Peter Moffatt & Evens Salies, 2006, "Inaccurate approximation in the modelling of hyperinflations," Sciences Po Economics Publications (main), HAL, number hal-03417182, Dec, DOI: 10.1007/s11135-005-5078-2.
• José López & Evens Salies, 2006, "Does vertical integration have an effect on load factors ? – A test on coal-fired plants in England & Wales," Sciences Po Economics Publications (main), HAL, number hal-03592462, Feb.
• José López & Evens Salies, 2006, "Does vertical integration have an effect on load factors ? – A test on coal-fired plants in England & Wales," Working Papers, HAL, number hal-03592462, Feb.
• Andersson, Martin & Gråsjö, Urban, 2006, "On the specification of regression models with spatial dependence - an application of the accessibility concept," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 51, Mar.
• Hultblad, Brigitta & Karlsson, Sune, 2006, "Bayesian simultaneous determination of structural breaks and lag lengths," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 630, Jun.
• Strikholm, Birgit, 2006, "Determining the number of breaks in a piecewise linear regression model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 648, Dec.
• Gitlesen, Jens Petter & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2006, "An empirically based implementation and evaluation of a network model for commuting flows," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/4, Apr.
• Dagsvik, John K. & Locatelli, Marilena & Strøm, Steinar, 2006, "Simulating labor supply behavior when workers have preferences for job opportunities and face nonlinear budget constraints," Memorandum, Oslo University, Department of Economics, number 20/2006, Oct.
• Quoreshi, Shahiduzzaman, 2006, "LongMemory, Count Data, Time Series Modelling for Financial Application," Umeå Economic Studies, Umeå University, Department of Economics, number 673, Apr.
• Quoreshi, Shahiduzzaman, 2006, "A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data," Umeå Economic Studies, Umeå University, Department of Economics, number 674, Apr.
• Quoreshi, Shahiduzzaman, 2006, "Time Series Modelling Of High Frequency Stock Transaction Data," Umeå Economic Studies, Umeå University, Department of Economics, number 675, Apr.
• Simonsen, Ola, 2006, "Stock Data, Trade Durations, And Limit Order Book Information," Umeå Economic Studies, Umeå University, Department of Economics, number 689, Aug.
• Alexius, Annika & Welz, Peter, 2006, "Can a time-varying equilibrium real interest rate explain the excess sensitivity puzzle?," Working Paper Series, Uppsala University, Department of Economics, number 2006:20, Sep.
• Andersson, Henrik, 2006, "Willingness to Pay for Road Safety and Estimates of the Risk of Death: Evidence from a Swedish Contingent Valuation Study," Working Papers, Swedish National Road & Transport Research Institute (VTI), number 2006:5, Jul.
• Andersson, Henrik, 2006, "Willingness to Pay for Car Safety: Evidence from Sweden," Working Papers, Swedish National Road & Transport Research Institute (VTI), number 2006:7, Sep.
• Satoru Kanoh & Chakkrit Pumpaisanchai, 2006, "Listening to the Market: Estimating Credit Demand and Supply from Survey Data," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-137, Feb.
• Binder, Jan & Schwengler, Barbara, 2006, "Korrekturverfahren zur Berechnung der Einkommen über der Beitragsbemessungsgrenze," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200604.
• Meyer, Bernd & Lutz, Christian & Schnur, Peter & Zika, Gerd, 2006, "National economic policy simulations with global interdependencies : a sensitivity analysis for Germany," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200612.
• Chin Nam Low & Heather Anderson & Ralph Snyder, 2006, "Beveridge-Nelson Decomposition with Markov Switching," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2006n14, Jul.
• Rolf Aaberge & Ugo Colombino & Tom Wennemo, 2006, "Evaluating alternative representations of the choice sets in models of labour supply," ICER Working Papers, ICER - International Centre for Economic Research, number 2-2006, Jul.
• Dubois, Pierre & Nauges, Céline, 2006, "Identifying the Effect of Unobserved Quality and Experts' Reviews in the Pricing of Experience Goods: Empirical Application on Bordeaux Wine," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 395, Jan.
• Untoro, 2006, "Pengaruh “Kejutan” Dari Berita Makro Ekonomi Terhadap Pergerakan Nilai Tukar Rupiah," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 9, issue 1, pages 5-26, July, DOI: https://doi.org/10.21098/bemp.v9i1..
• Rajagopal, 2006, "Measuring customer value and market dynamics for new products of a firm: an analytical construct for gaining competitive advantage," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 8, issue 3/4, pages 187-205.
• Fabio Canova & Luca Sala, 2006, "Back to Square One: Identification Issues in DSGE Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 303.
• Massimiliano Marcellino & George Kapetanios, 2006, "Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 306.
• Cem KADILAR & Muammer ŞİMŞEK, 2006, "Döviz kurundaki değişkenliğin Türkiye’nin ithalatına uzun dönemli etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 240, pages 122-135.
• Q. Farooq Akram & Gunnar Bärdsen & Øyvind Eitrheim, 2006, "Monetary policy and asset prices: to respond or not?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 11, issue 3, pages 279-292, DOI: 10.1002/ijfe.298.
• Mr. Roland Straub & Gert Peersman, 2006, "Putting the New Keynesian Model to a Test," IMF Working Papers, International Monetary Fund, number 2006/135, May.
• Mr. Emil Stavrev, 2006, "Measures of Underlying Inflation in the Euro Area: Assessment and Role for Informing Monetary Policy," IMF Working Papers, International Monetary Fund, number 2006/197, Aug.
• Alex Karagrigoriu & Ilia Vonta, 2006, "On Distributional Changes of Financial Characteristics in Cyprus: What Does the Survey of Consumer Finances Say?," Financial Theory and Practice, Institute of Public Finance, volume 30, issue 4, pages 380-403.
• Hortènsia Fontanals & Elisabet Ruiz & Catalina Bolancé, 2006, "Term structure of interest rate. european financial integration," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200610, Dec, revised Dec 2006.
• Aaberge, Rolf & Colombino, Ugo & Wennemo, Tom, 2006, "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1986, Feb.
• Buhai, Ioan-Sebastian & Teulings, Coen, 2006, "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1997, Mar.
• Schlicht, Ekkehart & Ludsteck, Johannes, 2006, "Variance Estimation in a Random Coefficients Model," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2031, Mar.
• Cappellari, Lorenzo & Jenkins, Stephen P., 2006, "Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2112, May.
• Emese Lazar & Carol Alexander, 2006, "Normal mixture GARCH(1,1): applications to exchange rate modelling," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 3, pages 307-336, DOI: 10.1002/jae.849.
• David A. Peel & Ivan Paya, 2006, "Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 5, pages 655-668, DOI: 10.1002/jae.860.
• Steinar StrØm & John K. Dagsvik, 2006, "Sectoral labour supply, choice restrictions and functional form," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 6, pages 803-826, DOI: 10.1002/jae.866.
• Sandra Sookram & Friedrich G. Schneider & Patrick Kent Watson, 2006, "Characteristics of the household sector of the hidden economy in an emerging economy," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2006-05, May.
• Timo Teräsvirta & Marcelo C. Medeiros & Gianluigi Rech, 2006, "Building neural network models for time series: a statistical approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 25, issue 1, pages 49-75, DOI: 10.1002/for.974.
• Nicholas Apergis & Costantinos Katrakilidis & Nikolaos Tabakis, 2006, "Dynamic Linkages between FDI Inflows and Domestic Investment: A Panel Cointegration Approach," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 34, issue 4, pages 385-394, December, DOI: 10.1007/s11293-006-9026-x.
• David Kendrick & P. Mercado & Hans Amman, 2006, "Computational Economics: Help for the Underestimated Undergraduate," Computational Economics, Springer;Society for Computational Economics, volume 27, issue 2, pages 261-271, May, DOI: 10.1007/s10614-006-9027-5.
• Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Loeff, 2006, "A Classification of Dutch Manufacturing based on a Model of Innovation," De Economist, Springer, volume 154, issue 1, pages 85-105, March, DOI: 10.1007/s10645-006-0005-z.
• Jeffrey Englin & Thomas Holmes & Rebecca Niell, 2006, "Alternative Models of Recreational Off-Highway Vehicle Site Demand," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 35, issue 4, pages 327-338, December, DOI: 10.1007/s10640-006-9017-z.
• Michael Koetter, 2006, "Measurement Matters—Alternative Input Price Proxies for Bank Efficiency Analyses," Journal of Financial Services Research, Springer;Western Finance Association, volume 30, issue 2, pages 199-227, October, DOI: 10.1007/s10693-006-0018-4.
• Javier Alvarez & Pascal Mossay, 2006, "Estimation of a continuous spatio-temporal population model," Journal of Geographical Systems, Springer, volume 8, issue 3, pages 307-316, September, DOI: 10.1007/s10109-005-0014-5.
• Jørgen Lauridsen & Jesùs Mur, 2006, "Multicollinearity in cross-sectional regressions," Journal of Geographical Systems, Springer, volume 8, issue 4, pages 317-333, October, DOI: 10.1007/s10109-006-0031-z.
• E.-H. Yoo & P. Kyriakidis, 2006, "Area-to-point Kriging with inequality-type data," Journal of Geographical Systems, Springer, volume 8, issue 4, pages 357-390, October, DOI: 10.1007/s10109-006-0036-7.
• Antonio Alvarez & Christine Amsler & Luis Orea & Peter Schmidt, 2006, "Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics," Journal of Productivity Analysis, Springer, volume 25, issue 3, pages 201-212, June, DOI: 10.1007/s11123-006-7639-3.
• Marc Baudry & Béatrice Dumont, 2006, "Patent Renewals as Options: Improving the Mechanism for Weeding Out Lousy Patents," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 28, issue 1, pages 41-62, February, DOI: 10.1007/s11151-006-0001-0.
• Costas Milas & Ilias Lekkos & Theodore Panagiotidis, 2006, "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2006/05, Apr.
• Christopher Martin & Costas Milas, 2006, "The Impact of Uncertainty on Monetary Policy Rules in the UK," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2006/09, Jun.
• Ram Sharan Kharel & Christopher Martin & Costas Milas, 2006, "The Complex Response of Monetary Policy to the Exchange Rate," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2006/17, Sep.
• Gabriella Legrenzi, 2006, "The Permanent Effect of Domestic Income on the Growth of Governments," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2006/19, Sep.
• Martin Browning & Jesus Carro, 2006, "Heterogeneity and Microeconometrics Modelling," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2006-03, Jan.
• Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2006, "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Discussion Paper Series, Department of Economics, Loughborough University, number 2006_6, Mar, revised Mar 2006.
• Sailer, Katharina, 2006, "Searching the eBay Marketplace," Discussion Papers in Economics, University of Munich, Department of Economics, number 1234, Oct.
• Schlicht, Ekkehart, 2006, "VC - A Method For Estimating Time-Varying Coefficients in Linear Models," Discussion Papers in Economics, University of Munich, Department of Economics, number 61656, Mar.
• Schlicht, Ekkehart & Ludsteck, Johannes, 2006, "Variance Estimation in a Random Coefficients Model," Discussion Papers in Economics, University of Munich, Department of Economics, number 904, Mar.
• Roberto Benedetti & Rita Lima & Alessandro Pandimiglio, 2006, "Multiple Imputation Of Missing Data In Sustainable Development Modelling," Economia, Societa', e Istituzioni, Dipartimento di Economia e Finanza, LUISS Guido Carli, volume 0, issue 3.
• Nabil Annabi & John Cockburn & Bernard Decaluwé, 2006, "Functional Forms and Parametrization of CGE Models," Working Papers MPIA, PEP-MPIA, number 2006-04.
• Dominique Guégan & Jing Zhang, 2006, "Change analysis of dynamic copula for measuring dependence in multivariate financial data," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b06090, Jul, DOI: 10.1080/14697680902933041.
• Chin Nam Low & Heather Anderson & Ralph D. Snyder, 2006, "Beveridge-Nelson Decomposition with Markov Switching," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/06, Aug.
• George Athanasopoulos & Farshid Vahid, 2006, "A Complete VARMA Modelling Methodology Based on Scalar Components," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/06, Jan.
• George Athanasopoulos & Farshid Vahid, 2006, "VARMA versus VAR for Macroeconomic Forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/06, Jan.
• Emmanuel Dhyne & Catherine Fuss & Hashem Pesaran & Patrick Sevestre, 2006, "Lumpy price adjustments : a microeconometric analysis," Working Paper Research, National Bank of Belgium, number 100, Oct.
• Wayne E. Ferson & Andrew F. Siegel, 2006, "Testing Portfolio Efficiency with Conditioning Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 12098, Mar.
• Patrick J. Kehoe, 2006, "How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 12575, Oct.
• Clive Bowsher & Roland Meeks, 2006, "High Dimensional Yield Curves: Models and Forecasting," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W12, Oct.
• Philip Liu, 2006, "A Small New Keynesian Model of the New Zealand economy," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2006/03, May.
• Mark Crosby & Tim Kam & Kirdan Lees, 2006, "How costly is exchange rate stabilisation for an inflation targeter? The case of Australia," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2006/07, Jun.
• Kirdan Lees, 2006, "What do robust policies look like for open economy inflation targeters?," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2006/08, Sep.
• Timothy Kim & Kirdan Lees & Philip Liu, 2006, "Uncovering the Hit-list for Small Inflation Targeters: A Bayesian Structural Analysis," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2006/09, Nov.
• Troy Matheson, 2006, "Assessing the fit of small open economy DSGEs," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2006/11, Dec.
• Anella Munro & Rishab Sethi, 2006, "The Present Value Model and New Zealand’s Current Account," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2006/12, Dec.
• Kazuhiko Nishina & Nabil Maghrebi & Mark J. Holmes, 2006, "Are Volatility Expectations Characterized By Regime Shifts? Evidence From Implied Volatility Indices," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-20, Jul.
• Ken-ichi Mitsui & Yoshio Tabata, 2006, "Random Correlation Matrix and De-Noising," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-26, Sep.
• Dimitrios P Tsomocos & Sudipto Bhattacharya & Charles A.E. Goodhart & Pojanart Sunirand, 2006, "Banks, Relative Performance, and Sequential Contagion," Economics Series Working Papers, University of Oxford, Department of Economics, number 2006-FE-10, Aug.
• Clive Bowsher & Roland Meeks, 2006, "High Dimensional Yield Curves: Models and Forecasting," Economics Series Working Papers, University of Oxford, Department of Economics, number 2006-FE-11, Oct.
• John Muellbauer & Gavin Cameron & John Muellbauer, 2006, "Was There A British House Price Bubble? Evidence from a Regional Panel," Economics Series Working Papers, University of Oxford, Department of Economics, number 276, Aug.
• Woon Gyu Choi & Michael B. Devereux, 2006, "Asymmetric Effects of Government Spending: Does the Level of Real Interest Rates Matter?," IMF Staff Papers, Palgrave Macmillan, volume 53, issue si, pages 1-8.
• Annetta Maria Binotti & Enrico Ghiani, 2006, "La politica economica di breve periodo e lo sviluppo dei primi modelli macroeconometrici in Italia: dalla vicenda ciclica degli anni '60 alla prima crisi petrolifera," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2006/61, Jan.
• Gomez-Sorzano, Gustavo, 2006, "A structural model for corporate profit in the U.S. industry," MPRA Paper, University Library of Munich, Germany, number 1144, May, revised 11 Dec 2006.
• Feng, Dai, 2006, "Boating Against the Current: The Advance-Retreat Analysis for Socio-Economic Process," MPRA Paper, University Library of Munich, Germany, number 116, Oct.
• Mendoza Lugo, Omar & Pedauga, Luis Enrique, 2006, "Efecto transferencia (pass-through) del tipo de cambio en los precios de bienes y servicios en Venezuela
  [Exchange rate pass-through on prices of goods and services in Venezuela]," MPRA Paper, University Library of Munich, Germany, number 14874, Dec.
• Hirota, Keiko, 2006, "Passenger Car Ownership Estimation toward 2030 in Japan: BAU Scenario with Socio-economic Factors," MPRA Paper, University Library of Munich, Germany, number 15139, Mar, revised 17 Mar 2007.
• Amavilah, Voxi Heinrich, 2006, "Intensity of technology use and per capita real GDP across some African countries," MPRA Paper, University Library of Munich, Germany, number 1675, Nov.
• Chasco, Coro & López, Fernando, 2006, "Is spatial dependence an instantaneous effect? Some evidence in economic series of Spanish provinces," MPRA Paper, University Library of Munich, Germany, number 1777, Dec.
• Quaas, Georg, 2006, "Ganzheitliche Wirkungen von Dummyvariablen auf die Prognosegenauigkeit ökonometrischer Modelle – analysiert am Beispiel des RWI-Konjunkturmodells KM59
  [Holistic effects of dummy variables on the fo," MPRA Paper, University Library of Munich, Germany, number 19028, Nov, revised 05 Dec 2009.
• Vulpes, Giuseppe & Brasili, Andrea, 2006, "Banking integration and co-movements in EU banks’ fragility," MPRA Paper, University Library of Munich, Germany, number 1964, Jun.
• Breiding, Torsten, 2006, "Die Arbeitslosenversicherung in Deutschland – Beitrag zur Bekämpfung oder Ursache von Arbeitslosigkeit
  [The unemployment insurance in Germany - does it cause or does it help to overcome unemploymen," MPRA Paper, University Library of Munich, Germany, number 20999, Sep.
• Bilgili, Faik, 2006, "A Dynamic Approach to Demand for Energy in Turkey," MPRA Paper, University Library of Munich, Germany, number 24038, Jun.
• Moffatt, Peter G. & Salies, Evens, 2006, "Inaccurate approximation in the modelling of hyperinflations," MPRA Paper, University Library of Munich, Germany, number 33732, Dec.
• Dobrescu, Emilian, 2006, "Integration of macroeconomic behavioural relationships and the input-output block: Romanian modelling experience," MPRA Paper, University Library of Munich, Germany, number 35748, Apr.
• Dobrescu, Emilian, 2006, "Macromodel of the Romanian market economy (version 2005)," MPRA Paper, University Library of Munich, Germany, number 35749, Apr.
• Ferrara, Laurent, 2006, "A real-time recession indicator for the Euro area," MPRA Paper, University Library of Munich, Germany, number 4042, Jun.
• Barnett, William A. & Usui, Ikuyasu, 2006, "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," MPRA Paper, University Library of Munich, Germany, number 410, Oct.
• Barnett, William A. & Seck, Ousmane, 2006, "Rotterdam vs Almost Ideal Models: Will the Best Demand Specification Please Stand Up?," MPRA Paper, University Library of Munich, Germany, number 417, Feb.
• Izquierdo, Segismundo S. & Hernández, Cesáreo & del Hoyo, Juan, 2006, "Forecasting VARMA processes using VAR models and subspace-based state space models," MPRA Paper, University Library of Munich, Germany, number 4235, Oct.
• Valadkhani, Abbas, 2006, "Macroeconometric Modelling in an Oil-Exporting Country: The case of Iran," MPRA Paper, University Library of Munich, Germany, number 50389.
• Liew, Venus Khim-Sen & Lee, Hock-Ann & Lim, Kian-Ping & Lee, Huay-Huay, 2006, "Linearity and stationarity of South Asian real exchange rates," MPRA Paper, University Library of Munich, Germany, number 517, Feb.
• Gomez-Sorzano, Gustavo, 2006, "The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019," MPRA Paper, University Library of Munich, Germany, number 539, Oct.
• Ugurlu, Erginbay, 2006, "Real Exchange Rate And Economic Growth: Turkey," MPRA Paper, University Library of Munich, Germany, number 60343, Jun, revised 2009.
• Pötscher, Benedikt M., 2006, "The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation," MPRA Paper, University Library of Munich, Germany, number 73, Mar, revised Jul 2006.
• Olenev, Nicholas, 2006, "Параллельные Вычисления В Математическом Моделировании Региональной Экономики // Параллельные Вычислительные Технологии - 2007. Труды Первой Международной Научной Конференции. Челябинск: Изд-Во Южно-У," MPRA Paper, University Library of Munich, Germany, number 7821, Dec.
• Andrew Ching & Susumu Imai & Neelam Jain, 2006, "Bayesian Estimation Of Dynamic Discrete Choice Models," Working Paper, Economics Department, Queen's University, number 1118, Dec.
• Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Xinhua He & Rui Liu & Shiguo Liu & Nedelyn Magtibay-Ramos, 2006, "A Macroeconometric Model of the Chinese Economy," Working Papers, Queen Mary University of London, School of Economics and Finance, number 553, Mar.
• George Kapetanios & Massimiliano Marcellino, 2006, "Factor-GMM Estimation with Large Sets of Possibly Weak Instruments," Working Papers, Queen Mary University of London, School of Economics and Finance, number 577, Oct.
• Chris Brooks & Apostolos Katsaris, 2006, "Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-07, Jul.
• Dubois, P. & Nauges, C., 2006, "Identifying the effect of unobserved quality and experts' reviews in the pricing of experience goods : empirical application on Bordeaux wine," Economics Working Paper Archive (Toulouse), French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse), number 200607.
• Dennis Epple & Brett Gordon & Holger Sieg, 2006, "A Semi-Nonparametric Approach to Estimating ProductionFunctions When Output Prices are Unobserved," 2006 Meeting Papers, Society for Economic Dynamics, number 105.
• Ronni Pavan, 2006, "Career Choice and Wage Growth," 2006 Meeting Papers, Society for Economic Dynamics, number 504.
• Sylvain Champonnois, 2006, "Comparing Financial Systems: A structural Analysis," 2006 Meeting Papers, Society for Economic Dynamics, number 520.
• Vladimir Archipov & Marina Archipova, 2006, "Modeling Company Activities by Econometric Methods," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 1, issue 1, pages 63-68.
• Mete Feridun, 2006, "East Asian Financial Crisis of 1997 Revisited: Is it Possible to Devise an Early Warning System?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 59, issue 2, pages 161-173.
• Jorge Rodríguez-Vález, 2006, "Productivity and returns to infrastructure using maximum entropy estimation," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 8, pages 123-139.
• Albu, Lucian Liviu, 2006, "Trends in the Interest Rate - Investment - GDP Growth Relationship," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 3, issue 3, pages 5-13, September.
• G. Peersman & R. Straub, 2006, "Putting the New Keynesian Model to a Test," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 06/375, Mar.
• Valentina Corradi & Norman Swanson & Geetesh Bhardwaj, 2006, "A Simulation Based Specification Test for Diffusion Processes," Departmental Working Papers, Rutgers University, Department of Economics, number 200614, Sep.
• Norman Swanson & Valentina Corradi, 2006, "Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes," Departmental Working Papers, Rutgers University, Department of Economics, number 200618, Sep.
• Norman Swanson & Nii Ayi Armah, 2006, "Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output," Departmental Working Papers, Rutgers University, Department of Economics, number 200619, Sep.
• Valentina Corradi & Norman Swanson, 2006, "Predictive Density Evaluation. Revised," Departmental Working Papers, Rutgers University, Department of Economics, number 200621, Oct.
• Cem Ertur & Julie Le Gallo & Catherine Baumont, 2006, "The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?," International Regional Science Review, , volume 29, issue 1, pages 3-34, January, DOI: 10.1177/0160017605279453.
• Kurt Brännäs & Jonas Nordström, 2006, "Tourist Accommodation Effects of Festivals," Tourism Economics, , volume 12, issue 2, pages 291-302, June, DOI: 10.5367/000000006777637458.
• Sudipto Bhattacharya & Charles A. E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2006, "Banks, Relative Performance, and Sequential Contagion," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe10.
• Clive G. Bowsher & Roland Meeks, 2006, "High Dimensional Yield Curves: Models and Forecasting," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe11.
• Peter Zadrozny & Baoline Chen, 2006, "Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models," Computing in Economics and Finance 2006, Society for Computational Economics, number 139, Jul.
• Esben Hoeg & Per Frederiksen, 2006, "The Fractional OU Process: Term Structure Theory and Application," Computing in Economics and Finance 2006, Society for Computational Economics, number 194, Jul.
• Fabio Canova & Luca Sala, 2006, "Back to square one: identification issues in DSGE models," Computing in Economics and Finance 2006, Society for Computational Economics, number 196, Jul.
• Pedro Bação & Fernando Alexandre & Vasco J. Gabriel, 2006, "On the stability of the wealth effect," Computing in Economics and Finance 2006, Society for Computational Economics, number 281, Jul.
• Florian Heiss, 2006, "Nonlinear State-Space Models for Microeconometric Panel Data," Computing in Economics and Finance 2006, Society for Computational Economics, number 285, Jul.
• Mohamad Khaled, 2006, "Multivariate Generalizations of the Markov-Switching Model," Computing in Economics and Finance 2006, Society for Computational Economics, number 297, Jul.
• Valentyn Panchenko, 2006, "Evaluating the Predictive Abilities of Semiparametric Multivariate Models," Computing in Economics and Finance 2006, Society for Computational Economics, number 382, Jul.
• Lukas Ladislav, 2006, "Dynamic equilibrium conditions used for building a family of FX rate simulation models," Computing in Economics and Finance 2006, Society for Computational Economics, number 419, Jul.
• Dietmar Maringer & Mark Meyer, 2006, "Smooth Transition Autoregressive (STAR) Models," Computing in Economics and Finance 2006, Society for Computational Economics, number 456, Jul.
• Andrea Cipollini & George Kapetanios, 2006, "Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis," Computing in Economics and Finance 2006, Society for Computational Economics, number 477, Jul.
• Sourour Baccar, 2006, "Equilibrium Specification and Structure of Technology: a Factor Substitution Analysis in French Industrial Demand of Energy," Computing in Economics and Finance 2006, Society for Computational Economics, number 486, Jul.
• Marie Suzanne Badji & Dorothée Boccanfuso, 2006, "Niveau De Vie Du Menage Et Sante Nutritionnelle Des Enfants Agés De 0 À 59 Mois Au Senegal : Une Analyse Comparee Avant/Apres La Devaluation Du Franc Cfa," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 06-14.
• Alex Siméon & Dorothée Boccanfuso, 2006, "Dynamique de la pauvreté en Haïti et ses déterminants," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 06-15.
• Marie Suzanne Badji & Dorothée Boccanfuso, 2006, "La tendance d’évolution de la pauvreté féminine et de ses déterminants : Le cas des ménages conduits par des femmes au Sénégal," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 06-18.
• Olaf Hübler & Joachim Frohn, 2006, "Developments and new dimensions in econometrics," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 1, pages 1-7, March, DOI: 10.1007/s10182-006-0217-1.
• Jörg Breitung & Sandra Eickmeier, 2006, "Dynamic factor models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 1, pages 27-42, March, DOI: 10.1007/s10182-006-0219-z.
• Pu Chen & Joachim Frohn, 2006, "On the specification and estimation of large scale simultaneous structural macroeconometric models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 1, pages 9-25, March, DOI: 10.1007/s10182-006-0218-0.
• Wolfgang Härdle & Zdeněk Hlávka & Gerhard Stahl, 2006, "On the appropriateness of inappropriate VaR models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 2, pages 273-297, June, DOI: 10.1007/s10182-006-0234-0.
• Ingo Klein & Matthias Fischer, 2006, "Power kurtosis transformations: Definition, properties and ordering," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 3, pages 395-401, September, DOI: 10.1007/s10182-006-0241-1.
• Jørgen Lauridsen, 2006, "Spatial autoregressively distributed lag models: equivalent forms, estimation, and an illustrative commuting model," The Annals of Regional Science, Springer;Western Regional Science Association, volume 40, issue 2, pages 297-311, June, DOI: 10.1007/s00168-005-0044-4.
• Heino Nielsen & Christopher Bowdler, 2006, "Inflation adjustment in the open economy: an I(2) analysis of UK prices," Empirical Economics, Springer, volume 31, issue 3, pages 569-586, September, DOI: 10.1007/s00181-005-0030-9.
• Germán Coloma, 2006, "Econometric estimation of PCAIDS models," Empirical Economics, Springer, volume 31, issue 3, pages 587-599, September, DOI: 10.1007/s00181-005-0033-6.
• Toshinobu Matsuda, 2006, "Linear approximations to the quadratic almost ideal demand system," Empirical Economics, Springer, volume 31, issue 3, pages 663-675, September, DOI: 10.1007/s00181-005-0044-3.
• Pål Boug & Ådne Cappelen & Anders Swensen, 2006, "Expectations and regime robustness in price formation: evidence from vector autoregressive models and recursive methods," Empirical Economics, Springer, volume 31, issue 4, pages 821-845, November, DOI: 10.1007/s00181-006-0056-7.
• Raoul Pietersz & Marcel Regenmortel, 2006, "Generic market models," Finance and Stochastics, Springer, volume 10, issue 4, pages 507-528, December, DOI: 10.1007/s00780-006-0023-3.
• Peter Moffatt & Evens Salies, 2006, "Inaccurate Approximation in the Modelling of Hyperinflations," Quality & Quantity: International Journal of Methodology, Springer, volume 40, issue 6, pages 1055-1060, December, DOI: 10.1007/s11135-005-5078-2.
• Sönke Albers & Lutz Hildebrandt, 2006, "Methodische Probleme bei der Erfolgsfaktorenforschung — Messfehler, formative versus reflektive Indikatoren und die Wahl des Strukturgleichungs-Modells," Schmalenbach Journal of Business Research, Springer, volume 58, issue 1, pages 2-33, February, DOI: 10.1007/BF03371642.
• Mustapha Baghli & Christophe Cahn & Jean-Pierre Villetelle, 2006, "Estimating Potential Output with a Production Function for France, Germany and Italy," Springer Books, Springer, "Convergence or Divergence in Europe?", DOI: 10.1007/3-540-32611-1_9.
• Olaf Hübler & Joachim Frohn, 2006, "Developments and New Dimensions in Econometrics," Springer Books, Springer, chapter 1, in: Olaf Hübler & Jachim Frohn, "Modern Econometric Analysis", DOI: 10.1007/3-540-32693-6_1.
• Jörg Breitung & Sandra Eickmeier, 2006, "Dynamic Factor Models," Springer Books, Springer, chapter 3, in: Olaf Hübler & Jachim Frohn, "Modern Econometric Analysis", DOI: 10.1007/3-540-32693-6_3.
• Rolf Aaberge & Ugo Colombino & Tom Wennemo, 2006, "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," Discussion Papers, Statistics Norway, Research Department, number 449, Mar.
• Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2006, "The New Keynesian Phillips Curve for a Small Open Economy," Discussion Papers, Statistics Norway, Research Department, number 460, May.
• John K. Dagsvik & Zhiyang Jia, 2006, "Labor Supply as a Choice among Latent Job Opportunities. A Practical Empirical Approach," Discussion Papers, Statistics Norway, Research Department, number 481, Oct.
• John K. Dagsvik & Marilena Locatelli & Steinar Strøm, 2006, "Simulating labor supply behavior when workers have preferences for job opportunities and face nonlinear budget constraints," Discussion Papers, Statistics Norway, Research Department, number 488, Oct.
• Stan du Plessis, 2006, "The miracle of the Septuagint and the promise of data mining in economics," Working Papers, Stellenbosch University, Department of Economics, number 15/2006.
• Gilles Dufrenot & Laurent Mathieu & Valerie Mignon & Anne Peguin-Feissolle, 2006, "Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration," Applied Economics, Taylor & Francis Journals, volume 38, issue 2, pages 203-229, DOI: 10.1080/00036840500390262.
• Boriss Siliverstovs, 2006, "Multicointegration in US consumption data," Applied Economics, Taylor & Francis Journals, volume 38, issue 7, pages 819-833, DOI: 10.1080/00036840500398760.