Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2004

• 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.
• Ewa Broszkiewicz-Suwaj & Agnieszka Wylomanska, 2004, "Periodic correlation vs. integration and cointegration (Okresowa korelacja a integracja i kointegracja)," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/04/04.
• Michal Grajek, 2004, "Diffusion of ISO 9000 Standards and International Trade," CIG Working Papers, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), number SP II 2004-16, Dec.
• Peter C.B. Phillips & Sainan Jin & Yixiao Sun, 2004, "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Yale School of Management Working Papers, Yale School of Management, number ysm347, Jul.
• Tangian, Andranik S., 2004, "Defining the flexicurity index in application to European countries," WSI Working Papers, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation, number 122.
• Tangian, Andranik S., 2004, "Liberal and trade-unionist concepts of flexicurity: Modelling in application to 16 European countries," WSI Working Papers, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation, number 131.
• Tangian, Andranik S., 2004, "Constructing the composite indicator "Quality of work" from the third European survey on working conditions," WSI Working Papers, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation, number 132.
• Cristiano Silveira Freixo & Fernando de Holanda Barbosa, 2004, "Paridade do Poder de Compra: O Modelo de Reversão Não Linear para o Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 5, issue 3, pages 75-116.
• Fábio Augusto Reis Gomes & Leandro Gonçalves do Nascimento, 2004, "A Welfare Analysis Of Economic Fluctuations In South America," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 045.
• Cristiano Silveira Freixo & Fernando de Holanda Barbosa, 2004, "Paridade Do Poder De Compra: O Modelo De Reversão Não Linear Para O Brasil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 065.
• Walter Beckert & Richard Blundell, 2004, "Invertibility of Nonparametric Stochastic Demand Functions," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0406, Oct.
• A.C. Brooms, 2004, "On the Nash equilibria for the FCFS queueing system with load-increasing service rate," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0407, Nov.
• Eric Jondeau & Michael Rockinger, 2004, "Optimal Portfolio Allocation Under Higher Moments," Working papers, Banque de France, number 108.
• Elizabeth Bucacos, 2004, "Acerca del proceso de formación de precios internos en Uruguay en 1986.1-2003.4: un enfoque de cointegración multivariado," Documentos de trabajo, Banco Central del Uruguay, number 2004002, Dec.
• Efthymios G. Tsionas & Dimitris K. Christopoulos, 2004, "Inflation, Shadow Prices and the EMU: Evidence From Greece," Bulletin of Economic Research, Wiley Blackwell, volume 56, issue 3, pages 251-269, July, DOI: 10.1111/j.1467-8586.2004.00201.x.
• Stilianos Fountas & Menelaos Karanasos & Alfonso Mendoza, 2004, "Output Variability and Economic Growth: the Japanese Case," Bulletin of Economic Research, Wiley Blackwell, volume 56, issue 4, pages 353-363, October, DOI: 10.1111/j.1467-8586.2004.00209.x.
• David Prentice & Xiangkang Yin, 2004, "Constructing a Quality‐Adjusted Price Index for a Heterogeneous Oligopoly," Manchester School, University of Manchester, volume 72, issue 4, pages 423-442, July, DOI: 10.1111/j.1467-9957.2004.00401.x.
• George C. Bitros & Efthymios G. Tsionas, 2004, "A Consistent Approach to Cost Efficiency Measurement," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 66, issue 1, pages 49-69, February, DOI: 10.1046/j.0305-9049.2003.00079.x.
• Solveig K. Erlandsen & Ragnar Nymoen, 2004, "Consumption and population age structure," Working Paper, Norges Bank, number 2004/22, Nov.
• Christopher Martin & Costas Milas, 2004, "Uncertainty and UK Monetary Policy," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-11, Jul.
• Christopher Martin & Costas Milas, 2004, "Uncertainty and UK Monetary Policy," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-11, Jul.
• Corrado, L. & Martin, R. & Weeks, M., 2004, "Identifying and Interpreting Convergence Clusters Across Europe," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0414, Feb.
• Pesaran, M.H. & Timmermann, A., 2004, "‘Real Time Econometrics’," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0432, Jun.
• Lavan Mahadeva and Paul Robinson, 2004, "Unit Root Testing in a Central Bank," Handbooks, Centre for Central Banking Studies, Bank of England, number 22, ISBN: ARRAY(0x7a1a01b8), April.
• José Angel Roldán Casas & Rafaela Dios-Palomares, 2004, "Contrastación de la ley de precio único en el mercado español del aceite de oliva," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/27.
• Germán Coloma, 2004, "Econometric Estimation of PCAIDS Models," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 276, Nov.
• Marc-Andreas Muendler, 2004, "Estimating Production Functions When Productivity Change is Endogenous," CESifo Working Paper Series, CESifo, number 1143.
• Kurt Brännäs & Niklas Nordman, 2001, "An Alternative Conditional Asymmetry Specification for Stock Returns," CESifo Working Paper Series, CESifo, number 448.
• Sangeeta Pratap & Carlos Urrutia, 2004, "Firm Dynamics, Investment, and Debt Portfolio: Balance Sheet Effects of the Mexican Crisis of 1994," Working Papers, Centro de Investigacion Economica, ITAM, number 0406, Mar.
• Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff, 2004, "An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications," CIRANO Working Papers, CIRANO, number 2004s-36, Jun.
• Mika Saito, 2004, "Armington elasticities in intermediate inputs trade: a problem in using multilateral trade data," Canadian Journal of Economics, Canadian Economics Association, volume 37, issue 4, pages 1097-1117, November.
• Luis Gonzalo Llosa & Shirley Miller, 2004, "Using Additional Information in Estimating the Output Gap in Peru: a Multivariate Unobserved Component Approach," Money Affairs, CEMLA, volume 0, issue 1, pages 57-82, January-J.
• Clemente Forero & Carlos Eduardo Sep√∫lveda, 2004, "Forms of Participatory Democracy: An Analytical Framework Based on the Experiences of Bolivia, Brazil and Colombia," Borradores de Investigación, Universidad del Rosario, number 2742, Nov.
• Arie ten Cate, 2004, "Refinement of the partial adjustment model using continuous-time econometrics," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 41, Nov.
• Pesaran, M. Hashem & Timmermann, Allan, 2004, "Real Time Econometrics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4402, Jun.
• Pesenti, Paolo & Bayoumi, Tamim & Laxton, Doug, 2004, "Benefits and Spillovers of Greater Competition in Europe: A Macroeconomic Assessment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4481, Jul.
• Bayoumi, Tamim & Sgherri, Silvia, 2004, "Monetary Magic? How the Fed Improved the Flexibility of the Economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4696, Oct.
• Attfield, Clifford & Temple, Jonathan, 2004, "Measuring Trend Output: How Useful Are the Great Ratios?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4796, Dec.
• Eric French & John Bailey Jones, 2004, "The Effects of Health Insurance and Self-Insurance on Retirement Behavior," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2004-12, Apr, revised Apr 2004.
• Janine Aron & John Muellbauer & Coen Pretorius, 2004, "A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2004-07.
• Janine Aron & John Muellbauer & B. Smit, 2004, "A Structural Model of the Inflation Process in South Africa," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2004-08.
• Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2004, "Worst-case estimation and asymptotic theory for models with unobservables," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb045518, Nov.
• Martin, C. & Milas, C., 2004, "Uncertainty and UK Monetary Policy," Working Papers, Department of Economics, City St George's, University of London, number 04/05.
• Legrenzi, G. & Milas, C., 2004, "Non-linear adjustments in fiscal policy," Working Papers, Department of Economics, City St George's, University of London, number 04/06.
• Frank J. Fabozzi & Radu Tunaru & Tony Wu, 2004, "Modeling Volatility for the Chinese Equity Markets," Annals of Economics and Finance, Society for AEF, volume 5, issue 1, pages 79-92, May.
• Jeff Racine & Qi Li & Xi Zhu, 2004, "Kernel Estimation of Multivariate Conditional Distributions," Annals of Economics and Finance, Society for AEF, volume 5, issue 2, pages 211-235, November.
• Denis Cogneau & Anne-Sophie Robilliard, 2004, "Poverty Alleviation Policies in Madagascar: a Micro-Macro Simulation Model," Working Papers, DIAL (Développement, Institutions et Mondialisation), number DT/2004/11, Nov, revised Nov 2004.
• Vladimir Kuzin & Silke Tober, 2004, "Asymmetric Monetary Policy Effects in Germany," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 397.
• Rosenberg, M, 2004, "Ecuadorian Perceptions Towards US Foreign Policy: An Econometric Analysis," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 4, issue 2.
• Loening, J.L., 2004, "Human Capital, Technology diffusion and Economic Growth in Low-to-Middle Income Country: a time series perspective of Guatemala, 1950-2001," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 4, issue 3.
• Guisan, M.C., 2004, "Human Capital, Trade and Development in India, China, Japan and other Asian Countries, 1960-2002: Econometric Models and Causality Tests," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 4, issue 3, pages 123-139.
• Obara, T., 2004, "Dynamics of Exchange Rate Fluctuations between Yen and the US-Dollar," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 4, issue 1.
• Miles, W., 2004, "Human Capital and Economic Growth: A Quantile Regression Approach," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 4, issue 2.
• Guisan, Maria-Carmen & Cardim-Barata, Ana Sofia, 2004, "Industria e Comercio Externo na Economia do Brasil, 1960-2000," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 73.
• Guisan, Maria-Carmen & Exposito, Pilar, 2004, "Econometric Models of Demand and Supply of Agriculture in Spain, France, Japan and The USA, 1964-99: An Analysis Of Interdependence," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 75.
• Guisan, Maria-Carmen & Exposito, Pilar, 2004, "The Impact of Industry and Foreign Trade on Economic Growth in China. An Inter-Sectoral Econometric Model, 1976-2002," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 76.
• Guisan, Maria-Carmen, 2004, "Modelos econometricos del empleo en España: analisis comparativo de especificaciones dinamicas e impacto de la industria manufacturera sobre el empleo no agrario, 1964-2003," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 77.
• Guisan, Maria-Carmen & Exposito, Pilar, 2004, "Econometric Models and Causality Relationships Between Manufacturing and Non-Manufacturing Production in MOROCCO, TUNISIA and other Northern African Countries, 1950-2000," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 78.
• Guisan, Maria-Carmen & Aguayo, Eva & Carballas, David, 2004, "Economic Growth and Cycles in Poland, Hungary, Czech Republic, Slovakia and Slovenia: A comparison with Spain, Austria and other EU countries, 1950-2002," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 79.
• Aguayo, Eva & Guisan, Maria-Carmen, 2004, "Employment and Population in European Union: Econometric Models and Causality Tests," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 80.
• Lewer, J.J. & Saenz, M., 2004, "Efectos de la liberalizacion financiera sobre el comercio exterior: Modelo gravitacional de Latinoamerica, 1995-99," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 4, issue 2.
• Guisan, M. C. & Aguayo, E., 2004, "Desarrollo economico de Europa Central en 1950-2002: Modelos econometricos y comparacion con Irlanda, España y Austria," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 4, issue 2, pages 49-72.
• Rodriguez, J. & Barrios, J., 2004, "Politica fiscal de vivienda en España y forma de tenencia de la vivienda habitual: una valoracion empirica a nivel provincial," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 4, issue 2.
• Sedgley, N. & Elmslie, B., 2004, "A Time Series Test of Regional Convergence in the USA with Dynamic Panel Models, 1972-1998," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 4, issue 2.
• Guisan, M.C., 2004, "Education, Research and Manufacturing in EU25: An Inter-Sectoral Econometric Model of 151 European Regions, 1995-2000," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 4, issue 2, pages 21-32.
• Ibrahim, M.H, 2004, "A VAR Analysis of US and Japanese Effects on Malaysian Aggregate and Sectoral Output," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 1, issue 1, pages 5-28.
• Feridun, M., 2004, "Does inmigration have an impact on economic development and unemployment?. Empirical evidence from Finland(1981-2001)," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 1, issue 3, pages 39-60.
• Obara, T., 2004, "Structural Change in Time Series of the Exchange Rates between Yen-Dollar and Yen-Euro in 2001-2004," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 1, issue 3, pages 61-74.
• Mejia-Reyes, P., 2004, "Classical Business Cycles in America: Are National Business Cycles Synchronised?," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 1, issue 3, pages 75-102.
• Floros, Ch. & Failler, P., 2004, "Seasonaility and Cointegration in the Fishing Industry of Conrwall," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 1, issue 4, pages 27-52.
• Sweidan, O., 2004, "Recent Evidence on Improved Inventory Control: A quarterly Model of the US Economy for the period 1959-2001," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 1, issue 4, pages 75-84.
• KORRES, George M. & CHIONIS, Dionysios P. & TSAMADIAS, Constantine, 2004, "Labour Productivity in the European Union and Comparison with the USA, 1979-2001," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 1, issue 4, pages 85-112.
• Feridun, M., 2004, "Brazilian Real Crisis Revisited: A Linear Probability Model to Identify Leading Indicators," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 1, issue 1, pages 81-96.
• Sweidan, O.D., 2004, "Does Inflation Harm Economic Growth in Jordan?. An Econometric Analysis for the Period 1970-2000," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 1, issue 2, pages 41-66.
• Bayoumi, Tamim & Laxton, Douglas & Pesenti, Paolo, 2004, "Benefits and spillovers of greater competition in Europe: a macroeconomic assessment," Working Paper Series, European Central Bank, number 341, Apr.
• Luisa Corrado & Ron Martin & Melvyn Weeks, 2004, "Identifying And Interpreting Convergence Clusters Across Europe," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 145, Sep.
• Tie Wang, 2004, "Market Response Analysis: The Demand System versus Non-Restricted Marketing Models," Econometric Society 2004 Australasian Meetings, Econometric Society, number 116, Aug.
• Murray D Smith, 2004, "Stochastic Frontier Models With Correlated Error Components," Econometric Society 2004 Australasian Meetings, Econometric Society, number 121, Aug.
• Minxian Yang, 2004, "Normal Log-normal Mixture: Leptokurtosis, Skewness and Applications," Econometric Society 2004 Australasian Meetings, Econometric Society, number 186, Aug.
• Shahidur Rahman, 2004, "An Alternative Estimation of Spurious Regression Model," Econometric Society 2004 Australasian Meetings, Econometric Society, number 194, Aug.
• Jan M. Podivinsky & Chongcheul Cheong & Maozu Lu, 2004, "The Effect of Exchange Rate Uncertainty on US Imports from the UK: Consistent OLS Estimation with Volatility Measured by An ARCH-type Model," Econometric Society 2004 Australasian Meetings, Econometric Society, number 212, Aug.
• Thuy Duong To & Carl Chiarella, 2004, "Estimation of the Volatility Structure of the Fixed Income Market," Econometric Society 2004 Australasian Meetings, Econometric Society, number 219, Aug.
• Chin Nam Low & Heather Anderson & Ralph Snyder, 2004, "Single Source of Error State Space Approach to the Beveridge Nelson Decomposition," Econometric Society 2004 Australasian Meetings, Econometric Society, number 242, Aug.
• P.H. Franses & D. Fok & D. van Dijk, 2004, "A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production," Econometric Society 2004 Australasian Meetings, Econometric Society, number 267, Aug.
• Daniel R. Smith & Christophe Parignon, 2004, "Modeling Yield-Factor Volatility," Econometric Society 2004 Australasian Meetings, Econometric Society, number 307, Aug.
• Thesia I. Garner & Atsushi Maki, 2004, "The gap between macro and micro economic statistics: Estimation of the misreporting model using micro-data sets derived from the Consumer Expenditure Survey," Econometric Society 2004 Australasian Meetings, Econometric Society, number 33, Aug.
• Scott I. White & Adam E. Clements & Stan Hurn, 2004, "Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility," Econometric Society 2004 Australasian Meetings, Econometric Society, number 46, Aug.
• Chor-yiu SIN, 2004, "Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE," Econometric Society 2004 Australasian Meetings, Econometric Society, number 92, Aug.
• D.Rajasekhar & Gagan & B.S, 2004, "Credit Constraints and Distress Sales in Rural India: An Econometric Analysis," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 410, Aug.
• Silvia Sgherri & Tamim Bayoumi, 2004, "Monetary Magic? How the Fed Improved the Supply Side of the Economy," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 422, Aug.
• Peter Schmidt & Antonio Alvarez & Christine Amsler, 2004, "Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 520, Aug.
• Keunkwan Ryu & Gyung-Rok Kim & Seonghwan Oh, 2004, "Discriminatory vs Uniform Price Auction: Auction Revenue," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 539, Aug.
• Nicolas Million & Guillaume Guerrero, 2004, "The US Phillips Curve and inflation expectations: A State Space Markov-Switching explanatory model," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 542, Aug.
• Garry Phillips & Emma Iglesias, 2004, "Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 567, Aug.
• Kyungho Jang, 2004, "Generalized Two-Step Maximum Likelihood Estimation of Structural Vector Autoregressive Models partially identified with Short-Run Restrictions," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 569, Aug.
• Chao-Hsi Huang & Yue-Lieh Huang, 2004, "Testing Intertemporal Rational Expectations Model with State Uncertainty: An Application to the Permanent Income Hypothesis," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 598, Aug.
• Jan M Podivinsky & Chongcheul Cheong & Maozu Lu, 2004, "The effect of exchange rate uncertainty on US imports from the UK: Consistent OLS estimation with volatility measured by an ARCH-type model," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 657, Aug.
• Michael B. Devereux & Woon Gyu Choi, 2004, "Asymmetric Effects of Government Spending: Does the Level of Real Interest Rates Matter?," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 666, Aug.
• Chung-Ming Kuan & Yu-Lieh Huang, 2004, "A component-driven model for regime switching and its empirical evidence," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 718, Aug.
• José Antonio Núñez & José Luis de la Cruz, 2004, "Productivity, Inflation, And Investment: An Analysis Of Causality," Econometric Society 2004 Latin American Meetings, Econometric Society, number 154, Aug.
• Gonzalo Llosa/Shirley Miller, 2004, "Using additional information in estimating output gap in Peru: a multivariate unobserved component approach," Econometric Society 2004 Latin American Meetings, Econometric Society, number 243, Aug.