Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2004

• 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(0xa30f3338), 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, José 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.
• M. Portugal & I.A. de Morais, 2004, "STRUCTURAL CHANGE IN THE BRAZILIAN DEMAND FOR IMPORTS: A regime switching approach," Econometric Society 2004 Latin American Meetings, Econometric Society, number 346, Aug.
• Alexei Onatski & Slava Kargin, 2004, "Dynamics of Interest Rate Curve by Functional Auto-regression," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 229, Aug.
• Hendrik Wolff & Thomas Heckelei & Ron C. Mittelhammer, 2004, "Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 450, Aug.
• Chor-yiu SIN, 2004, "Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 476, Aug.
• Oscar Martin & Jesus Gonzalo, 2004, "Threshold Integrated Moving Average Models (Does Size Matter? Maybe So)," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 145, Aug.
• mehmet caner, 2004, "Asymptotics of non-linear lasso type estimators," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 156, Aug.
• Holger Sieg & Dennis Epple, 2004, "Identification of Equilibrium Models of Local Jurisdictions," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 16, Aug.
• Jesper Lund & Torben G. Andersen & Luca Benzoni, 2004, "Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 432, Aug.
• Liran Einav (Stanford University), 2004, "Not All Rivals Look Alike: An Empirical Model for Discrete Games with Asymmetric Rivals," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 626, Aug.
• Roel C.A. Oomen, 2004, "Statistical Models for High Frequency Security Prices," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 77, Aug.
• Bhattacharjee, Arnab, 2004, "Estimation in hazard regression models under ordered departures from proportionality," Computational Statistics & Data Analysis, Elsevier, volume 47, issue 3, pages 517-536, October.
• Pratap, Sangeeta & Urrutia, Carlos, 2004, "Firm dynamics, investment and debt portfolio: balance sheet effects of the Mexican crisis of 1994," Journal of Development Economics, Elsevier, volume 75, issue 2, pages 535-563, December.
• Ireland, Peter N., 2004, "A method for taking models to the data," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 6, pages 1205-1226, March.
• Corradi, Valentina & Swanson, Norman R., 2004, "Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives," International Journal of Forecasting, Elsevier, volume 20, issue 2, pages 185-199.
• Boero, Gianna & Marrocu, Emanuela, 2004, "The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts," International Journal of Forecasting, Elsevier, volume 20, issue 2, pages 305-320.
• Renault, Olivier & Scaillet, Olivier, 2004, "On the way to recovery: A nonparametric bias free estimation of recovery rate densities," Journal of Banking & Finance, Elsevier, volume 28, issue 12, pages 2915-2931, December.
• Kan, Kamhon & Tsai, Wei-Der, 2004, "Obesity and risk knowledge," Journal of Health Economics, Elsevier, volume 23, issue 5, pages 907-934, September.
• Klaassen, Franc, 2004, "Why is it so difficult to find an effect of exchange rate risk on trade?," Journal of International Money and Finance, Elsevier, volume 23, issue 5, pages 817-839, September.
• Demberel, S. & Olenev, Nicholas N. & Pospelov, Igor G., 2004, "An interaction model for livestock farming and steppe ecosystem," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 67, issue 4, pages 335-342, DOI: 10.1016/j.matcom.2004.06.002.
• Bauer, Rob & Derwall, Jeroen & Molenaar, Roderick, 2004, "The real-time predictability of the size and value premium in Japan," Pacific-Basin Finance Journal, Elsevier, volume 12, issue 5, pages 503-523, November.

2003

• Eric Ghysels & Lynda Khalaf & Cosmé Vodounou, 2003, "Simulation Based Inference In Moving Average Models," Annals of Economics and Statistics, GENES, issue 69, pages 85-99.
• Kristofersson, Dadi & Rickertsen, Kyrre, 2003, "Efficient Estimation Of Hedonic Inverse Input Demand Systems," 2003 Annual meeting, July 27-30, Montreal, Canada, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 21926, DOI: 10.22004/ag.econ.21926.
• Antzoulatos, Angelos A. & Wilfling, Bernd, 2003, "Exchange and Interest Rates prior to EMU: The Case of Greece," Discussion Paper Series, Hamburg Institute of International Economics, number 26325, DOI: 10.22004/ag.econ.26325.
• Carlberg, Jared G. & Ward, Clement E., 2003, "Alternative Theories and Empirical Approaches to Price Discovery: An Application to Fed Cattle," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 35, issue 3, pages 1-13, December, DOI: 10.22004/ag.econ.43201.
• Anderson, Soren T. & Newell, Richard G., 2003, "Simplified Marginal Effects in Discrete Choice Models," Discussion Papers, Resources for the Future, number 10631, DOI: 10.22004/ag.econ.10631.
• Beaton, Aaron J. & Dhuyvetter, Kevin C. & Kastens, Terry L., 2003, "Per Unit Costs To Own And Operate Farm Machinery," 2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama, Southern Agricultural Economics Association, number 35229, DOI: 10.22004/ag.econ.35229.
• Boero, Gianna & Marrocu, Emanuela, , "The Performance Of Setar Models: A Regime Conditional Evaluation Of Point, Interval And Density Forecasts," Economic Research Papers, University of Warwick - Department of Economics, number 269476, DOI: 10.22004/ag.econ.269476.
• Rösch, Daniel, 2003, "Correlations and Business Cycles of Credit Risk: Evidence from Bankruptcies in Germany," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 380.
• Paolo Zaffaroni, 2003, "Gaussian inference on certain long-range dependent volatility models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 472, Jun.
• Roberto Golinelli & Giuseppe Parigi, 2003, "What is this thing called confidence? A comparative analysis of consumer confidence indices in eight major countries," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 484, Sep.
• Lundbergh, Stefan & Terasvirta, Timo & van Dijk, Dick, 2003, "Time-Varying Smooth Transition Autoregressive Models," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 1, pages 104-121, January.
• Strachan, Rodney W, 2003, "Valid Bayesian Estimation of the Cointegrating Error Correction Model," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 1, pages 185-195, January.
• Poirier, Dale J & Tobias, Justin L, 2003, "On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 2, pages 258-268, April.
• Groen, Jan J J & Kleibergen, Frank, 2003, "Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 2, pages 295-318, April.
• Fiorentini, Gabriele & Sentana, Enrique & Calzolari, Giorgio, 2003, "Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 4, pages 532-546, October.
• Olivier Ledoit & Michael Wolf, 2015, "Honey, I Shrunk the Sample Covariance Matrix," Working Papers, Barcelona School of Economics, number 92, Sep.
• Marcelo C. Medeiros & Alvaro Veiga, 2003, "Diagnostic Checking in a Flexible Nonlinear Time Series Model," Journal of Time Series Analysis, Wiley Blackwell, volume 24, issue 4, pages 461-482, July, DOI: 10.1111/1467-9892.00316.
• Selva Demiralp & Kevin D. Hoover, 2003, "Searching for the Causal Structure of a Vector Autoregression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 745-767, December, DOI: 10.1046/j.0305-9049.2003.00087.x.
• Hans‐Martin Krolzig, 2003, "General‐to‐Specific Model Selection Procedures for Structural Vector Autoregressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 769-801, December, DOI: 10.1046/j.0305-9049.2003.00088.x.
• Clifford L.F. Attfield, 2003, "Structural Breaks and Convergence in Output Growth in the EU," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 03/544, Jan.
• Clifford L.F. Attfield, 2003, "Structural Breaks and Permanent Trends," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 03/545, Jan.
• Clifford L.F. Attfield & Edmund Cannon, 2003, "The Impact of Age Distribution Variables on the Long Run Consumption Function," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 03/546, Jan.
• Clifford L.F. Attfield, 2003, "Balanced Growth and Output Convergence in Europe," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 03/547, Jan.
• Cliff L.F. Attfield & Jonathan R.W. Temple, 2003, "Measuring trend output: how useful are the Great Ratios?," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 03/555, Oct.
• Romain Paris, 2003, "Essai de mesure des effets externes engendrés par une opération d'aménagement à travers une fonction hédonique des prix fonciers," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 4, pages 671-689.
• Sancetta, A., 2003, "Nonparametric Estimation of Multivariate Distributions with Given Marginals," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0320, Feb.
• Bhattacharjee, A., 2003, "Estimation in Hazard Regression Models under Ordered Departures from Proportionality," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0337, Feb.
• Kevin Hoover & Selva Demiralp, 2003, "Searching for the Causal Structure of a Vector Autoregression," Working Papers, University of California, Davis, Department of Economics, number 58, Mar.
• Hsiao-chuan Chang, 2003, "International Trade, Productivity Growth, Education and the Wage Differential: A Case Study of Taiwan," Journal of Applied Economics, Universidad del CEMA, volume 6, pages 25-48, May.
• Fernando Galindo-Rueda, 2003, "Employer Learning and Schooling-Related Statistical Discrimination in Britain," CEE Discussion Papers, Centre for the Economics of Education, LSE, number 0031, May.
• Martin Meurers, 2003, "Angebot und Nachfrage im Außenhandel : Theoretische Überlegungen und eine Kointegrationsanalyse für Deutschland," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 13, October.
• Dieter Dziadkowski & Andrea Gebauer & W. Christian Lohse & Chang Woon Nam & Rüdiger Parsche, 2002, "Development of Recent VAT Revenues and Anticipated Fiscal Effects of Reform Proposals for VAT System," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 13.
• Jean-Marie Dufour & Denis Pelletier & Eric Renault, 2003, "Short Run and Long Run Causality in Time Series: Inference," CIRANO Working Papers, CIRANO, number 2003s-61, Sep.
• M. Genius & E. Strazzera, 2003, "The copula approach of sampling selection modelling: an application to the recreational value of forests," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200308.
• MOUCHART, Michel & ROMBOUTS, Jeroen, 2003, "Clustered panel data models: an efficient approach for nowcasting from poor data," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003090, Dec.
• MOUCHART, Michel & VANDRESSE, Marie, 2003, "A measure of market imperfection by frontier analysis," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003092, Dec.
• Henk Don, 2003, "SAFE: a quarterly model of the Dutch economy for short-term analyses," CPB Document, CPB Netherlands Bureau for Economic Policy Analysis, number 42, Dec.
• Wickens, Michael R., 2003, "Microeconomic Sources of Equity Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4070, Sep.
• Farmer, Roger & Beyer, Andreas, 2003, "Identifying the Monetary Transmission Mechanism Using Structural Breaks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4106, Nov.
• Martínez, Oscar & Gonzalo, Jesús, 2003, "Threshold integrated moving average models: does size matter? maybe so," DE - Documentos de Trabajo. Economía. DE, Universidad Carlos III de Madrid. Departamento de Economía, number 16008, Jan.
• Moffatt, P. G. & Salies, E., 2003, "A note on the modelling of hyper-inflations," Working Papers, Department of Economics, City St George's, University of London, number 03/02.
• Madsen, J. B. & Milas, C., 2003, "The price-dividend relationship in inflationary and deflationary regimes," Working Papers, Department of Economics, City St George's, University of London, number 03/05.
• Milas, C., 2003, "Non-linear multivariate adjustment of the UK real exchange rate," Working Papers, Department of Economics, City St George's, University of London, number 03/08.
• Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003, "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1407, Mar.
• Boriss Siliverstovs, 2003, "Multicointegration in US Consumption Data," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 382.
• Lorenzo Cappellari & Stephen P. Jenkins, 2006, "Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 584.
• C. S. C. Sekhar, 2003, "Determinants of Price in World Wheat Markets-Hidden Lessons for Indian Policy Makers?," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 38, issue 2, pages 167-187, July.
• Guisan, M.Carmen & Arranz, Matilde, 2003, "Econometric Models of Private and Public Health Expenditure in OECD countries, 1970-96," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 3, issue 3, pages 49-60.
• Obara, Takashi, 2003, "Application of Langevin Equation in Econometrics to the Interaction between the Exchange Rates of Japan and South Korea," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 3, issue 3.
• Zagler, Martin, 2003, "The Dynamics of Economic Growth and Unemployment in Major European Countries: Analysis of Okun´s Law," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 3, issue 3.
• Neira, Isabel, 2003, "Modelos econometricos de capital humano: Principales enfoques y evidencia empirica," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 64.
• Guisan, M.Carmen & Martinez, C., 2003, "Education, Industrial Development and Foreign Trade in Argentina: Econometric Models and International Comparisons," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 67.
• Guisan, M.Carmen & Malacon, C. & Exposito, P., 2003, "Effects of the Integration of Mexico into NAFTA on Trade, Industry, Employment and Economic Growth," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 68.
• Guisan, M.Carmen & Padrao, R., 2003, "Evolucion de la Economia Portuguesa, 1946-2000: crecimiento, salarios y empleo," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 69.