Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2000

• 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, IZA Network @ LISER, number 109, Jan.
• Kunze, Astrid, 2000, "The Determination of Wages and the Gender Wage Gap: A Survey," IZA Discussion Papers, IZA Network @ LISER, number 193, Aug.
• van Soest, Arthur & Das, Marcel & Gong, Xiaodong, 2000, "A Structural Labour Supply Model with Nonparametric Preferences," IZA Discussion Papers, IZA Network @ LISER, number 211, Nov.
• Rosholm, Michael & Svarer, Michael, 2000, "Wages, Training and Job Turnover in a Search-Matching Model," IZA Discussion Papers, IZA Network @ LISER, 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, 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

• Mariam, Yohannes, 1999, "Causal Relationship Between Indicators of Human Health, the Environment and Socioeconomic Variables for the OECD Countries," MPRA Paper, University Library of Munich, Germany, number 666, Jan, revised 01 Jun 1999.
• Mariam, Yohannes, 1999, "Trends in Resource Extraction and Implications for Sustainability in Canada," MPRA Paper, University Library of Munich, Germany, number 669, Jan, revised 01 Jun 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., undated, "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, Centre for Economic Policy Research, number 2137, May.
• Longin, François, 1999, "From Value at Risk to Stress Testing: The Extreme Value Approach," CEPR Discussion Papers, Centre for Economic Policy Research, 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 .
• Rahbek, Anders & Christian Kongsted, Hans & Jorgensen, Clara, 1999, "Trend stationarity in the I(2) cointegration model," Journal of Econometrics, Elsevier, volume 90, issue 2, pages 265-289, June.
• Kaplan, Todd R. & Wettstein, David, 1999, "Cost sharing: efficiency and implementation," Journal of Mathematical Economics, Elsevier, volume 32, issue 4, pages 489-502, December.
• Lutz Kilian & Tao Zha, 1999, "Quantifying the half-life of deviations from PPP: The role of economic priors," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 99-21.
• Peter N. Ireland, 1999, "A method for taking models to the data," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 9903, DOI: 10.26509/frbc-wp-199903.
• Enrique Sentana & Enrique Sentana, 1999, "Least Squares Predictions and Mean-Variance Analysis," FMG Discussion Papers, Financial Markets Group, number dp312, Jan.
• Peguin-Feissolle, A. & Terasvirta, T., 1999, "A General Framework for Testing the Granger Noncausality Hypothesis," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a42.
• Lubrano, M., 1999, "Smooth Transition GARCH Models: a Bayesian perspective," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a49.
• Nielsen, M.S. & Rosholm, M., 1999, "Wages, Training, and Job Turnover in a Search-Matching Model," Papers, Centre for Labour Market and Social Research, Danmark-, number 99-03.
• Bunzel, H. & Christensen, B.J. & Kiefer, N.M. & Korsholm, L., 1999, "Equilibrium Search with Human Capital Accumulation," Papers, Centre for Labour Market and Social Research, Danmark-, number 99-11.
• Christensen, B.J. & Jensen, P. & Nielsen, M.S. & Poulsen, K. & Rosholm, M., 1999, "The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: an Application to Danish Data," Papers, Centre for Labour Market and Social Research, Danmark-, number 99-12.
• Theriault, M. & Des Rosier, F. & Vandersmissen, M.H., 1999, "GIS-Based Simulation of Accessibility to Enhance Hedonic Modeling and Property Value Appraisal: An Application to Quebec City Metropolitan Area," Papers, Laval - Faculte des sciences de administration, number 99-011.
• Kilian, L. & Caner, M., 1999, "Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-05.
• Kilian, L. & Zha, T., 1999, "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-08.
• Bosma, N.S. & Wennekers, A.R.M. & de Wie, G. & Zwinkels, W.S., 1999, "Modelling Business Ownership in the Netherlands," Papers, NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM, number 9911/e.
• Demange, M. & Lorenzo, J., 1999, "Approximating values and solutions of NP-optimization problems: Concepts and examples," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.66.
• Demange, M. & Paschos, V.T., 1999, "Maximum-Weight Independent Set is as "Well-Approximated" as the Unweighted One," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.70.
• Demange, M. & Monnot, J. & Paschos, V.T., 1999, "Maximizing the Number of Unused Bins," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.75.
• Shachar, R., 1999, "Party Loyalty as Habit Formation," Papers, Tel Aviv, number 20-99.
• Christian Bontemps & Jean-Marc Robin & Gérard van den Berg, 1999, "An empirical equilibrium job search model with continuously distributed heterogeneity of workers' opportunity costs of employment and firms productivities, and search on the job," Post-Print, HAL, number hal-03417575, Nov.
• Rech, Gianluigi & Teräsvirta, Timo & Tschernig, Rolf, 1999, "A simple variable selection technique for nonlinear models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 296, Feb, revised 06 Apr 2000.
• Tveterås, Ragnar & Heshmati, Almas, 1999, "Patterns of Productivity Growth in the Norwegian Salmon Farming Industry," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 301, Feb.
• Banerjee, Saugata & Heshmati, Almas & Wihlborg, Clas, 1999, "The Dynamics of Capital Structure," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 333, Sep, revised 21 Aug 2000.
• Péguin-Feissolle, Anne & Teräsvirta, Timo, 1999, "A general framework for testing the Granger noncausality hypothesis," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 343, Nov.
• Brännäs, Kurt & Hellström, Jörgen, 1999, "Generalized Integer-Valued Autoregression," Umeå Economic Studies, Umeå University, Department of Economics, number 501, Apr.
• Brännäs, Kurt & Hellström, Jörgen & Nordström, Jonas, 1999, "A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels," Umeå Economic Studies, Umeå University, Department of Economics, number 503, Apr.
• Olexa, Michal, 1999, "Analysis and Econometric Modelling of the Fiscal Sector in the Slovak Republic," Transition Economics Series, Institute for Advanced Studies, number 2, Jan.
• Stavrev, Emil & Kambourov, Gueorgui, 1999, "Estimation of Income, Own- and Cross-Price Elasticities. An Application for Bulgaria," Transition Economics Series, Institute for Advanced Studies, number 6, Mar.
• Stavrev, Emil & Kambourov, Gueorgui, 1999, "Share Equations versus Double Logarithmic Functions in the Estimation of Income, Own- and Cross-Price Elasticities," Transition Economics Series, Institute for Advanced Studies, number 7, Mar.
• Robin L. Lumsdaine & Mr. Eswar S Prasad, 1999, "Identifying the Common Component in International Economic Fluctuations: A New Approach," IMF Working Papers, International Monetary Fund, number 1999/154, Nov.
• Aronsson, Thomas & Blomquist, Soren & Sacklen, Hans, 1999, "Identifying Interdependent Behaviour in an Empirical Model of Labour Supply," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 14, issue 6, pages 607-626, Nov.-Dec..
• Dong-Ho Lee, 1999, "Modeling Government Popularity: More Evidence for the United Kingdom," Korean Economic Review, Korean Economic Association, volume 15, pages 381-397.
• Maurice J. Roche & Julian Binfield & Trevor Donnellan & Kieran McQuinn, 1999, "Towards an econometric model of the Irish agricultural sector," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n900699, Jun.
• Kim, Chang-Jin & Nelson, Charles R, 1999, "Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components," Journal of Money, Credit and Banking, Blackwell Publishing, volume 31, issue 3, pages 317-334, August.
• Claudio Michelini, 1999, "Equivalence scales and consumption inequality: a study of household consumption patterns in italy," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 1999-002, Jan.
• Claudio Michelini, 1999, "Equivalence scales and consumption inequality: a study of household consumption patterns in italy," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 1999-02, Jan.
• Hirschberg, J.G. & Slottje, D.J., 1999, "The Reparametrization of Linear Models Subject to Exact Linear Restrictions," Department of Economics - Working Papers Series, The University of Melbourne, number 702.
• Fry, T.R.L. & Broadbent, S. & Dixon, J.M., 1999, "Estimating Advertising Half-Life and the Data Interval Bias," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/99, Mar.
• PERRON, Benoît, 1999, "Jumps in the Volatility of Financial Markets," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9912.
• Jeffrey I. Bernstein & Pierre Mohnen, 1994, "International R&D Spillovers Between U.S. and Japanese R&D Intensive Sectors," NBER Working Papers, National Bureau of Economic Research, Inc, number 4682, Mar.
• Paul Ellickson & Scott Stern & Manuel Trajtenberg, 1999, "Patient Welfare and Patient Compliance: An Empirical Framework for Measuring the Benefits from Pharmaceutical Innovation," NBER Working Papers, National Bureau of Economic Research, Inc, number 6890, Jan.
• Dennis Epple & Thomas Romer & Holger Sieg, 1999, "The Tiebout Hypothesis and Majority Rule: An Empirical Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 6977, Feb.
• Jinyong Hahn & Petra Todd & Wilbert Van der Klaauw, 1999, "Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 7131, May.
• Gao, jiti & Anh, vo & Heyde, christopher, 1999, "Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency," MPRA Paper, University Library of Munich, Germany, number 11972, Dec, revised 23 Oct 2001.
• Lord, Montague, 1999, "The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 41166, Oct.

1998

• Barbera, Salvador & Bogomolnaia, Anna & van der Stel, Hans, 1998, "Strategy-proof probabilistic rules for expected utility maximizers," Mathematical Social Sciences, Elsevier, volume 35, issue 2, pages 89-103, March.
• A. de Palma & F. Marchal, 1998, "METROPOLIS - A dynamic simulation model designed for ATIS applications," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 98-01.
• A. de Palma & F. Marchal, 1998, "Evaluation of new transport demand management measures on the city of Geneva with the use of innovative dynamic traffic models," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 98-02.
• C. Doz & F. Lenglart, 1998, "Analyse factorielle dynamique : Test du nombre de facteurs, estimation, et application à l'enquête de conjoncture dans l'industrie," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 98-31.
• Skouras, S., 1998, "Risk Neutral Forecasting," Economics Working Papers, European University Institute, number eco98/40.
• Bontemps, C. & Robin, J.M. & van den Berg, G.J., 1998, "Equilibrium Search with Continuous Productivity Dispersion: Theory and Non-Parametric Estimation," Papers, Centre for Labour Market and Social Research, Danmark-, number 98-07.
• An, M.Y. & Christensen, B.J. & Kiefer, N.M., 1998, "Approximate Distributions in Essentially Linear Models," Papers, Centre for Labour Market and Social Research, Danmark-, number 98-08.
• Yuying An, M., 1998, "Statistical Inference of a Bivariate Proportional Hazard Model with Grouped Data," Papers, Centre for Labour Market and Social Research, Danmark-, number 98-12.
• Quinio, B., 1998, "Comment evaluer l'impact economique des technologies de l'information? Un processus d'evaluation des projets de Systeme d'Information," Papers, Ecole Superieure de Commerce de Paris. Groupe ESCP-, number 98/137.
• Bair, J. & Haesbroeck, G. & Salengros, P., 1998, "Modelisation de croissance decrites par une courbe sigmoide," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie, number 9804.
• Florens, J.-P. & Rolin, J.-M., 1998, "Simulation of Posterior Distributions in Nonparametric Censored Analysis," Papers, Toulouse - GREMAQ, number 98.493.
• Treich, N., 1998, "Arrivee d'information et investissement: etude dans un modele simple de choix de portefeuille," Papers, Toulouse - GREMAQ, number 98.494.
• Armantier, O. & Florens, J.-P. & Richard, J.-F., 1998, "Empirical Game Theoretic Models: Constrained Equilibrium & Simulation," Papers, Toulouse - GREMAQ, number 98.498.
• Florens, F. & Protopopescu, C. & Richard, J.-F., 1998, "Identification and Estimation of a Game Theoretic Models," Papers, Toulouse - GREMAQ, number 98.499.
• Gagnepain, P. & Ivaldi, M., 1998, "Stochastic Frontiers and Asymmetric Information Models," Papers, Toulouse - GREMAQ, number 98.503.
• Tofallis, C., 1998, "Model Building with Multiple Dependent Variables and Constraints," Papers, University of Hertfordshire - Business Schoool, number 1998:07.
• Trzpiot, G., 1998, "Multivalued Stochastic Dominance to Determine the Efficient Set of Assets: Evidence from the Warsow Stock Market," Papers, Laval - Faculte des sciences de administration, number 98-004.
• McKenzie, M. & Michell, H., 1998, "Generalized Asymmetric Power ARCH Modeling of Exchange Rate Volatility," Papers, Melbourne - Centre in Finance, number 98-2.
• McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W., 1998, "Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange," Papers, Melbourne - Centre in Finance, number 98-3.
• McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W., 1998, "A Multi-Country of Power ARCH Models and National Stock Market Returns," Papers, Melbourne - Centre in Finance, number 98-4.
• Sakata, S., 1998, "Instrumental Variable Estimation Based on Mean Absolute Deviation," Papers, Michigan - Center for Research on Economic & Social Theory, number 98-08.
• Kwaak, T., 1998, "PRISMA' 98: Policy Research Instrument for Size-Aspects in Macro-Economic Analysis," Papers, NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM, number 9804/e.
• Bardsen, G. & Klovland, J.T., 1998, "Shaken or Stirred? Financial Deregulation and the Monetary Transmission Mechanism in Norway," Papers, Norwegian School of Economics and Business Administration-, number 32/98.
• de Palma, A. & Marchal, F., 1998, "METROPOLIS - A Dynamic Simulation Model Designed for ATIS Applications," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9801.
• de Palma, A. & Marchal, F., 1998, "Evaluation of New Transport Demand Management Measures on the City of Geneva with the Use of Innovative Dynamic Traffic Models," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9802.
• Doz, C. & Lenglart, F., 1998, "Analyse factorielle dynamique: test du nombre de facteurs, estimation, et application a l'enquete de conjoncture dans l'industrie," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9831.
• Huitfeldt, H., 1998, "Unemployment and Labour Market Transitions in the Czech Republic: Evidence from Micro-Data," Papers, Uppsala - Working Paper Series, number 1998-5.
• Klevmarken, N.A., 1998, "Statistical Inference in Micro Simulation Models: Incorporationg External Information," Papers, Uppsala - Working Paper Series, number 1998:20.
• Claudio Morana, 1998, "Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 57, issue 3-4, pages 325-358, December.
• Aronsson, Thomas & Blomquist, Sören & Sacklén, Hans, 1998, "Identifying Interdependent Behavior in an Empirical Model of Labor Supply," Working Paper Series, Trade Union Institute for Economic Research, number 147, Oct.
• Heshmati, Almas & Ncube, Mkhululi, 1998, "An Econometric Model of Employment in Zimbabwe's Manufacturing Industries," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 277, Nov, revised 15 Aug 2003.