Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2007

• 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.

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.
• 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, Centre for Economic Policy Research, number 5485, Jan.
• Teulings, Coen & Buhai, Ioan Sebastian, 2006, "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 5577, Mar.
• Minford, Patrick & Peel, David, 2006, "On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 5619, Apr.
• Marcellino, Massimiliano & Kapetanios, George, 2006, "A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions," CEPR Discussion Papers, Centre for Economic Policy Research, number 5620, Apr.
• Marcellino, Massimiliano & Kapetanios, George, 2006, "Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 5633, Apr.
• Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2006, "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, 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.
• Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2006, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1545, Jan.
• Silke Anger & Michael Kvasnicka, 2006, "Biases in Estimates of the Smoking Wage Penalty," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 654.
• GUISAN, Carmen & Neira, Isabel, 2006, "Direct and Indirect Effects of Human Capital on World Development, 1960-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 1, pages 17-34.
• GÓMEZ-SORZANO Gustavo A, 2006, "A Structural Model For The Demand For Lease Renewals In The U.S. Leasing Industry," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 1.
• Lau, E. & Baharumshah, A. Z., 2006, "Twin Deficits Hypothesis in SEACEN Countries: A Panel Data Analysis of Relationships between Public Budget and Current Account Deficits," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 2.
• Rajagopal, 2006, "Where Did the Trade Liberalization Drive Latin American Economy: A Cross Section Analysis," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 2.
• El Bouhadi, A. & Benali, M., 2006, "The Moroccan Monetary and Financial Structure Reforms and Economic Agents´Behaviour," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 2.
• Guisan, M.C., 2006, "Industry, Foreign Trade and Development: Econometric Models of Europe and North America, 1965-2003," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 3, issue 1, pages 5-30.
• Canova, Fabio & Sala, Luca, 2006, "Back to square one: identification issues in DSGE models," Working Paper Series, European Central Bank, number 583, Jan.
• Hendry, David F. & Hubrich, Kirstin, 2006, "Forecasting economic aggregates by disaggregates," Working Paper Series, European Central Bank, number 589, Feb.
• Laxton, Douglas & Pesenti, Paolo & Juillard, Michel & Karam, Philippe, 2006, "Welfare-based monetary policy rules in an estimated DSGE model of the US economy," Working Paper Series, European Central Bank, number 613, Apr.
• Welz, Peter, 2006, "Assessing predetermined expectations in the standard sticky-price model: a Bayesian approach," Working Paper Series, European Central Bank, number 621, May.
• Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2006, "A quasi maximum likelihood approach for large approximate dynamic factor models," Working Paper Series, European Central Bank, number 674, Sep.
• Champonnois, Sylvain, 2006, "Comparing financial systems: a structural analysis," Working Paper Series, European Central Bank, number 702, Dec.
• Qin, Duo & Cagas, Marie Anne & Ducanes, Geoffrey & Magtibay-Ramos, Nedelyn & Quising, Pilipinas, 2006, "Empirical assessment of sustainability and feasibility of government debt: The Philippines case," Journal of Asian Economics, Elsevier, volume 17, issue 1, pages 63-84, February.
• Anderson, Heather M. & Low, Chin Nam & Snyder, Ralph, 2006, "Single source of error state space approach to the Beveridge Nelson decomposition," Economics Letters, Elsevier, volume 91, issue 1, pages 104-109, April.
• Dufour, Jean-Marie & Pelletier, Denis & Renault, Eric, 2006, "Short run and long run causality in time series: inference," Journal of Econometrics, Elsevier, volume 132, issue 2, pages 337-362, June.
• Corradi, Valentina & Swanson, Norman R., 2006, "Predictive density and conditional confidence interval accuracy tests," Journal of Econometrics, Elsevier, volume 135, issue 1-2, pages 187-228.
• Denzler, Stefan M. & Dacorogna, Michel M. & Muller, Ulrich A. & McNeil, Alexander J., 2006, "From default probabilities to credit spreads: Credit risk models do explain market prices," Finance Research Letters, Elsevier, volume 3, issue 2, pages 79-95, June.
• Kocenda, Evzen & Valachy, Juraj, 2006, "Exchange rate volatility and regime change: A Visegrad comparison," Journal of Comparative Economics, Elsevier, volume 34, issue 4, pages 727-753, December.
• P.N. Smith & S. Sorensen & M.R. Wickens, 2006, "The Asymmetric Effect Of The Business Cycle On The Relation Between Stock Market Returns And Their Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-05, Jan.
• Dirk Baur & Renee Fry, 2006, "Endogenous Contagion - A Panel Data Analysis," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-09, Jan.
• Martin Fukac & Adrian Pagan, 2006, "Issues In Adopting Dsge Models For Use In The Policy Process," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-10, Mar.
• Edda Claus & Mardi Dungey & Renee Fry, 2006, "Monetary Policy In Illiquid Markets: Options For A Small Open Economy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-17, Jul.
• Chin Nam Low & Heather Anderson & Ralph Snyder, 2006, "Beverridge Nelson Decomposition With Markov Switching," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-18, Jul.
• Philip Liu, 2006, "Gains From Commitment Policy For A Small Open Economy: The Case Of New Zealand," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-25, Dec.
• Urzúa, Carlos M., 2006, "A Back-of-the-Envelope Rule to Identify Atheoretical VARs," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-01, revised .
• Rajagopal, 2006, "Brand Value, Preference and Customer Value Effects of Non-conventional Utility Products: An Experimental Analysis in Mexican Market," Marketing Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2006-02-MKT, Aug.
• Rajagopal, 2006, "Leisure Shopping Behavior and Recreational Retailing:A Symbiotic Analysis of Marketplace Strategy and Consumer Response," Marketing Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2006-06-MKT, Aug.
• Rajagopal, 2006, "Technology and Customer Value Dynamics in Banking Industry: Measuring Symbiotic Influence in Growth and Performance," Marketing Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2006-07-MKT, Aug.
• Nazif Catik & Mehmet Guclu, 2006, "Mekansal Etkiler Altinda Ampirik Büyüme Modelleri: Türkiye Üzerine Bir Uygulama," Working Papers, Ege University, Department of Economics, number 0607, Nov.
• Fiorio, Carlo V., 2006, "Understanding inequality trends: microsimulation decomposition for Italy," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6544, Feb.
• Antonia López Villa Vicencio & Julio López Gallardo, 2006, "Salários reais do setor manufatureiro no México," Brazilian Journal of Political Economy, FGV EAESP, volume 26, issue 3, pages 459-474, July.
• Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2006, "A Two-step estimator for large approximate dynamic factor models based on Kalman filtering," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2006-23.
• Heather M. Anderson & Chin Nam Low, 2006, "Random Walk Smooth Transition Autoregressive Models," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Nonlinear Time Series Analysis of Business Cycles", DOI: 10.1016/S0573-8555(05)76010-7.
• Q.Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2006, "Non-linear Dynamics in Output, Real Exchange Rates and Real Money Balances: Norway, 1830-2003," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Nonlinear Time Series Analysis of Business Cycles", DOI: 10.1016/S0573-8555(05)76013-2.
• Paap, R. & van Dijk, A., 2006, "Explaining individual response using aggregated data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-05, Feb.
• 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.
• Jaime R. Marquez & John W. Schindler, 2006, "Exchange-Rate Effects on China’s Trade: An Interim Report," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-41, May, DOI: 10.24148/wp2006-41.
• 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, DOI: 10.21034/sr.379.
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• 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.