Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2006

• 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 forecast accuracy of econometric models – an analysi," 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 unemployment?]," 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-Уральского Государственного Университета, 2007. C.1," 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.
• Charles Bos & Neil Shephard, 2006, "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Econometric Reviews, Taylor & Francis Journals, volume 25, issue 2-3, pages 219-244, DOI: 10.1080/07474930600713275.
• Thomas Lubik, 2006, "A simple, structural, and empirical model of the antipodean transmission mechanism," New Zealand Economic Papers, Taylor & Francis Journals, volume 40, issue 2, pages 91-126, DOI: 10.1080/00779954.2006.9558557.
• Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2006, "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-101/4, Nov.
• Martijn Brons & Peter Nijkamp & Eric Pels & Piet Rietveld, 2006, "A Meta-analysis of the Price Elasticity of Gasoline Demand. A System of Equations Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-106/3, Nov.
• Clougherty, Joseph A. & Grajek, Michal, 2006, "The Impact of ISO 9000 Diffusion on Trade and FDI: A New Institutional Analysis," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 179, Nov.
• Lorenzo Cappellari & Stephen P. Jenkins, 2006, "Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation," Stata Journal, StataCorp LLC, volume 6, issue 2, pages 156-189, June.
• Crescenzio Gallo & Giancarlo De Stasio & Cristina Di Letizia, 2006, "A Data Set Generation Algorithm in Combinatorial Auctions," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 01-2006, Jan.
• Chia-Lin CHANG & Stéphane ROBIN, 2006, "Using the Asymptotically Ideal Model to estimate the impact of knowledge on labour productivity: An application to Taiwan in the 1990s," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2006-34.
• Luis Alberiko Gil-Alana & Antonio Moreno, 2006, "Technology Shocks and Hours Worked: A Fractional Integration Perspective," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/06, Feb.
• T.K. Jayaraman & B.D. Ward, 2006, "Economic growth in a vulnerable island nation: an empirical study of the aid-growth nexus in Vanuatu," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), volume 13, issue 2, pages 93-112, December.
• Harvie, Charles & Pahlavani, Mosayeb, 2006, "Sources of Economic Growth in South Korea: An Application of the ARDL Analysis in the Presence of Structural Breaks - 1980-2005," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp06-17.
• Monica Billio & Massimiliano Caporin, 2006, "A generalized Dynamic Conditional Correlation Model for Portfolio Risk Evaluation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_53.
• Monica Billio & Mila Getmansky & Loriana Pelizzon, 2006, "Phase-Locking and Switching Volatility in Hedge Funds," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_54.
• Toshinobu Matsuda, 2006, "A trigonometric flexible consumer demand system," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 39, issue 1, pages 145-162, February, DOI: 10.1111/j.0008-4085.2006.00342.x.
• Carol Alexander & Emese Lazar, 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, April, DOI: 10.1002/jae.849.
• Ivan Paya & David A. Peel, 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, July, DOI: 10.1002/jae.860.
• John K. Dagsvik & Steinar StrØm, 2006, "Sectoral labour supply, choice restrictions and functional form," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 6, pages 803-826, September, DOI: 10.1002/jae.866.
• John K. Dagsvik & Marilena Locatelli & Steinar Strøm, 2006, "Simulating labor supply behaviour when workers have preferences over job opportunities and face non-linear budget constraints," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp01_06, Jan.
• Ugo Colombino & R. Aaberge & T. Wennemo, 2006, "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp17_06, Oct.
• Daniele Fabbri & Chiara Monfardini, 2006, "Rationing The Public Provision Of Healthcare In The Presence Of Private Supplements: Evidence From The Italian Nhs," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp21_06, Dec.
• Clements, Michael P & Galvão, Ana Beatriz, 2006, "Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 773.
• Carlo Alberto Magni & Stefano Malagoli & Giovanni Mastroleo, 2006, "An Alternative Approach To Firms' Evaluation: Expert Systems And Fuzzy Logic," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 01, pages 195-225, DOI: 10.1142/S0219622006001812.
• Joseph A. Clougherty & Michal Grajek, 2006, "The Impact of ISO 9000 Diffusion on Trade and FDI: A New Institutional Analysis," CIG Working Papers, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), number SP II 2006-22, Dec.
• Daniele Fabbri & Chiara Monfardini, 2006, "Rationing the Public Provision of Health Care in the Presence of Private Supplements: Evidence from the Italian NHS," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 06/14, Nov.
• P N Smith & S Sorensen & M R Wickens, 2006, "The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility," Discussion Papers, Department of Economics, University of York, number 06/04, Jan.
• Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2006, "Multivariate normal mixture GARCH," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/09.
• Tauchmann, Harald, 2006, "A Note on Consistency of Heckman-type two-step Estimators for the Multivariate Sample-Selection Model," RWI Discussion Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, number 40.
• Härdle, Wolfgang Karl & Hlávka, Zdeněk & Stahl, Gerhard, 2006, "On the appropriateness of inappropriate VaR models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-003.
• Silberhorn, Nadja & Boztuğ, Yasemin & Hildebrandt, Lutz, 2006, "Estimation with the nested logit model: Specifications and software particularities," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-017.
• Hildebrandt, Lutz & Temme, Dirk, 2006, "Probleme der Validierung mit Strukturgleichungsmodellen," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-082.
• Hildebrandt, Lutz & Temme, Dirk, 2006, "Formative measurement models in covariance structure analysis: Specification and identification," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-083.
• Anger, Silke & Kvasnicka, Michael, 2006, "Biases in estimates of the smoking wage penalty," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-089.
• Tangian, Andranik & Seifert, Hartmut, 2006, "Globalization and deregulation : Does flexicurity protect atypically employed?," WSI Working Papers, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation, number 143.
• Tangian, Andranik, 2006, "Monitoring flexicurity policies in Europe from three different viewpoints," WSI Working Papers, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation, number 145.
• Tangian, Andranik, 2006, "European flexicurity: concepts (operational definitions), methodology (monitoring instruments), and policies (consistent implementations)," WSI Working Papers, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation, number 148.
• Mayer, Eric & Hülsewig, Oliver & Henzel, Steffen & Wollmershäuser, Timo, 2006, "The Price Puzzle Revisited: Can the Cost Channel explain a Rise in Inflation after a Monetary Shock?," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 74.
• Katalin Martinás, 2006, "Non-Equilibrium Economics," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 4, issue 2, pages 63-79.
• Michael Wolf, 2006, "Resampling vs. Shrinkage for Benchmarked Managers," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 263, Jan.

2005

• Iiboshi, Hirokuni & Watanabe, Toshiaki, 2005, "Has the Business Cycle Changed in Japan? A Bayesian Analysis Based on a Markov-Switching Model with Multiple Change-Points," MPRA Paper, University Library of Munich, Germany, number 93865, Jul.
• Ricardo Mourinho Félix, 2005, "A macroeconomic structural model for the Portuguese economy," Working Papers, Banco de Portugal, Economics and Research Department, number w200513.
• Andrea Cipollini & George Kapetanios, 2005, "Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis," Working Papers, Queen Mary University of London, School of Economics and Finance, number 538, May.
• Gonzalo Llosa & Shirley Miller, 2005, "Using additional information in estimating the output gap in Peru: a multivariate unobserved component approach," Working Papers, Banco Central de Reserva del Perú, number 2005-004, Feb.
• Gonzalo Llosa & Shirley Miller, 2005, "Usando información adicional en la estimación de la brecha producto en el Perú: una aproximación multivariada de componentes no observados," Working Papers, Banco Central de Reserva del Perú, number 2005-0041, Feb.
• Susumu Imai & Neelam Jain, 2005, "Bayesian Estimation of Dynamic Discrete Choice Models," 2005 Meeting Papers, Society for Economic Dynamics, number 432.
• Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas Quising, 2005, "Empirical Assessment of Sustainability and Feasibility of Government Debt: The Philippines Case," ADB Economics Working Paper Series, Asian Development Bank, number 64, Feb.
• Jean-François Angers & Denise Desjardins & Georges Dionne & François Guertin, 2005, "Vehicle and fleet random effects in a model of insurance rating for fleets of vehicles," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 04-7, Sep.
• Simón Sosvilla Rivero & Encarnación Murillo García, 2005, "Supply effects on the Andalusian economy of the structural fonds in infraestructures: the Community Support Framework 1994-1999," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 6, pages 91-124.
• Scutaru, Cornelia & Stanica, Cristian Nicolae, 2005, "Output Gap And Shocks Dynamics. The Case Of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 4, pages 25-43.
• Dobrescu, Emilian, 2005, "Macromodel Estimations For The Updated 2004 Version Of The Romanian Pre-Accession Economic Programme - Working Paper," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 1, pages 5-29.
• Radulescu, Magdalena, 2005, "An Econometric Model Of Rol-Eur Real Exchange Rate Determination," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 2, pages 31-49.
• Pavelescu, Florin Marius, 2005, "Impact Of Collinearity On The Estimated Parameters And Classical Statistical Tests Values Of Multifactorial Linear Regressions In Conditions Of O.L.S," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 2, pages 50-71.
• Dospinescu, Andrei Silviu, 2005, "Combining The Forecasts Using A Statistical Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 2, pages 72-84.
• Popescu, Nela, 2005, "Choosing Business Risk Measures," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 3, pages 59-64.
• Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli, 2005, "Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia," Rivista di Politica Economica, SIPI Spa, volume 95, issue 3, pages 219-266, May-June.
• Alessandro Girardi & Paolo Paesani, 2005, "Net Foreign Assets in the Euro Area: A Cointegration Analysis," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 76, Jan.
• Jaime Marquez, 2005, "The Aggregate Of Elasticities Or The Elasticity Of The Aggregates: U.S. Trade In Services," Computing in Economics and Finance 2005, Society for Computational Economics, number 142, Nov.
• Paul E. Carrillo, 2005, "Assessing the Value of On-line Information Using a Two-sided Equilibrium Search Model in the Real Estate Market," Computing in Economics and Finance 2005, Society for Computational Economics, number 307, Nov.
• Kai Christoffel, 2005, "Cross Equation Effects of Misspecification: A partial estimation approach to DSGE Models," Computing in Economics and Finance 2005, Society for Computational Economics, number 359, Nov.
• Jose M. Vidal-Sanz & Mercedes Esteban-Bravo, 2005, "Worst-case estimation and asymptotic theory for models with unobservables," Computing in Economics and Finance 2005, Society for Computational Economics, number 385, Nov.
• Andrew Cohen & Ron Borzekowski, 2005, "Estimating Strategic Complementarities in Credit Union’s Outsourcing Decisions," Computing in Economics and Finance 2005, Society for Computational Economics, number 410, Nov.
• Enrique Llopis & Sonia Sotoca, 2005, "Antes, bastante antes: la primera fase de la integración del mercado español de trigo, 1725-1808," Historia Agraria. Revista de Agricultura e Historia Rural, Sociedad Española de Historia Agraria, issue 36, pages 225-262, august.
• Clifford Lipscomb & Michael Farmer, 2005, "Household diversity and market segmentation within a single neighborhood," The Annals of Regional Science, Springer;Western Regional Science Association, volume 39, issue 4, pages 791-810, December, DOI: 10.1007/s00168-005-0020-z.
• W. Anthony Bryant & Joseph Macri, 2005, "Does sentiment explain consumption?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 29, issue 1, pages 97-110, March, DOI: 10.1007/BF02761545.
• Geoffrey Hodgson, 2005, "Book reviews," Journal of Evolutionary Economics, Springer, volume 15, issue 3, pages 351-354, August, DOI: 10.1007/s00191-005-0242-3.
• Uwe Canter & Elias Dinopoulos & Horst Hanusch & Luigi Orsenigo, 2005, "Acknowledgement to referees," Journal of Evolutionary Economics, Springer, volume 15, issue 5, pages 609-610, November, DOI: 10.1007/s00191-005-0271-y.
• Tor Jakob Klette & Arvid Raknerud, 2005, "Heterogeneity, productivity and selection: an empirical study of Norwegian manufacturing firms," Discussion Papers, Statistics Norway, Research Department, number 401, Jan.
• Håvard Hungnes, 2005, "Identifying Structural Breaks in Cointegrated VAR Models," Discussion Papers, Statistics Norway, Research Department, number 422, May.
• Pål Boug & Ådne Cappelen & Torbjørn Eika, 2005, "Exchange Rate Pass-through in a Small Open Economy," Discussion Papers, Statistics Norway, Research Department, number 429, Jun.
• Rolf Golombek & Arvid Raknerud, 2005, "Exit Dynamics with Adjustment Costs," Discussion Papers, Statistics Norway, Research Department, number 442, Dec.
• Dominique Guegan, 2005, "How can we Define the Concept of Long Memory? An Econometric Survey," Econometric Reviews, Taylor & Francis Journals, volume 24, issue 2, pages 113-149, DOI: 10.1081/ETC-200067887.
• R C Daniels & S Rospabe, 2005, "Estimating an Earnings Function From Coarsened Data by an Interval Censored Regression Procedure," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 29, issue 1, pages 29-46, April, DOI: 10.1080/10800379.2005.12106379.
• Cem Aysoy & Ahmet N. Kipici, 2005, "A Quarterly Macroeconometric Model of the Turkish Economy," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 5, issue 2, pages 39-71.
• Hakan Kara & Hande Kucuk Tuger & Umit Ozlale & Burc Tuger & Devrim Yavuz & Eray M. Yucel, 2005, "Exchange Rate Pass-Through in Turkey : Has it Changed and to What Extent?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0504.
• D. Bond & M.J. Harrision & E.J. O, Brien, 2005, "Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number 200054, Aug.
• D. Bond & M.J. Harrision & E.J. O, Brien, 2005, "Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep4, Aug.
• Siem Jan Koopman & Marius Ooms & M. Angeles Carnero, 2005, "Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-091/4, Oct.
• Sebastian Buhai & Coen N. Teulings, 2005, "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-099/3, Oct, revised 03 Oct 2006.
• Audrey Laporte & Frank Windmeijer, 2005, "Estimation of Panel Data Models with Binary Indicators when Treatment Effects are not Constant over Time," Working Papers, University of Toronto, Department of Economics, number laporte-04-01, Mar.
• Massimiliano Marinucci & Teodosio Pérez-Amaral, 2005, "Econometric modeling of business Telecommunications demand using Retina and Finite Mixtues," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0501.
• Alfredo Garcia Hiernaux & Miguel Jerez & José Casals, 2005, "Unit Roots and Cointegrating Matrix Estimation using Subspace Methods," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0512.
• Paul J. Devereux & Gautam Tripathi, 2005, "Optimally Combining Censored and Uncensored Datasets," Working papers, University of Connecticut, Department of Economics, number 2005-10, Apr, revised Oct 2007.
• Thanasis Stengos & Yiguo Sun, 2005, "The Absolute Health Income Hypothesis Revisited : A Semiparametric Quantile Regression Approach," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 7-2005, Oct.