Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2004

• 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.
• Tkacz, Greg, 2004, "Inflation changes, yield spreads, and threshold effects," International Review of Economics & Finance, Elsevier, volume 13, issue 2, pages 187-199.

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.
• 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.
• Guisan, Mª. del Carmen & Gardella, Rodrigo J. & Lupo, Federico J., 2003, "Industria, Comercio Exterior y Desarrollo en Argentina y Mercosur, 1976-2000," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 3, issue 1, pages 45-60.
• Guisan, M.Carmen & Exposito, Pilar, 2003, "Analisis comparativo del desarrollo economico de China e India, en 1950-2000," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 3, issue 1, pages 85-110.
• Tapiero, Charles, 2003, "Value at Risk and Inventory Control," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 03012, Nov.
• Calza, Alessandro & Sousa, João & Manrique, Marta, 2003, "Aggregate loans to the euro area private sector," Working Paper Series, European Central Bank, number 202, Jan.
• Glatzer, Ernst & Scheicher, Martin, 2003, "Modelling the implied probability of stock market movements," Working Paper Series, European Central Bank, number 212, Jan.
• Beyer, Andreas & Farmer, Roger E. A., 2003, "Identifying the monetary transmission mechanism using structural breaks," Working Paper Series, European Central Bank, number 275, Sep.
• Hendry, David F & Hans-Martin Krolzig, 2003, "The Properties of Automatic Gets Modelling," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 105, Jun.
• Marrocu, Emanuela & Gianna Boero, 2003, "The Performance of SETAR models by Regime: A Conditional Evaluation of Interval and Density Forecasts," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 147, Jun.
• Thompson, Jamie & Hasan Bakhshi & Nick Oulton, 2003, "Modelling Investment When Relative Prices Are Trending: Theory and Evidence for the UK," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 203, Jun.
• To, Thuy Duong & Carl Chiarella, 2003, "The Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 205, Jun.
• Wallis, Gavin, 2003, "The Effect of Skill shortages on Unemployment and Real Wage Growth: A Simultaneous Equation Approach," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 217, Jun.
• Galindo-Rueda, Fernando, 2003, "Employer Learning and Schooling-Related Statistical Discrimination in Britain," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 82, Jun.
• Robin L. Lumsdaine & Eswar S. Prasad, 2003, "Identifying the Common Component of International Economic Fluctuations: A New Approach," Economic Journal, Royal Economic Society, volume 113, issue 484, pages 101-127, January.
• Chang, Yoosoon & Martinez-Chombo, Eduardo, 2003, "Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case," Working Papers, Rice University, Department of Economics, number 2003-08, Jul.
• Reiss, Peter C. & Wolak, Frank A., 2003, "Structural Econometric Modeling: Rationales and Examples from Industrial Organization," Research Papers, Stanford University, Graduate School of Business, number 1831, Dec.
• Engle-Warnick, Jim, 2003, "Inferring strategies from observed actions: a nonparametric, binary tree classification approach," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11-12, pages 2151-2170, September.
• Coakley, Jerry & Fuertes, Ana-Maria & Perez, Maria-Teresa, 2003, "Numerical issues in threshold autoregressive modeling of time series," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11-12, pages 2219-2242, September.
• Coakley, Jerry & Fuertes, Ana-Marı́a & Pérez, Marı́a-Teresa, 2003, "Numerical issues in threshold autoregressive modeling of time series," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11, pages 2219-2242, DOI: 10.1016/S0165-1889(02)00123-9.
• Anderson, Soren & Newell, Richard G., 2003, "Simplified marginal effects in discrete choice models," Economics Letters, Elsevier, volume 81, issue 3, pages 321-326, December.
• Zaffaroni, Paolo & d'Italia, Banca, 2003, "Gaussian inference on certain long-range dependent volatility models," Journal of Econometrics, Elsevier, volume 115, issue 2, pages 199-258, August.
• Sun, Yixiao & Phillips, Peter C. B., 2003, "Nonlinear log-periodogram regression for perturbed fractional processes," Journal of Econometrics, Elsevier, volume 115, issue 2, pages 355-389, August.
• Ledoit, Olivier & Wolf, Michael, 2003, "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," Journal of Empirical Finance, Elsevier, volume 10, issue 5, pages 603-621, December.
• Lafuente, Juan A. & Novales, Alfonso, 2003, "Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market," Journal of Banking & Finance, Elsevier, volume 27, issue 6, pages 1053-1078, June.
• Laxton, Douglas & Pesenti, Paolo, 2003, "Monetary rules for small, open, emerging economies," Journal of Monetary Economics, Elsevier, volume 50, issue 5, pages 1109-1146, July.
• Thomas Alderweireld & Jean Nuyts, 2003, "Term Structure of Interest Rates. Emergence of Power Laws and Scaling Laws," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2003_05, Jul.
• Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2003, "A multi-level panel smooth transition autoregression for US sectoral production," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-43, Jan.
• Pak, K. & Dekker, R. & Kindervater, G.A.P., 2003, "Airline Revenue Management with Shifting Capacity," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number ERS-2003-091-LIS, Dec.
• Pak, K. & Dekker, R. & Kindervater, G.A.P., 2003, "Airline Revenue Management with Shifting Capacity," 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-2003-091-LIS, Dec.
• Tims, B. & Mahieu, R.J., 2003, "A Range-Based Multivariate Model for Exchange Rate Volatility," 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-2003-022-F&A, Mar.
• Chris Stewart, 2003, "An International Comparison Of Long-Run Consumer Behaviour," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 145-168, January -.
• Eva Aguayo Lorenzo, & Portillo Vitoria, Saskia & Expósito Díaz, Pilar, 2003, "El capital humano en América Latina en el período 1965-90 y su contribución al desarrollo económico," Observatorio de la Economía Latinoamericana, Servicios Académicos Intercontinentales SL. Hasta 31/12/2022, issue 07, May.
• Neira, Isabel & Expósito, Pilar & Aguayo, Eva, 2003, "El capital humano en América Latina en el período 1965-90 y su contribución al desarrollo económico," Observatorio de la Economía Latinoamericana, Servicios Académicos Intercontinentales SL. Hasta 31/12/2022, issue 07, May.
• Charles GRANT, 2003, "Estimating Credit Constraints among US Households," Economics Working Papers, European University Institute, number ECO2003/14.
• Olivier RENAULT & Olivier SCAILLET, 2003, "On the Way to Recovery: A Nonparametric Bias Free Estimation of Recovery Rate Densities," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp83, May.
• Giorgio Busetti & Matteo Manera, 2003, "STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US," Working Papers, Fondazione Eni Enrico Mattei, number 2003.43, Apr.
• Efrem Castelnuovo, 2003, "Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model," Working Papers, Fondazione Eni Enrico Mattei, number 2003.6, Jan.
• Matteo Manera & Angelo Marzullo, 2003, "Modelling the Load Curve of Aggregate Electricity Consumption Using Principal Components," Working Papers, Fondazione Eni Enrico Mattei, number 2003.95, Oct.
• Fernandes, Marcelo & Grammig, Joachim, 2003, "Nonparametric specification tests for conditional duration models," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 502, Oct.
• Daniele Fabbri & Chiara Monfardini, 2003, "Public vs. Private Health Care Services Demand in Italy," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 62, issue 1, pages 93-123, April.
• Michael Louis George, 2003, "Method For Determining And Eliminating The Drivers Of Non-Value Added Cost Due To Product Complexity And Process Parameters," Working Papers, Institute of Business Entropy, number 0626, Jun.
• Carstensen, Vivian, 2003, "Ein einfaches Verfahren zur Berücksichtigung heterogener Preisbildung und Marktmacht auf unvollkommenen Gütermärkten in Produktivitätsschätzungen," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-273, Feb.
• Jakob Klette, Tor & Raknerud, Arvid, 2003, "How and why do firms differ?," Memorandum, Oslo University, Department of Economics, number 30/2002, Jun.
• Dagsvik, John K. & Strøm, Steinars, 2003, "Analyzing labor supply behavior with latent job opportunity sets and institutional choice constraints," Memorandum, Oslo University, Department of Economics, number 11/2003, Mar.
• Brännäs, Kurt & Simonsen, Ola, 2003, "Discretized Time and Conditional Duration Modelling for Stock Transaction Data," Umeå Economic Studies, Umeå University, Department of Economics, number 610, May.
• Brännäs, Kurt, 2003, "Temporal Aggregation of the Returns of a Stock Index Series," Umeå Economic Studies, Umeå University, Department of Economics, number 614, Sep.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003, "Limit Order Book as a Market for Liquidity," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp321, Jan.
• Esmerelda A. Ramalho & Richard Smith, 2003, "Discrete choice non-response," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/03, Jul.
• Poirier, Dale J & Tobias, Justin, 2003, "On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12014, Jan.
• Galindo-Rueda, Fernando, 2003, "Employer Learning and Schooling-Related Statistical Discrimination in Britain," IZA Discussion Papers, Institute of Labor Economics (IZA), number 778, Apr.
• Flinn, Christopher, 2003, "Minimum Wage Effects on Labor Market Outcomes under Search with Bargaining," IZA Discussion Papers, Institute of Labor Economics (IZA), number 949, Dec.
• Hakan Berument & Asli Günay, 2003, "Exchange Rate Risk and Interest Rate: A Case Study for Turkey," Open Economies Review, Springer, volume 14, issue 1, pages 19-27, January, DOI: 10.1023/A:1021243101272.
• Martins Bitans & Dainis Stikuts & Ivars Tillers, 2003, "Transmission of Monetary Shocks in Latvia," Working Papers, Latvijas Banka, number 2003/01, May.
• Chan Tze Haw & Khong Wye Leong Roy & Zubaidi Baharumshah, 2003, "Dynamic Financial Linkages of Japan And Asean Economies: An Application of Real Interest Parity," Capital Markets Review, Malaysian Finance Association, volume 11, issue 1&2, pages 23-40.
• Lydia Shenstone & Rob J. Hyndman, 2003, "Stochastic models underlying Croston's method for intermittent demand forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/03, Feb.
• Heather M. Anderson & Farshid Vahid, 2003, "Nonlinear Correlograms and Partial Autocorrelograms," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/03, Nov.
• George Woodward & Heather Anderson, 2003, "Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/03, Apr.
• DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003, "Short run and long run causality in time series: Inference," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-16.
• DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003, "Short Run and Long Run Causality in Time Series : Inference," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 14-2003.
• Douglas Laxton & Paolo Pesenti, 2003, "Monetary Rules for Small, Open, Emerging Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 9568, Mar.
• James J. Heckman & Rosa Matzkin & Lars Nesheim, 2003, "Simulation and Estimation of Nonaddative Hedonic Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 9895, Aug.
• N. Riedinger & E. Hauvy, 2003, "The cost of air pollution abatement for French firms: An estimation at the firm-level," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2003-01.
• Clive G. Bowsher, 2003, "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W03, Jan.
• Heino Bohn Nielsen & Christopher Bowdler, 2003, "Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W05, Mar.
• Ralf Brüggemann & Hans-Martin Krolzig & Helmut Lütkepohl, 2003, "Comparison of Model Reduction Methods for VAR Processes," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W13, Apr.
• David Hendry & Hans-Martin Krolzig, 2003, "The Properties of Automatic Gets Modelling," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W14, Mar.
• Hans-Martin Krolzig, 2003, "General-to-Specific Model Selection Procedures for Structural Vector Autoregressions," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W15, Mar.
• Jurgen A. Doornik & Marius Ooms, 2003, "Multimodality in the GARCH Regression Model," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W20, Sep.
• Ken West, 2003, "Monetary policy and the volatility of real exchange rates in New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2003/09, Nov.
• Hans Lööf & Almas Heshmati, 2003, "The link between firm-level innovation and aggregate productivity growth: a cross-country examination," Research Evaluation, Oxford University Press, volume 12, issue 2, pages 131-147, August.
• Arce, Rafael de & Mahia, Ramón, 2003, "Un Modèle d’Equilibre pour la Determination des Effets Nationaux de la Creation d’une Zone de Libre Echange Agricole Euro-Mediterraneenne
  [An equilibrium model for Free Trade Area creation economic," MPRA Paper, University Library of Munich, Germany, number 10455, Dec.
• Albu, Lucian-Liviu & Nicolae, Mariana, 2003, "Use of households survey data to estimate the size of the informal economy in Romania," MPRA Paper, University Library of Munich, Germany, number 14286, Jan.
• Skribans, Valerijs, 2003, "Construction demand: a model of research and forecast for Latvia from 2002 to 2025," MPRA Paper, University Library of Munich, Germany, number 16366.
• Mapa, Dennis S., 2003, "A Range-Based GARCH Model for Forecasting Volatility," MPRA Paper, University Library of Munich, Germany, number 21323, Dec.
• Chan, Tze-Haw & Khong, Wye Leong Roy & Baharumshah, Ahmad Zubaidi, 2003, "Dynamic Financial Linkages of Japan and ASEAN Economies: An Application of Real Interest Parity," MPRA Paper, University Library of Munich, Germany, number 2209, revised 2003.
• Skribans, Valerijs, 2003, "Latvijas būvniecības nozares attīstības prognoze
  [Latvian construction brunch development forecast]," MPRA Paper, University Library of Munich, Germany, number 26072.
• Václava Pánková, 2003, "Analýza vlivu cenových relací na objem exportu v České republice
  [Price relations analysis of export in the Czech republic]," Politická ekonomie, Prague University of Economics and Business, volume 2003, issue 4, pages 533-540, DOI: 10.18267/j.polek.415.
• Jan Kodera & Václava Pánková, 2003, "Makroekonomické veličiny a ceny akcií
  [Macroeconomic variables and stock prices]," Politická ekonomie, Prague University of Economics and Business, volume 2003, issue 6, pages 825-837, DOI: 10.18267/j.polek.440.
• Francisco Craveiro Dias, 2003, "Nonlinearities over the Business Cycle: an Application of the Smooth Transition Autoregressive Model to characterize GDP dynamics for the Euro-area and Portugal," Working Papers, Banco de Portugal, Economics and Research Department, number w200309.
• D.S. Prasada Rao & Christopher J. O'Donnell & George E. Battese, 2003, "Metafrontier Functions for the Study of Inter-regional Productivity Differences," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP012003, Sep.
• George Kapetanios & Massimiliano Marcellino, 2003, "A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions," Working Papers, Queen Mary University of London, School of Economics and Finance, number 489, Apr.
• Andrea Cipollini & George Kapetanios, 2003, "A Dynamic Factor Analysis of Financial Contagion in Asia," Working Papers, Queen Mary University of London, School of Economics and Finance, number 498, Jul.
• Carol Alexander & Anca Dimitriu, 2003, "Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-02, Oct.
• Carol Alexander & Anca Dimitriu, 2003, "Sources of Over-performance in Equity Markets: Mean Reversion, Common Trends and Herding," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-08, May, revised Oct 2003.
• Carol Alexandra & Emese Lazar, 2003, "Symmetric Normal Mixture GARCH," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-09, May.
• Sangeeta Pratap & Silvio Rendon, 2003, "Firm Investment in Imperfect Capital Markets: A Structural Estimation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 6, issue 3, pages 513-545, July, DOI: 10.1016/S1094-2025(03)00019-X.
• Newell, Richard & Anderson, Soren, 2003, "Simplified Marginal Effects in Discrete Choice Models," RFF Working Paper Series, Resources for the Future, number dp-03-38, Dec.
• Nicolae, Mariana, 2003, "Use Of The Almon Model To Determine The Delay In The Propagation Shocks - Generated By Changes In Some Inflation Components – In The Consumer Price Index," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 112-121, June.
• Dobrescu, Emilian, 2003, "Macroeconomic Estimations For The Romanian “Pre-Accession Economic Program” (The 2003 Version)," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 23-49, December.
• Croitoru, Lucian & Tarhoaca, Cornel, 2003, "The Romanian Growth Potential – A Cge Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 7-22, December.
• Nicolae, Mariana & Albu, Lucian Liviu & Andrei, Dalina & Stanica, Cristian & Iordan, Mioara, 2003, "Multi - Annual Scenarios Using A Small – Sized Rmsm Type Of Model In Order To Forecast The Main Macroeconomic Indicators In Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 5, pages 25-31, December.
• Dobrescu, Emilian, 2003, "Possible Evolutions Of The Romanian Economy (Macromodel Estimations)," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 5, pages 32-63, December.
• Valentina Corradi & Norman Swanson, 2003, "The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation," Departmental Working Papers, Rutgers University, Department of Economics, number 200313, Oct.
• Valentina Corradi & Norman Swanson, 2003, "Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives," Departmental Working Papers, Rutgers University, Department of Economics, number 200316, Oct.
• Forni M. & Hallin M., 2003, "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Computing in Economics and Finance 2003, Society for Computational Economics, number 143, Aug.
• Leonardo Souza & Gustavo Raposo, 2003, "Valuing Interest Rates Derivatives," Computing in Economics and Finance 2003, Society for Computational Economics, number 179, Aug.
• Cees Diks, 2003, "The correlation dimension of returns with stochastic volatility," Computing in Economics and Finance 2003, Society for Computational Economics, number 180, Aug.
• Paolo Pesenti & Michel Juillard & Douglas Laxton, 2003, "Is There A Role For Asset Prices In Monetary Rules? Some Welfare Analysis Based On Perturbation Methods," Computing in Economics and Finance 2003, Society for Computational Economics, number 202, Aug.
• H. Vincent Poor & Li Chen, 2003, "Parametric Estimation of Quadratic Term Structure Models of Interest Rates," Computing in Economics and Finance 2003, Society for Computational Economics, number 22, Aug.
• Mario Forno & Marco Lippi & Lucrezia Reichlin & Filippo Altissimo & Antonio Bassanetti, 2003, "Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle," Computing in Economics and Finance 2003, Society for Computational Economics, number 242, Aug.
• Sourour Baccar, 2003, "User Cost of Capital and Cost Function : Does the Margin in the Modelling Yields Robust Results?," Computing in Economics and Finance 2003, Society for Computational Economics, number 285, Aug.
• Chueh-Yung Tsao & Shu-Heng Chen, 2003, "Financial Modeling based on the Trajectory Domain," Computing in Economics and Finance 2003, Society for Computational Economics, number 36, Aug.
• Jesus Fernandez-Villaverde & Juan Rubio-Ramirez, 2003, "Estimating nonlinear dynamic economies: A likelihood approach," Computing in Economics and Finance 2003, Society for Computational Economics, number 91, Aug.
• Chung-Ming Kuan & Yu-Lieh Huang & Ruey S. Tsay, 2003, "A Component-Driven Model for Regime Switching and Its Empirical Evidence," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 03-A002, Nov.