Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2009

• Bandi, Federico & Corradi, Valentina & Moloche, Guillermo, 2009, "Bandwidth selection for continuous-time Markov processes," MPRA Paper, University Library of Munich, Germany, number 43682, Oct.
• Costa Junior, Celso Jose, 2009, "Análise da Dinâmica do Modelo IS-MP para a Economia Brasileira Contemporânea
  [Analysis of Dynamics of Model IS-MP for the Contemporary Brazilian Economy]," MPRA Paper, University Library of Munich, Germany, number 45522.
• Mendoza-Velázquez, Alfonso & Galvanovskis, Evalds, 2009, "Introducing the GED-Copula with an application to Financial Contagion in Latin America," MPRA Paper, University Library of Munich, Germany, number 46669, Feb, revised 01 Feb 2010.
• Ketenci, Natalya, 2009, "The ARDL Approach to Cointegration Analysis of Tourism Demand in Turkey: with Greece as the substitution destination," MPRA Paper, University Library of Munich, Germany, number 86602.
• Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2009, "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers, University of Pretoria, Department of Economics, number 200911, Mar.
• Costas Milas & Ruthira Naraidoo, 2009, "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Papers, University of Pretoria, Department of Economics, number 200923, Oct.
• Jaroslav Borovicka & Lars Peter Hansen & Mark Hendricks & Jose A. Scheinkman, 2009, "Risk Price Dynamics," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1393, Nov.
• Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2009, "Monetary Policy, Liquidity, and Financial Crises: Market and Public Liquidity," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1394, Oct.
• Justyna Wróblewska, 2009, "Bayesian Model Selection in the Analysis of Cointegration," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 1, pages 57-69, March.
• Radosław Cholewiński, 2009, "Real-Time Market Abuse Detection with a Stochastic Parameter Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 3, pages 261-284, November.
• Nikolay Iskrev, 2009, "Local Identification in DSGE Models," Working Papers, Banco de Portugal, Economics and Research Department, number w200907.
• Tim M Christensen & Stan Hurn & Adrian Pagan, 2009, "Detecting Common Dynamics in Transitory Components," NCER Working Paper Series, National Centre for Econometric Research, number 49, Nov.
• Martin Fukac & Adrian Pagan, 2009, "Structural Macro-Econometric Modelling in a Policy Environment," NCER Working Paper Series, National Centre for Econometric Research, number 50, Nov.
• Ramírez Carrera, Dionisio & Rodríguez, Gabriel, 2009, "Have European Unemployment Rates Converged?," Working Papers, Banco Central de Reserva del Perú, number 2009-007, Mar.
• Rodríguez, Gabriel, 2009, "Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru," Working Papers, Banco Central de Reserva del Perú, number 2009-010, Apr.
• Rodríguez, Gabriel, 2009, "Estimating Output Gap, Core Inflation, and the NAIRU for Peru," Working Papers, Banco Central de Reserva del Perú, number 2009-011, Apr.
• Mikhail Chernov & Ruslan Bikbov, 2009, "Monetary Policy Regimes and the Term Structure of Interest Rates," 2009 Meeting Papers, Society for Economic Dynamics, number 334.
• Sasa Zikovic & Bora Aktan, 2009, "Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 27, issue 1, pages 149-170.
• Alessandro Flamini & Costas Milas, 2009, "Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty," Working Paper series, Rimini Centre for Economic Analysis, number 38_09, Jan.
• Costas Milas & Ruthira Naraidoo, 2009, "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Paper series, Rimini Centre for Economic Analysis, number 42_09, Jan.
• Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2009, "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," Working Paper series, Rimini Centre for Economic Analysis, number 44_09, Jan.
• Gary Koop & Dimitris Korobilis, 2009, "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Working Paper series, Rimini Centre for Economic Analysis, number 47_09, Jan.
• Donghyun Park & Qin Xiao, 2009, "Housing Prices and the Role of Speculation: The Case of Seoul," ADB Economics Working Paper Series, Asian Development Bank, number 146, Jan.
• Dean Fantazzini, 2009, "Credit Risk Management (Cont.)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 13, issue 1, pages 105-138.
• Dean Fantazzini, 2009, "Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 14, issue 2, pages 100-127.
• Alexander Varshavsky, 2009, "Questionable Innovations in Data Processing with Incomplete Information about the Analyzed System in Absence of Applications Limitations," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 16, issue 4, pages 116-133.
• Alexandre Subbotin, 2009, "Volatility Models: from Conditional Heteroscedasticity to Cascades at Multiple Horizons," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 15, issue 3, pages 94-138.
• Sang Hoon Kang & Seong-Min Yoon, 2009, "Modeling and Forecasting the Volatility of Eastern European Emerging Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 13, issue 1, pages 113-132, DOI: 10.11644/KIEP.JEAI.2009.13.1.198.
• Alexandru Minea & Christophe Rault, 2009, "Some New Insights into Monetary Transmission Mechanism in Bulgaria," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 24, pages 563-595.
• Pavelescu, Florin Marius, 2009, "A Review Of Student Test Properties In Condition Of Multifactorial Linear Regression," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 1, pages 63-75, March.
• Tudor, Cristiana, 2009, "Price Ratios and the Cross-section of Common Stock Returns on Bucharest Stock Exchange: Empirical Evidence," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 2, pages 132-146, June.
• Felician ALECU & Paul POCATILU & Radu MARSANU, 2009, "Quality Metrics For It Project Management," Proceedings of the 4th International Conference on Knowledge Management: Projects, Systems and Technologies,Bucharest, November 6-7 2009, Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION, number 33, Aug.
• Paul Alagidede & Theodore Panagiotidis, 2009, "Calendar Anomalies in the Ghana Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 8, issue 1, pages 1-23, April, DOI: 10.1177/097265270900800101.
• Timothy Christensen & Stan Hurn & Kenneth Lindsay, 2009, "It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices," The Energy Journal, , volume 30, issue 1, pages 25-48, January, DOI: 10.5547/ISSN0195-6574-EJ-Vol30-No1-.
• Vo Phuong Mai Le & Patrick Minford & Michael Wickens, 2009, "The ‘Puzzles’ Methodology: En Route to Indirect Inference?," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0903, Sep.
• Gutierrez, Carlos Enrique Carrasco & Souza, Reinaldo Castro & Guillén, Osmani Teixeira de Carvalho, 2009, "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 29, issue 1, May.
• Dong-hyun Oh & Almas Heshmati & Hans Loof, 2009, "Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 200912, Aug, revised Sep 2009.
• Michele Sennhauser, 2009, "Why the Linear Utility Function is a Risky Choice in Discrete-Choice Experiments," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 1014, Nov.
• Wei Sun & Svetlozar Rachev & Frank Fabozzi & Petko Kalev, 2009, "A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence," Empirical Economics, Springer, volume 36, issue 1, pages 201-229, February, DOI: 10.1007/s00181-008-0192-3.
• Aránzazu Juan & Antonio Arroyo, 2009, "European incomplete catching-up," Empirical Economics, Springer, volume 36, issue 2, pages 385-402, May, DOI: 10.1007/s00181-008-0201-6.
• Emilio Díaz & Rubén Osuna, 2009, "From correlation to dispersion: geometry of the price-value deviation," Empirical Economics, Springer, volume 36, issue 2, pages 427-440, May, DOI: 10.1007/s00181-008-0203-4.
• Michael Arghyrou, 2009, "Monetary policy before and after the euro: evidence from Greece," Empirical Economics, Springer, volume 36, issue 3, pages 621-643, June, DOI: 10.1007/s00181-008-0216-z.
• Christian Aßmann & Jens Hogrefe & Roman Liesenfeld, 2009, "The decline in German output volatility: a Bayesian analysis," Empirical Economics, Springer, volume 37, issue 3, pages 653-679, December, DOI: 10.1007/s00181-008-0251-9.
• Manos Matsaganis & Theodore Mitrakos & Panos Tsakloglou, 2009, "Modelling health expenditure at the household level in Greece," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 10, issue 3, pages 329-336, July, DOI: 10.1007/s10198-008-0137-y.
• Dimitrios Dadakas & Erotokritos Varelas, 2009, "The decomposition of Greek real GDP (1858–1938)," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 56, issue 2, pages 189-202, June, DOI: 10.1007/s12232-008-0059-0.
• Angelos Kanas, 2009, "The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 33, issue 2, pages 111-127, April, DOI: 10.1007/s12197-008-9038-2.
• Annastiina Silvennoinen & Timo Teräsvirta, 2009, "Multivariate GARCH Models," Springer Books, Springer, chapter 9, in: Thomas Mikosch & Jens-Peter Kreiß & Richard A. Davis & Torben Gustav Andersen, "Handbook of Financial Time Series", DOI: 10.1007/978-3-540-71297-8_9.
• John Foster & Jason Potts, 2009, "A micro-meso-macro perspective on the methodology of evolutionary economics: Integrating history, simulation and econometrics," Springer Books, Springer, in: Uwe Cantner & Jean-Luc Gaffard & Lionel Nesta, "Schumpeterian Perspectives on Innovation, Competition and Growth", DOI: 10.1007/978-3-540-93777-7_5.
• Alagidede, Paul & Panagiotidis, Theodore, 2009, "Modelling stock returns in Africa's emerging equity markets," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2009-04, Jan.
• Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2009, "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," Working Papers, University of Strathclyde Business School, Department of Economics, number 0919, Oct.
• Atanas Christev & Allen Featherstone, 2009, "A note on Allen-Uzawa partial elasticities of substitution: the case of the translog cost function," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 11, pages 1165-1169, DOI: 10.1080/13504850701367130.
• A. Ozlem Onder, 2009, "The stability of the Turkish Phillips curve and alternative regime shifting models," Applied Economics, Taylor & Francis Journals, volume 41, issue 20, pages 2597-2604, DOI: 10.1080/00036840701222645.
• Changli He & Timo Terasvirta & Andres Gonzalez, 2009, "Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 1-3, pages 225-245, DOI: 10.1080/07474930802388041.
• Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Chin-Hong Puah, 2009, "Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions," Global Economic Review, Taylor & Francis Journals, volume 38, issue 4, pages 385-395, DOI: 10.1080/12265080903391784.
• Inder Ruprah & Luis Marcano, 2009, "Does technical assistance matter? An impact evaluation approach to estimate its value added," Journal of Development Effectiveness, Taylor & Francis Journals, volume 1, issue 4, pages 507-528, DOI: 10.1080/19439340903370451.
• Maritta Paloviita, 2009, "Estimating open economy Phillips curves for the euro area with directly measured expectations," New Zealand Economic Papers, Taylor & Francis Journals, volume 43, issue 3, pages 233-254, DOI: 10.1080/00779950903308760.
• Franz R. Hahn, 2009, "A Note on Management Efficiency and International Banking. Some Empirical Panel Evidence," Journal of Applied Economics, Taylor & Francis Journals, volume 12, issue 1, pages 69-81, May, DOI: 10.1016/S1514-0326(09)60006-4.
• David Ardia & Lennart Hoogerheide & Herman K. van Dijk, 2009, "To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-017/4, Feb.
• Pierre-Philippe Combes & Gilles Duranton & Diego Puga & Sebastien Roux, 2009, "The productivity advantages of large cities: Distinguishing agglomeration from firm selection," Working Papers, University of Toronto, Department of Economics, number tecipa-353, Mar.
• Robert Breunig & Joseph Mercante, 2009, "The accuracy of predicted wages of the non-employed and implications for policy simulations from structural labour supply models," Treasury Working Papers, The Treasury, Australian Government, number 2009-03, Mar, revised Mar 2009.
• Jacob Dijkstra & Diane Payne, 2009, "Collective Decisions in the EU. Explaining the Norm of Co-operation," Working Papers, Geary Institute, University College Dublin, number 200930, Sep.
• Massimiliano Caporin & Michael McAleer, 2009, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-11.
• Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2009, "On the statistical identification of DSGE models," Open Access publications, School of Economics, University College Dublin, number 10197/7586, May.
• Olivier Bargain & Karina Doorley, 2009, "In-work transfers in good times and bad - simulations for Ireland," Working Papers, School of Economics, University College Dublin, number 200930, Dec.
• Borghans, L. & Cörvers, F., 2009, "The Americanization of European higher education and research," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 051, Jan, DOI: 10.26481/umamet.2009051.
• Fabio Canova, 2009, "Comment to "Weak instruments robust tests in GMM and the New Keynesian Phillips curve" by Frank Kleibergen and Sophocles Mavroeidis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1159, Jan.
• Arauzo Carod, Josep Maria & Manjón Antolín, Miguel C., 2009, "(Optimal) Spatial Aggregation in the Determinants of Industrial Location," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/42866.
• Katja Ignatieva & Eckhard Platen, 2009, "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 265, Dec.
• Richard Blundell & Monica Costa Dias, 2009, "Alternative Approaches to Evaluation in Empirical Microeconomics," Journal of Human Resources, University of Wisconsin Press, volume 44, issue 3.
• Christopher J. Bennett, 2009, "p-Value Adjustments for Asymptotic Control of the Generalized Familywise Error Rate," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0905, Apr.
• Andrabi, Tahir & Das, Jishnu & Khwaja, Asim Ijaz & Zajonc, Tristan, 2009, "Do value-added estimates add value ? accounting for learning dynamics," Policy Research Working Paper Series, The World Bank, number 5066, Sep.
• James Morley & Jeremy Piger & Pao-Lin Tien, 2009, "Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information?," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2009-003, May.
• Ulrike Schneider & Martin Wagner, 2009, "Catching Growth Determinants with the Adaptive Lasso," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 55, Jun.
• Xiaohong Chen & Sydney C. Ludvigson, 2009, "Land of addicts? an empirical investigation of habit‐based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 7, pages 1057-1093, November, DOI: 10.1002/jae.1091.
• Clements, Michael P. & Galvão, Ana Beatriz, 2009, "First Announcements and Real Economic Activity," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 885.
• Justyna Wróblewska, 2009, "Bayesian Model Selection in the Analysis of Cointegration," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 32, Mar.
• Alvaro Escribano & J. Luis Guasch & Manuel De Orte & Jorge Pena, 2009, "Investment Climate Assessment In Indonesia, Malaysia, The Philippines And Thailand: Results From Pooling Firm-Level Data," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 54, issue 03, pages 335-366, DOI: 10.1142/S0217590809003379.
• Kaddour Hadri & Yao Rao, 2009, "Are Oecd Macroeconomic Variables Trend Stationary? Evidence From Panel Stationarity Tests Allowing For A Structural Break And Cross-Sectional Dependence," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 54, issue 03, pages 427-440, DOI: 10.1142/S0217590809003410.
• Dierk Herzer, 2009, "Cross-country heterogeneity and the trade-income relationship," FIW Working Paper series, FIW, number 026, Jan.
• Elçin Aykaç alp, 2009, "Türkiye’de Turizm Sektörünün Tarihsel Gelişimi ve Turizm Talebi İle Hizmet Sektörü Arasındaki İlişkinin Analizi," Working Papers, Yildiz Technical University, Department of Economics, number 0023, Oct, revised Oct 2009.
• Dardanoni V & Li Donni P, 2009, "The Effect Of Supplemental Insurance On Health Care Demand With Multiple Information: A Latent Class Analysis," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 09/03, Mar.
• Lanne, Markku & Saikkonen, Pentti, 2009, "Noncausal vector autoregression," Bank of Finland Research Discussion Papers, Bank of Finland, number 18/2009.
• Cogan, John F. & Cwik, Tobias J. & Taylor, John B. & Wieland, Volker, 2009, "New Keynesian versus old Keynesian government spending multipliers," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/17.
• Taylor, John B. & Wieland, Volker, 2009, "Surprising comparative properties of monetary models: Results from a new data base," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/21.
• Dreger, Christian & Wolters, Jürgen, 2009, "Money Velocity and Asset Prices in the Euro Area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 36, issue 1, pages 51-63.
• Herzer, Dierk, 2009, "Cross-country heterogeneity and the trade-income relationship," Proceedings of the German Development Economics Conference, Frankfurt a.M. 2009, Verein für Socialpolitik, Research Committee Development Economics, number 13.
• Nowak-Lehmann D., Felicitas & Martínez-Zarzoso, Inmaculada & Herzer, Dierk & Klasen, Stephan & Dreher, Axel, 2009, "The search for a long-run aid and growth relationship: Pitfalls and findings," Proceedings of the German Development Economics Conference, Frankfurt a.M. 2009, Verein für Socialpolitik, Research Committee Development Economics, number 23.
• Sucarrat, Genaro, 2009, "Forecast Evaluation of Explanatory Models of Financial Variability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 3, pages 1-33, DOI: 10.5018/economics-ejournal.ja.2009-.
• Mitze, Timo, 2009, "Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 83.
• Amendola, Alessandra & Storti, Giuseppe, 2009, "Combination of multivariate volatility forecasts," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-007.
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2009, "On economic evaluation of directional forecasts," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-052.
• Gürtler, Marc & Kreiss, Jens-Peter & Rauh, Ronald, 2009, "A non-stationary approach for financial returns with nonparametric heteroscedasticity," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF31V2.
• Jim Malley & Ulrich Woitek, 2009, "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 408, Apr.
• Jim Malley & Ulrich Woitek, 2009, "Productivity shocks and aggregate cycles in an estimated endogenous growth model," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 416, Jun.

2008

• Matteo Barigozzi & Marco Capasso, 2008, "Nonfundamental Representations of the Relation between Technology Shocks and Hours Worked," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2008/09, Apr.
• Håvard Hungnes, 2008, "A Demand System for Input Factors when there are Technological Changes in Production," Discussion Papers, Statistics Norway, Research Department, number 556, Sep.
• Ådne Cappelen & Arvid Raknerud & Marina Rybalka, 2008, "The effects of R&D tax credits on patenting and innovations," Discussion Papers, Statistics Norway, Research Department, number 565, Nov.
• Olutomi I Adeyemi & David C Broadstock & Mona Chitnis & Lester C Hunt & Guy Judge, 2008, "Asymmetric Price Responses and the Underlying Energy Demand Trend: Are they Substitutes or Complements? Evidence from Modelling OECD Aggregate Energy Demand," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 121, Oct.
• Ali Choudhary & Adnan Haider, 2008, "Neural Network Models for Inflation Forecasting: An Appraisal," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0808, Nov.
• Young-Bae Kim, 2008, "Is There A Trade-off Between Regional Growth and National Income? Theory and Evidence from the EU," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1008, Nov.
• Daniel Buncic, 2008, "A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006)," Discussion Papers, School of Economics, The University of New South Wales, number 2008-02, Feb.
• Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008, "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Discussion Papers, School of Economics, The University of New South Wales, number 2008-10, May.
• Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008, "Out-of-sample comparison of copula specifications in multivariate density forecasts," Discussion Papers, School of Economics, The University of New South Wales, number 2008-23, Oct.
• Daniele Fabbri & Chiara Monfardini, 2008, "Style of practice and assortative mating: a recursive probit analysis of Caesarean section scheduling in Italy," Applied Economics, Taylor & Francis Journals, volume 40, issue 11, pages 1411-1423, DOI: 10.1080/00036840600771395.
• Maritta Paloviita, 2008, "Comparing alternative Phillips curve specifications: European results with survey-based expectations," Applied Economics, Taylor & Francis Journals, volume 40, issue 17, pages 2259-2270, DOI: 10.1080/00036840600949439.
• Stavros Degiannakis & Alexandra Livada & Epaminondas Panas, 2008, "Rolling-sampled parameters of ARCH and Levy-stable models," Applied Economics, Taylor & Francis Journals, volume 40, issue 23, pages 3051-3067, DOI: 10.1080/00036840600994039.
• Fulvio Corsi & Stefan Mittnik & Christian Pigorsch & Uta Pigorsch, 2008, "The Volatility of Realized Volatility," Econometric Reviews, Taylor & Francis Journals, volume 27, issue 1-3, pages 46-78, DOI: 10.1080/07474930701853616.
• Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2008, "Semiparametric diffusion estimation and application to a stock market index," Quantitative Finance, Taylor & Francis Journals, volume 8, issue 1, pages 81-92, DOI: 10.1080/14697680601026998.
• Stavros Degiannakis & Evdokia Xekalaki, 2008, "SPEC model selection algorithm for ARCH models: an options pricing evaluation framework," Applied Financial Economics Letters, Taylor & Francis Journals, volume 4, issue 6, pages 419-423, DOI: 10.1080/17446540701765258.
• V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet, 2008, "An Hourly Periodic State Space Model for Modelling French National Electricity Load," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-008/4, Jan.
• Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008, "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-050/4, May.
• Oleg Sheremet & André Lucas, 2008, "Global Loss Diversification in the Insurance Sector," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-086/2, Sep.
• Rodney W. Strachan & Herman K. van Dijk, 2008, "Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-096/4, Oct.
• Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008, "Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-105/4, Nov.
• Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008, "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-39.
• Prüfer, P. & Tondl, G., 2008, "The FDI-Growth Nexus in Latin America : The Role of Source Countries and Local Conditions," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-61.
• Einmahl, J.H.J. & van Keilegom, I., 2008, "Tests for independence in nonparametric regression," Other publications TiSEM, Tilburg University, School of Economics and Management, number 4356c520-d1d5-4156-b5b7-0.
• Prüfer, P. & Tondl, G., 2008, "The FDI-Growth Nexus in Latin America : The Role of Source Countries and Local Conditions," Other publications TiSEM, Tilburg University, School of Economics and Management, number 73b28850-1597-4bcb-a76c-1.
• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2008, "Nonparametric Tests for Treatment Effect Heterogeneity," The Review of Economics and Statistics, MIT Press, volume 90, issue 3, pages 389-405, August.
• Marmer, Vadim & Otsu, Taisuke, 2008, "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2008-13, Oct, revised 25 Jul 2011.
• Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao, 2008, "Comparison of Misspecified Calibrated Models: The Minimum Distance Approach," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2008-14, Oct, revised 28 Sep 2011.
• Luis H. B. Braido, 2008, "Evidence on the Incentive Properties of Share Contracts," Journal of Law and Economics, University of Chicago Press, volume 51, issue 2, pages 327-349, May, DOI: 10.1086/589663.
• Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2008, "Can Exchange Rates Forecast Commodity Prices?," Working Papers, University of Washington, Department of Economics, number UWEC-2008-11-FC, Feb, revised Oct 2009.
• Dimitris K. Christopoulos & Miguel Leon-Ledesma, 2008, "Testing for Granger (non)-Causality in a Time Varying Coefficient VAR Model," Studies in Economics, School of Economics, University of Kent, number 0802, Jan.
• Hugo Gerard & Kristoffer Nimark, 2008, "Combining multivariate density forecasts using predictive criteria," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1117, Aug, revised Oct 2008.
• Beatrice Pataracchia, 2008, "Design Limits in Regime-Switching Cases," Department of Economics University of Siena, Department of Economics, University of Siena, number 529, Mar.
• D. Aristei & Luca Pieroni, 2008, "Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 0809, Nov.
• Henri L.F. de Groot & Jacques Poot & Martijn J. Smit, 2008, "Agglomeration Externalities, Innovation and Regional Growth: Theoretical Perspectives and Meta-Analysis," Working Papers in Economics, University of Waikato, number 08/01, Feb.
• R. Aaberge & T. Wennemo & U. Colombino, 2008, "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp20_08, Oct.
• Laura Griner Hill & Scott G. Goates & Robert Rosenman, 2008, "Detecting Selection Bias in Community Disseminations of Universal Family-Based Prevention Programs," Working Papers, School of Economic Sciences, Washington State University, number 2008-2, Apr.
• Michael G. Arghyrou & Maria Dolores Gadea, 2008, "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2008-05, May.
• Juselius, Mikael, 2008, "Cointegration implications of linear rational expectation models," Bank of Finland Research Discussion Papers, Bank of Finland, number 6/2008.
• Herwartz, Helmut, 2008, "Exact inference in diagnosing value-at-risk estimates: A Monte Carlo device," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2008-16.
• Mittnik, Stefan & Yener, Tina, 2008, "Value-at-Risk and expected shortfall for rare events," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/14.
• Bjørnstad, Roger & Nymoen, Ragnar, 2008, "The New Keynesian Phillips curve tested on OECD panel data," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-4.
• Mercereau, Benoît & Miniane, Jacques Alain, 2008, "Should We Trust the Empirical Evidence from Present Value Models of the Current Account?," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-10.
• Fanelli, Luca, 2008, "Evaluating the New Keynesian Phillips Curve under VAR-Based Learning," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-15.
• Sucarrat, Genaro, 2008, "Forecast Evaluation of Explanatory Models of Financial Return Variability," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-18.
• Juselius, Mikael, 2008, "Testing the New Keynesian Model on U.S. and Euro Area Data," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-23.
• Bjørnstad, Roger & Nymoen, Ragnar, 2008, "The New Keynesian Phillips Curve Tested on OECD Panel Data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 2, pages 1-18, DOI: 10.5018/economics-ejournal.ja.2008-.
• Juselius, Mikael, 2008, "Testing the New Keynesian Model on U.S. and Euro Area Data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 2, pages 1-26, DOI: 10.5018/economics-ejournal.ja.2008-.
• Fanelli, Luca, 2008, "Evaluating New Keynesian Phillips Curve under VAR-Based Learning," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 2, pages 1-24, DOI: 10.5018/economics-ejournal.ja.2008-.
• Mercereau, Benoît & Miniane, Jacques Alain, 2008, "Should We Trust the Empirical Evidence from Present Value Models of the Current Account?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 2, pages 1-36, DOI: 10.5018/economics-ejournal.ja.2008-.
• Scheufele, Rolf, 2008, "Evaluating the German (New Keynesian) Phillips Curve," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 10/2008.
• Härdle, Wolfgang Karl & Mungo, Julius, 2008, "Value-at-risk and expected shortfall when there is long range dependence," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-006.
• Jeong, Kiho & Härdle, Wolfgang Karl, 2008, "A consistent nonparametric test for causality in quantile," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-007.
• Schulz, Rainer & Werwatz, Axel, 2008, "House prices and replacement cost: A mMicro-level analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-013.
• Winschel, Viktor & Krätzig, Markus, 2008, "Solving, estimating and selecting nonlinear dynamic models without the curse of dimensionality," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-018.
• Schulz, Rainer & Staiber, Markus & Wersing, Martin & Werwatz, Axel, 2008, "The accuracy of long-term real estate valuations," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-019.
• Winschel, Viktor & Krätzig, Markus, 2008, "JBendge: An object-oriented system for solving, estimating and selecting nonlinear dynamic models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-034.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Pigorsch, Uta, 2008, "Measuring and modeling risk using high-frequency data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-045.
• Hautsch, Nikolaus & Jeleskovic, Vahidin, 2008, "Modelling high-frequency volatility and liquidity using multiplicative error models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-047.
• Hautsch, Nikolaus, 2008, "Testing multiplicative error models using conditional moment tests," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-067.
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2008, "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-073.
• Seymen, Atilim, 2008, "A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-007.
• Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg, 2008, "Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-03, Jan.
• Annastiina Silvennoinen & Timo Teräsvirta, 2008, "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-05, Jan.
• Annastiina Silvennoinen & Timo Teräsvirta, 2008, "Multivariate GARCH models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-06, Jan.
• Christina Amado & Timo Teräsvirta, 2008, "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-08, Jan.
• Christian M. Dahl & Emma M. Iglesias, 2008, "The limiting properties of the QMLE in a general class of asymmetric volatility models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-38, Jul.
• Christian M. Dahl & Henrik Hansen & John Smidt, 2008, "The cyclical component factor model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-44, Sep.
• Tim Bollerslev & Tzuo Hao & George Tauchen, 2008, "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-48, Sep.
• Christian M. Hafner & Helmut Herwartz, 2008, "Testing for Causality in Variance Usinf Multivariate GARCH Models," Annals of Economics and Statistics, GENES, issue 89, pages 215-241.
• Steffen Osterloh, 2008, "Accuracy and Properties of German Business Cycle Forecasts," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 54, issue 1, pages 27-57.
• Colombo, Sergio & Hanley, Nick, 2008, "Análisis econométrico de la heterogeneidad de las preferencias de los individuos: aplicación a la valoración económica de la conservación del paisaje agrícola de montaña," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 8, issue 01, pages 1-21, DOI: 10.22004/ag.econ.37191.
• Kaltsas, Ioannis K. & Bosch, Darrell J. & McGuirk, Anya M., 2008, "Residential Land Values in Urbanizing Areas," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 40, issue 2, pages 1-13, August, DOI: 10.22004/ag.econ.47204.
• Power, Gabriel J. & Turvey, Calum G., 2008, "On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 37608, DOI: 10.22004/ag.econ.37608.
• Cooray, Arusha, 2008, "A Model of Inflation for Sri Lanka," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 4, issue 01-2, pages 1-10, DOI: 10.22004/ag.econ.50017.
• Clements, Michael P. & Beatriz Galvao, Ana, , "First Announcements and Real Economic Activity," Economic Research Papers, University of Warwick - Department of Economics, number 271314, DOI: 10.22004/ag.econ.271314.
• Dijk, D. van & Diks, C.G.H. & Panchenko, V., 2008, "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-03.
• Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008, "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-10.
• Richard Blundell & Monica Costa Dias, 2008, "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers, Institute for Fiscal Studies, number 26/08, Oct, DOI: 10.1920/wp.cem.2008.2608.
• Vassil Tsanov, 2008, "Macroeconomic Dependencies of the Labor Market: Bulgaria and the European Union," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 3-32.
• Anita Staneva, 2008, "Analysis of the Labour Market in Bulgaria through a Error Correction Model," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 90-106.
• Fousseni Chabi-Yo & Eric Ghysels & Eric Renault, 2008, "On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk," Staff Working Papers, Bank of Canada, number 08-16, DOI: 10.34989/swp-2008-16.
• Donald Coletti & René Lalonde & Dirk Muir, 2008, "Inflation Targeting and Price-Level-Path Targeting in the GEM: Some Open Economy Considerations," Staff Working Papers, Bank of Canada, number 08-6, DOI: 10.34989/swp-2008-6.
• Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008, "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series, Central Bank of Brazil, Research Department, number 161, Feb.
• Carmen Broto & Esther Ruiz, 2008, "Testing for conditional heteroscedasticity in the components of inflation," Working Papers, Banco de España, number 0812, Jun.
• Valérie Chauvin & Antoine Devulder, 2008, "An Inflation Forecasting Model for the Euro Area," Working papers, Banque de France, number 192.
• Vassillis Hajivassiliou & Frédérique Savignac, 2008, "Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects," Working papers, Banque de France, number 202.
• Renaud Lacroix, 2008, "Assessing the shape of the distribution of interest rates: lessons from French individual data," Working papers, Banque de France, number 206.
• Karim Barhoumi & V ronique Brunhes-Lesage & Olivier Darn & Laurent Ferrara & Bertrand Pluyaud & Rouvreau, B., 2008, "Monthly forecasting of French GDP: A revised version of the OPTIM model," Working papers, Banque de France, number 222.
• Olivier Darn & Laurent Ferrara, 2009, "Identification of slowdowns and accelerations for the euro area economy," Working papers, Banque de France, number 239.