Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2007

• Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2007, "On the Statistical Identification of DSGE Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 324.
• A. Nazif ÇATIK, 2007, "Yapısal kırılma altında para talebinin istikrarı: Türkiye örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 251, pages 103-113.
• Alper ÖZÜN & Atilla ÇİFTER, 2007, "Hisse senedi getirilerinde global ve yerel faiz oranı riski: Kısmi çokdeğişkenli GARCH modeliyle İstanbul Menkul Kıymetler Borsası üzerine bir çalışma," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 254, pages 47-60.
• Julio Carrillo & Patrick Fève & Julien Matheron, 2007, "Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis," International Journal of Central Banking, International Journal of Central Banking, volume 3, issue 2, pages 1-38, June.
• Sabine Stephan, 2007, "A re-assessment of German import demand," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 08-2007.
• Juan Carlos Escanciano & Jose Olmo, 2007, "Backtesting Parametric Value-at-Risk with Estimation Risk," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2007-005, Mar, revised Sep 2008.
• Juan Carlos Escanciano, 2007, "Joint and Marginal Diagnostic Tests for Conditional Mean and Variance Specifications," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2007-009, Jun.
• Eduardo Zepeda, 2007, "Addressing the Employment-Poverty Nexus in Kenya: Comparing Cash-Transfer and Job-Creation Programmes," Working Papers, International Policy Centre, number 40, Oct.
• Machin, Stephen & McNally, Sandra & Meghir, Costas, 2007, "Resources and Standards in Urban Schools," IZA Discussion Papers, IZA Network @ LISER, number 2653, Mar.
• Christev, Atanas & Featherstone, Allen, 2007, "A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function," IZA Discussion Papers, IZA Network @ LISER, number 2712, Mar.
• Pesaran, Bahram & Pesaran, M. Hashem, 2007, "Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," IZA Discussion Papers, IZA Network @ LISER, number 2906, Jul.
• Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2007, "Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 26, issue 8, pages 601-619, DOI: 10.1002/for.1048.
• Q. Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist, 2007, "Pursuing financial stability under an inflation-targeting regime," Annals of Finance, Springer, volume 3, issue 1, pages 131-153, January, DOI: 10.1007/s10436-006-0057-8.
• Cyrus Ramezani & Yong Zeng, 2007, "Maximum likelihood estimation of the double exponential jump-diffusion process," Annals of Finance, Springer, volume 3, issue 4, pages 487-507, October, DOI: 10.1007/s10436-006-0062-y.
• Franz Hahn, 2007, "Environmental determinants of banking efficiency in Austria," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 34, issue 3, pages 231-245, July, DOI: 10.1007/s10663-007-9039-y.
• José Cancelo, 2007, "Cyclical Asymmetries in Unemployment Rates: International Evidence," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 3, pages 334-346, August, DOI: 10.1007/s11294-007-9094-y.
• Christopher Bitter & Gordon Mulligan & Sandy Dall’erba, 2007, "Incorporating spatial variation in housing attribute prices: a comparison of geographically weighted regression and the spatial expansion method," Journal of Geographical Systems, Springer, volume 9, issue 1, pages 7-27, April, DOI: 10.1007/s10109-006-0028-7.
• Hanna Maoh & Pavlos Kanaroglou, 2007, "Business establishment mobility behavior in urban areas: a microanalytical model for the City of Hamilton in Ontario, Canada," Journal of Geographical Systems, Springer, volume 9, issue 3, pages 229-252, September, DOI: 10.1007/s10109-007-0043-3.
• Jeremy Hackney & Michael Bernard & Sumit Bindra & Kay Axhausen, 2007, "Predicting road system speeds using spatial structure variables and network characteristics," Journal of Geographical Systems, Springer, volume 9, issue 4, pages 397-417, December, DOI: 10.1007/s10109-007-0050-4.
• Nikolaos Giannellis & Athanasios Papadopoulos, 2007, "Estimating the Equilibrium Effective Exchange Rate for Potential EMU Members," Open Economies Review, Springer, volume 18, issue 3, pages 307-326, July, DOI: 10.1007/s11079-007-9040-x.
• Peter Boatwright & Suman Basuroy & Wagner Kamakura, 2007, "Reviewing the reviewers: The impact of individual film critics on box office performance," Quantitative Marketing and Economics (QME), Springer, volume 5, issue 4, pages 401-425, December, DOI: 10.1007/s11129-007-9029-1.
• Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2007, "A robust VaR model under different time periods and weighting schemes," Review of Quantitative Finance and Accounting, Springer, volume 28, issue 2, pages 187-201, February, DOI: 10.1007/s11156-006-0010-y.
• In Kim & In-Seok Baek & Jaesun Noh & Sol Kim, 2007, "The role of stochastic volatility and return jumps: reproducing volatility and higher moments in the KOSPI 200 returns dynamics," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 1, pages 69-110, July, DOI: 10.1007/s11156-007-0022-2.
• David Johnstone, 2007, "Economic Darwinism: Who has the Best Probabilities?," Theory and Decision, Springer, volume 62, issue 1, pages 47-96, February, DOI: 10.1007/s11238-006-9006-2.
• Christopher Martin & Costas Milas, 2007, "Testing the Opportunistic Approach to Monetary Policy," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2007/02, Jan.
• Costas Milas, 2007, "Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2007/07, Jun.
• Christopher Martin & Costas Milas, 2007, "Monetary Policy and the Hybrid Phillips Curve," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2007/12, Sep.
• Christian Conrad, 2007, "Non-negativity Conditions for the Hyperbolic GARCH Model," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-162, Apr, DOI: 10.3929/ethz-a-005390226.
• Michael J. Lamla, 2007, "Long-run Determinants of Pollution: A Robustness Analysis," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-164, May, DOI: 10.3929/ethz-a-005390217.
• Søren Johansen & Katarina Juselius & Roman Frydman & Michael Goldberg, 2007, "Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate," Discussion Papers, University of Copenhagen. Department of Economics, number 07-34, Dec.
• BAUMONT, Catherine, 2007, "Neighborhood Effects, Urban Public Policies and Housing Values. A Spatial Econometric Perspective," LEG - Document de travail - Economie, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne, number 2007-09, Dec.
• Maria Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa, 2007, "El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 67, pages 99-118, Julio-Dic.
• Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007, "Theory and Inference for a Markov-Switching GARCH Model," Cahiers de recherche, CIRPEE, number 0733.
• Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007, "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche, CIRPEE, number 0749.
• Catarina Figueira & Joseph G. Nellis & David Parker, 2007, "Challenges Facing the Polish Banking Industry: A Comparative Study with UK Banks," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 5, issue 1, pages 25-44.
• Nikolaos Giannellis & Athanasios P. Papadopoulos, 2007, "Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 55, Feb.
• Josiane Confais & Monique Le Guen, 2007, "Premiers pas en régression linéaire avec SAS," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number r07047, Oct.
• Rob J. Hyndman & Yeasmin Khandakar, 2007, "Automatic time series forecasting: the forecast package for R," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/07, Jun.
• Pim Ouwehand & Rob J. Hyndman & Ton G. de Kok & Karel H. van Donselaar, 2007, "A state space model for exponential smoothing with group seasonality," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/07, Jun.
• Qin Xiao & Weihong Huang, 2007, "Risk and Predictability of Singapore’s Direct Residential Real Estate Market," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 0702, Feb.
• Lars Peter Hansen, 2007, "Beliefs, Doubts and Learning: Valuing Economic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 12948, Mar.
• Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev, 2007, "No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 12963, Mar.
• Torben G. Andersen & Oleg Bondarenko, 2007, "Construction and Interpretation of Model-Free Implied Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 13449, Sep.
• Rohit Aggarwal & Ram Gopal & Ramesh Sankaranarayanan, 2007, "Negative Blogs, Positive Outcomes: When should Firms Permit Employees to Blog Honestly?," Working Papers, NET Institute, number 07-32, Sep, revised Sep 2007.
• Andrew Ang & Geert Bekaert, 2007, "Stock Return Predictability: Is it There?," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 3, pages 651-707.
• Jennifer L. Castle & David F. Hendry, 2007, "A Low-Dimension Collinearity-Robust Test for Non-linearity," Economics Series Working Papers, University of Oxford, Department of Economics, number 326, May.
• Kyungchul Song, 2007, "Testing Conditional Independence via Rosenblatt Transforms," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-026, Sep.
• Jean-Francois Richard & Roman Liesenfeld, 2007, "Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models," Working Paper, Department of Economics, University of Pittsburgh, number 322, Jun, revised Jan 2004.
• Haider, Adnan & Hanif, Muhammad Nadeem, 2007, "Inflation Forecasting in Pakistan using Artificial Neural Networks," MPRA Paper, University Library of Munich, Germany, number 14645, Jul.
• Ciuiu, Daniel, 2007, "Gordon and Newell queueing networks and copulas," MPRA Paper, University Library of Munich, Germany, number 15769, Dec, revised May 2009.
• Fanelli, Luca, 2007, "Evaluating the New Keynesian Phillips Curve under VAR-based learning," MPRA Paper, University Library of Munich, Germany, number 1616, Jan.
• Ozun, Alper & Cifter, Atilla, 2007, "Nonlinear Combination of Financial Forecast with Genetic Algorithm," MPRA Paper, University Library of Munich, Germany, number 2488, Feb.
• Cifter, Atilla & Ozun, Alper, 2007, "The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 2489, Jan.
• Wittenberg, Martin, 2007, "Testing for a common latent variable in a linear regression," MPRA Paper, University Library of Munich, Germany, number 2550, Mar.
• Lahiani, Amine & Yousfi, Ouidad, 2007, "Modèls Garch à la mémoire longue: application aux taux de change tunisiens
  [GARCH models : evidence from Tunisian Exchange market]," MPRA Paper, University Library of Munich, Germany, number 28702, Dec, revised 2008.
• Rao, B. Bhaskara & Rao, Gyaneshwar, 2007, "Structural breaks and energy efficiency in Fiji," MPRA Paper, University Library of Munich, Germany, number 3258, May.
• Ozun, Alper & Cifter, Atilla & Yilmazer, Sait, 2007, "Filtered Extreme Value Theory for Value-At-Risk Estimation," MPRA Paper, University Library of Munich, Germany, number 3302, May.
• Gao, Jiti, 2007, "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper, University Library of Munich, Germany, number 39563, Sep, revised 01 Sep 2007.
• Macri, Joseph & Sinha, Dipendra, 2007, "Does Black’s Hypothesis for Output Variability Hold for Mexico?," MPRA Paper, University Library of Munich, Germany, number 4021, Jul.
• Barbry, Eric, 2007, "Web 2.0: Nothing Changes…but Everything is Different," MPRA Paper, University Library of Munich, Germany, number 4583, Mar.
• Finger, Robert & Hediger, Werner, 2007, "The Application of Robust Regression to a Production Function Comparison – the Example of Swiss Corn," MPRA Paper, University Library of Munich, Germany, number 4740, Sep.
• de Vilder, Robin G. & Visser, Marcel P., 2007, "Volatility Proxies for Discrete Time Models," MPRA Paper, University Library of Munich, Germany, number 4917, Sep.
• Tuysuz, Sukriye & Kuhry, Yves, 2007, "Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK," MPRA Paper, University Library of Munich, Germany, number 5255, Apr.
• Kovačić, Zlatko, 2007, "Forecasting volatility: Evidence from the Macedonian stock exchange," MPRA Paper, University Library of Munich, Germany, number 5319, Oct.
• Gomez-Sorzano, Gustavo, 2007, "Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019," MPRA Paper, University Library of Munich, Germany, number 5655, Apr, revised 07 Nov 2007.
• Karathanassis, George & Sogiakas, Vasilios, 2007, "Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 5958, Nov.
• Fugarolas, Guadalupe & Mañalich, Isis & Matesanz, David, 2007, "Are Exports Causing Growth? Evidence On International Trade Expansion In Cuba, 1960-2004," MPRA Paper, University Library of Munich, Germany, number 6323, Dec.
• Andrei, Tudorel & Iacob, Andreea Iluzia & Vlad, Liviu Bogdan, 2007, "Tendencies in the Romania's Regional Economic Development during the Period 1991-2004," MPRA Paper, University Library of Munich, Germany, number 6886, Jun.
• Palombizio, Ennio A., 2007, "Mutual Funds and Segregated Funds: A Comparison," MPRA Paper, University Library of Munich, Germany, number 6901, Oct.
• Pötscher, Benedikt M. & Schneider, Ulrike, 2007, "On the distribution of the adaptive LASSO estimator," MPRA Paper, University Library of Munich, Germany, number 6913, Dec.
• Olenev, Nicholas, 2007, "A Normative Balance Dynamic Model of Regional Economy for Study Economic Integrations // Economic integration, competition and cooperation. 6th International Conference . 2007. Opatija - Croatia: University of Rijeka. April 19-20.(CD-Book: Session 6)," MPRA Paper, University Library of Munich, Germany, number 7823, Apr.
• Angelidis, Timotheos & Degiannakis, Stavros, 2007, "Backtesting VaR Models: A Τwo-Stage Procedure," MPRA Paper, University Library of Munich, Germany, number 80418.
• Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2007, "A Robust VaR Model under Different Time Periods and Weighting Schemes," MPRA Paper, University Library of Munich, Germany, number 80466.
• Wagatha, Matthias, 2007, "Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
  [Integration, Cointegration and Long-Horizont Forecasting of Credit-Default-Cycles]," MPRA Paper, University Library of Munich, Germany, number 8572, Jul.
• Fanelli, Luca & Paruolo, Paolo, 2007, "Speed of Adjustment in Cointegrated Systems," MPRA Paper, University Library of Munich, Germany, number 9174, Jun.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2007, "Assessing the Performance of a Prediction Error Criterion Model Selection Algorithm in the Context of ARCH Models," MPRA Paper, University Library of Munich, Germany, number 96324.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2007, "Simulated Evidence on the Distribution of the Standardized One-Step-Ahead Prediction Errors in ARCH Processes," MPRA Paper, University Library of Munich, Germany, number 96326.
• Angelidis, Timotheos & Degiannakis, Stavros, 2007, "Backtesting VaR Models: A Τwo-Stage Procedure," MPRA Paper, University Library of Munich, Germany, number 96327.
• Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2007, "Practical Volatility Modeling for Financial Market Risk Management," MPRA Paper, University Library of Munich, Germany, number 9790, Aug, revised 15 May 2008.
• Roman Horváth & Luboš Komárek, 2007, "Equilibrium Exchange Rates in the Eu New Members: Methodology, Estimation and Applicability to ERM II," Prague Economic Papers, Prague University of Economics and Business, volume 2007, issue 1, pages 24-37, DOI: 10.18267/j.pep.295.
• Yu Ren & Katsumi Shimotsu, 2007, "Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test," Working Paper, Economics Department, Queen's University, number 1126, Jun.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2007, "Nonparametric Identification And Estimation Of Multivariate Mixtures," Working Paper, Economics Department, Queen's University, number 1153, Dec.
• Prof John Foster, 2007, "A micro-meso-macro perspective on the methodology of evolutionary economics: integrating history, simulation and econometrics," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 343.
• Carlos A. Rodriguez & Karen Ortiz, 2007, "La tasa de los fondos federales de Estados Unidos y la dinamica del mercado laboral en una economia pequena, abierta y dolarizada: Evidencia mediante la creacion y destruccion de empleo en Puerto Rico," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 4, issue 1, pages 85-112, Julio-Dic.
• A. Hurn & J. Jeisman & K. Lindsay, 2007, "Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the Fokker-Planck Equation," NCER Working Paper Series, National Centre for Econometric Research, number 9, Feb.
• Jarkko Jääskelä, 2007, "More Potent Monetary Policy? Insights from a Threshold Model," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2007-07, Jul.
• Rodriguez Gabriel, 2007, "Application of Three Alternative Approaches to Identify Business Cycles in Peru," Working Papers, Banco Central de Reserva del Perú, number 2007-007, May.
• Barrera Carlos, 2007, "Proyecciones desagregadas de inflación con modelos Sparse VAR robustos," Working Papers, Banco Central de Reserva del Perú, number 2007-015, Sep.
• Anna Batyra, 2007, "Are turbulences of Sargent and Ljungqvist consistent with lower aggregate volatility?," 2007 Meeting Papers, Society for Economic Dynamics, number 413.
• Radu Lupu & Iulia Lupu, 2007, "Testing for Heteroskedasticity on the Bucharest Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 10, issue 23, pages 19-28, June.
• Costas Milas, 2007, "Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model," Working Paper series, Rimini Centre for Economic Analysis, number 25_07, Jul.
• Pierre L. Siklos & Martin T. Bohl, 2007, "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Working Paper series, Rimini Centre for Economic Analysis, number 32_07, Jul.
• Pierre L. Siklos, 2007, "The Fed's Reaction to the Stock Market During the Great Depression: Fact or Artefact?," Working Paper series, Rimini Centre for Economic Analysis, number 33_07, Jul.
• Pierre L. Siklos & Yang Zhang, 2007, "Identifying the Shocks Driving Inflation in China," Working Paper series, Rimini Centre for Economic Analysis, number 34_07, Jul.
• Christopher Martin & Costas Milas, 2007, "Monetary Policy and the Hybrid Phillips Curve," Working Paper series, Rimini Centre for Economic Analysis, number 36_07, Jul.
• Ram Sharan Kharel & Christopher Martin & Costas Milas, 2007, "The Complex Response of Monetary Policy to the Exchange Rate," Working Paper series, Rimini Centre for Economic Analysis, number 37_07, Jul.
• Gabriele Fiorentini & Enrique Sentana, 2007, "On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models," Working Paper series, Rimini Centre for Economic Analysis, number 38_07, Jul.
• Iancu, Aurel, 2007, "The Question of Economic Convergence - first part -," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 3, pages 5-18, September.
• Donal Bredin & Stilianos Fountas, 2007, "Is macroeconomic uncertainty bad for macroeconomic performance? Evidence from five Asian countries," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1178, Mar.
• Walter Sosa Escudero, 2007, "Testing for Persistence in the Error Component Model:A One-Sided Approach," Working Papers, Universidad de San Andres, Departamento de Economia, number 94, Feb, revised Feb 2007.
• Reetu Verma, 2007, "Savings, Investment and Growth in India," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 8, issue 1, pages 87-98, January, DOI: 10.1177/139156140600800105.
• Qin Xiao & Gee Kwang Randolph Tan, 2007, "Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles," Urban Studies, Urban Studies Journal Limited, volume 44, issue 4, pages 865-888, April, DOI: 10.1080/00420980601185650.
• Lima, Luiz Renato & Néri, Breno Pinheiro, 2007, "Comparing Value-at-Risk Methodologies," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 27, issue 1, May.
• Muhammad Arif, 2007, "Developing Bond Market in Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 3, pages 129-157.
• Zulfiqar Hyder & Muhammad Mazhar Khan, 2007, "Monetary Conditions Index for Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 3, pages 165-190.
• Rolando Pelàez, 2007, "Ex ante forecasts of business-cycle turning points," Empirical Economics, Springer, volume 32, issue 1, pages 239-246, April, DOI: 10.1007/s00181-006-0083-4.
• Emilio Díaz & Rubén Osuna, 2007, "Indeterminacy in price–value correlation measures," Empirical Economics, Springer, volume 33, issue 3, pages 389-399, November, DOI: 10.1007/s00181-006-0105-2.
• B. Jourdain, 2007, "Stochastic flow approach to Dupire’s formula," Finance and Stochastics, Springer, volume 11, issue 4, pages 521-535, October, DOI: 10.1007/s00780-007-0042-8.
• Giorgio Canarella & Stephen Pollard, 2007, "A switching ARCH (SWARCH) model of stock market volatility: some evidence from Latin America," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 54, issue 4, pages 445-462, December, DOI: 10.1007/s12232-007-0025-2.
• Martin Melecký & Luboš Komárek, 2007, "The Behavioral Equilibrium Exchange Rate of the Czech Koruna," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 14, issue 1, pages 105-121, May, DOI: 10.1007/s11300-007-0136-1.
• Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007, "A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2007/19, Sep.
• Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007, "A Review of Nonfundamentalness and Identification in Structural VAR Models," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2007/22, Oct.
• Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2007, "The New Keynesian Phillips Curve revisited," Discussion Papers, Statistics Norway, Research Department, number 500, Mar.
• Roger Bjørnstad & Eilev S. Jansen, 2007, "The NOK/euro exhange rate after inflation targeting: The interest rate rules," Discussion Papers, Statistics Norway, Research Department, number 501, May.
• Pål Boug & Andreas Fagereng, 2007, "Exchange rate volatility and export performance: A cointegrated VAR approach," Discussion Papers, Statistics Norway, Research Department, number 522, Nov.
• Robert Kohn & Rachida Ouysse, 2007, "Bayesian Variable Selection of Risk Factors in the APT Model," Discussion Papers, School of Economics, The University of New South Wales, number 2007-32, Oct.
• Stavros Degiannakis & Evdokia Xekalaki, 2007, "Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 2, pages 149-171, DOI: 10.1080/09603100500461686.
• Sungbae An & Frank Schorfheide, 2007, "Bayesian Analysis of DSGE Models," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 2-4, pages 113-172, DOI: 10.1080/07474930701220071.
• Jana Eklund & Sune Karlsson, 2007, "Forecast Combination and Model Averaging Using Predictive Measures," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 2-4, pages 329-363, DOI: 10.1080/07474930701220550.
• Stavros Degiannakis & Evdokia Xekalaki, 2007, "Simulated evidence on the distribution of the standardized one-step-ahead prediction errors in ARCH processes," Applied Financial Economics Letters, Taylor & Francis Journals, volume 3, issue 1, pages 31-37, DOI: 10.1080/17446540600706833.
• Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2007, "Economic Base Multipliers Revisited," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0807, Jun.
• Charles S. Bos & Phillip Gould, 2007, "Dynamic Correlations and Optimal Hedge Ratios," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-025/4, Feb.
• Henri L.F. de Groot & Jacques Poot & Martijn J. Smit, 2007, "Agglomeration, Innovation and Regional Development: Theoretical Perspectives and Meta-Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-079/3, Oct.
• Peter R. Mueser & Kenneth R. Troske & Alexey Gorislavsky, 2007, "Using State Administrative Data to Measure Program Performance," The Review of Economics and Statistics, MIT Press, volume 89, issue 4, pages 761-783, November.
• Lib?na »ernohorsk? & Jan »ernohorsk?, 2007, "Potential Attitudes Solving the Problems of Banking Stability," Working Papers, Tallinn School of Economics and Business Administration, Tallinn University of Technology, number 164.
• Hannah C Lambert, 2007, "The Development of British Military Masculinities through Symbolic Resources," Working Papers, Geary Institute, University College Dublin, number 200711, May.
• Olivier Bargain, 2007, "On modeling household labor supply with taxation," Working Papers, School of Economics, University College Dublin, number 200711, Aug.
• Valadkhani, Abbas, 2007, "Macroeconometric Modelling In An Oil Exporting Country: The Case Of Iran," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp07-14.
• Fabio Canova, 2007, "How much structure in empirical models?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1054, Oct.
• Korenok Oleg, 2007, "Bayesian Methods in Nonlinear Time Series," Working Papers, VCU School of Business, Department of Economics, number 0703, Mar.
• Judith A. Clarke, 2007, "On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty," Econometrics Working Papers, Department of Economics, University of Victoria, number 0701, Apr.
• Pierre Siklos, 2008, "Revisiting the Coyne Affair: A Singular Event That Changed the Course of Canadian Monetary History," Working Papers, Wilfrid Laurier University, Department of Economics, number eg0047, revised 2008.
• Sadayuki Ono, 2007, "Option Pricing under Stochastic Volatility and Trading Volume," Discussion Papers, Department of Economics, University of York, number 07/05, Mar.
• Paloviita, Maritta, 2007, "Estimating a small DSGE model under rational and measured expectations: some comparisons," Bank of Finland Research Discussion Papers, Bank of Finland, number 14/2007.
• Laakkonen, Helinä, 2007, "Exchange rate volatility, macro announcements and the choice of intraday sasonality filtering method," Bank of Finland Research Discussion Papers, Bank of Finland, number 23/2007.
• Scharnagl, Michael & Schumacher, Christian, 2007, "Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,09.
• Günnel, Stefan & Tödter, Karl-Heinz, 2007, "Does Benford's law hold in economic research and forecasting?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,32.
• Hautsch, Nikolaus, 2007, "Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/25.
• Scholtz, Hellmut D., 2007, "Minderung der Risiken bei Wertpapieranlagen zur Altersvorsorge mit marktneutralen Anlagestrategien," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 48, issue 10, pages 182-190.
• Tondl, Gabriele & Prüfer, Patricia, 2007, "Does it Make a Difference? Comparing Growth Effects of European and North American FDI in Latin America," Proceedings of the German Development Economics Conference, Göttingen 2007, Verein für Socialpolitik, Research Committee Development Economics, number 26.
• Franchi, Massimo & Jusélius, Katarina, 2007, "Taking a DSGE Model to the Data Meaningfully," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-6.
• Franchi, Massimo & Jusélius, Katarina, 2007, "Taking a DSGE Model to the Data Meaningfully," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 1, pages 1-38, DOI: 10.5018/economics-ejournal.ja.2007-.
• Arnold, Matthias & Weißbach, Rafael, 2007, "Testing large-dimensional correlation," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2007,15.
• Tsay, Wen-Jen & Härdle, Wolfgang Karl, 2007, "A generalized ARFIMA process with Markov-switching fractional differencing parameter," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-022.
• Härdle, Wolfgang Karl & Mungo, Julius, 2007, "Long memory persistence in the factor of Implied volatility dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-027.
• Hautsch, Nikolaus, 2007, "Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-052.
• Ager, Philipp & Kappler, Marcus & Osterloh, Steffen, 2007, "The Accuracy and Efficiency of the Consensus Forecasts: A Further Application and Extension of the Pooled Approach," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-058.
• Michael Artis & Jos� G. Clavel & Mathias Hoffmann & Dilip Nachane, 2007, "Harmonic Regression Models: A Comparative Review with Applications," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 333, Sep.
• Tim Bollerslev & Michael Gibson & Hao Zhou, 2007, "Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-16, Aug.
• Paul Alagidede, 2007, "Return Dynamics in North African Stock Markets," The African Finance Journal, Africagrowth Institute, volume 9, issue 1, pages 39-52.
• Nicholas Odhiambo, 2007, "Does Interest Rate Liberalisation Really Improve the Allocative Efficiency of Investment? Kenya's Experience," The African Finance Journal, Africagrowth Institute, volume 9, issue 1, pages 53-69.
• Yelou, Clement & Larue, Bruno & Tran, Kien C., 2007, "Estimation and Inference for Threshold Effects in Panel Data Stochastic Frontier Models," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 9769, DOI: 10.22004/ag.econ.9769.
• Power, Gabriel J. & Turvey, Calum G., 2007, "Spurious Long Memory in Commodity Futures: Implications for Agribusiness Option Pricing," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 9782, DOI: 10.22004/ag.econ.9782.
• Bellver, Jeronimo Aznar & Guitart, Vicente Estruch, 2007, "Valoracion de activos ambientales mediante metodos multicriterio. Aplicacion a la valoracion del Parque Natural del Alto Tajo," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 7, issue 13, pages 1-20, DOI: 10.22004/ag.econ.7999.
• Scarpa, Elisa & Longo, Chiara & Manera, Matteo & Markandya, Anil, 2007, "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 12118, DOI: 10.22004/ag.econ.12118.
• Ren, Yu & Shimotsu, Katsumi, 2007, "Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273602, Jun, DOI: 10.22004/ag.econ.273602.
• Kasahara, Hiroyuki & Shimotsu, Katsumi, 2007, "Nonparametric Identification and Estimation of Multivariate Mixtures," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273629, Dec, DOI: 10.22004/ag.econ.273629.
• Xu, Hai Yan & Ward, Bert D. & Nartea, Gilbert V., 2007, "An Empirical Study of the Chinese Short-Term Interest Rate: A Comparison of the Predictive Power of Rival One-Factor Models," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 3, issue 01-2, pages 1-18, DOI: 10.22004/ag.econ.50157.
• Luca FANELLI & Giulio PALOMBA, 2007, "Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 298, Sep.
• Petar Bantchev, 2007, "Strategic Solutions for Combining of Marketing Mix Elements," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 117-143.
• Anita Staneva, 2007, "Econometric analysis of Labour Market in Bulgaria - 1991-2006," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 144-172.
• David Bolder & Tiago Rubin, 2007, "Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis," Staff Working Papers, Bank of Canada, number 07-13, DOI: 10.34989/swp-2007-13.
• Fousseni Chabi-Yo & Dietmar Leisen & Eric Renault, 2007, "Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing," Staff Working Papers, Bank of Canada, number 07-47, DOI: 10.34989/swp-2007-47.
• Carlos Enrique Carrasco Gutiérrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2007, "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Working Papers Series, Central Bank of Brazil, Research Department, number 139, Jun.
• Atilla Çifter & Alper Özün, 2007, "The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 1, issue 1, pages 7-34.
• Fabio Canova & Luca Sala, 2007, "Back to square one: identification issues in DSGE models," Working Papers, Banco de España, number 0715, Jun.
• Fabio Busetti & Andrew Harvey, 2007, "Testing for trend," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 614, Feb.
• Hernán Rincón & Édgar Caicedo & Norberto Rodríguez, 2007, "Exchange rate pass-through effects: a disaggregate analysis of Colombian imports of manufactured goods," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 25, issue 54, pages 90-121, June, DOI: 10.32468/Espe.5403.
• Eric Jondeau & Jean-Guillaume Sahuc, 2007, "Testing heterogeneity within the euro area," Working papers, Banque de France, number 181.
• Céline Poilly, 2007, "Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective," Working papers, Banque de France, number 184.
• Chauvin, V. & Devulder, A., 2007, "Maquette d’inflation zone euro," Bulletin de la Banque de France, Banque de France, issue 167, pages 77-94.
• David Afshartous & Michael Wolf, 2007, "Avoiding ‘data snooping’ in multilevel and mixed effects models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 170, issue 4, pages 1035-1059, October, DOI: 10.1111/j.1467-985X.2007.00494.x.
• Sophocles N. Brissimis & Matthaios D. Delis, 2007, "Identification of a Loan Supply Function: A Cross-Country Test for the Existence of a Bank Lending Channel," Working Papers, Bank of Greece, number 54, Jan.
• Chae-Shick Chung & Jong Sung Lee, 2007, "Empirical Investigation of Stochastic Volatility Interest Rate Models using the EMM: The Case of Korea (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 13, issue 3, pages 41-69, September.
• Pesaran, B. & Pesaran, M.H., 2007, "Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0734, Jun.
• Carlos Santos, 2007, "Discriminating mean and variance shifts," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 14, Aug.
• Minford, Patrick & Meenagh, David & Wang, Jiang, 2007, "Growth and relative living standards - testing Barriers to Riches on post-war panel data," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/12, Apr.
• Theodoridis, Konstantinos, 2007, "Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/15, Jun.
• Yener Kandogan, 2007, "Sensitivity of international blocs´ trade effect to alternative specifications of the gravity equation," Journal of Applied Economics, Universidad del CEMA, volume 10, pages 337-360, November.