Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2003

• Armando Levy, 2003, "A generalized additive Tobit model," Empirical Economics, Springer, volume 28, issue 1, pages 3-22, January, DOI: 10.1007/s001810100112.
• John Stachurski, 2003, "Stochastic growth: asymptotic distributions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 21, issue 4, pages 913-919, June, DOI: 10.1007/s00199-002-0259-x.
• Uwe Cantner & Horst Hanusch & Steven Klepper, 2003, "Acknowledgement to referees," Journal of Evolutionary Economics, Springer, volume 13, issue 5, pages 635-636, December, DOI: 10.1007/s00191-003-0175-7.
• Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003, "The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2003/13, Dec.
• John K. Dagsvik & Steinar Strøm, 2003, "Analyzing Labor Supply Behavior with Latent Job Opportunity Sets and Institutional Choice Constraints," Discussion Papers, Statistics Norway, Research Department, number 344, Mar.
• Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2003, "A linear demand system within a Seemingly Unrelated Time Series Equation framework," Discussion Papers, Statistics Norway, Research Department, number 345, Mar.
• Bodil M. Larsen & Runa Nesbakken, 2003, "How to quantify household electricity end-use consumption," Discussion Papers, Statistics Norway, Research Department, number 346, Mar.
• Lester C Hunt & Yasushi Ninomiya, 2003, "Modelling Underlying Energy Demand Trends and Stochastic Seasonality: An Econometric Analysis of Transport Oil Demand in the UK and Japan," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 107, Feb.
• Kurt Brannas & Niklas Nordman, 2003, "Conditional skewness modelling for stock returns," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 11, pages 725-728, DOI: 10.1080/1350485032000139015.
• Kurt Brannas & Niklas Nordman, 2003, "An alternative conditional asymmetry specification for stock returns," Applied Financial Economics, Taylor & Francis Journals, volume 13, issue 7, pages 537-541, DOI: 10.1080/0960310022000020889.
• A. Calza & C. Gartner & J. Sousa, 2003, "Modelling the demand for loans to the private sector in the euro area," Applied Economics, Taylor & Francis Journals, volume 35, issue 1, pages 107-117, DOI: 10.1080/00036840210161837.
• Fran�ois Laisney & Michael Lechner, 2003, "Almost Consistent Estimation of Panel Probit Models with "Small" Fixed Effects," Econometric Reviews, Taylor & Francis Journals, volume 22, issue 1, pages 1-28, February, DOI: 10.1081/ETC-120017972.
• William Barnett & Meenakshi Pasupathy, 2003, "Regularity of the Generalized Quadratic Production Model: A Counterexample," Econometric Reviews, Taylor & Francis Journals, volume 22, issue 2, pages 135-154, DOI: 10.1081/ETC-120020460.
• Kenneth West, 2003, "Monetary policy and the volatility of real exchange rates in New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, volume 37, issue 2, pages 175-196, DOI: 10.1080/00779950309544383.
• Ozge Akinci, 2003, "Modeling the Demand for Currency Issued in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 3, issue 1, pages 1-25.
• Elif C. Arbatli, 2003, "Exchange Rate Pass-Through in Turkey : Looking for Asymmetries," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 3, issue 2, pages 85-124.
• Chris Elbers & Jan Willem Gunning & Bill Kinsey, 2003, "Growth and Risk: Methodology and Micro Evidence," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-068/2, Sep, revised 19 Sep 2006.
• Rutger van Oest & Philip Hans Franses, 2003, "Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-079/4, Oct.
• Raymond J.G.M. Florax & Peter Nijkamp, 2003, "Misspecification in Linear Spatial Regression Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-081/3, Oct.
• L. Broersma & Frank A.G. den Butter & Udo Kock, 2003, "A Cointegration Model for Search Equilibrium Wage Formation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-088/3, Nov.
• Andreou, E. & Werker, B.J.M., 2003, "A Simple Asymptotic Analysis of Residual-Based Statistics," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-118.
• Olivier Ledoit & Pedro Santa-Clara & Michael Wolf, 2003, "Flexible Multivariate GARCH Modeling with an Application to International Stock Markets," The Review of Economics and Statistics, MIT Press, volume 85, issue 3, pages 735-747, August.
• Gunnar Bårdsen & Ragnar Nymoen, 2003, "Testing Steady-State Implications for the NAIRU," The Review of Economics and Statistics, MIT Press, volume 85, issue 4, pages 1070-1075, November.
• Coenders, Germà & Bisbe, Josep & Saris, Willem E. & Batista-Foguet, Joan M., 2003, "Moderating Effects of Management Control Systems and Innovation on Performance. Simple Methods for Correcting the Effects of Measurement Error for Interaction Effects in Small Samples," Working Papers of the Department of Economics, University of Girona, Department of Economics, University of Girona, number 7, Jun.
• Tran Van Hoa, 2003, "Growth of Asian Regional Trade and Income Convergence: Evidence from ASEAN+3 Based on Extended Helpman-Krugman Hypothesis and Flexible Modelling Approach," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp03-02.
• Tran Van Hoa, 2003, "New Asian Regionalism: Evidence of ASEAN+3 Free Trade Agreement From Extended Gravity Theory and New Modelling Approach," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp03-03.
• Olivier Ledoit & Michael Wolf, 2003, "Honey, I shrunk the sample covariance matrix," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 691, Jun.
• Juan Carlos Bou & Albert Satorra, 2003, "The persistence of abnormal returns at industry and firm levels," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 729, Nov.
• Henrik Amilon, 2003, "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 107, Sep.
• Judith A. Clarke & Sadaf Mirza, 2003, "Some Finite Sample Results On Testing For Granger Noncausality," Econometrics Working Papers, Department of Economics, University of Victoria, number 0305, May.
• David E. A. Giles & Carl Mosk, 2003, "Ruminant Eructation and a Long-Run Environmental Kuznets' Curve for Enteric Methane in New Zealand: Conventional and Fuzzy Regression Analysis," Econometrics Working Papers, Department of Economics, University of Victoria, number 0306, Jun.
• Broersma, Lourens & Butter, Frank A.G. den & Kock, Udo, 2003, "A Cointegration Model for Search Equilibrium Wage Formation," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0021.
• Juraj Valachy & Ev??en Ko?enda, 2003, "Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-622, Oct.
• Manuel Moreno, 2003, "A two‐mean reverting‐factor model of the term structure of interest rates," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 23, issue 11, pages 1075-1105, November.
• Carl Chiarella & Thuy‐Duong Tô, 2003, "The jump component of the volatility structure of interest rate futures markets: An international comparison," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 23, issue 12, pages 1125-1158, December.
• Eric Hillebrand, 2003, "Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models," Econometrics, University Library of Munich, Germany, number 0301003, Jan.
• Rafal Weron & Ingve Simonsen & Piotr Wilman, 2003, "Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market," Econometrics, University Library of Munich, Germany, number 0303007, Mar.
• Alex Strashny, 2003, "A Method for Assigning Letter Grades: Multi-Curve Grading," Econometrics, University Library of Munich, Germany, number 0305001, May, revised 02 May 2003.
• Thomas Alderweireld & Jean Nuyts, 2003, "Term Structure of Interest Rates.Emergence of Power Laws and Scaling Laws," Econometrics, University Library of Munich, Germany, number 0306001, Jun.
• Venus Khim-sen Liew & Terence Tai- leung Chong, 2003, "Effects of STAR and TAR types nonlinearities on order selection criteria," Econometrics, University Library of Munich, Germany, number 0307005, Jul.
• Gilles DUFRENOT & Elisabeth GRIMAUD & Eug=E9nie LATIL & Val=E9rie MIGNON, 2003, "Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model," Econometrics, University Library of Munich, Germany, number 0309001, Sep.
• Gilles DUFRENOT & Dominique GUEGAN & Anne PEGUIN-FEISSOLLE, 2003, "A SETAR model with long-memory dynamics," Econometrics, University Library of Munich, Germany, number 0309002, Sep.
• Demberel S. & Nicholas Olenev & Igor Pospelov, 2003, "To a Mathematical Model of Economy and Environment Interaction //Mathematical modelling. 2003. V.15. No.4. P.107-121," GE, Growth, Math methods, University Library of Munich, Germany, number 0309006, Sep.
• Demberel S. & Nicholas Olenev & Igor Pospelov, 2003, "Economy and Environment Interaction // Moscow: Dorodnicyn Computing Centre Russian Ac. Sc., 2003. 40p. (In Russian)," GE, Growth, Math methods, University Library of Munich, Germany, number 0309007, Sep.
• Demberel S. & Nicholas Olenev & Igor Pospelov, 2003, "An interaction model for livestock farming and steppe ecosystem // “Mathematical Modeling of Ecological Systems” Almaty: Daik-Press, 2003. – 160 p. Abstracts. P.26," GE, Growth, Math methods, University Library of Munich, Germany, number 0309008, Sep.
• Demberel S. & Nicholas Olenev & Igor Pospelov, 2003, "An interaction model for livestock farming and steppe ecosystem," GE, Growth, Math methods, University Library of Munich, Germany, number 0309009, Sep.
• Alex Costa & Albert Satorra & Eva Ventura, 2003, "An Empirical Evaluation of Five Small Area Estimators," General Economics and Teaching, University Library of Munich, Germany, number 0312003, Dec.
• Eva Ventura, 2003, "A note on Measurement Error and Euler Equations: an Alternative to Log-Linear Approximations," General Economics and Teaching, University Library of Munich, Germany, number 0312004, Dec.
• Gilles DUFRENOT & Laurent MATHIEU & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE, 2003, "Persistent misalignments of the European exchanges rates: some evidence from nonlinear cointegration," International Finance, University Library of Munich, Germany, number 0309003, Sep.
• Boero, Gianna & Marrocu, Emanuela, 2003, "The Performance Of Setar Models : A Regime Conditional Evaluation Of Point, Interval And Density Forecasts," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 663.
• Michal Grajek, 2003, "Estimating Network Effects and Compatibility in Mobile Telecommunications," CIG Working Papers, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), number SP II 2003-26, Dec.
• Mittnik, Stefan & Paolella, Marc S., 2003, "Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/04.
• Reitz, Stefan & Westerhoff, Frank, 2003, "Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/10.
• Antzoulatos, Angelos A. & Wilfling, Bernd, 2003, "Exchange and Interest Rates prior to EMU: The Case of Greece," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 244.
• Jacob, Dieter & Winter, Christoph & Stuhr, Constanze, 2003, "PPP bei Schulbauten - Leitfaden Wirtschaftlichkeitsvergleich," Freiberg Working Papers, TU Bergakademie Freiberg, Faculty of Economics and Business Administration, number 2003/09.
• Mayer, Eric, 2003, "The mechanics of a reasonably fitted quarterly New Keynesian macro model," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 41.
• Peters, Bettina & Lööf, Hans & Janz, Norbert, 2003, "Firm Level Innovation and Productivity: Is there a Common Story Across Countries?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-26.
• Lööf, Hans, 2003, "Dynamic Optimal Capital Structure and Technological Change," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-06.
• Heshmati, Almas & Lööf, Hans, 2003, "The link between firm-level innovation and aggregate productivity growth: a cross-country examination," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-07.

2002

• Raphaële Préget & Patrick Waelbroeck, 2002, "Etude empirique de la demande dans les enchères de bons du Trésor," Revue Économique, Programme National Persée, volume 53, issue 3, pages 403-414, DOI: 10.3406/reco.2002.410412.
• Vincenzo Di Maro, 2002, "The Estimation Of The Nairu And The Effect Of Permanent Sectoral Employment Reallocation. The Italian Evidence," Working Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 7_2002, Jun.
• Chris Brooks & Apostolos Katsaris, 2002, "Forecasting the Collapse of Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-04, Mar.
• Chris Brooks & Simon P. Burke & Gita Persand, 2002, "Augoregressive Conditional Kurtosis," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-05, Feb.
• Carol Alexandra & Anca Dimitriu, 2002, "The Cointegration Alpha: Enchanced Index Tracking and Long-Short Equity Market Neutral Stragies," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-08, Apr.
• Chris Brooks & Apostolos Katsaris, 2002, "A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of Bubbles in the S&P 500 Composite Index," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-14, Apr.
• Banzhaf, H. Spencer, 2002, "Quality Adjustment for Spatially-Delineated Public Goods: Theory and Application to Cost-of-Living Indices in Los Angeles," RFF Working Paper Series, Resources for the Future, number dp-02-10-, Mar.
• Leonardo Souza & Alvaro Veiga & Marcelo C. Medeiros, 2002, "Evaluating the performance of GARCH models using White´s Reality Check," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 453, Apr.
• Marcelo C. Medeiros & Timo Terasvirta & Gianluigi Rech, 2002, "Building Neural Network Models for Time Series: A Statistical Approach," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 461, Aug.
• Albu, Lucian Liviu & Kim, Byung Yeon & Duchene, Gerard, 2002, "AN ATTEMPT TO ESTIMATE THE SIZE OF INFORMAL ECONOMY BASED ON HOUSEHOLD BEHAVIOUR MODELING (l)," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 17-24, March.
• Croitoru, Lucian & Doltu, Claudiu & Tarhoaca, Cornel, 2002, "Monetary Conditions Index: The Monetary Policy Indicator In Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 25-38, March.
• Alexandri, Cecilia, 2002, "Effects Of Cap Adoption Upon Agricultural Demand, Supply And Trade," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 15-29, June.
• Albu, Lucian Liviu, 2002, "Sustainability Function," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 5-14, June.
• Albu, Lucian Liviu & Kim, Byung Yeon, 2002, "Households' Activities In Informal Economy: Size And Behavioural Aspects (Ii)," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 18-28, December.
• Scutaru, Cornelia & Pauna, Catalin & Pauna, Bianca, 2002, "A Micro-Econometric Approach For Assessing The Determinants Of The Informal Economy In Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 29-51, December.
• Pauna, Catalin & Kim, Byung Yeon & Pauna, Bianca & Scutaru, Cornelia, 2002, "Modelling Informal Labour Market Participation In The Context Of European Economic Integration," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 5-17, December.
• Scutaru, Cornelia & Pauna, Catalin & Pauna, Bianca, 2002, "Benefits And The Costs Of Eu Enlargement. Implications For The Formal And Informal Sectors In Transition - The Case Of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 52-73, December.
• Dobrescu, Emilian, 2002, "Introduction into Macroeconomic Modeling Foundations," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 5, pages 39-88, December.
• Dobrescu, Emilian, 2002, "Macromodel Estimation for the Romanian "Pre-Accession Economic Programme"," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 5, pages 5-38, December.
• Roberto Cellini & Antonello E. Scorcu, 2002, "Ripartizione del rischio nelle aree territoriali italiane: un’indagine nel lungo e nel breve periodo," Rivista di Politica Economica, SIPI Spa, volume 92, issue 3, pages 171-200, May-June.
• Cristina Sommacampagna, 2002, "Stima del Value-at-Risk con il Filtro di Kalman," Rivista di Politica Economica, SIPI Spa, volume 92, issue 6, pages 147-174, November-.
• Vincenzo Di Maro, 2002, "Il NAIRU: la stima e l’effetto della riallocazione settoriale permanente dell’occupazione," Rivista di Politica Economica, SIPI Spa, volume 92, issue 6, pages 69-110, November-.
• Ana-Maria Fuertes & Miguel A. Martin & M. Teresa Perez, 2002, "Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 113, Jul.
• Baoline Chen & Peter A. Zadrozny, 2002, "Real-Time Quarterly Signal-Plus-Noise Model for Estimating True GDP," Computing in Economics and Finance 2002, Society for Computational Economics, number 128, Jul.
• Clinton WATKINS & Michael McALEER, 2002, "Volatility of a Market Index and its Components: An Application to Commodity Markets," Computing in Economics and Finance 2002, Society for Computational Economics, number 18, Jul.
• Filipe R. Campante & Luciano Vereda & Marcelo C. Medeiros, 2002, "Modeling and forecasting Brazilian industrial production: unit roots, seasonality and non-linearity," Computing in Economics and Finance 2002, Society for Computational Economics, number 189, Jul.
• Denis Bolduc & Dimitri Sanga, 2002, "Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices," Computing in Economics and Finance 2002, Society for Computational Economics, number 226, Jul.
• Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2002, "Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach," Computing in Economics and Finance 2002, Society for Computational Economics, number 233, Jul.
• Ivana Komunjer, 2002, "The Alpha-Quantile Distribution Function and its Applications to Financial Modeling," Computing in Economics and Finance 2002, Society for Computational Economics, number 288, Jul.
• massimo franchi, 2002, "A Non-Causal Identification Scheme for Vector Autoregressions," Computing in Economics and Finance 2002, Society for Computational Economics, number 290, Jul.
• Andrew Hughes Hallett & Christian R Richter, 2002, "Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe," Computing in Economics and Finance 2002, Society for Computational Economics, number 3, Jul.
• John Driffill & Turalay Kenc & Martin Sola, 2002, "Merton-style option pricing under regime switching," Computing in Economics and Finance 2002, Society for Computational Economics, number 304, Jul.
• Marcelo C. Medeiros & Alvaro Veiga, 2002, "Are There Multiple Regimes in Financial Volatility?," Computing in Economics and Finance 2002, Society for Computational Economics, number 311, Jul.
• Laurence Boone & Michel Juillard & Doug Laxton & Papa N'Diaye, 2002, "How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries?," Computing in Economics and Finance 2002, Society for Computational Economics, number 359, Jul.
• Douglas Laxton & Papa N’Diaye, 2002, "Monetary Policy Credibility and the Unemployment-Inflation Tradeoff: Some Evidence from Seventeen OECD Countries," Computing in Economics and Finance 2002, Society for Computational Economics, number 364, Jul.
• P.A.V.B. Swamy & I-Lok Chang, 2002, "A Method of Correcting for Omitted-Variables and Measurement-Errors Bias in Panel Data," Computing in Economics and Finance 2002, Society for Computational Economics, number 69, Jul.
• Neil H. Spencer & Antony Fielding, 2002, "A Comparison of Modelling Strategies for Value-Added Analyses of Educational Data," Computational Statistics, Springer, volume 17, issue 1, pages 103-116, March, DOI: 10.1007/s001800200093.
• Richard C. Bishop & Matthew T. Holt, 2002, "A semiflexible normalized quadratic inverse demand system: an application to the price formation of fish," Empirical Economics, Springer, volume 27, issue 1, pages 23-47.
• Ulrich Kohli, 2002, "Migration and foreign trade: Further results," Journal of Population Economics, Springer;European Society for Population Economics, volume 15, issue 2, pages 381-387.
• W. Mark Brown & William P. Anderson, 2002, "articles: Spatial markets and the potential for economic integration between Canadian and U.S. regions," Papers in Regional Science, Springer;Regional Science Association International, volume 81, issue 1, pages 99-120.
• Juan A. Lafuente, 2002, "Intraday return and volatility relationships between the Ibex 35 spot and futures markets," Spanish Economic Review, Springer;Spanish Economic Association, volume 4, issue 3, pages 201-220.
• Marco J. Lombardi & Giampiero M. Gallo, 2002, "Analytic Hessian matrices and the computation of FIGARCH estimates," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 11, issue 2, pages 247-264, June, DOI: 10.1007/BF02511490.
• Tor Jakob Klette & Arvid Raknerud, 2002, "How and why do Firms differ?," Discussion Papers, Statistics Norway, Research Department, number 320, Jul.
• Erling Røed Larsen, 2002, "Estimating Latent Total Consumption in a Household," Discussion Papers, Statistics Norway, Research Department, number 324, Aug.
• Robert Buckle & Kunhong Kim & Julie Tam, 2002, "A structural var approach to estimating budget balance targets," New Zealand Economic Papers, Taylor & Francis Journals, volume 36, issue 2, pages 149-175, DOI: 10.1080/00779950209544368.
• Defne Mutluer & Yasemin Barlas, 2002, "Modeling the Turkish Broad Money Demand," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 2, issue 2, pages 55-75.
• Rutger van Oest & Philip Hans Franses & Richard Paap, 2002, "A Dynamic Utility Maximization Model for Product Category Consumption," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-097/4, Oct.
• Siem Jan Koopman & Charles S. Bos, 2002, "Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-113/4, Nov.
• Rutger van Oest & Richard Paap & Philip Hans Franses, 2002, "A Joint Framework for Category Purchase and Consumption Behavior," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-124/4, Dec.
• Alfonso Novales & J.A. Lafuente, 2002, "Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0223.
• O'Loughlin, Christina & Coenders, Germà, 2002, "Application of the European Customer Satisfaction Index to Postal Services. Structural Equation Models versus Partial Least Squares," Working Papers of the Department of Economics, University of Girona, Department of Economics, University of Girona, number 4, Sep.
• Michael Lechner & Francois Laisney, 2002, "Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-15, Jun.
• Henrik Amilon, 2002, "A Score Test for Discreteness in GARCH Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 76, Mar.
• Ram Bhar & Carl Chiarella & Thuy Duong To, 2002, "A Maximum Likelihood Approach to Estimation of Heath-Jarrow-Morton Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 80, May.
• Carl Chiarella & Shenhuai Gao, 2002, "Modelling the Value of the S&P 500 - A System Dynamics Perspective," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 115, Apr.
• Dmitri Koulikov, 2002, "Modeling Sequences of Long Memory Positive Weakly Stationary Random Variables," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 493, Aug.
• Gerhard Munduch & Alexander Pfister & Leopold Sögner & Alfred Stiassny, 2002, "Estimating Marginal Costs for the Austrian Railway System," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp078, Feb.
• Ines Fortin & Christoph Kuzmics, 2002, "Tail‐dependence in stock‐return pairs," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., volume 11, issue 2, pages 89-107, April, DOI: 10.1002/isaf.216.
• Vincenzo Di Maro, 2002, "The Estimation of the NAIRU and the Effect of Permanent Sectoral Employment Reallocation. The Italian Evidence," Econometrics, University Library of Munich, Germany, number 0207001, Jul.
• Catherine Baumont & Cem Ertur & Julie Le Gallo, 2002, "The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?," Econometrics, University Library of Munich, Germany, number 0207002, Jul.
• Ludger J. Loening, 2002, "The Impact of Education on Economic Growth in Guatemala: A Time- Series Analysis Applying an Error-Correction Methodology," Econometrics, University Library of Munich, Germany, number 0211002, Nov.
• Massoud Heidari & Liuren Wu, 2002, "Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rates and Interest Rate Derivatives," Finance, University Library of Munich, Germany, number 0207010, Aug, revised 10 Sep 2002.
• Gautam Goswami & Milind Shrikhande & Liuren Wu, 2002, "A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs," Finance, University Library of Munich, Germany, number 0207016, Aug.
• Rafiqul Bhuyan, 2002, "Information, Alternative Markets, and Security Price Processes: A Survey of Literature," Finance, University Library of Munich, Germany, number 0211002, Nov.
• Efrem Castelnuovo, 2002, "Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model," Macroeconomics, University Library of Munich, Germany, number 0211006, Nov.
• Michal Grajek, 2002, "Identification of Network Externalities in Markets for Non-Durables," CIG Working Papers, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), number FS IV 02-32, Dec.
• Kim, Jeong-Ryeol, 2002, "The stable long-run CAPM and the cross-section of expected returns," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2002,05.
• Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2002, "Mixed normal conditional heteroskedasticity," CFS Working Paper Series, Center for Financial Studies (CFS), number 2002/10.
• Eliasson, Ann-Charlotte, 2002, "Sovereign credit ratings," Research Notes, Deutsche Bank Research, number 02-1.
• Dreger, Christian & Schumacher, Christian, 2002, "Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models?," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 199.
• Brüggemann, Ralf, 2002, "On the small sample properties of weak exogeneity tests in cointegrated VAR models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,2.
• Brüggemann, Ralf & Krolzig, Hans-Martin & Lütkepohl, Helmut, 2002, "Comparison of model reduction methods for VAR processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,80.
• Lechner, Michael & Laisney, François, 2002, "Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-64.
• Gunnar Bardsen & Eilev Jansen & Ragnar Nymoen, 2002, "Model Specification and Inflation Forecast Uncertainty," Annals of Economics and Statistics, GENES, issue 67-68, pages 495-517.
• Dreger, Christian & Schumacher, Christian, 2002, "Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models?," Discussion Paper Series, Hamburg Institute of International Economics, number 26321, DOI: 10.22004/ag.econ.26321.
• Carlberg, Jared G., 2002, "Effects Of Ownership Restrictions On Farmland Values In Saskatchewan," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 34, issue 2, pages 1-10, August, DOI: 10.22004/ag.econ.15473.
• Rosenberger, Randall S. & Peterson, George L. & Loomis, John B., 2002, "Applying A Method Of Paired Comparisons To Measure Economic Values For Multiple Goods Sets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 34, issue 01, pages 1-15, April, DOI: 10.22004/ag.econ.15516.
• Banzhaf, H. Spencer, 2002, "Quality Adjustment for Spatially-Delineated Public Goods: Theory and Application to Cost-of-Living Indices in Los Angeles," Discussion Papers, Resources for the Future, number 10833, DOI: 10.22004/ag.econ.10833.
• Víctor Guerrero, Bernardo Pena, Eva Senra y Alejandro Alegría, 2002, "Pronósticos restringidos de series temporales económicas múltiples para el seguimiento de metas por lograr. El caso de la inflación y el PIB de México," Doctorado en Economía- documentos de trabajo, Programa de doctorado en Economía. Universidad de Alcalá., number 6/02, Feb.
• Rosangela H. Loshi & Pilar L. Iglesias & Guilherme G. Moreira, 2002, "A change point analysis of BOVESPA and BOVMESB indexes using the Bayeian approach," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 3, issue 2, pages 239-264, July-Dece.
• Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori, 2002, "Herramientas estadisticas para el estudio de perfiles de riesgo," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 88.
• Marwan Chacra, 2002, "Oil-Price Shocks and Retail Energy Prices in Canada," Staff Working Papers, Bank of Canada, number 02-38, DOI: 10.34989/swp-2002-38.
• Greg Tkacz, 2002, "Inflation Changes, Yield Spreads, and Threshold Effects," Staff Working Papers, Bank of Canada, number 02-40, DOI: 10.34989/swp-2002-40.
• Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2002, "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Papers, Banco de España, number 0211, May.
• Gian Maria Tomat, 2002, "Durable goods, price indexes and quality change: an application to automobile prices in Italy, 1988-1998," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 439, Mar.
• Lanne, Markku & Saikkonen, Pentti, 2002, "Threshold Autoregressions for Strongly Autocorrelated Time Series," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 2, pages 282-289, April.
• Philip M. Bodman & Mark Crosby, 2002, "The Australian Business Cycle: Joe Palooka or Dead Cat Bounce?," Australian Economic Papers, Wiley Blackwell, volume 41, issue 2, pages 191-207, June, DOI: 10.1111/1467-8454.00159.
• Peter Smith & Michael Wickens, 2002, "Asset Pricing with Observable Stochastic Discount Factors," Journal of Economic Surveys, Wiley Blackwell, volume 16, issue 3, pages 397-446, July, DOI: 10.1111/1467-6419.00173.
• Markku Lanne & Helmut Lütkepohl & Pentti Saikkonen, 2002, "Comparison of unit root tests for time series with level shifts," Journal of Time Series Analysis, Wiley Blackwell, volume 23, issue 6, pages 667-685, November, DOI: 10.1111/1467-9892.00285.
• Espen Bratberg & Astrid Grasdal & Alf Erling Risa, 2002, "Evaluating Social Policy by Experimental and Nonexperimental Methods," Scandinavian Journal of Economics, Wiley Blackwell, volume 104, issue 1, pages 147-171, March, DOI: 10.1111/1467-9442.00276.
• Koichiro Kamada & Naohisa Hirakata, 2002, "Import Penetration and Consumer Prices," Bank of Japan Working Paper Series, Bank of Japan, number Research and Statistics D, Feb.
• D. Fabbri & C. Monfardini, 2002, "Public Vs. Private Health Care Services Demand in Italy," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 457.
• Iregui Ana María & Milas Costas & Otero Jesus, 2002, "On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 3, pages 1-21, November, DOI: 10.2202/1558-3708.1093.
• Ana María Iregui & Costas Milas & Jesus Otero, 2002, "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 02-29, Nov.
• Ana María Iregui & Costas Milas & Jesus Otero, 2002, "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 02-29, Nov.
• Raphaële Préget & Patrick Waelbroeck, 2002, "Étude empirique de la demande dans les enchères de bons du Trésor," Revue économique, Presses de Sciences-Po, volume 53, issue 3, pages 403-414.
• Catherine Baumont & Cem Ertur & Julie Le Gallo, 2002, "Estimation des effets de proximité dans le processus de convergence régionale : une approche par l'économétrie spatiale sur 92 régions européennes (1980-1995)," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 2, pages 203-216.
• Stephane Dees, 2002, "Competitivite-prix et heterogeneite des echanges exterieurs chinois," Economie Internationale, CEPII research center, issue 92, pages 41-66.
• G. Boero & E. Marrocu, 2002, "The performance of Setar Models: a regime conditional evaluation of point, interval and density forecasts," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200208.
• Jesus Otero & Manuel Ramirez, 2002, "On the determinants of the inflation rate in Colombia: a disequilibrium market approach," Borradores de Investigación, Universidad del Rosario, number 3296, Jan.
• Mario García Molina & Yesid Parra Vera, 2002, "¿Han aumentado el recaudo las reformas tributarias en Bogotá?," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Diego Mauricio V�squez E. & Luis Fernando Melo Velandia, 2002, "Estimaci�N De La Estructura A Plazo De Las Tasas De Inter�S En Colombia Por Medio Del M�Todo De Funciones B-Spline C�Bicas," Borradores de Economia, Banco de la Republica, number 2595, May.
• Arie ten Cate, 2002, "Continuous-time modelling in econometrics and engineering - juli 2002," CPB Memorandum, CPB Netherlands Bureau for Economic Policy Analysis, number 42, Jul.
• Max Gillman & Mark Harris & László Mátyás, 2002, "Inflation and Growth: Some Theory and Evidence," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number D5-1, Mar.
• Artis, Michael & Banerjee, Anindya & Marcellino, Massimiliano, 2002, "Factor Forecasts for the UK," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3119, Jan.
• Yixiao Sun & Peter C.B. Phillips, 2002, "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1366, May.
• Breitung, Jörg & Hassler, Uwe, 2002, "Inference on the cointegration rank in fractionally integrated processes," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 9323.
• Guisan, M.Carmen & Cancelo, M.Teresa, 2002, "Econometric Models of Foreign Trade in OECD Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 2, issue 2, pages 65-81.
• Frias, Isidro & Guisan, M.Carmen, 2002, "Modelizacion del transporte maritimo internacional," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 57.
• Escudero, E., 2002, "Modelizacion econometrica de la rentabilidad en los mercados de valores," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 58.
• Lopez, Carmen, 2002, "Modelos econometricos del mercado de la vivienda en las regiones españolas," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 59.
• Guisan, M.Carmen & Exposito, Pilar, 2002, "Econometric Models of Agriculture in OECD Countries: Production, Income, and Agrarian Employment in Spain, France, Japan, and the Usa, 1965-99," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 60.
• Neira, Isabel & Guisan, M.Carmen, 2002, "Modelos econometricos de capital humano y crecimiento economico: Efecto Inversion y otros efectos indirectos," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 62.
• Tarancon Moran, Miguel A., 2002, "Evaluacion Economica Sectorial de la Inversion en Infraestructuras del Transporte: Aplicacion al Vector de Inversiones 1990-1998 en España," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 2, issue 2.
• Guisan, M.Carmen & Aguayo, Eva, 2002, "Employment and Regional Tourism in Europe, 1990-2000," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 2, issue 2, pages 53-70.
• Guisan, M.Carmen, 2002, "La industria en España y en la OCDE, 1960-2000," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 2, issue 2, pages 85-100.
• Fourçans, André & Vranceanu, Radu, 2002, "ECB Monetary Policy Rule: Some Theory and Empirical Evidence," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 02008, Aug.
• TENENHAUS, Michel & CHATELIN, Yves-Marie & ESPOSITO VINZI, Vincenzo, 2002, "State-of-art on PLS Path Modeling through the available software," HEC Research Papers Series, HEC Paris, number 764, Jun.
• Tomat, Gian Maria, 2002, "Durable goods, price indexes and quality change: an application to automobile prices in Italy, 1988-1998," Working Paper Series, European Central Bank, number 118, Jan.
• Tabakis, Evangelos & Vinci, Anna, 2002, "Analysing and combining multiple credit assessments of financial institutions," Working Paper Series, European Central Bank, number 123, Feb.
• Cabrero, Alberto & Camba-Méndez, Gonzalo & Hirsch, Astrid & Nieto, Fernando, 2002, "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Paper Series, European Central Bank, number 142, May.
• Øyvind Eitrheim & Eilev S. Jansen & Ragnar Nymoen, 2002, "Progress from forecast failure -- the Norwegian consumption function," Econometrics Journal, Royal Economic Society, volume 5, issue 1, pages 40-64, June.
• Florax, Raymond J. G. M. & Voortman, Roelf L. & Brouwer, Joost, 2002, "Spatial dimensions of precision agriculture: a spatial econometric analysis of millet yield on Sahelian coversands," Agricultural Economics, Blackwell, volume 27, issue 3, pages 425-443, November.
• Fountas, Stilianos & Karanasos, Menelaos & Kim, Jinki, 2002, "Inflation and output growth uncertainty and their relationship with inflation and output growth," Economics Letters, Elsevier, volume 75, issue 3, pages 293-301, May.
• Breitung, Jorg & Hassler, Uwe, 2002, "Inference on the cointegration rank in fractionally integrated processes," Journal of Econometrics, Elsevier, volume 110, issue 2, pages 167-185, October.
• Corradi, Valentina & Swanson, Norman R., 2002, "A consistent test for nonlinear out of sample predictive accuracy," Journal of Econometrics, Elsevier, volume 110, issue 2, pages 353-381, October.
• Brannas, Kurt & Hellstrom, Jorgen & Nordstrom, Jonas, 2002, "A new approach to modelling and forecasting monthly guest nights in hotels," International Journal of Forecasting, Elsevier, volume 18, issue 1, pages 19-30.
• Anders Klevmarken, N., 2002, "Statistical inference in micro-simulation models: incorporating external information," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 59, issue 1, pages 255-265.
• Loof, Hans & Heshmati, Almas, 2002, "Knowledge capital and performance heterogeneity: : A firm-level innovation study," International Journal of Production Economics, Elsevier, volume 76, issue 1, pages 61-85, March.
• Gao, Jiti & Anh, Vo & Heyde, Chris, 2002, "Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency," Stochastic Processes and their Applications, Elsevier, volume 99, issue 2, pages 295-321, June.
• Dagsvik, John K. & Wennemo, Tom & Wetterwald, Dag G. & Aaberge, Rolf, 2002, "Potential demand for alternative fuel vehicles," Transportation Research Part B: Methodological, Elsevier, volume 36, issue 4, pages 361-384, May.