Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2002

• 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, Institute of Labor Economics (IZA), 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, A," 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.
• Josef Arlt & Milan Guba & Štěpán Radkovský & Vladimír Stiller & Milan Sojka, 2002, "Selected factors influencing the money demand development in the czech republic in 1994 - 2000," Prague Economic Papers, Prague University of Economics and Business, volume 2002, issue 1, pages 39-56, DOI: 10.18267/j.pep.187.

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.
• 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, Institute of Labor Economics (IZA), 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.
• Chang, H.-C., 2001, "International Trade, Productivity Growth, Education and Wage Differentials: A Case Study of Taiwan," Department of Economics - Working Papers Series, The University of Melbourne, number 783.
• Stachurski, J., 2001, "Stochastic Growth: Asymptotic Distributions," Department of Economics - Working Papers Series, The University of Melbourne, number 787.
• Griffiths, W.E. & Valenzuela, R., 2001, "Estimating Costs of Children from Micro-Unit Records: A New Procedure Applied to Australian Data," Department of Economics - Working Papers Series, The University of Melbourne, number 795.
• Bardsley, P., 2001, "Recursive Contracts," Department of Economics - Working Papers Series, The University of Melbourne, number 797.
• Hyndman, R.J. & Erbas, B., 2001, "Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/01, Sep.
• DUFOUR, Jean-Marie & FARHAT, Abdeljelil, 2001, "Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2001-23.
• MEDDAHI, Nour, 2001, "A Theoretical Comparison Between Integrated and Realized Volatilies," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2001-26.
• MEDDAHI, Nour, 2001, "An Eigenfunction Approach for Volatility Modeling," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2001-29.
• Dufour, J.M. & Farhat, A., 2001, "Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2001-23.
• Meddahi, N., 2001, "A Theoretical Comparison Between Integrated and Realized Volatilies," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2001-26.
• Meddahi, N., 2001, "An Eigenfunction Approach for Volatility Modeling," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2001-29.
• Paul Ellickson & Scott Stern & Manuel Trajtenberg, 2001, "Patient Welfare and Patient Compliance -- An Empirical Framework for Measuring the Benefits from Pharmaceutical Innovation," NBER Chapters, National Bureau of Economic Research, Inc, "Medical Care Output and Productivity".
• Andrew Ang & Geert Bekaert, 2001, "Stock Return Predictability: Is it There?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8207, Apr.
• Amil Petrin, 2001, "Quantifying the Benefits of New Products: The Case of the Minivan," NBER Working Papers, National Bureau of Economic Research, Inc, number 8227, Apr.
• Fountas, Stilianos & Karanasos,Menelaos, 2001, "Inflation and Output Growth Uncertainty and their Relationship with Inflation and Output Growth," Working Papers, National University of Ireland Galway, Department of Economics, number 0053, revised 2001.
• Jim Engle-Warnick, 2001, "Inferring Strategies from Observed Actions: A Nonparametric, Binary Tree Classification Approach," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W14, Aug.
• Robert A Buckle & Kunhong Kim & Julie Tam, 2001, "A Structural VAR Approach to Estimating Budget Balance Targets," Treasury Working Paper Series, New Zealand Treasury, number 01/11.
• Kam Leong Szeto, 2001, "An Econometric Analysis of a Production Function for New Zealand," Treasury Working Paper Series, New Zealand Treasury, number 01/31.
• J.R. DeShazo & Trudy Ann Cameron & Manrique Saenz, 2001, "Test of Choice Set Misspecification for Discrete Models of Consumer Choice," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2003-7, Nov, revised 05 Nov 2001.
• Roger Guesnerie, 2001, "Short-Run Expectational Coordination: Fixed Versus Flexible Wages," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 116, issue 3, pages 1115-1147.
• By May Khamis & Alfredo M. Leone, 2001, "Can Currency Demand Be Stable Under a Financial Crisis? The Case of Mexico," IMF Staff Papers, Palgrave Macmillan, volume 48, issue 2, pages 1-6.
• Renato E. Reside, Jr., 2001, "Two Decades of Vector Autoregression (VAR) Modeling," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 38, issue 2, pages 83-121, December.
• Wang, Hung-jen & Schmidt, Peter, 2001, "One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels," MPRA Paper, University Library of Munich, Germany, number 31075, Oct, revised Mar 2002.
• Dobrescu, Emilian, 2001, "Updated scenarios for the Romanian economy medium-term dynamics," MPRA Paper, University Library of Munich, Germany, number 35792, Nov.
• Dobrescu, Emilian, 2001, "Macromodel estimations for the Romanian "pre-accession economic programme," MPRA Paper, University Library of Munich, Germany, number 35793.
• Dobrescu, Emilian, 2001, "Introduction into macroeconomic modeling foundations," MPRA Paper, University Library of Munich, Germany, number 35794.
• Lord, Montague, 2001, "Macroeconomic Policies for Poverty Reduction in Cambodia," MPRA Paper, University Library of Munich, Germany, number 41174, May.
• Bilgili, Faik, 2001, "ARIMA ve VAR Modellerinin Tahmin Başarılarının Karşılaştırılması
  [A comparison of VAR and ARIMA Models’ forecasting accuracies]," MPRA Paper, University Library of Munich, Germany, number 75609.
• H. Bunzel & Bent Jesper Christensen & Peter Jensen & Nicholas Kiefer & L. Korsholm & L. Muus & G. R. Neumann & Michael Rosholm, 2001, "Specification and Estimation of Equilibrium Search Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 4, issue 1, pages 90-126, January, DOI: 10.1006/redy.1999.0092.
• Maria José Salgado & Márcio Gomes Pinto Garcia & Marcelo C. Medeiros, 2001, "Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 444, Sep.
• Marcelo C. Medeiros & Timo Terasvirta, 2001, "Statistical methods for modelling neural networks," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 445, Sep.
• Hermanto Siregar & Bert D. Ward, 2001, "Long Run Money Demand, Long Run Spending Balance and Macro¬Economic Fluctuations: Application of a Cointegrating SVAR Model to the Indonesian Macroeconomy," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 54, issue 3, pages 401-424.
• Asmara Jamaleh, 2001, "Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio," Rivista di Politica Economica, SIPI Spa, volume 91, issue 2, pages 79-132, February.
• David F. Hendry & Katarina Juselius, 2001, "Explaining Cointegration Analysis: Part II," The Energy Journal, , volume 22, issue 1, pages 75-120, January, DOI: 10.5547/ISSN0195-6574-EJ-Vol22-No1-.
• Rocio Sanchez, 2001, "Estimation of a dynamic structural model of irreversible investment," Computing in Economics and Finance 2001, Society for Computational Economics, number 163, Apr.
• Hans-Martin Krolzig, 2001, "General--to--Specific Reductions of Vector Autoregressive Processes," Computing in Economics and Finance 2001, Society for Computational Economics, number 164, Apr.
• Ahmed W. Khwaja, 2001, "Health Insurance, Habits and Health Outcomes: A Dynamic Stochastic Model of Investment in Health," Computing in Economics and Finance 2001, Society for Computational Economics, number 166, Apr.
• Tiemen Woutersen, 2001, "Robustness against priors and mixing distributions," Computing in Economics and Finance 2001, Society for Computational Economics, number 168, Apr.
• Joerg Breitung and Uwe Hassler, 2001, "Inference on the Cointegration Rank in Fractionally Integrated Processes," Computing in Economics and Finance 2001, Society for Computational Economics, number 233, Apr.
• Eric French and John Jones, 2001, "The Effects of Health Insurance and Self-Insurance on Retirement Behavior," Computing in Economics and Finance 2001, Society for Computational Economics, number 24, Apr.
• Roel Oomen, 2001, "Using High Frequency Data to Calculate, Model and Forecast Realized Volatility," Computing in Economics and Finance 2001, Society for Computational Economics, number 75, Apr.
• Giancarlo Gandolfo & Kieran P. Donaghy & Daniela Federici, 2001, "Continuous-time estimation of an endogenous growth model of an open economy," The Annals of Regional Science, Springer;Western Regional Science Association, volume 35, issue 3, pages 449-461.
• Henk Folmer & Tim Jeppesen, 2001, "The confusing relationship between environmental policy and location behaviour of firms: A methodological review of selected case studies," The Annals of Regional Science, Springer;Western Regional Science Association, volume 35, issue 4, pages 523-546.
• Erik Bergkvist & Lars Westin, 2001, "Regional valuation of infrastructure and transport attributes for Swedish road freight," The Annals of Regional Science, Springer;Western Regional Science Association, volume 35, issue 4, pages 547-560.
• Michael Wüger & Gerhard Thury, 2001, "The treatment of seasonality in error correction models as unobserved component: a case study for an Austrian consumption function," Empirical Economics, Springer, volume 26, issue 2, pages 325-341.
• Nicholas Sarantis & Chris Stewart, 2001, "Unobserved components in an error-correction model of consumption for Southern European countries," Empirical Economics, Springer, volume 26, issue 2, pages 391-405.
• Jörg Breitung, 2001, "A convenient representation for structural vector autoregressions," Empirical Economics, Springer, volume 26, issue 2, pages 447-459.
• Emil Stavrev, 2001, "A small continuous time macro-econometric model of the Czech Republic," Empirical Economics, Springer, volume 26, issue 4, pages 673-705.
• Ole E. Barndorff-Nielsen & Karsten Prause, 2001, "Apparent scaling," Finance and Stochastics, Springer, volume 5, issue 1, pages 103-113.
• Hans H. Bauer & Marc Fischer, 2001, "Ein Ansatz zur simultanen Messung von Kannibalisierungs-, substitutiven Konkurrenz- und Neukäufereffekten am Beispiel von line extensions," Schmalenbach Journal of Business Research, Springer, volume 53, issue 5, pages 455-477, August, DOI: 10.1007/BF03372655.
• Håvard Hungnes, 2001, "Estimating and Restricting Growth Rates and Cointegration Means With Applications to Consumption and Money Demand," Discussion Papers, Statistics Norway, Research Department, number 309, Oct.
• Thomas Lux, 2001, "The limiting extremal behaviour of speculative returns: an analysis of intra-daily data from the Frankfurt Stock Exchange," Applied Financial Economics, Taylor & Francis Journals, volume 11, issue 3, pages 299-315, DOI: 10.1080/096031001300138708.
• Luis Arango & Andres Gonzalez, 2001, "Some evidence of smooth transition nonlinearity in Colombian inflation," Applied Economics, Taylor & Francis Journals, volume 33, issue 2, pages 155-162, DOI: 10.1080/00036840122443.
• Thanasis Stengos & Yiguo Sun, 2001, "A Consistent Model Specification Test For A Regression Function Based On Nonparametric Wavelet Estimation," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 1, pages 41-60, DOI: 10.1081/ETC-100104079.
• J. Denis Sargan, 2001, "Model Building And Data Mining," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 2, pages 159-170, DOI: 10.1081/ETC-100103820.
• J. Denis Sargan, 2001, "The Choice Between Sets Of Regressors," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 2, pages 171-186, DOI: 10.1081/ETC-100103821.
• Mahmoud El-Gamal, 2001, "A Bayesian Interpretation Of Multiple Point Estimates," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 2, pages 235-245, DOI: 10.1081/ETC-100103825.
• Kurt Brannas & Jorgen Hellstrom, 2001, "Generalized Integer-Valued Autoregression," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 4, pages 425-443, DOI: 10.1081/ETC-100106998.
• Michael McKenzie & Heather Mitchell & Robert Brooks & Robert Faff, 2001, "Power ARCH modelling of commodity futures data on the London Metal Exchange," The European Journal of Finance, Taylor & Francis Journals, volume 7, issue 1, pages 22-38, DOI: 10.1080/13518470123011.
• Guillem López & Marc Sáez, 2001, "A multilevel analysis on the determinants of regional health care expenditure. A note," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 572, Oct.
• Olivier Ledoit & Pedro Santa Clara & Michael Wolf, 2001, "Flexible multivariate GARCH modeling with an application to international stock markets," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 578, Oct.
• Olivier Ledoit & Michael Wolf, 2001, "Improved estimation of the covariance matrix of stock returns with an application to portofolio selection," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 586, Nov.
• Guillem López & Marc Sáez, 2001, "A multilevel analysis on the determinants of regional health care expenditure. A note," Working Papers, Research Center on Health and Economics, Department of Economics and Business, Universitat Pompeu Fabra, number 572, Oct.
• Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2001, "Semiparametric Diffusion Estimation and Application to a Stock Market Index," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 51, Mar.
• Ralf Becker & Walter Enders & A. Stan Hurn, 2001, "Testing for Time Dependence in Parameters," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 58, Jun.
• David E. A. Giles & Robert Draeseke, 2001, "Econometric Modelling based on Pattern recognition via the Fuzzy c-Means Clustering Algorithm," Econometrics Working Papers, Department of Economics, University of Victoria, number 0101, Jan.
• Nikolai Svetlov, 2001, "Econometric application of linear programming: a model of Russian large-scale farm (the case of the Moscow Region)," Econometrics, University Library of Munich, Germany, number 0112002, Dec.
• Pitt, M.K. & Walker, S.G., 2001, "Construction of Stationary Time Series via the Giggs Sampler with Application to Volatility Models," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 595.
• Maurer, Raimond & Pitzer, Martin & Sebastian, Steffen, 2001, "Construction of a Transaction Based Real Estate Index for the Paris Housing Market," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 01-17, Mar.
• Pok Man Chak & Neal Madras & J. Barry Smith, 2001, "Consistent Estimation of Shape-Restricted Functions and Their Derivatives," Working Papers, York University, Department of Economics, number 2001_03, Nov.
• Liang Peng, 2001, "Dynamics of Effective Quotes and Spreads Between Consecutive Trades - A Real-Time Structural Model of Price Formation," Yale School of Management Working Papers, Yale School of Management, number ysm179, Apr.
• Liang Peng, 2001, "Trading Takes Time," Yale School of Management Working Papers, Yale School of Management, number ysm234, Oct.
• Wilfling, Bernd, 2001, "Since when have FOREX markets incorporated EMU into currency pricing? Evidence from four exchange rate series," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 118.
• Gottschalk, Jan, 2001, "An Introduction into the SVAR Methodology: Identification, Interpretation and Limitations of SVAR models," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 1072.
• Härdle, Wolfgang & Kleinow, Torsten & Korostelev, Alexander P. & Logeay, Camille & Platen, Eckhard, 2001, "Semiparametric diffusion estimation and application to a stock market index," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,24.
• Robert E. Hall, 2001, "Struggling to Understand the Stock Market," American Economic Review, American Economic Association, volume 91, issue 2, pages 1-11, May.
• Edward Vytlacil & James J. Heckman, 2001, "Policy-Relevant Treatment Effects," American Economic Review, American Economic Association, volume 91, issue 2, pages 107-111, May.
• Petra E. Todd & Jeffrey A. Smith, 2001, "Reconciling Conflicting Evidence on the Performance of Propensity-Score Matching Methods," American Economic Review, American Economic Association, volume 91, issue 2, pages 112-118, May.
• Christopher Taber & Hidehiko Ichimura, 2001, "Propensity-Score Matching with Instrumental Variables," American Economic Review, American Economic Association, volume 91, issue 2, pages 119-124, May.
• Arthur Lewbel, 2001, "Demand Systems with and without Errors," American Economic Review, American Economic Association, volume 91, issue 3, pages 611-618, June.
• Robert Engle, 2001, "GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics," Journal of Economic Perspectives, American Economic Association, volume 15, issue 4, pages 157-168, Fall.
• Shumway, C. Richard & Davis, George C., 2001, "Does consistent aggregation really matter?," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, volume 45, issue 2, pages 1-34, DOI: 10.22004/ag.econ.117388.
• Wilfling, Bernd, 2001, "Since When Have FOREX Markets Incorporated EMU into Currency Pricing? Evidence from Four Exchange Rate Series," Discussion Paper Series, Hamburg Institute of International Economics, number 26136, DOI: 10.22004/ag.econ.26136.
• Filippo Altissimo & Antonio Bassanetti & Riccardo Cristadoro & Lucrezia Reichlin & Giovanni Veronese, 2001, "The construction of coincident and leading indicators for the euro area business cycler of the euro area business cycle," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 434, Dec.
• Riccardo Cristadoro & Mario Forni & Lucrezia Reichlin & Giovanni Veronese, 2001, "A core inflation index for the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 435, Dec.
• Filippo Altissimo & Antonio Bassanetti & Riccardo Cristadoro & Mario Forni & Marco Lippi & Lucrezia Reichlin & Giovanni Veronese, 2001, "A real time coincident indicator of the euro area business cycle," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 436, Dec.
• Cathal O'Donoghue, 2001, "Dynamic Microsimulation: A Methodological Survey," Brazilian Electronic Journal of Economics, Department of Economics, Universidade Federal de Pernambuco, volume 4, issue 2, December.
• Michael Rockinger & Eric Jondeau, 2001, "Conditional Dependency of Financial Series: An Application of Copulas," Working papers, Banque de France, number 82.
• Hakan Berument & Asli GŸnay, 2001, "Exchange Rate Risk and Interest Rate : A Case Study for Turkey," Working Papers, Department of Economics, Bilkent University, number 0110.
• Jörg Breitung & Christian Wulff, 2001, "Non‐linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual‐Class Shares," German Economic Review, Verein für Socialpolitik, volume 2, issue 4, pages 419-434, November, DOI: 10.1111/1468-0475.00047.
• Breitung Jörg & Wulff Christian, 2001, "Non-linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares," German Economic Review, De Gruyter, volume 2, issue 4, pages 419-434, December, DOI: 10.1111/1468-0475.00047.
• V. Pandit, 2001, "Structural Modelling Under Challenge," Working papers, Centre for Development Economics, Delhi School of Economics, number 98, Nov.
• Olivier Allais & Loic Cadiou & Stéphane Dees, 2001, "Defining Consumption Behaviour in a Multi-Country Model," Working Papers, CEPII research center, number 2001-02, Feb.
• Cepii & Cepremap, 2001, "MARMOTTE : a Multinational Model," Working Papers, CEPII research center, number 2001-15, Dec.
• Arjan Kadareja, 2001, "The Fiscal Stabilization Policy under EMU - An Empirical Assessment," Working Papers, CEPII research center, number 2001-20, Dec.
• Stephane Dees & Arjan Kadareja & Jean-Pierre Laffargue & Bronka Rzepkowski, 2001, "MARMOTTE : un modele multinational de 17 pays industrialises," Economie Internationale, CEPII research center, issue 86, pages 143-167.
• Nour Meddahi, 2001, "A Theoretical Comparison Between Integrated and Realized Volatilities," CIRANO Working Papers, CIRANO, number 2001s-71, Dec.
• G. Boero & E. Marrocu, 2001, "Evaluating non-linear models on point and interval forecasts: an application with exchange rate returns," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200110.
• Costas Milas & Jesus Otero & Theodore Panagiotidis, 2001, "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," Borradores de Investigación, Universidad del Rosario, number 2737, Oct.
• Ana Mar√≠a Iregui & Costas Milas & Jes√∫s Otero, 2001, "On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach," Borradores de Investigación, Universidad del Rosario, number 3297, Nov.
• Kilian, Lutz & Ivanov, Ventzislav, 2001, "A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2685, Jan.
• Reichlin, Lucrezia & Forni, Mario & Cristadoro, Riccardo & Veronese, Giovanni, 2001, "A Core Inflation Index for the Euro Area," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3097, Dec.
• Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni & Bassanetti, Antonio, 2001, "EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3108, Dec.
• Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, 2001, "The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America," Working Papers, University of Crete, Department of Economics, number 0108, Jun.
• Michel LUBRANO, 2001, "Smooth Transition Garch Models : a Baysian Perspective," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001032, Sep.
• Jie Q. Guo & Tong Li, 2001, "Simulation-Based Estimation of the Structural Errors-in-Variables Negative Binomial Regression Model with an Application," Annals of Economics and Finance, Society for AEF, volume 2, issue 1, pages 101-122, May.
• John C. Chao & Valentina Corradi & Norman R. Swanson, 2001, "Data Transformation and Forecasting in Models with Unit Roots and Cointegration," Annals of Economics and Finance, Society for AEF, volume 2, issue 1, pages 59-76, May.