Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2006

• 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

• 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.
• Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2005, "The generalised dynamic factor model: one sided estimation and forecasting," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10129, Sep.
• Valadkhani, Abbas, 2005, "Macroeconometric Modelling: Approaches and Experiences in Developing Countries," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-10.
• Fabio Trojani & Francesco Audrino, 2005, "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-04, Jan.
• Carl Chiarella & Thuy-Duong To, 2005, "The Multifactor Nature of the Volatility of the Eurodollar Futures Market," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 150, Jan.
• Carl Chiarella & Hing Hung & Thuy-Duong To, 2005, "The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 151, Jan.
• Annastiina Silvennoinen & Timo Teräsvirta, 2005, "Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 168, Oct.
• G. C. Lim & G. M. Martin & V. L. Martin, 2005, "Parametric pricing of higher order moments in S&P500 options," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 3, pages 377-404, March, DOI: 10.1002/jae.762.
• Rafal Weron, 2005, "Market price of risk implied by Asian-style electricity options," Econometrics, University Library of Munich, Germany, number 0502003, Feb.
• Michael Bierbrauer & Stefan Trueck & Rafal Weron, 2005, "Modeling electricity prices with regime switching models," Econometrics, University Library of Munich, Germany, number 0502005, Feb.
• Rajagopal, 2005, "Measuring Customer Value and Market Dynamics for New Products of a Firm:An Analytical Construct for Gaining Competitive Advantage," Econometrics, University Library of Munich, Germany, number 0502012, Feb.
• Martin Smid, 2005, "Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process," Econometrics, University Library of Munich, Germany, number 0503015, Mar, revised 02 May 2005.
• Massimiliano Marinucci & Teodosio Pérez-Amaral, 2005, "Econometric Modeling of Business Telecommunications Demand using RETINA and Finite Mixtures," Econometrics, University Library of Munich, Germany, number 0505003, May, revised 16 May 2005.
• Trevor Breusch, 2005, "Estimating the Underground Economy using MIMIC Models," Econometrics, University Library of Munich, Germany, number 0507003, Jul, revised 15 Dec 2005.
• Martin Smid, 2005, "Forecasting in Continuous Double Auction," Econometrics, University Library of Munich, Germany, number 0508002, Aug, revised 31 Dec 2005.
• Rajagopal, 2005, "Measuring Customer Value Gaps: An Empirical Study in Mexican Retail Market," Econometrics, University Library of Munich, Germany, number 0508012, Aug.
• Apostolos Serletis & Asghar Shahmoradi, 2005, "A Note on Imposing Local Curvature on Generalized Leontief Models," Econometrics, University Library of Munich, Germany, number 0509020, Sep.
• Andreas Pollak, 2005, "Estimating a Life Cycle Model with Unemployment and Human Capital Depreciation," Econometrics, University Library of Munich, Germany, number 0510004, Oct.
• Miroslav Verbic, 2005, "A Quarterly Econometric Model of the Slovenian Economy," Econometrics, University Library of Munich, Germany, number 0511015, Nov.
• Dr.Vsr.Subramaniam, 2005, "Socio-Economic Development : Mathematical Models By Dr.Vsrs," Econometrics, University Library of Munich, Germany, number 0512010, Dec.
• Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil, 2005, "From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices," Finance, University Library of Munich, Germany, number 0504011, Apr.
• Gonzalo Cortazar & Alejandro Bernales & Diether Beuermann, 2005, "Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading," Finance, University Library of Munich, Germany, number 0512030, Dec.
• Apostolos Serletis & Asghar Shahmoradi, 2005, "A Note on Imposing Local Curvature in Generalized Leontief Models," GE, Growth, Math methods, University Library of Munich, Germany, number 0509005, Sep.
• António Portugal Duarte, 2005, "The Portuguese Disinflation Process: Analysis of Some Costs and Benefits," International Finance, University Library of Munich, Germany, number 0504005, Apr.
• António Portugal Duarte, 2005, "Purchasing power parity: an empirical study of three EMU countries," International Finance, University Library of Munich, Germany, number 0505010, May.
• António Portugal Duarte, 2005, "Purchasing power parity: an empirical study of three EMU countries," International Trade, University Library of Munich, Germany, number 0505005, May.
• Enrique Martínez-Galán & Maria-Paula Fontoura & Isabel Proença, 2005, "Trade Potential In An Enlarged European Union: A Recent Approach," International Trade, University Library of Munich, Germany, number 0508011, Aug.
• Edgar L. Feige, 2005, "A Re-Examination of the 'Underground Economy' in the United States; A Comment on Tanzi," Macroeconomics, University Library of Munich, Germany, number 0501021, Jan.
• Trevor Breusch, 2005, "Australia's Cash Economy: Are the estimates credible?," Macroeconomics, University Library of Munich, Germany, number 0509025, Sep, revised 23 Sep 2005.
• Gavin Cameron & John Muellbauer & Anthony Murphy, 2005, "Booms, Busts and Ripples in British Regional Housing Markets," Macroeconomics, University Library of Munich, Germany, number 0512003, Dec.
• Rafal Weron, 2005, "Heavy tails and electricity prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/05/02.
• Joan Jasiak & R. Sufana & C. Gourieroux, 2005, "The Wishart Autoregressive Process of Multivariate Stochastic Volatility," Working Papers, York University, Department of Economics, number 2005_2, Sep.
• Schumacher, Christian, 2005, "Forecasting German GDP using alternative factor models based on large datasets," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,24.
• Breitung, Jörg & Eickmeier, Sandra, 2005, "Dynamic factor models," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,38.
• Koetter, Michael, 2005, "Measurement matters: Input price proxies and bank efficiency in Germany," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,01.
• Behr, Andreas & Pötter, Ulrich, 2005, "Downward wage rigidity in Europe: A new flexible parametric approach and empirical results," Beiträge zur angewandten Wirtschaftsforschung, University of Münster, Center of Applied Economic Research Münster (CAWM), number 14.
• Corsi, Fulvio & Kretschmer, Uta & Mittnik, Stefan & Pigorsch, Christian, 2005, "The volatility of realized volatility," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/33.
• Weißbach, Rafael & von Lieres und Wilkau, Carsten, 2005, "On Partial Defaults in Portfolio Credit Risk : A Poisson Mixture Model Approach," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2005,06.
• Lawrenz, Claudia & Tschiersch, Patrick & Weißbach, Rafael, 2005, "Testing Homogeneity of Time-Continuous Rating Transitions," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2005,34.
• Tangian, Andranik S., 2005, "A composite indicator of working conditions in the EU-15 for policy monitoring and analytical purposes," WSI Working Papers, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation, number 135.
• Tangian, Andranik S., 2005, "Ein zusammengesetzter Indikator der Arbeitsbedingungen in der EU-15 für Politik-Monitoring und analytische Zwecke," WSI Working Papers, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation, number 135D.
• Tangian, Andranik S., 2005, "Monitoring flexicurity policies in the EU with dedicated composite indicators," WSI Working Papers, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation, number 137.
• Tangian, Andranik S., 2005, "European welfare state under the policy "make work pay" : Analysis with composite indicators," WSI Working Papers, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation, number 141.
• Grimpe, Christoph, 2005, "Erfolgreiche Forschung und Entwicklung nach Unternehmensakquisitionen: Eine empirische Untersuchung der Post Merger Integrationsprozesse," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 05-48.
• Ooms, Daan L. & Hall, Alastair R., 2005, "EU policy reform simulation based on panel data estimation of on- and off-farm labour supply equations for Dutch dairy farmers," 2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 19434, DOI: 10.22004/ag.econ.19434.
• Veraet, Mieke & Lauwers, Ludwig H. & Lenders, Sonia & Overloop, Stijn, 2005, "Effectiveness of Nitrate Policy in Flanders (1990-2003): Modular Modelling and Response Analysis," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24450, DOI: 10.22004/ag.econ.24450.
• Sauer, Johannes & Hockmann, Heinrich, 2005, "The Need for Theoretically Consistent Efficiency Frontiers," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24497, DOI: 10.22004/ag.econ.24497.
• Ooms, Daan L. & Hall, Alastair R., 2005, "On- and Off-Farm Labour Supply of Dutch Dairy Farmers: Estimation and Policy Simulations," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24506, DOI: 10.22004/ag.econ.24506.
• Karagiannis, Giannis & Tsionas, Efthimios & Tzouvelekas, Vangelis, 2005, "Efficiency in Damage Control Inputs: A Stochastic Production Frontier Approach," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24642, DOI: 10.22004/ag.econ.24642.
• Fleming, Euan M. & Fleming, Pauline & Rodgers, Heidi & Griffith, Garry R. & Johnston, David, 2005, "Animal Efficiency in an Intensive Beef Production System," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24673, DOI: 10.22004/ag.econ.24673.
• Pokrivcak, Jan & Bartova, Lubica & Ciaian, Pavel, 2005, "Slovak Agricultural Markets Under Alternative CAP Scenarios - AG-MEMOD Modelling Approach," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24674, DOI: 10.22004/ag.econ.24674.
• Beaton, Aaron J. & Dhuyvetter, Kevin C. & Kastens, Terry L. & Williams, Jeffery R., 2005, "Per Unit Costs to Own and Operate Farm Machinery," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 37, issue 01, pages 1-14, April, DOI: 10.22004/ag.econ.43720.
• Joilson Dias & Maria Helena Ambrósio Dias & Fernandina Fernandes de Lima, 2005, "Crescimento Econômico E Nível De Escolaridade: Teoria E Estimativas Dinâmicas Em Painel De Dados," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 065.
• Robert Breunig & Deborah Cobb-Clark & Xiaodong Gong, 2005, "Improving the Modeling of Couples' Labour Supply," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 499, Sep.
• Obermaier, Robert, 2005, "Unternehmensbewertung, Basiszinssatz und Zinsstruktur: Kapitalmarktorientierte Bestimmung des risikolosen Basiszinssatzes bei nicht-flacher Zinsstruktur," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 408.
• Fiona Atkins, 2005, "Financial Crises and Money Demand in Jamaica," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0512, Sep.
• Hernán Rincón & Edgar Caicedo & Norberto Rodríguez, 2005, "Exchange Rate Pass-Through Effects: A Disaggregate Analysis of Colombian Imports of Manufactured Goods," Borradores de Economia, Banco de la Republica de Colombia, number 330, Apr, DOI: 10.32468/be.330.
• Luis Fernando Melo Velandia & Juan Mauricio ramírez & Mario Andrés Ramos, 2005, "Construcción de un "Ïndice de Percepción de Riesgo" de los Mercados Financieros Globales," Borradores de Economia, Banco de la Republica de Colombia, number 344, Jul, DOI: 10.32468/be.344.
• Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005, "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Journal of the American Statistical Association, American Statistical Association, volume 100, pages 830-840, September.
• Boswijk, H. Peter & Franses, Philip Hans, 2005, "On the Econometrics of the Bass Diffusion Model," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 255-268, July.
• Hakan Berument & M. Eray YŸcel, 2005, "Return and Maturity Relationships for Treasury Auctions : Evidence from Turkey," Working Papers, Department of Economics, Bilkent University, number 0511.
• Trevor Breusch, 2005, "Australia's Cash Economy: Are the Estimates Credible?," The Economic Record, The Economic Society of Australia, volume 81, issue 255, pages 394-403, December, DOI: 10.1111/j.1475-4932.2005.00277.x.
• Simonetta Longhi & Peter Nijkamp & Jacques Poot, 2005, "A Meta‐Analytic Assessment of the Effect of Immigration on Wages," Journal of Economic Surveys, Wiley Blackwell, volume 19, issue 3, pages 451-477, July, DOI: 10.1111/j.0950-0804.2005.00255.x.
• Don Bredin & Stilianos Fountas, 2005, "Macroeconomic Uncertainty And Macroeconomic Performance: Are They Related?," Manchester School, University of Manchester, volume 73, issue s1, pages 58-76, September, DOI: 10.1111/j.1467-9957.2005.00461.x.
• David F. Hendry & Carlos Santos, 2005, "Regression Models with Data‐based Indicator Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue 5, pages 571-595, October, DOI: 10.1111/j.1468-0084.2005.00132.x.
• Heather M. Anderson & Farshid Vahid, 2005, "Nonlinear Correlograms and Partial Autocorrelograms," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue s1, pages 957-982, December, DOI: 10.1111/j.1468-0084.2005.00147.x.
• Q. Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2005, "Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003," Working Paper, Norges Bank, number 2005/2, Jun.
• Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim, 2005, "Monetary policy and asset prices: To respond or not?," Working Paper, Norges Bank, number 2005/9, Oct.
• Jinyong Hahn & Jerry Hausman & Guido Kuersteiner, 2005, "Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-024, Jul.
• Alba Regina Moretti & Beatriz Vaz de Melo Mendes, 2005, "Measuring the Influence of the US Market over Observed Interdependencies in Latin America," Brazilian Review of Finance, Brazilian Society of Finance, volume 3, issue 1, pages 123-137.
• Christopher Martin & Costas Milas, 2005, "Uncertainty and Monetary Policy Rules in the United States," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-22, Nov.
• McQuinn, Kieran & O’Donnell, Nuala & Ryan, Mary, 2005, "A Macro-econometric Model for Ireland," Research Technical Papers, Central Bank of Ireland, number 9/RT/05, Dec.
• Minford, Patrick & Peel, David, 2005, "On the equality of Real Interest Rates across borders in Integrated Capital Markets," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2005/3, Nov.
• Ivan Baboucek & Martin Jancar, 2005, "Effects of Macroeconomic Shocks to the Quality of the Aggregate Loan Portfolio," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/01, Jan.
• Jaime Sarmiento Espinel & Alejandro Ramírez Vigoya*, 2005, "Los costos de la desinflación en Colombia según el modelo Buiter-Miller," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Luis Fernando Melo Velandia & Juan Mauricio Ram�rez C. & Mario Andr�s Ramos V., 2005, "Construcci�N De Un �Ndice De Percepci�N De Riesgo De Los Mercados Financieros Globales," Borradores de Economia, Banco de la Republica, number 2194, Jun.
• Hern�n Rinc�n & Edgar Caicedo & Norberto Rodr�guez, 2005, "Exchange Rate Pass-Through Effects : A Disaggregate Analysis Of Colombian Imports Of Manufactured Goods," Borradores de Economia, Banco de la Republica, number 2682, Mar.
• Diego Mauricio Vásquez & Luis Fernando Melo, 2005, "Estimación de la estructura a plazos de las tasas de interés en Colombia por medio del método de funciones B-spline cúbicas," Revista de Economía del Rosario, Universidad del Rosario.
• Wolff, Christian & van Tol, Michel R, 2005, "Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4958, Mar.
• Schorfheide, Frank & An, Sungbae, 2005, "Bayesian Analysis of DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5207, Sep.
• Eklund, Jana & Karlsson, Sune, 2005, "Forecast Combination and Model Averaging Using Predictive Measures," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5268, Oct.
• Schaffer, Mark & Kleck, Gary & Kovandzic, Tomislav, 2005, "Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5357, Dec.
• Geoffard, Pierre-Yves & Gardiol, Lucien & Grandchamp, Chantal, 2005, "Separating Selection and Incentive Effects in Health Insurance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5380, Nov.
• Denis Fougère & Thierry Kamionka, 2005, "Econometrics of Individual Labor Market Transitions," Working Papers, Center for Research in Economics and Statistics, number 2005-24.
• Reza Daniels & Sandrine Rospabé, 2005, "Estimating an Earnings Function from Coarsened Data by an Interval Censored Regression Procedure," Working Papers, University of Cape Town, Development Policy Research Unit, number 05091, Feb.
• Pesaran, Hashem & Timmermann, Allan, 2005, "Real-Time Econometrics," Econometric Theory, Cambridge University Press, volume 21, issue 1, pages 212-231, February.
• Beaton, Aaron J. & Dhuyvetter, Kevin C. & Kastens, Terry L. & Williams, Jeffery R., 2005, "Per Unit Costs to Own and Operate Farm Machinery," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 37, issue 1, pages 131-144, April.
• Hannes Leeb & Benedikt M. Poetscher, 2005, "Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1500, Feb, revised Apr 2007.
• Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2005, "Improved HAR Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1513, Jun.
• Anbarci, Nejat & Ulubasoglu, Mehmet A., 2005, "Intersectoral size differences and migration: Kuznets revisited," Working Papers, Deakin University, Department of Economics, number eco_2005_16, Jan, DOI: 10.1080/09638199.2011.538232.
• Valadkhani, A., 2005, "Macroeconomic Modelling: Approaches and Experiences in Development Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 5, issue 1.
• Guisan, M.C. & Exposito, P., 2005, "Human Capital and Economic Development in Africa: An Econometric Analysis for 1950-2002," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 5, issue 1, pages 129-142.
• Hossain, A., 2005, "The Sources and Dynamics of Inflation in Indonesia: An ECM Model Estimation for 1952-2002," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 5, issue 4.
• Guisán, M.C, 2005, "El empleo en España en el período 1964-2004. Evolución y análisis comparativo de modelos econométricos," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 5, issue 1, pages 105-116.
• Sauer, J.F., 2005, "“Efficiency Flooding”: Black-Box Frontiers and Policy Implications," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 2, issue 1, pages 17-52.
• Guisan, M.C. & Aguayo, E., 2005, "Employment, Development and Research Expenditure in European Union: analysis of causality and comparison with the United States, 1993-2003," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 2, issue 2, pages 21-30.
• Obara, T., 2005, "Intervention of Japanese Monetary Authority in the Foreign Exchange Market," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 2, issue 4, pages 73-86.
• Enrico Tanuwidjaja & Choy Keen Meng, 2005, "Central Bank Credibility and Monetary Policy : Evidence from Small Scale Macroeconomic Model of Indonesia," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22576, Jan.
• Bernadell, Carlos & Coche, Joachim & Nyholm, Ken, 2005, "Yield curve prediction for the strategic investor," Working Paper Series, European Central Bank, number 472, Apr.
• Del Negro, Marco & Schorfheide, Frank, 2005, "Monetary policy analysis with potentially misspecified models," Working Paper Series, European Central Bank, number 475, Apr.
• David F. Hendry & Hans-Martin Krolzig, 2005, "The Properties of Automatic "GETS" Modelling," Economic Journal, Royal Economic Society, volume 115, issue 502, pages 32-61, March.
• Joseph, Agnes S. & Kiviet, Jan F., 2005, "Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks," Computational Statistics & Data Analysis, Elsevier, volume 49, issue 2, pages 417-444, April.
• Xekalaki, Evdokia & Degiannakis, Stavros, 2005, "Evaluating volatility forecasts in option pricing in the context of a simulated options market," Computational Statistics & Data Analysis, Elsevier, volume 49, issue 2, pages 611-629, April.
• Bruinshoofd, Allard & Candelon, Bertrand, 2005, "Nonlinear monetary policy in Europe: fact or myth?," Economics Letters, Elsevier, volume 86, issue 3, pages 399-403, March.
• Laporte, Audrey & Windmeijer, Frank, 2005, "Estimation of panel data models with binary indicators when treatment effects are not constant over time," Economics Letters, Elsevier, volume 88, issue 3, pages 389-396, September.
• Orbe, Susan & Ferreira, Eva & Rodriguez-Poo, Juan, 2005, "Nonparametric estimation of time varying parameters under shape restrictions," Journal of Econometrics, Elsevier, volume 126, issue 1, pages 53-77, May.
• Fernandes, Marcelo & Grammig, Joachim, 2005, "Nonparametric specification tests for conditional duration models," Journal of Econometrics, Elsevier, volume 127, issue 1, pages 35-68, July.
• Worthington, Andrew & Kay-Spratley, Adam & Higgs, Helen, 2005, "Transmission of prices and price volatility in Australian electricity spot markets: a multivariate GARCH analysis," Energy Economics, Elsevier, volume 27, issue 2, pages 337-350, March.