Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2001

• 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, 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.
• 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.
• Schinkel, Maarten-Pieter & Tuinstra, Jan & Vermeulen, Dries, 2000, "Bayesian learning in mis-specified models," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Feb.
• 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.