Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2001

• Guisan, M.C. & Arranz, M., 2001, "Consumption expenditure on Health and Education: Econometric models and evolution of OECD countries 1970-96," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 50.
• Guisan, M. Carmen & Neira, Isabel, 2001, "Educacion y crecimiento: una perspectiva mundial 1960-99," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 1, issue 1, pages 9-36.
• Neira, Isabel & Aguayo, Eva & Exposito, Pilar, 2001, "El capital humano en America Latina en el periodo 1965-90 y su contribucion al desarrollo economico," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 1, issue 1.
• Aguayo, Eva & Portillo, Saskia & Exposito, Pilar, 2001, "Crecimiento economico en los paises de la Comunidad Andina: 1987-96," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 1, issue 1.
• Guisan, M.Carmen & Neira, I, 2001, "Un analisis econometrico del turismo hotelero y extra-hotelero en las regiones y provincias españolas," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 1, issue 2, pages 121-140.
• Martin Raiser & Maria L. Di Tommaso & Melvyn Weeks, 2001, "The Measurements and Determinants of Institutional Change: Evidence from Transition Economies," Working Papers, European Bank for Reconstruction and Development, Office of the Chief Economist, number 60, Feb.
• ROCKINGER, Michael & JONDEAU, Eric, 2001, "Conditional dependency of financial series : an application of copulas," HEC Research Papers Series, HEC Paris, number 723, Feb.
• FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene, 2001, "Limit order book as a market for liquidity," HEC Research Papers Series, HEC Paris, number 728, Jul.
• Calza, Alessandro & Gartner, Christine & Sousa, João, 2001, "Modelling the demand for loans to the private sector in the euro area," Working Paper Series, European Central Bank, number 55, Apr.
• Taylor, Alan M, 2001, "Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price," Econometrica, Econometric Society, volume 69, issue 2, pages 473-498, March.
• Costa-Gomes, Miguel & Crawford, Vincent P & Broseta, Bruno, 2001, "Cognition and Behavior in Normal-Form Games: An Experimental Study," Econometrica, Econometric Society, volume 69, issue 5, pages 1193-1235, September.
• Krolzig, Hans-Martin & Hendry, David F., 2001, "Computer automation of general-to-specific model selection procedures," Journal of Economic Dynamics and Control, Elsevier, volume 25, issue 6-7, pages 831-866, June.
• Tunc, Gul Ipek, 2001, "The Internal and External Transfers of the Turkish Economy: A Financial Computable General Equilibrium Analysis," Economic Analysis and Policy, Elsevier, volume 31, issue 2, pages 139-159, September.
• van den Berg, Gerard J. & van der Klaauw, Bas, 2001, "Combining micro and macro unemployment duration data," Journal of Econometrics, Elsevier, volume 102, issue 2, pages 271-309, June.
• Caner, M. & Kilian, L., 2001, "Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate," Journal of International Money and Finance, Elsevier, volume 20, issue 5, pages 639-657, October.
• Arrondel, Luc & Lefebvre, Bruno, 2001, "Consumption and Investment Motives in Housing Wealth Accumulation: A French Study," Journal of Urban Economics, Elsevier, volume 50, issue 1, pages 112-137, July.
• Fabiani, Silvia & Locarno, Alberto & Oneto, Gian Paolo & Sestito, Paolo, 2001, "The sources of unemployment fluctuations: an empirical application to the Italian case," Labour Economics, Elsevier, volume 8, issue 2, pages 259-289, May.

2000

• Kenneth I. Wolpin & Mark R. Rosenzweig, 2000, "Natural "Natural Experiments" in Economics," Journal of Economic Literature, American Economic Association, volume 38, issue 4, pages 827-874, December.
• Shumway, C. Richard & Davis, George C., 2000, "Does Consistent Aggregation Really Matter?," 2000 Conference (44th), January 23-25, 2000, Sydney, Australia, Australian Agricultural and Resource Economics Society, number 171924, Jan, DOI: 10.22004/ag.econ.171924.
• Brosig, Stephan, 2000, "A Model Of Household Type Specific Food Demand Behaviour In Hungary," IAMO Discussion Papers, Institute of Agricultural Development in Transition Economies (IAMO), number 14864, DOI: 10.22004/ag.econ.14864.
• Shumway, C. Richard & Davis, George C., 2000, "Does Consistent Aggregation Really Matter?," Ag Econ Series, Washington State University, School of Economic Sciences, number 12966, DOI: 10.22004/ag.econ.12966.
• Lin, Ni & Shumway, C. Richard, 2000, "Asset Fixity In U.S. Agriculture: Robustness To Functional Form," Ag Econ Series, Washington State University, School of Economic Sciences, number 12967, DOI: 10.22004/ag.econ.12967.
• Greg Tkacz, 2000, "Non-Parametric and Neural Network Models of Inflation Changes," Staff Working Papers, Bank of Canada, number 00-7, DOI: 10.34989/swp-2000-7.
• Ángel Estrada & Ignacio Hernando & J. David López-Salido, 2000, "Measuring the NAIRU in the Spanish Economy," Working Papers, Banco de España, number 0009.
• Eric Jondeau & Michael Rockinger, 2000, "Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence," Working papers, Banque de France, number 77.
• John Creedy & Cameron Martin, 2000, "Carbon Taxation, Fuel Substitution and Welfare in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 33, issue 1, pages 32-48, March, DOI: 10.1111/1467-8462.00134.
• Gunnar Bardsen & Jan Tore Klovland, 2000, "Shaken or Stirred? Financial Deregulation and the Monetary Transmission Mechanism in Norway," Scandinavian Journal of Economics, Wiley Blackwell, volume 102, issue 4, pages 563-583, December, DOI: 10.1111/1467-9442.00215.
• Fabio Ghironi, 2000, "Towards New Open Economy Macroeconometrics," Boston College Working Papers in Economics, Boston College Department of Economics, number 469, Feb.
• Munehisa Kasuya & Tomoki Tanemura, 2000, "Small Scale Bayesian VAR Modeling of the Japanese Macro Economy Using the Posterior Information Criterion and Monte Carlo Experiments," Bank of Japan Working Paper Series, Bank of Japan, number Research and Statistics D, Feb.
• Philip M. Bodman & Mark Crosby, 2000, "Phases of the Canadian business cycle," Canadian Journal of Economics, Canadian Economics Association, volume 33, issue 3, pages 618-633, August.
• G. Boero & E. Marrocu, 2000, "La performance di modelli non lineari per i tassi di cambio: un'applicazione con dati a diversa frequenza," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200014.
• Javier Arturo Birchenall & Juan Daniel Oviedo, 2000, "Un modelo Macroeconométrico para la Economía Colombiana," Revista de Economía del Rosario, Universidad del Rosario.
• Van den Berg, Gerard & van der Klaauw, Bas, 2000, "Combining Micro and Macro Unemployment Duration Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2494, Jul.
• Lafuente Luengo, Juan Ángel, 2000, "Intraday return and volatily relationships between the IBEX 35 stock index and stock index futures markets," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 9849, Jan.
• Lafuente Luengo, Juan Ángel, 2000, "Optimal hedging under departures from the cost of carry valuation: evidence from the spanish stock index futures market," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 9853, Jan.
• Ledoit, Olivier & Wolf, Michael, 2000, "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 10089, Nov.
• Donald J. Brown & Marten H. Wegkamp, 2000, "Asymptotics in Minimum Distance from Independence Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1252, Apr.
• Guesnerie, R., 2000, "On Short - Run Expectational Coordination : Fixed versus Flexible wages," DELTA Working Papers, DELTA (Ecole normale supérieure), number 2000-13.
• Arrondel, L. & Lefebvre, B., 2000, "Consumption and Investment Motives in Housing Wealth Accumulation : a French Study," DELTA Working Papers, DELTA (Ecole normale supérieure), number 2000-14.
• Coppejans, Mark, 2000, "Flexible but Parsimonious Demand Designs: The Case of Gasoline," Working Papers, Duke University, Department of Economics, number 00-07.
• ROCKINGER, Michael & JONDEAU, Eric, 2000, "Conditional Volatility, Skewness, and Kurtosis : Existence and Persistence," HEC Research Papers Series, HEC Paris, number 710, Jul.
• Fabiani, Silvia & Locarno, Alberto & Oneto, Giampaolo & Sestito, Paolo, 2000, "The sources of unemployment fluctuations: an empirical application to the Italian case," Working Paper Series, European Central Bank, number 29, Sep.
• Franc Klaassen, 2000, "Why is it so Difficult to Find an Effect of Exchange Rate Risk on Trade?," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0133, Aug.
• Hans-Martin Krolzig, 2000, "Computer Automation of General-to-Specific Model Selection Procedures," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0411, Aug.
• Bent Jesper Christensen & Nicholas Kiefer, 2000, "Panel Data, Local Cuts, and Orthogeodesic Models," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1108, Aug.
• Sune Karlsson & Jimmy Skoglund, 2000, "Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1178, Aug.
• Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier, 2000, "Nonparametric estimation of American options' exercise boundaries and call prices," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 11-12, pages 1829-1857, October.
• Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier, 2000, "American options with stochastic dividends and volatility: A nonparametric investigation," Journal of Econometrics, Elsevier, volume 94, issue 1-2, pages 53-92.
• Wim Zwinkels & Gerrit de Wit & Niels Bosma & Sander Wennekers, 2000, "Modelling Business Ownership in the Netherlands," Scales Research Reports, EIM Business and Policy Research, number H199911, May.
• Bent Jesper Christensen & Peter Jensen & Michael Svarer Nielsen & Kim Poulsen & Michael Rosholm, 2000, "The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: An Application to Danish Data," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Panel Data and Structural Labour Market Models", DOI: 10.1108/S0573-8555(2000)0000243009.
• Henning Bunzel & Bent J. Christensen & Nicholas M. Kiefer & Lars Korsholm, 2000, "Equilibrium Search with Human Capital Accumulation," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Panel Data and Structural Labour Market Models", DOI: 10.1108/S0573-8555(2000)0000243010.
• P. Jenkins, Stephen & Cappellari, Lorenzo, 2006, "Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation," ISER Working Paper Series, Institute for Social and Economic Research, number 2006-16, Apr.
• Fernandes, M. & Grammig, J., 2000, "Non-Parametric Specification Tests for Conditional Duration Models," Economics Working Papers, European University Institute, number eco2000/4.
• Corradi, V. & Swanson, N.R., 2000, "A Consistent Test for Nonlinear Out of Sample Predictive Accuracy," Discussion Papers, University of Exeter, Department of Economics, number 0012.
• Emil Stavrev, 2000, "Monetary and Fiscal Policies' Efficiency and the Determination of a Nominal Equilibrium Exchange Rate," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 50, issue 9, pages 452-463, September.
• Eric French, 2000, "The effects of health, wealth, and wages on labor supply and retirement behavior," Working Paper Series, Federal Reserve Bank of Chicago, number WP-00-2.
• Fabio Ghironi, 2000, "Towards new open economy macroeconometrics," Staff Reports, Federal Reserve Bank of New York, number 100.
• Baghli, M., 2000, "Modelling the FF/DM Rate by Thresholding Cointegration Analysis," G.R.E.Q.A.M., Universite Aix-Marseille III, number 00b02.
• Lanne, M. & Saikkonen, P., 2000, "Threshold Autoregression for Strongly Autocorrelated Time Series," University of Helsinki, Department of Economics, Department of Economics, number 489.
• Spencer, N. & Fielding, A., 2000, "A Comparison of Modelling Strategies for Value-Added Analyses of Educational Data," Papers, University of Hertfordshire - Business Schoool, number 2000:7.
• Elsendoorn, G.T. & Nieuwland, A.H., 2000, "The ARKO Labour-Cost Model: Characteristics and Application," Papers, NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM, number 0004/a.
• Preget, R. & Waelbroeck, P., 2000, "Econometric Analysis of Market Bid Functions in French Treasury Bill Auctions," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.106.
• Karame, F., 2000, "Unemployment Persistence : The Hysteresis Assumption Revisited. A Nonlinear Unobserved Components Approach," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.21.
• Fairise, X. & Feve, P., 2000, "Heternenous Labor Demand and Aggregate Job Flows. Specification, Estimation and Testing with French Data," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.59.
• Goettler, R. & Shachar, R., 2000, "An Empirical Anslysis of Spatial Competition," Papers, Tel Aviv, number 00-12.
• Goettler, R. & Shachar, R., 2000, "An Empirical Anslysis of Spatial Competition," Papers, Tel Aviv, number 2000-12.
• Moshkin, N. & Shachar, R., 2000, "Switching Costs or Search Costs?," Papers, Tel Aviv, number 3-2000.
• Christian Bontemps & Jean-Marc Robin & Gérard J. van den Berg, 2000, "Equilibrium Search with Continuous Productivity Dispersion: Theory and Nonparametric Estimation," Post-Print, HAL, number hal-00357755, DOI: 10.1111/1468-2354.00066.
• Christian Bontemps & Jean-Marc Robin & Gérard van den Berg, 2000, "Equilibrium search with continuous productivity dispersion: theory and nonparametric estimation," Post-Print, HAL, number hal-03416494.
• Michael Rockinger & Eric Jondeau, 2000, "Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence," Working Papers, HAL, number hal-00601486, Jul.
• Catherine Baumont & Cem Ertur & Julie Le Gallo, 2000, "Geographic spillover and growth (a spatial econometric analysis for european regions)," Working Papers, HAL, number hal-01526987.
• Hjalmarsson, Erik, 2000, "Nord Pool: A Power Market Without Market Power," Working Papers in Economics, University of Gothenburg, Department of Economics, number 28, Aug.
• Medeiros, Marcelo & Veiga, Alvaro, 2000, "A Flexible Coefficient Smooth Transition Time Series Model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 360, Feb, revised 29 Apr 2004.
• Lundbergh, Stefan & Teräsvirta, Timo & van Dijk, Dick, 2000, "Time-Varying Smooth Transition Autoregressive Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 376, Apr.
• Karlsson, Sune & Skoglund, Jimmy, 2000, "Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 383, May.
• Medeiros, Marcelo & Veiga, Alvaro, 2000, "Diagnostic Checking in a Flexible Nonlinear Time Series Model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 386, Jun, revised 15 Jan 2001.
• Lööf, Hans & Heshmati, Almas, 2000, "Knowledge Capital and Performance Heterogeneity: A Firm Level Innovation Study," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 387, Jun, revised 15 Aug 2000.
• Medeiros, Marcelo & Veiga, Alvaro & Resende, Mauricio, 2000, "A Combinatorial Approach to Piecewise Linear Time Series Analysis," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 393, Jun.
• Kumbhakar, Subal C. & Heshmati, Almas & Hjalmarsson, Lennart, 2000, "How Fast Do Banks Adjust? A Dynamic Model of Labor-Use with an Application to Swedish Banks," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 411, Nov, revised Nov 2001.
• Bioern,E., 2000, "The rate of capital retirement : how is it related to the form of the survival function and the investment growth path?," Memorandum, Oslo University, Department of Economics, number 12/2000.
• Eitrheim,O. & Jansen,E.S. & Nymoen,R., 2000, "Progress from forecast failure : the Norwegian consumption function," Memorandum, Oslo University, Department of Economics, number 32/2000.
• Brännäs, Kurt & de Gooijer, Jan G., 2000, "ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH," Umeå Economic Studies, Umeå University, Department of Economics, number 535, May.
• Brännäs, Kurt & Nordström, Jonas, 2000, "A Bivariate Integer Valued Allocation Model for Guest Nights in Hotels and Cottages," Umeå Economic Studies, Umeå University, Department of Economics, number 547, Dec.
• Bontemps, Christian & Robin, Jean-Marc & van den Berg, Gerard J, 2000, "Equilibrium Search with Continuous Productivity Dispersion: Theory and Nonparametric Estimation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 41, issue 2, pages 305-358, May.
• Stavrev, Emil, 2000, "A Small Continuous Time Macro-Econometric Model of the Czech Republic," Transition Economics Series, Institute for Advanced Studies, number 18, Jul.
• Stavrev, Emil, 2000, "A Comparative Analysis of the Czech Republic and Hungary. Using small Continuous-Time Macroeconometric Models," Transition Economics Series, Institute for Advanced Studies, number 19, Jul.
• Woon Gyu Choi, 2000, "The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution"," IMF Working Papers, International Monetary Fund, number 2000/194, Dec.
• Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari, 2000, "The Score Of Conditionally Heteroskedastic Dynamic Regression Models With Student T Innovations, An Lm Test For Multivariate Normality," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2000-33, Dec.
• van den Berg, Gerard J. & van der Klaauw, Bas, 2000, "Combining Micro and Macro Unemployment Duration Data," IZA Discussion Papers, Institute of Labor Economics (IZA), number 109, Jan.
• Kunze, Astrid, 2000, "The Determination of Wages and the Gender Wage Gap: A Survey," IZA Discussion Papers, Institute of Labor Economics (IZA), number 193, Aug.
• van Soest, Arthur & Das, Marcel & Gong, Xiaodong, 2000, "A Structural Labour Supply Model with Nonparametric Preferences," IZA Discussion Papers, Institute of Labor Economics (IZA), number 211, Nov.
• Rosholm, Michael & Svarer, Michael, 2000, "Wages, Training and Job Turnover in a Search-Matching Model," IZA Discussion Papers, Institute of Labor Economics (IZA), number 223, Dec.
• S Brock Blomberg & Joseph E Harrington Jr, 2000, "A Theory of Rigid Extremists and Flexible Moderates With An Empirical Application To The US Congress," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 380.
• Scharle, Ágota, 2000, "Önfoglalkoztatás, munkanélküliség és családi kisvállalkozások Magyarországon
  [Self-employment, unemployment and small family firms in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 250-274.
• Katarina Juselius & David F. Hendry, 2000, "Explaining Cointegration Analysis: Part II," Discussion Papers, University of Copenhagen. Department of Economics, number 00-20, Dec.
• BAUMONT, Catherine & ERTUR, Cem & LE GALLO, Julie, 2000, "Convergence des régions européennes. Une approche par l'économétrie spatiale," LATEC - Document de travail - Economie (1991-2003), LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne, number 2000-03, Feb.
• LE GALLO, Julie, 2000, "Econométrie spatiale 1 -Autocorrélation spatiale," LATEC - Document de travail - Economie (1991-2003), LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne, number 2000-05, Jun.
• BAUMONT, Catherine & ERTUR, Cem & LE GALLO, Julie, 2000, "Geographic Spillover and Growth. A Spatial Econometric Analysis for European Regions," LATEC - Document de travail - Economie (1991-2003), LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne, number 2000-07, Jun.
• LE GALLO, Julie, 2000, "Econométrie spatiale 2 -Hétérogénéité spatiale," LATEC - Document de travail - Economie (1991-2003), LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne, number 2001-01, Nov.
• David Prentice & Xiangkang Yin, 2000, "Measuring Quality-Adjusted Inflation Rates for a Heterogeneous Oligopoly," Working Papers, School of Economics, La Trobe University, number 2000.06, Jun.
• Marco Antonio Machado Rivera, 2000, "El complejo objeto de estudio de la contabilidad por la vía constructiva Patterns in Neighboring Areas Colombia," Lúmina. Revista iberoamericana de Contabilidad, Administración y Economía, Facultad de Ciencias Contables, Económicas y Administrativas, Universidad de Manizales., volume 0, issue 3, pages 15-30, Diciembre.
• Grose, S. & McLaren, K., 2000, "Estimating Demand with Varied Levels of Aggregation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/00, Feb.
• Cai, T. & Hyndman, R.J. & Wand, M.P., 2000, "Mixed Model-Based Hazard Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/00, Dec.
• Grose, S. & McLaren, K., 2000, "An EM Algorithm for Modelling Variably-Aggregated Demand," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/00, Mar.
• Strachan, R., 2000, "Valid Bayesian Estimation of the Cointegrating Error Correction Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/00, Jul.
• Forbes, C.S. & Snyder, R.D. & Shami, R.S., 2000, "Bayesian Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/00, Aug.
• Alan M. Taylor, 2000, "Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price," NBER Working Papers, National Bureau of Economic Research, Inc, number 7577, Mar.
• Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen, 2000, "Model Specification and Inflation Forecast Uncertainty," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 1302, Apr, revised 29 Jan 2002.
• Gunnar Bårdsen & Ragnar Nymoen, 2000, "Testing Steady-State Implications for the NAIRU," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 1602, Apr, revised 30 Apr 2002.
• David Hendry & Hans-Martin Krolzig, 2000, "Computer Automation of General-to-Specific Model Selection Procedures," Economics Series Working Papers, University of Oxford, Department of Economics, number 3, Mar.
• Qaisar Farooq Akram & Research Department & Norges Bank., 2000, "PPP Despite Real Shocks: An Empirical Analysis of the Norwegian Real Exchange Rate," Economics Series Working Papers, University of Oxford, Department of Economics, number 30, Oct.
• Qaisar Farooq Akram & Research Department & Norges Bank, 2000, "When Does the Oil Price Affect the Norwegian Exchange Rate?," Economics Series Working Papers, University of Oxford, Department of Economics, number 31, Oct.
• Akram, Q.F., 2000, "PPP Despite Real Shocks: an Empirical Analysis of the Norwegian Real Exchange Rate," Economics Series Working Papers, University of Oxford, Department of Economics, number 9930.
• Akram, Q.F., 2000, "When does the Oil Price Affect the Norwegian Exchange Rate?," Economics Series Working Papers, University of Oxford, Department of Economics, number 9931.
• Albu, Lucian-Liviu & Pelinescu, Elena, 2000, "Sustainability of public debt: a theoretical and empirical investigation," MPRA Paper, University Library of Munich, Germany, number 14364, Jan.
• Bouye, Eric & Durlleman, Valdo & Nikeghbali, Ashkan & Riboulet, Gaël & Roncalli, Thierry, 2000, "Copulas for finance," MPRA Paper, University Library of Munich, Germany, number 37359, Mar.
• Ghassan, Hassan B., 2000, "Formes et méthodes d’estimation des systèmes récursifs dynamiques à double indice
  [Forms and Estimation Methods of Panel Recursive Dynamic Systems]," MPRA Paper, University Library of Munich, Germany, number 56432, Mar, revised 08 Oct 2001.
• Bilgili, Faik, 2000, "Forecasting the Macro Targets of Turkish Economy for the Year 2000: An Application of Box-Jenkins and Exponential Smoothing Methods," MPRA Paper, University Library of Munich, Germany, number 75532.
• Kyriakos Chourdakis, 2000, "Stochastic Volatility and Jumps Driven by Continuous Time Markov Chains," Working Papers, Queen Mary University of London, School of Economics and Finance, number 430, Dec.
• David F. Hendry & Katarina Juselius, 2000, "Explaining Cointegration Analysis: Part 1," The Energy Journal, , volume 21, issue 1, pages 1-42, January, DOI: 10.5547/ISSN0195-6574-EJ-Vol21-No1-.
• Spyros Skouras, 2000, "Risk Neutral Forecasting," Computing in Economics and Finance 2000, Society for Computational Economics, number 117, Jul.
• Marcelo Fernandes & Joachim Grammig, 2000, "Non-Parametric Specification Tests For Conditional Duration Models," Computing in Economics and Finance 2000, Society for Computational Economics, number 40, Jul.
• George Zis & Athanasios P. Papadopoulos, 2000, "A monetary analysis of the Drachma/ECU exchange rate determination, 1980-1991," Empirical Economics, Springer, volume 25, issue 4, pages 653-663.
• Sergio J. Rey, 2000, "articles: Integrated regional econometric+input-output modeling: Issues and opportunities," Papers in Regional Science, Springer;Regional Science Association International, volume 79, issue 3, pages 271-292.
• Pål Boug & Ådne Cappelen & Anders R. Swensen, 2000, "Expectations in Export Price Formation Tests using Cointegrated VAR Models," Discussion Papers, Statistics Norway, Research Department, number 283, Aug.
• Arvid Raknerud & Rolf Golombek, 2000, "Exit Dynamics with Rational Expectations," Discussion Papers, Statistics Norway, Research Department, number 291, Dec.
• Jane Fry & Tim Fry & Keith McLaren, 2000, "Compositional data analysis and zeros in micro data," Applied Economics, Taylor & Francis Journals, volume 32, issue 8, pages 953-959, DOI: 10.1080/000368400322002.
• Kurt Brännäs & Jan G. de Gooijer, 2000, "Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-049/4, Jun.
• van Soest, A.H.O. & Das, J.W.M. & Gong, X., 2000, "A Structural Labor Supply Model with Nonparametric Preferences," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-60.
• van Soest, A.H.O. & Das, J.W.M. & Gong, X., 2000, "A Structural Labor Supply Model with Nonparametric Preferences," Other publications TiSEM, Tilburg University, School of Economics and Management, number 5e6f370d-3e08-48be-8a44-1.
• David Prentice & Xiangkang Yin, 2000, "Measuring Quality-Adjusted Inflation Rates for a Heterogeneous Oligopoly," Working Papers, School of Economics, La Trobe University, number 2000.06, Jun.
• Théophile AZOMAHOU & Agénor LAHATTE, 2000, "On the Inconsistency of the Ordinary Least Squares Estimator for Spatial Autoregressive Processes," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2000-12.
• Antonio Cabrales & Walter Garcia Fontes, 2000, "Estimating learning models from experimental data," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 501, Sep.
• Leopold Soegner & Alfred Stiassny, 2000, "A Cross-Country Study on Okun's Law," Working Papers, Vienna University of Economics and Business Research Group: Growth and Employment in Europe: Sustainability and Competitiveness, number geewp13, Sep.
• Diansheng Dong & Brian W. Gould, 2000, "Quality versus quantity in Mexican household poultry and pork purchases," Agribusiness, John Wiley & Sons, Ltd., volume 16, issue 3, pages 333-355, DOI: 10.1002/1520-6297(200022)16:3<333::.
• Philip M. Bodman & Mark Crosby, 2000, "Phases of the Canadian business cycle," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 33, issue 3, pages 618-633, August, DOI: 10.1111/0008-4085.00033.
• Jim Engle-Warnick, 2000, "Inferring Strategies from Observed Actions: A Nonparametric Binary Tree Classification Approach," Econometrics, University Library of Munich, Germany, number 0004002, Jul, revised 02 Aug 2001.
• Kräussl, Roman, 2000, "Sovereign credit ratings and their impact on recent financial crises," CFS Working Paper Series, Center for Financial Studies (CFS), number 2000/04.
• Brosig, Stephan, 2000, "A model of household type specific food demand behaviour in Hungary," IAMO Discussion Papers, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), number 30.
• Gerling, Katja, 2000, "Subsidization and Structural Change in Eastern German Transition: Did Economic Policy Meet Its Objectives?," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 998.
• Breitung, Jörg & Hassler, Uwe, 2000, "Inference on the cointegration rank in fractionally integrated processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,65.

1999

• Nicolas Treich, 1999, "Arrivée d'information et investissement. Etude dans un modèle simple de choix de portefeuille," Revue Économique, Programme National Persée, volume 50, issue 2, pages 233-254, DOI: 10.3406/reco.1999.410074.
• Peter Ireland, 1999, "A Method for Taking Models to the Data," Computing in Economics and Finance 1999, Society for Computational Economics, number 1233, Mar.
• Denis Bolduc & Dimitri Sanga, 1999, "Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices," Computing in Economics and Finance 1999, Society for Computational Economics, number 1323, Mar.
• Hans-Martin Krolzig & David Hendry, 1999, "Computer Automation of General-to-Specific Model Selection Procedures," Computing in Economics and Finance 1999, Society for Computational Economics, number 314, Mar.
• Kirstin Hubrich, 1999, "Estimation of a German money demand system - a long-run analysis," Empirical Economics, Springer, volume 24, issue 1, pages 77-99.
• Erhard Reschenhofer & Benedikt M. Pötscher & Michael A. Hauser, 1999, "Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures," Empirical Economics, Springer, volume 24, issue 2, pages 243-269.
• Artur C. B. da Silva Lopes, 1999, "Spurious deterministic seasonality and autocorrelation corrections with quarterly data: Further Monte Carlo results," Empirical Economics, Springer, volume 24, issue 2, pages 341-359.
• Paul G. Fisher & Gunnar BÅrdsen, 1999, "Economic theory and econometric dynamics in modelling wages and prices in the United Kingdom," Empirical Economics, Springer, volume 24, issue 3, pages 483-507.
• David E. A. Giles, 1999, "Modelling the hidden economy and the tax-gap in New Zealand," Empirical Economics, Springer, volume 24, issue 4, pages 621-640.
• Ashish Sen & Paul Metaxatos & Siim Sööt & Vonu Thakuriah, 1999, "articles: Welfare reform and spatial matchingbetween clients and jobs," Papers in Regional Science, Springer;Regional Science Association International, volume 78, issue 2, pages 195-211.
• Jan J.J. Groen & Frank R. Kleibergen, 1999, "Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-055/4, Aug.
• Uhlig, H.F.H.V.S., 1999, "What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-28.
• Klaassen, F.J.G.M., 1999, "Why is it so Difficult to Find An Effect of Exchange Rate Risk on Trade?," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-73.
• Klaassen, F.J.G.M., 1999, "Why is it so Difficult to Find An Effect of Exchange Rate Risk on Trade?," Other publications TiSEM, Tilburg University, School of Economics and Management, number a505c047-b2cf-4c2b-a7ea-8.
• Mark DESANTIS & Roger R. STOUGH, 1999, "Fast Adjusting Urban Regions, Leadership And Regional Economic Development," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 10, pages 37-57.
• Dennis Epple & Holger Sieg, 1999, "Estimating Equilibrium Models of Local Jurisdictions," Journal of Political Economy, University of Chicago Press, volume 107, issue 4, pages 645-681, August, DOI: 10.1086/250074.
• Lucrezia Reichlin & Mario Forni, 1999, "National policies and local economies: Europe and the United States," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10181.
• Judith A. Giles & Sadaf Mirza, 1999, "Some Pretesting Issues on Testing for Granger Noncausality," Econometrics Working Papers, Department of Economics, University of Victoria, number 9914, Dec.
• Milas, C. & Otero, J., 1999, "Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 528.
• Grammig, Joachim & Wellner, Marc, 1999, "Modeling the interdependence of volatility and inter-transaction duration processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,21.
• Rech, Gianluigi & Teräsvirta, Timo & Tschernig, Rolf, 1999, "A simple variable selection technique for nonlinear models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,26.
• Breitung, Jörg & Wulff, Christian, 1999, "Nonlinear error correction and the efficient market hypothesis: The case of German dual-class shares," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,67.
• Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 1999, "Comparison of unit root tests for time series with level shifts," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,88.
• Radowski, Daniel & Smolny, Werner & Winker, Peter, 1999, "Investment and employment adjustment after unification : some results from a macroeconometric disequilibrium model," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 99-56.
• Winker, Peter & Smolny, Werner & Radowski, Daniel, 1999, "Modeling German unification in a disequilibrium framework," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 99-61.
• Jacques Mairesse & Bronwyn H. Hall & Benoît Mulkay, 1999, "Firm-Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years," Annals of Economics and Statistics, GENES, issue 55-56, pages 27-67.
• Milas, Costas & Otero, Jesus G., , "Identification And Estimation Of A Labour Market Model For The Tradeables Sector: The Greek Case," Economic Research Papers, University of Warwick - Department of Economics, number 269250, DOI: 10.22004/ag.econ.269250.
• Raquel Carrasco, 1999, "Transitions to and From Self‐employment in Spain: An Empirical Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 61, issue 3, pages 315-341, August, DOI: 10.1111/1468-0084.00132.
• Peter N. Ireland, 1999, "A Method for Taking Models to the Data," Boston College Working Papers in Economics, Boston College Department of Economics, number 421, Apr.
• Ledoit, Olivier & Santa-Clara, Pedro & Wolf, Michael, 1999, "Flexible Multivariate GARCH Modeling With an Application to International Stock Markets," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt93s6p8gb, Feb.
• Stéphane Dées, 1999, "The Role of External Variables in the Chinese Economy," Working Papers, CEPII research center, number 1999-09, Jun.
• Jean-Marie Dufour & Abdeljelil Farhat, 2001, "Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions," CIRANO Working Papers, CIRANO, number 2001s-56, Oct.
• Nour Meddahi, 2001, "An Eigenfunction Approach for Volatility Modeling," CIRANO Working Papers, CIRANO, number 2001s-70, Oct.
• Sébastien Laurent & Jeroen Rombouts & Francesco Violente, 2009, "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," CIRANO Working Papers, CIRANO, number 2009s-45, Nov.
• Arya, A. & Glover, J., 1999, "Aggregate Performance Measures as a Response to One-Side Error Correction," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1999-21.
• Collard, Fabrice & Fève, Patrick & Langot, François & Perraudin, Corinne, 1999, "A structural model for US aggregate job flows," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9910.
• Uhlig, Harald, 1999, "What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2137, May.
• Longin, François, 1999, "From Value at Risk to Stress Testing: The Extreme Value Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2161, May.
• Aguirregabiria, Víctor & Alonso-Borrego, César, 1999, "Labor contracts and flexibility : evidence from a labor markt reform in Spain," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 6302, Mar.
• Peter Ireland, 1999, "Matlab code for A Method for Taking Models to the Data," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 46, revised .