Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2005

• J Keith Ord & Ralph D Snyder & Anne B Koehler & Rob J Hyndman & Mark Leeds, 2005, "Time Series Forecasting: The Case for the Single Source of Error State Space," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/05, Apr.
• Shahidur Rahman, 2005, "An Alternative Estimation to Spurious Regression Model," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 0507, Jul.
• Andrew Ang & Joseph Chen, 2005, "CAPM Over the Long Run: 1926-2001," NBER Working Papers, National Bureau of Economic Research, Inc, number 11903, Dec.
• Jose Canals-Cerda, 2005, "Congestion Pricing in an Internet Market," Working Papers, NET Institute, number 05-10, Sep, revised Sep 2005.
• Fernando Alexandre & Pedro Bação & Vasco J. Gabriel, 2005, "On the Stablity of the Wealth Effect," NIPE Working Papers, NIPE - Universidade do Minho, number 14/2005.
• Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim, 2005, "Monetary policy and asset prices: To respond or not?," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 5405, Sep.
• Clive G. Bowsher, 2005, "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W26, Oct.
• Ana Maria Santacreu, 2005, "Reaction functions in a small open economy: What role for non-traded inflation?," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2005/04, Oct.
• Thomas A Lubik, 2005, "A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2005/06, Dec.
• Laurent Ferrara & Dominique Guégan, 2006, "Detection of the Industrial Business Cycle using SETAR Models," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2005, issue 3, pages 353-371, DOI: 10.1787/jbcma-v2005-art9-en.
• Álvarez, Antonio & Amsler, Christine & Orea, Luis & Schmidt Peter, 2005, "Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics," Efficiency Series Papers, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG), number 2005/03.
• Diaconu Oana, 2005, "Modelarea diferenţelor salariale dintre femei şi bărbaţi," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 04, December.
• Hsiu-Yun Lee & Jyh-Lin Wu & Show-Lin Chen, 2005, "A Theory-Based, State-Dependent Phillips Curve and its Estimation," Economic Inquiry, Western Economic Association International, volume 43, issue 1, pages 194-205, January.
• Enrique Sentana, 2005, "Least Squares Predictions and Mean-Variance Analysis," Journal of Financial Econometrics, Oxford University Press, volume 3, issue 1, pages 56-78.
• Chris Brooks, 2005, "Autoregressive Conditional Kurtosis," Journal of Financial Econometrics, Oxford University Press, volume 3, issue 3, pages 399-421.
• Eric French, 2005, "The Effects of Health, Wealth, and Wages on Labour Supply and Retirement Behaviour," The Review of Economic Studies, Review of Economic Studies Ltd, volume 72, issue 2, pages 395-427.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005, "Limit Order Book as a Market for Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 18, issue 4, pages 1171-1217.
• Annetta Maria Binotti & Enrico Ghiani, 2005, "Changes of the aggregate supply conditions in Italy: a small econometric model of wages and prices dynamics," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2005/55, Jan.
• Mourinho Félix, Ricardo, 2005, "A macroeconomic structural model for the Portuguese economy," MPRA Paper, University Library of Munich, Germany, number 10465, Oct, revised 25 Nov 2005.
• Yucel, Eray M., 2005, "Does Ramadan Have Any Effect on Food Prices: A Dual-Calendar Perspective on the Turkish Data," MPRA Paper, University Library of Munich, Germany, number 1141, Dec.
• Neamtu, Mihaela & Opris, Dumitru & Chilarescu, Constantin, 2005, "Hopf bifurcation in a dynamic IS-LM model with time delay," MPRA Paper, University Library of Munich, Germany, number 13270, Nov.
• Ilmolelian, Peter, 2005, "The determinants of the Harare Stock Exchange (HSE) market capitalisation," MPRA Paper, University Library of Munich, Germany, number 1418, Nov.
• Ajluni, Jarir, 2005, "Monetary Policy Shocks in a Small Open Economy: Assessing the 'Puzzles' of Monetary Policy by SVAR," MPRA Paper, University Library of Munich, Germany, number 22880, May.
• Lanne, Markku & Saikkonen, Pentti, 2005, "A Multivariate Generalized Orthogonal Factor GARCH Model," MPRA Paper, University Library of Munich, Germany, number 23714, May.
• Wiederhold, gio, 2005, "What is Your Software Worth?," MPRA Paper, University Library of Munich, Germany, number 30150, Dec, revised 07 Jun 2006.
• Ferrara, Laurent & Guégan, Dominique, 2005, "Detection of the industrial business cycle using SETAR models," MPRA Paper, University Library of Munich, Germany, number 4389, Sep.
• Leeb, Hannes & Pötscher, Benedikt M., 2005, "Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?," MPRA Paper, University Library of Munich, Germany, number 72, Apr.
• Xekalaki, Evdokia & Degiannakis, Stavros, 2005, "Evaluating Volatility Forecasts in Option Pricing in the Context of a Simulated Options Market," MPRA Paper, University Library of Munich, Germany, number 80468.

2004

• Tkacz, Greg, 2004, "Inflation changes, yield spreads, and threshold effects," International Review of Economics & Finance, Elsevier, volume 13, issue 2, pages 187-199.
• Loof, Hans, 2004, "Dynamic optimal capital structure and technical change," Structural Change and Economic Dynamics, Elsevier, volume 15, issue 4, pages 449-468, December.
• Guerrero, Carlos, 2004, "Una aproximación al sesgo de medición del precio de las computadoras en México," EGAP Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2005-02, Dec.
• Jochen Hartwig, 2004, "Nichts als Strohfeuer? Eine kritische Analyse des wirtschaftspolitischen Assignments im "Neuen Konsens" mit Hilfe eines makrooekonometrischen Politiksimulationsmodells der Schweizer Volkswirtschaft," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 1, issue 2, pages 107-134.
• Daniel Rösch & Harald Scheule, 2004, "Forecasting Retail Portfolio Credit Risk," Journal of Risk Finance, Emerald Group Publishing Limited, volume 5, issue 2, pages 16-32, February, DOI: 10.1108/eb022983.
• van Oest, R.D. & Paap, R., 2004, "Analyzing the effects of past prices on reference price formation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-36, Aug.
• Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2004, "Forecasting aggregates using panels of nonlinear time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-44, Nov.
• Kole, H.J.W.G. & Koedijk, C.G. & Verbeek, M.J.C.M., 2004, "The effects of systemic crises when investors can be crisis ignorant," 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-2004-027-F&A, Apr.
• Caron, E.A.M. & Daniels, H.A.M., 2004, "Diagnosis in the Olap Context," 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-2004-063-LIS, Aug.
• André Decoster & Kris De Swerdt, 2005, "Why and How to Construct a Genuine Belgian Price Index of House Sales," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0515, Mar.
• Eric Jondeau & Jean-Guillaume Sahuc, 2004, "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 04-13.
• Esmeralda Ramalho, 2004, "Covariate Measurement Error in Endogenous Stratified Samples," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 2_2004.
• Esmeralda Ramalho, 2004, "Binary models with misclassification in the variable of interest," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 3_2004.
• Jan Kodera, 2004, "The Applied Econometrics: Theory and Praxis (Roman Hušek and Jan Pelikán) (in Czech)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 54, issue 3-4, pages 171-173, March.
• Elisabetta Strazzera & Margarita Genius, 2004, "The Copula Approach to Sample Selection Modelling: An Application to the Recreational Value of Forests," Working Papers, Fondazione Eni Enrico Mattei, number 2004.73, Apr.
• Hannu Koskinen, 2004, "Modelling of Structural Changes in Demand for Money Cointegration Relations," Finnish Economic Papers, Finnish Economic Association, volume 17, issue 2, pages 63-72, Autumn.
• Tim Bollerslev & Michael S. Gibson & Hao Zhou, 2004, "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2004-56.
• Tamim Bayoumi & Douglas Laxton & Paolo Pesenti, 2004, "Benefits and spillovers of greater competition in Europe: a macroeconomic assessment," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 803.
• Tamim Bayoumi & Douglas Laxton & Paolo Pesenti, 2004, "Benefits and spillovers of greater competition in Europe: a macroeconomic assessment," Staff Reports, Federal Reserve Bank of New York, number 182.
• Raimond Maurer & Martin Pitzer & Steffen Sebastian, 2004, "Construction of a Transaction-Based Real Estate Index for the Paris Housing Market," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 68.
• Ariel Pakes & Michael Ostrovsky & Steve Berry, 2004, "Simple Estimators for the Parameters of Discrete Dynamic Games (with Entry/Exit Examples)," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 2036.
• Luca Flabbi, 2004, "Gender Discrimination Estimation in a Search Model with Matching and Bargaining," Working Papers, Georgetown University, Department of Economics, number gueconwpa~04-04-08, Apr.
• Lööf, Hans, 2004, "Dynamic Optimal Capital Structure and Technical Change," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 23, Dec.
• Janz, Norbert & Lööf, Hans & Peters, Bettina, 2004, "Firm Level Innovation and Productivity - Is there a Common Story Across Countries?," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 24, Dec.
• González Gómez, Andrés, 2004, "A smooth permanent surge process," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 572, Dec.
• Lindén, Johan, 2004, "The Labor Market in KIMOD," Working Papers, National Institute of Economic Research, number 89, Feb.
• Dagsvik, John K. & Strøm, Steinar, 2004, "Sectoral labor supply, choice restrictions and functional form," Memorandum, Oslo University, Department of Economics, number 13/2004, Oct.
• Brännäs, Kurt & Quoreshi, Shahiduzzaman, 2004, "Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks," Umeå Economic Studies, Umeå University, Department of Economics, number 637, May.
• Naoya Katayama, 2004, "Seasonally and Fractionally Differenced Time Series (revised, August 2006)," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d03-11, Jan.
• Janusz Brzeszczynski & Aleksander Welfe, 2004, "Determinants of Short-term Volatility at the Warsaw Stock Exchange: In-sample vs. Out-of-sample Forecasts from Factor and Predictive GARCH Models," CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University, number 0408.
• Janusz Brzeszczynski & Robert Kelm, 2004, "Short-Term Dependencies between the Volatility of Currency, Money and Capital Markets: The Case of Poland," CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University, number 0409.
• M. Eray YÜCEL & M. Faruk AYDIN & Uğur ÇIPLAK, 2004, "Terör Ve Benzeri Ulumsuz Gelişmelerin Türk Turizmine Etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 19, issue 220, pages 106-121.
• Costas Milas & Jesús Otero & Theodore Panagiotidis, 2004, "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 9, issue 3, pages 277-288, DOI: 10.1002/ijfe.245.
• Josef L. Loening, 2004, "Time series evidence on education and growth: the case of Guatemala, 1951-2002," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 19, issue 2, pages 3-40, December.
• Mika Saito, 2004, "Armington Elasticities in Intermediate Inputs Trade: A Problem in Using Multilateral Trade Data," IMF Working Papers, International Monetary Fund, number 2004/022, Feb.
• Mr. Tamim Bayoumi & Ms. Silvia Sgherri, 2004, "Monetary Magic? How the Fed Improved the Flexibility of the U.S. Economy," IMF Working Papers, International Monetary Fund, number 2004/024, Feb.
• Ivan Paya & David A. Peel, 2004, "Nonlinear Ppp Under The Gold Standard," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-24, Jun.
• Ivan Paya & David A. Peel, 2004, "Temporal Aggregation Of An Estar Process: Some Implications For Purchasing Power Parity Adjustment," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-25, Jun.
• Pesaran, M. Hashem & Timmermann, Allan, 2004, "Real Time Econometrics," IZA Discussion Papers, IZA Network @ LISER, number 1108, Apr.
• Chéron, Arnaud & Hairault, Jean-Olivier & Langot, François, 2004, "Labor Market Institutions and the Employment-Productivity Trade-Off: A Wage Posting Approach," IZA Discussion Papers, IZA Network @ LISER, number 1364, Oct.
• Almas Heshmati & Mkhululi Ncube, 2004, "An Econometric Model Of Employment In Zimbabwe¡¯S Manufacturing Industries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 29, issue 2, pages 107-130, December.
• Heilemann Ullrich, 2004, "Besser geht’s nicht – Genauigkeitsgrenzen von Konjunkturprognosen / As Good as it Gets – Limits of Accuracy of Macroeconomic Short Term Forecasts," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 224, issue 1-2, pages 51-64, February, DOI: 10.1515/jbnst-2004-1-205.
• Schumacher Christian & Dreger Christian, 2004, "Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? / Die Schätzung von großen Faktormodellen für die deutsche Volkswirtschaft: Übertreffen sie einfachere Modelle?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 224, issue 6, pages 731-750, December, DOI: 10.1515/jbnst-2004-0606.
• Jan G. De Gooijer & Kurt Brännäs, 2004, "Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 3, pages 155-171, DOI: 10.1002/for.910.
• Sune Karlsson & Tor Jacobson, 2004, "Finding good predictors for inflation: a Bayesian model averaging approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 7, pages 479-496, DOI: 10.1002/for.924.
• M. Ishaq Nadiri & Wanpyo Son, 2004, "Cumulative Trade and Economic Growth in The East Asian Countries," Korean Economic Review, Korean Economic Association, volume 20, pages 175-192.
• Jochen Hartwig, 2004, "Quantitative Analyse der Auswirkungen wirtschaftspolitischer Massnahmen auf die Einkommensverteilung und das "neue magische Viereck" in der Schweiz," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 04-90, Jan, DOI: 10.3929/ethz-a-004871546.
• Fredy Ocaris Pérez Ramírez & Hermilson Velásquez Ceballos, 2004, "Análisis de cambio de régimen en series de tiempo no lineales utilizando modelos TAR," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 61, pages 101-119, Julio-Dic.
• Jonathan Temple & Cliff Attfield, 2004, "Measuring trend growth: how useful are the great ratios?," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 101, Sep.
• Christopher Martin & Michael Arghyrou & Costas Milas, 2004, "Nonlinear inflation dynamics: evidence from the UK," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 59, Sep.
• Don Bredin & Stilianos Fountas, 2004, "Macroeconomic Uncertainty and Macroeconomic Performance: Are they related?," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 51, Sep.
• Christopher Martin & Costas Milas, 2004, "Uncertainty and UK Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 65, Sep.
• Guillaume Guerrero & Nicolas Million, 2004, "Instabilité de la courbe de Phillips aux Etats-Unis : un modèle explicatif à changements de régimes," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number v04048, Jun.
• D.S. Poskitt & Jing Zhang, 2004, "Estimating Components in Finite Mixtures and Hidden Markov Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/04, Mar.
• D.S. Poskitt, 2004, "Some Results on the Identification and Estimation of Vector ARMAX Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/04, May.
• Heather M. Anderson & Chin Nam Low & Ralph Snyder, 2004, "Single Source of Error State Space Approach to the Beveridge Nelson Decomposition," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/04, Nov.
• Heather M. Anderson & Chin Nam Low, 2004, "Random Walk Smooth Transition Autoregressive Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/04, Nov, revised May 2005.
• Jonathan Dark, 2004, "Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/04, Mar.
• Xibin Zhang & Maxwell L. King & Rob J. Hyndman, 2004, "Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/04, Apr.
• Tamim Bayoumi & Douglas Laxton & Paolo Pesenti, 2004, "Benefits and Spillovers of Greater Competition in Europe: A Macroeconomic Assesment," NBER Working Papers, National Bureau of Economic Research, Inc, number 10416, Apr.
• Ariel Pakes & Michael Ostrovsky & Steve Berry, 2004, "Simple Estimators for the Parameters of Discrete Dynamic Games (with Entry/Exit Samples)," NBER Working Papers, National Bureau of Economic Research, Inc, number 10506, May.
• Sangeeta Pratap & Carlos Urrutia, 2004, "Firm Dynamics, Investment, and Debt Portfolio: Balance Sheet Effects of the Mexican Crisis of 1994," NBER Working Papers, National Bureau of Economic Research, Inc, number 10523, May.
• S. Raspiller & N. Riedinger, 2004, "Do environmental regulations influence the location behavior of French firms?," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2004-03.
• Guillaume Chevillon & David F. Hendry, 2004, "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W12, May.
• David F. Hendry & Carlos Santos, 2004, "Regression Models with Data-based Indicator Variables," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W13, Nov.
• Charles S. Bos & Neil Shephard, 2004, "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W02, Feb.
• Clive G. Bowsher, 2004, "Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W21, Sep.
• David F. Hendry & Carlos Santos, 2004, "Regression Models with Data-based Indicator Variables," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W04, Feb.
• Harald Grech, 2004, "What Do German Short-Term Interest Rates Tell Us About Future Inflation?," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 94, Dec.
• Dadi Kristofersson & Kyrre Rickertsen, 2004, "Efficient Estimation of Hedonic Inverse Input Demand Systems," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 86, issue 4, pages 1127-1137.
• Andrew J. Patton, 2004, "On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation," Journal of Financial Econometrics, Oxford University Press, volume 2, issue 1, pages 130-168.
• Markus Haas, 2004, "Mixed Normal Conditional Heteroskedasticity," Journal of Financial Econometrics, Oxford University Press, volume 2, issue 2, pages 211-250.
• Alois Geyer & Stephan Kossmeier & Stefan Pichler, 2004, "Measuring Systematic Risk in EMU Government Yield Spreads," Review of Finance, European Finance Association, volume 8, issue 2, pages 171-197.
• David Hendry & Guillaume Chevillon, 2004, "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Series Working Papers, University of Oxford, Department of Economics, number 196, Jul.
• Clive Bowsher, 2004, "Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange," Economics Series Working Papers, University of Oxford, Department of Economics, number 2004-FE-19, Sep.
• Annetta Maria Binotti & Enrico Ghiani, 2004, "Interpreting reduced form cointegrating vectors of incomplete systems. A labour market application," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2004/28, Jan.
• Ji, Tingting, 2004, "Consumer Credit Delinquency And Bankruptcy Forecasting Using Advanced Econometrc Modeling," MPRA Paper, University Library of Munich, Germany, number 3187, Oct.
• Magni, Carlo Alberto, 2004, "An alternative approach to firms’ evaluation: expert systems and fuzzy logic," MPRA Paper, University Library of Munich, Germany, number 7879, Apr.
• Delphine Lautier & Yves Simon, 2004, "La volatilité des prix des matières premières," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 45-84, DOI: 10.3406/ecofi.2004.5031.
• Jacob Alex Klerman & Caroline Danielson, 2004, "Why Did the Welfare Caseload Decline?," Working Papers, RAND Corporation, number WR-167, Dec.
• Carol Alexander & Anca Dimitriu, 2004, "A Comparison of Cointegration & Tracking Error Models for Mutual Funds & Hedge Funds," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-03, Mar.
• Carol Alexandra & Emese Lazar, 2004, "Normal Mixture GARCH (1,1): Application to Exchange Rate Modelling," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-05, Mar.
• Chaaban, J. & Thomas, A., 2004, "A structural model for evaluating preferential trade agreements," Economics Working Paper Archive (Toulouse), French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse), number 200415.
• Luca Flabbi, 2004, "Gender Discrimination Estimation in a Search Model with Matching and Bargaining," 2004 Meeting Papers, Society for Economic Dynamics, number 367.
• Christopher Flinn & Daniela Del Boca, 2004, "Modes of Household Behavior and Labor Supply Decisions," 2004 Meeting Papers, Society for Economic Dynamics, number 70.
• Eric French, 2004, "The Effects of Health, Wealth and Wages on Labor Supply and Retirement Behavior," 2004 Meeting Papers, Society for Economic Dynamics, number 96.
• Mokhtar M. Metwally, 2004, "Impact of Fluctuations in Oil Revenue on Investment in the GCC Countries," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 2, pages 173-188.
• Pipat Wongsaart & Bert D. Ward, 2004, "Ward – Modelling Monetary Policy in a Small Open Economy: Evidence from a New Zealand Svar Model," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 1, pages 77-115.
• Jose R. Sanchez-Fung, 2004, "Daily interbank rate determination and volatility in a banking crisis," Economics Discussion Papers, School of Economics, Kingston University London, number 2004-2, Mar.
• Pavelescu, Florin Marius, 2004, "Features Of The Ordinary Least Square (Ols) Method. Implications For The Estimation Methodology," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 1, issue 2, pages 85-101, May.
• Donal Bredin & Stilianos Fountas, 2004, "Macroeconomic uncertainty and macroeconomic performance: are they related?," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1125, Feb.
• Donal Bredin & John Cotter, 2004, "Volatility and Irish exports," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1165, Oct.
• Valentina Corradi & Norman Swanson, 2004, "Predictive Density Evaluation," Departmental Working Papers, Rutgers University, Department of Economics, number 200419, Sep.
• Valentina Corradi & Norman Swanson, 2004, "Predective Density and Conditional Confidence Interval Accuracy Tests," Departmental Working Papers, Rutgers University, Department of Economics, number 200423, Sep.
• Clive G. Bowsher, 2004, "Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange," OFRC Working Papers Series, Oxford Financial Research Centre, number 2004fe19.
• Guillaume Guerrero & Nicolas Million, 2004, "The US Phillips Curve and inflation expectations: A State Space Markov-Switching explanatory model," Computing in Economics and Finance 2004, Society for Computational Economics, number 133, Aug.
• Michel Juillard, 2004, "Strucural change and DSGE models," Computing in Economics and Finance 2004, Society for Computational Economics, number 191, Aug.
• Chueh-Yung Tsao & Shu-Heng Chen, 2004, "Discovering Financial Patterns in the Foreign Exchange Markets," Computing in Economics and Finance 2004, Society for Computational Economics, number 203, Aug.
• Dhiman Das, 2004, "A Bayesian algorithm for a Markov Switching GARCH model," Computing in Economics and Finance 2004, Society for Computational Economics, number 30, Aug.
• Jerzy Mycielski & Michal Kurcewicz, 2004, "A Specification Search Algorithm for Cointegrated Systems," Computing in Economics and Finance 2004, Society for Computational Economics, number 321, Aug.
• Hans Amman & David Kendrick & Ruben Mercado, 2004, "Computational Economics: Help for the Underestimated Undergraduate," Computing in Economics and Finance 2004, Society for Computational Economics, number 347, Aug.
• Pene Kalulumia & Denis Bolduc, 2004, "Generalized Mixed Estimation Of A Multinomial Discretecontinuous Choice Model For Electricity Demand," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 04-01.
• Kamhon KAN & Wei-Der TSAI, 2004, "Obesity and Risk Knowledge," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 04-A002, Jan.
• Max Gillman & Mark N. Harris & László Mátyás, 2004, "Inflation and growth: Explaining a negative effect," Empirical Economics, Springer, volume 29, issue 1, pages 149-167, January, DOI: 10.1007/s00181-003-0186-0.
• Sune Karlsson & Jimmy Skoglund, 2004, "Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects," Empirical Economics, Springer, volume 29, issue 1, pages 79-88, January, DOI: 10.1007/s00181-003-0190-4.
• Geoffrey Hodgson, 2004, "Book review," Journal of Evolutionary Economics, Springer, volume 14, issue 3, pages 365-368, July, DOI: 10.1007/s00191-004-0200-5.
• John K. Dagsvik & Steinar Strøm, 2004, "Sectoral Labor Supply, Choice Restrictions and Functional Form," Discussion Papers, Statistics Norway, Research Department, number 388, Sep.
• David Blake, 2004, "The impact of wealth on consumption and retirement behaviour in the UK," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 8, pages 555-576, DOI: 10.1080/0960310042000233863.
• Cagri Sarikaya, 2004, "Export Dynamics in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 4, issue 2, pages 41-64.
• Charles S. Bos & Neil Shephard, 2004, "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-015/4, Jan.
• Agnes S. Joseph & Jan F. Kiviet, 2004, "Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-056/4, May.
• Simonetta Longhi & Peter Nijkamp & Jacques Poot, 2004, "A Meta-Analytic Assessment of the Effect of Immigration on Wages," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-134/3, Dec.
• Chambers, M.J. & McCrorie, J.R., 2004, "Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-40.
• Magnus, J.R. & Vasnev, A.L., 2004, "Local Sensitivity and Diagnostic Tests," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-105.
• Andreou, E. & Werker, B.J.M., 2004, "An Alternative Asymptotic Analysis of Residual-Based Statistics," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-56.
• Magnus, J.R. & Vasnev, A.L., 2004, "Local Sensitivity and Diagnostic Tests," Other publications TiSEM, Tilburg University, School of Economics and Management, number 10722abe-f848-4bfa-a82d-6.
• Serafín Frache & Gabriel Katz, 2004, "Estimating a Risky Term Structure of Uruguayan Sovereign Bonds," Documentos de Trabajo (working papers), Department of Economics - dECON, number 0304, May.
• Tobías, Aureli & Saez, Marc, 2004, "Time-series regression models to study the short-term effects of environmental factors on health," Working Papers of the Department of Economics, University of Girona, Department of Economics, University of Girona, number 11, Mar.
• Raymond, Wladimir & Mohnen, Pierre & Palm, Franz & Schneider, Berit, 2004, "An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications," Research Memorandum, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT), number 011.
• Raymond, W. & Mohnen, P. & Palm, F.C. & Schim van der Loeff, S., 2004, "An emprically-based taxonomy of Dutch manufacturing: innovation policy implications," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 024, Jan, DOI: 10.26481/umamet.2004024.
• Tran Van Hoa, 2004, "Australia-Thailand Free Trade Agreement: Challenges and Opportunities for Bilateral Trade Policy and Closer Economic Relations," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp04-12.
• Thuy-Duong To, 2004, "A Note on the Bias of using Futures Rates as a Proxy for the Instantaneous Forward Rate," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 149, Dec.
• Carl Chiarella & Shenhuai Gao, 2004, "Continuous Time Model Estimation," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 138, Dec.
• Simonetta Longhi & Peter Nijkamp & Jacques Poot, 2004, "A Meta-Analytic Assessment of the Effect of Immigration on Wages," Population Studies Centre Discussion Papers, University of Waikato, Te Ngira Institute for Population Research, number dp-47, Dec.
• Martin Raiser & Alan Rousso & Franklin Steves, 2004, "Trust In Transition: Cross Country And Firm Evidence," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-640, Jan.
• Dario Cziraky & Max Gillman, 2004, "Inflation and Endogenous Growth in Underground Economies," wiiw Balkan Observatory Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 50, Jun.
• Mika Saito, 2004, "Armington elasticities in intermediate inputs trade: a problem in using multilateral trade data," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 37, issue 4, pages 1097-1117, November, DOI: 10.1111/j.0008-4085.2004.00262.x.
• Venus Khim-Sen Liew, 2004, "On Autoregressive Order Selection Criteria," Computational Economics, University Library of Munich, Germany, number 0404001, Apr.
• Voxi Heinrich Amavilah, 2004, "Apparent Solow- and Solow-like Technological Residuals and the Economic Performance of U.S. Native American Economies," Development and Comp Systems, University Library of Munich, Germany, number 0406004, Jun.
• Janine Aron & John Muellbauer & Coen Pretorius, 2004, "A Framework for Forecasting the Components of the Consumer Price," Development and Comp Systems, University Library of Munich, Germany, number 0409054, Sep.
• Janine Aron & John Muellbauer & Benjamin Smit, 2004, "A Structural Model of the Inflation Process in South Africa," Development and Comp Systems, University Library of Munich, Germany, number 0409055, Sep.
• Coro Chasco-Yrigoyen & Fernando López-Hernández, 2004, "Modelos de regresión espacio temporales en la estimación de la renta municipal. Estimación de la renta en los municipios de la Región de Murcia," Econometrics, University Library of Munich, Germany, number 0403003, Mar.
• Evens SALIES & Peter MOFFATT, 2004, "A note on the modelling of hyper-inflations," Econometrics, University Library of Munich, Germany, number 0406002, Jun.
• Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho, 2004, "Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach," Econometrics, University Library of Munich, Germany, number 0408003, Aug, revised 13 Aug 2004.
• Philip Kostov & John Lingard, 2004, "Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption," Econometrics, University Library of Munich, Germany, number 0409007, Sep.
• João Leitão, 2004, "Demand Pull And Supply Push In Portuguese Cable Television," Econometrics, University Library of Munich, Germany, number 0409011, Sep.
• Coro Chasco Yrigoyen, 2004, "Modelos De Heterogeneidad Espacial," Econometrics, University Library of Munich, Germany, number 0411004, Nov.
• Fernando A. López Hernández & Coro Chasco Yrigoyen, 2004, "Space-Time Lags: Specification Strategy In Spatial Regression Models," Econometrics, University Library of Munich, Germany, number 0411005, Nov.
• João Leitão, 2004, "Demand Pull and Supply Push in Portuguese Cable Television," Econometrics, University Library of Munich, Germany, number 0411009, Nov.
• Ram Bhar & Carl Chiarella & Thuy-Duong To, 2004, "Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets," Finance, University Library of Munich, Germany, number 0409003, Sep.
• Peter Carr & Liuren Wu, 2004, "Variance Risk Premia," Finance, University Library of Munich, Germany, number 0409015, Sep.
• Charlotte S. Hansen & Bjorn E. Tuypens, 2004, "Long-Run Regressions: Theory and Application to US Asset Markets," Finance, University Library of Munich, Germany, number 0410018, Oct.
• Andrea Brasili & Giuseppe Vulpes, 2004, "Co-movements in EU banks’ fragility: a dynamic factor model approach," Finance, University Library of Munich, Germany, number 0411011, Nov, revised 02 Nov 2005.
• Voxi Heinrich S Amavilah & Richard T. Newcomb, 2004, "Economic Growth and the Financial Economics of Capital Accumulation under Shifting Technological Change," GE, Growth, Math methods, University Library of Munich, Germany, number 0404001, Apr.
• Voxi Heinrich S Amavilah, 2004, "Human Capital: Infrastructural and Superstructural Constraints to Economic Performance across U.S. Native American Reservations and Trust Lands," GE, Growth, Math methods, University Library of Munich, Germany, number 0405001, May.
• Voxi Heinrich S Amavilah, 2004, "Economic Performance in a Cross-Section of U.S. Native American Economies," GE, Growth, Math methods, University Library of Munich, Germany, number 0405003, May.
• Dr. Vsr. Subramaniam, 2004, "Accelerate Your Socio-Economic Development – An Eccentric Bicircualr Model & Solutions," Macroeconomics, University Library of Munich, Germany, number 0403018, Mar.
• Fabio de Andrade & Lyn Thomas, 2004, "Structural Models In Consumer Credit," Risk and Insurance, University Library of Munich, Germany, number 0407001, Jul.
• José María Mella Márquez & Coro Chasco Yrigoyen, 2004, "Urban growth and territorial dynamics in Spain (1985-2001): A spatial econometrics analysis," Urban/Regional, University Library of Munich, Germany, number 0411003, Nov.