Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2002

• 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.
• Francesco Furlanetto & Nicolas Groshenny, 2012, "Matching Efficiency and Business Cycle Fluctuations," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-34, Jul.
• Blake, David, 2002, "The impact of wealth on consumption and retirement behaviour in the UK," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24949, Oct.
• Patton, Andrew J., 2002, "On the out-of-sample importance of skewness and asymetric dependence for asset allocation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24951, Dec.
• G. Dufrenot & L. Mathieu & V. Mignon, & A. Peguin-Feissolle, 2002, "Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2002-29.
• Boswijk, H.P. & Franses, Ph.H.B.F., 2002, "The Econometrics Of The Bass Diffusion Model," 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-2002-66-MKT, Jul.
• Andrew Hughes Hallett & Christian R. Richter, 2002, "Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe," The Economic and Social Review, Economic and Social Studies, volume 33, issue 3, pages 333-356.
• Ralf BRUEGGEMANN & Hans-Martin KROLZIG & Helmut LUETKEPOHL, 2002, "Comparison of Model Reduction Methods for VAR Processes," Economics Working Papers, European University Institute, number ECO2002/19.
• Eric Jondeau & Michael Rockinger, 2002, "Conditional Dependency of Financial Series: The Copula-GARCH Model," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp69, Dec.
• Eric Jondeau & Michael Rockinger, 2002, "The Allocation of Assets Under Higher Moments," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp71, Dec.
• Mrtin Melecký, 2002, "Poptávka po penìzích v Èeské republice (M1)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 52, issue 3, pages 76-89, March.
• Jan Vlèek, 2002, "Odhad parametrù modelù ve stavovém tvaru," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 52, issue 5, pages 275-286, May.
• Marco J. Lombardi & Giampiero M. Gallo, 2002, "Analytic Hessian Matrices and the Computation of FIGARCH Estimates," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2002_03, Feb.
• Jacobs, Jan & Wallis, Kenneth F., 2002, "Comparing SVARs and SEMs: more shocking stories," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 02C56.
• Raphaële Préget & Patrick Waelbroeck, 2002, "Étude empirique de la demande dans les enchères de bons du Trésor," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-02922006, May.
• Philippe Gagnepain & Marc Ivaldi, 2002, "Stochastic Frontiers and Asymmetric Information Models," Post-Print, HAL, number hal-00622849.
• Raphaële Préget & Patrick Waelbroeck, 2002, "Étude empirique de la demande dans les enchères de bons du Trésor," Post-Print, HAL, number hal-02922006, May.
• 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)," Post-Print, HAL, number halshs-00315938.
• Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi, 2002, "Building neural network models for time series: A statistical approach," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 508, Sep.
• Jacobson, Tor & Karlsson, Sune, 2002, "Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 138, Aug.
• Brännäs, Kurt & Nordström, Jonas, 2002, "Tourist Accommodation Effects of Festivals," Umeå Economic Studies, Umeå University, Department of Economics, number 580, Jan.
• Hellström, Jörgen, 2002, "A Bivariate Count Data Model for Household Tourism Demand," Umeå Economic Studies, Umeå University, Department of Economics, number 583, Feb.
• Hellström, Jörgen, 2002, "Count Data Modelling and Tourism Demand," Umeå Economic Studies, Umeå University, Department of Economics, number 584, Feb.
• Brännäs, Kurt & Brännäs, Eva, 2002, "Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish," Umeå Economic Studies, Umeå University, Department of Economics, number 595, Nov.
• Hallberg, Daniel & Johansson, Per, 2002, "Turnover and Price in the Housing Market: Causation, Association or Independence?," Working Paper Series, Uppsala University, Department of Economics, number 2002:12, May.
• John K. Dagsvik & Steinar StrF8m, 2002, "Analyzing labor supply behavior with latent job opportunity sets and institutional choice constraints," ICER Working Papers, ICER - International Centre for Economic Research, number 15-2002, Mar.
• Jesús Ruiz, 2002, "Una nota metodológica acerca de aplicaciones del filtro de Kalman a las calibraciones en modelos de ciclo real," Investigaciones Economicas, Fundación SEPI, volume 26, issue 1, pages 35-57, January.
• Fortin, Ines & Kuzmics, Christoph, 2002, "Tail-Dependence in Stock-Return Pairs," Economics Series, Institute for Advanced Studies, number 126, Nov.
• Lumsdaine, Robin L. & Prasad, Eswar, 2002, "Identifying the Common Component of International Economic Fluctuations: A New Approach," IZA Discussion Papers, IZA Network @ LISER, number 487, Apr.
• Fabrice Collard & Patrick Fève & François Langot & Corinne Perraudin, 2002, "A structural model of US aggregate job flows," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 3, pages 197-223.
• Nour Meddahi, 2002, "A theoretical comparison between integrated and realized volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 5, pages 479-508, DOI: 10.1002/jae.689.
• Ranjula Bali Swain, 2002, "Credit Rationing In Rural India," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 27, issue 2, pages 1-20, December.
• Heilemann Ullrich, 2002, "Small is Beautiful?. Entwicklungslinien im Makroökonometrischen Modellbau / Small is Beautiful?. Tendencies in Macroeconometric Modelling," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 222, issue 6, pages 656-682, December, DOI: 10.1515/jbnst-2002-0603.
• Subal Kumbhakar & Almas Heshmati & Lennart Hjalmarsson, 2002, "How Fast Do Banks Adjust? A Dynamic Model of Labor-Use with an Application to Swedish Banks," Journal of Productivity Analysis, Springer, volume 18, issue 1, pages 79-102, July, DOI: 10.1023/A:1015756527109.
• Hung-jen Wang & Peter Schmidt, 2002, "One-Step and Two-Step Estimation of the Effects of Exogenous Variables on Technical Efficiency Levels," Journal of Productivity Analysis, Springer, volume 18, issue 2, pages 129-144, September, DOI: 10.1023/A:1016565719882.
• Philippe Gagnepain & Marc Ivaldi, 2002, "Stochastic Frontiers and Asymmetric Information Models," Journal of Productivity Analysis, Springer, volume 18, issue 2, pages 145-159, September, DOI: 10.1023/A:1016582220790.
• Simon, András & Darvas, Zsolt, 2002, "A financiálisan fenntartható kibocsátás becslése a gazdaság nyitottságának felhasználásával
  [Estimating sustainable output from the openness of the economy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 361-376.
• Hans Christian Kongsted, 2002, "Testing the Nominal-to-Real Transformation," Discussion Papers, University of Copenhagen. Department of Economics, number 02-06, Mar.
• Hans Christian Kongsted & Heino Bohn Nielsen, 2002, "Analyzing I(2) Systems by Transformed Vector Autoregressions," Discussion Papers, University of Copenhagen. Department of Economics, number 02-20, Nov.
• D.S. Poskitt & C.L. Skeels, 2002, "Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory," Department of Economics - Working Papers Series, The University of Melbourne, number 862.
• G.C. Lim & G.M. Martin & V.L. Martin, 2002, "Parametric Pricing of Higher Order Moments in S&P500 Options," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/02, Feb.
• Alan A. Powell & Keith R. McLaren & K.R. Pearson & Maureen Rimmer, 2002, "Cobb-Douglas Utility - Eventually!," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/02, Sep.
• C.S. Forbes & G.M. Martin & J. Wright, 2002, "Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/02, Feb.
• Heather M. Anderson, 2002, "Choosing Lag Lengths in Nonlinear Dynamic Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/02, Dec.
• Roland G. Shami & Catherine S. Forbes, 2002, "Non-linear Modelling of the Australian Business Cycle using a Leading Indicator," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/02, Aug.
• Clive Bowsher, 2002, "Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2002-W22, Oct.
• Kam Leong Szeto, 2002, "A dynamic computable general equilibrium (CGE) model of the New Zealand economy," Treasury Working Paper Series, New Zealand Treasury, number 02/07, Jun.
• Woon Gyu Choi, 2002, "The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution," IMF Staff Papers, Palgrave Macmillan, volume 49, issue 2, pages 1-4.
• Albu, Lucian-Liviu & Kim, Byung-Yeon & Duchene, Gerard, 2002, "An attempt to estimate the size of informal economy based on household behaviour modeling," MPRA Paper, University Library of Munich, Germany, number 13026, Mar.
• Albu, Lucian-Liviu & Daianu, Daniel & Pavelescu, Florin-Marius, 2002, "Underground economy quantitative models. Some applications to Romania’s case," MPRA Paper, University Library of Munich, Germany, number 14210, Jan.
• Skribans, Valerijs, 2002, "Būvnozares prognozēšanas modelis un tā izstrādāšanas metodika
  [Construction industry forecasting model and it development method]," MPRA Paper, University Library of Munich, Germany, number 16364.
• Skribans, Valerijs, 2002, "Construction industry forecasting model," MPRA Paper, University Library of Munich, Germany, number 16365.
• Anas, Jacques & Ferrara, Laurent, 2002, "Un indicateur d'entrée et sortie de récession: application aux Etats-Unis
  [A start-end recession index: Application for United-States]," MPRA Paper, University Library of Munich, Germany, number 4043, Jul.
• Lord, Montague, 2002, "Modeling the Macro-Economy of Bangladesh," MPRA Paper, University Library of Munich, Germany, number 41171, Jan.
• Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Lau, Sie-Hoe, 2002, "Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions," MPRA Paper, University Library of Munich, Germany, number 511, Sep.
• Bilgili, Faik, 2002, "VAR, ARIMA, Üstsel Düzleme, Karma ve İlave-Faktör Yöntemlerinin Özel Tüketim Harcamalarına ait Ex Post Öngörü Başarılarının Karşılaştırılması
  [A Comparison of Ex-Post Forecast Accuracies for VAR, ARIMA, Exponential Smoothing, Combining and Add-Fac," MPRA Paper, University Library of Munich, Germany, number 75536, revised 2002.
• Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 2002, "Comparison of Unit Root Tests for Time Series with Level Shifts," MPRA Paper, University Library of Munich, Germany, number 76035.

2001

• Michael A. Boozer & Tom Maloney, 2001, "The Effects of Class Size on the Long Run Growth in Reading Abilities and Early Adult Outcomes in the Christchurch Health and Development Study," Working Papers, Economic Growth Center, Yale University, number 827, May.
• Michael A. Boozer & Stephen E. Cacciola, 2001, "Inside the 'Black Box' of Project STAR: Estimation of Peer Effects Using Experimental Data," Working Papers, Economic Growth Center, Yale University, number 832, Jun.
• Orbe Mandaluniz, Susan & Ferreira García, María Eva & Rodríguez Poo, Juan M., 2001, "Nonparametric estimation of time varying parameters under shape restrictions," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Jan.
• Stewart C., 2001, "An International Comparison of Long-Run Consumer Behaviour," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 19-36, July - De.
• P. Jenkins, Stephen & Jäntti, Markus, 2001, "Examining the impact of macro-economic conditions on income inequality," ISER Working Paper Series, Institute for Social and Economic Research, number 2001-17, Aug.
• Michael ARTIS & Anindya BANERJEE & Massimiliano MARCELLINO, 2001, "Factor Forecasts for the UK," Economics Working Papers, European University Institute, number ECO2001/15.
• Vladimír Tomšík, 2001, "Regression Analysis of Foreign Trade in the CR in 1993-1998," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 51, issue 1, pages 46-58, January.
• Vladimír Tomšík, 2001, "Cointegration Analysis of Foreign Trade in the Czech Republic, 1993-98," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 51, issue 7, pages 417-429, July.
• Eric French & John Bailey Jones, 2001, "The effects of health insurance and self-insurance on retirement behavior," Working Paper Series, Federal Reserve Bank of Chicago, number WP-01-19.
• Bitros, G.C. & Tsionas, E.G., 2001, "A Consistent Approach to Cost Efficiency Measurement," Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies, number 124.
• Poirier, D.J. & Tobias, L., 2001, "Across-Regime Covariance Restrictions in Treatment Response Models," Papers, California Irvine - School of Social Sciences, number 00-01-29.
• Poirier, D.J. & Tobias, J.L., 2001, "On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter," Papers, California Irvine - School of Social Sciences, number 00-01-30.
• Michael Rockinger & Eric Jondeau, 2001, "Conditional Dependency of Financial Series: An Application of Copulas," Working Papers, HAL, number hal-00601478, Feb.
• Catherine Baumont & Cem Ertur & Julie Le Gallo, 2001, "A spatial econometric analysis of geographic spillovers and growth for European regions, 1980-1995," Working Papers, HAL, number hal-01526858.
• Heshmati, Almas, 2001, "The Dynamics of Capital Structure: Evidence from Swedish Micro and Small Firms," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0440, Apr.
• Lööf, Hans & Heshmati, Almas & Asplund, Rita & Nåås, Svein-Olav, 2001, "Innovation and Performance in Manufacturing Industries: A Comparison of the Nordic Countries," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0457, Aug.
• Amilon, Henrik, 2001, "A Neural Network Versus Black-Scholes: A Comparison of Pricing and Hedging Performances," Working Papers, Lund University, Department of Economics, number 2001:5, Mar, revised 03 Aug 2001.
• Amilon, Henrik, 2001, "GARCH Estimation and Discrete Stock Prices," Working Papers, Lund University, Department of Economics, number 2001:6, Mar, revised 03 Aug 2001.
• Brännäs, Kurt & Nordman, Niklas, 2001, "An Alternative Conditional Asymmetry Specification for Stock Returns," Umeå Economic Studies, Umeå University, Department of Economics, number 556, Apr.
• Brännäs, Kurt & Nordström, Jonas, 2001, "The Number of Occupied Hotel Rooms: A Time Series Model that Accounts for Constrained Capacity and Prices," Umeå Economic Studies, Umeå University, Department of Economics, number 559, May.
• Brännäs, Kurt & Nordman, Niklas, 2001, "Conditional Skewness Modelling for Stock Returns," Umeå Economic Studies, Umeå University, Department of Economics, number 562, Jun.
• Lee, Gabriel S. & Boss, Michael & Klisz, Chris, 2001, "Empirical Performance of the Czech and Hungarian Index Options under Jump," Economics Series, Institute for Advanced Studies, number 91, Jan.
• Jäntti, Markus & Jenkins, Stephen P., 2001, "Examining the Impact of Macro-Economic Conditions on Income Inequality," IZA Discussion Papers, IZA Network @ LISER, number 364, Sep.
• Snyder, Ralph D & Shami, Roland G, 2001, "Exponential Smoothing of Seasonal Data: A Comparison," Journal of Forecasting, John Wiley & Sons, Ltd., volume 20, issue 3, pages 197-202, April.
• BAUMONT, Catherine & ERTUR, Cem & LE GALLO, Julie, 2001, "A Spatial Econometric Analysis of Geographic Spillovers and Growth for European Regions, 1980-1995," LATEC - Document de travail - Economie (1991-2003), LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne, number 2001-04, Feb.
• WDA Bryant & JE Macri, 2001, "Does Sentiment Explain Consumption?," Research Papers, Macquarie University, Department of Economics, number 0107, Jun.