Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2006

• Jorge Selaive & Vicente Tuesta, 2006, "Can fluctuations in the consumption-wealth ratio help to predict exchange rates?," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 17, pages 1251-1263, DOI: 10.1080/09603100500426705.
• Bruno Chiarini & Elisabetta Marzano, 2006, "Market consumption and hidden consumption. A test for substitutability," Applied Economics, Taylor & Francis Journals, volume 38, issue 6, pages 707-716, DOI: 10.1080/00036840500396632.
• Roman Liesenfeld & Jean-Francois Richard, 2006, "Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models," Econometric Reviews, Taylor & Francis Journals, volume 25, issue 2-3, pages 335-360, DOI: 10.1080/07474930600713424.
• Paresh Kumar Narayan & Xiujian Peng, 2006, "An Econometric Analysis of the Determinants of Fertility for China, 1952-2000," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 4, issue 2, pages 165-183, DOI: 10.1080/14765280600737039.
• Thomas Lubik, 2006, "A simple, structural, and empirical model of the antipodean transmission mechanism," New Zealand Economic Papers, Taylor & Francis Journals, volume 40, issue 2, pages 91-126, DOI: 10.1080/00779954.2006.9558557.
• Michel Dumont, 2006, "Foreign Outsourcing, Labour Demand and the Choice of Functional Form," Journal of Applied Economics, Taylor & Francis Journals, volume 9, issue 2, pages 255-273, November, DOI: 10.1080/15140326.2006.12040647.
• Laura de Dominicis & Henri L.F. de Groot & Raymond J.G.M. Florax, 2006, "Growth and Inequality: A Meta-Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-064/3, Jul.
• Einmahl, J.H.J. & van Keilegom, I., 2006, "Tests for Independence in Nonparametric Regression," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-80.
• Einmahl, J.H.J. & van Keilegom, I., 2006, "Goodness-of-Fit Tests in Nonparametric Regression," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-79.
• Klump, R. & Prüfer, P., 2006, "Prioritizing Policies for Pro-Poor Growth : Applying Bayesian Model Averaging to Vietnam," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-117.
• Einmahl, J.H.J. & van Keilegom, I., 2006, "Tests for Independence in Nonparametric Regression," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0c6f2c43-aa7d-45c1-9d43-7.
• Einmahl, J.H.J. & van Keilegom, I., 2006, "Goodness-of-Fit Tests in Nonparametric Regression," Other publications TiSEM, Tilburg University, School of Economics and Management, number a2f56bed-a5de-445c-bf6b-9.
• Kristian Orsini & Olivier Bargain, 2006, "Beans for breakfast? How exportable is the British workfare model?," Open Access publications, School of Economics, University College Dublin, number 10197/557, Mar.
• Kristian Orsini & Olivier Bargain, 2006, "Beans for breakfast? How exportable is the British workfare model?," Open Access publications, School of Economics, University College Dublin, number 10197/560.
• Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2006, "VARs, common factors and the empirical validation of equilibrium business cycle models," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10127, May.
• Peter R. Mueser & Kenneth R. Troske & Alexey Gorislavsky, 2007, "Using State Administrative Data to Measure Program Performance," Working Papers, Department of Economics, University of Missouri, number 0702.
• Juan Carlos Escanciano, 2006, "Joint Diagnostic Tests for Conditional Mean and Variance Specifications," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/06, Feb.
• Harvie, Charles & Pahlavani, Mosayeb & Saleh, Ali Salman, 2006, "Identifying Structural Breaks in the Lebanese Economy 1970-2003: An Application of the Zivot and Andrews Test," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp06-02.
• Jayanthakumaran, Kankesu & Pahlavani, Mosayeb, 2006, "Australia and New Zealand CER Agreement and Breakpoints in Bilateral Trade: An Application of the Wald-type Test," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp06-06.
• Harvie, Charles & Pahlavani, Mosayeb, 2006, "Testing for Structural Breaks in the Korean Economy 1980-2005: An Application of the Innovational Outlier and Additive Outlier Models," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp06-09.
• Andrew Patton, 2006, "Volatility Forecast Comparison using Imperfect Volatility Proxies," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 175, May.
• David E. A. Giles, 2006, "Spurious Regressions With Time-Series data: Further Asymptotic Results," Econometrics Working Papers, Department of Economics, University of Victoria, number 0603, Aug.
• Stefania P.S. Rossi & Guido Pellegrini & Ornella Tarola, 2006, "Macroeconometric modelling for evaluationg the policy impact on growth in dualistic countries: the case of Southern Italian Regions," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0607, Jul.
• P. Siklos & M. Bohl, 2006, "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Working Papers, Wilfrid Laurier University, Department of Economics, number eg0053, revised 2006.
• Carol Alexander & Emese Lazar, 2006, "Normal mixture GARCH(1,1): applications to exchange rate modelling," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 3, pages 307-336, April, DOI: 10.1002/jae.849.
• Daniele Fabbri & Chiara Monfardini, 2006, "Style of practice and assortative mating: a recursive probit analysis of cesarean section scheduling in Italy," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp06_06, Feb.
• Ugo Colombino & R. Aaberge & T. Wennemo, 2006, "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 wp17_06, Oct.
• Curran, Declan & Funke, Michael, 2006, "Taking the temperature: forecasting GDP growth for mainland in China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 6/2006.
• Scholtz, Hellmut D., 2006, "Auswahl von Wertpapieren bei kurzfristigem Zeithorizont (2)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 47, issue 9, pages 165-171.
• Bode, Eckhardt, 2006, "Commuting, externalities, and the geographical sizes of metropolitan areas," Kiel Working Papers, Kiel Institute for the World Economy, number 1289.
• Weißbach, Rafael & Ponyatovskyy, Vladyslav & Zimmermann, Guido, 2006, "The Yield of Ten-Year T-Bonds: Stumbling Towards a 'Good' Forecast," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2006,50.
• Härdle, Wolfgang Karl & Hlávka, Zdeněk & Stahl, Gerhard, 2006, "On the appropriateness of inappropriate VaR models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-003.
• Hildebrandt, Lutz & Temme, Dirk, 2006, "Probleme der Validierung mit Strukturgleichungsmodellen," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-082.
• Hildebrandt, Lutz & Temme, Dirk, 2006, "Formative measurement models in covariance structure analysis: Specification and identification," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-083.
• Osterloh, Steffen, 2006, "Accuracy and properties of German business cycle forecasts," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 06-087.

2005

• Håvard Hungnes, 2005, "Identifying Structural Breaks in Cointegrated VAR Models," Discussion Papers, Statistics Norway, Research Department, number 422, May.
• Pål Boug & Ådne Cappelen & Torbjørn Eika, 2005, "Exchange Rate Pass-through in a Small Open Economy," Discussion Papers, Statistics Norway, Research Department, number 429, Jun.
• John Dimitropoulos & Lester Hunt & Guy Judge, 2005, "Estimating underlying energy demand trends using UK annual data," Applied Economics Letters, Taylor & Francis Journals, volume 12, issue 4, pages 239-244, DOI: 10.1080/1350485052000337789.
• Atsushi Inoue & Lutz Kilian, 2005, "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," Econometric Reviews, Taylor & Francis Journals, volume 23, issue 4, pages 371-402, DOI: 10.1081/ETC-200040785.
• Evzen Kocenda & Lubos Briatka, 2005, "Optimal Range for the iid Test Based on Integration Across the Correlation Integral," Econometric Reviews, Taylor & Francis Journals, volume 24, issue 3, pages 265-296, DOI: 10.1080/07474930500243001.
• Néstor Gandelman, 2005, "Community Tax Evasion Models: A Stochastic Dominance Test," Journal of Applied Economics, Taylor & Francis Journals, volume 8, issue 2, pages 279-297, November, DOI: 10.1080/15140326.2005.12040629.
• Cem Aysoy & Ahmet N. Kipici, 2005, "A Quarterly Macroeconometric Model of the Turkish Economy," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 5, issue 2, pages 39-71.
• Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2005, "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep20021, Oct.
• Maria Abreu & Henri L.F. de Groot & Raymond J.G.M. Florax, 2005, "A Meta-Analysis of Beta-Convergence: The Legendary Two-Percent," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-001/3, Jan.
• Jurgen A. Doornik & Marius Ooms, 2005, "Outlier Detection in GARCH Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-092/4, Oct.
• Sebastian Buhai & Coen N. Teulings, 2005, "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-099/3, Oct, revised 03 Oct 2006.
• Christopher J. Erceg & Luca Guerrieri & Christopher Gust, 2005, "Can Long-Run Restrictions Identify Technology Shocks?," Journal of the European Economic Association, MIT Press, volume 3, issue 6, pages 1237-1278, December.
• Cătălin Stărică & Clive Granger, 2005, "Nonstationarities in Stock Returns," The Review of Economics and Statistics, MIT Press, volume 87, issue 3, pages 503-522, August.
• Chih Ming Tan, 2005, "No One True Path: Uncovering the Interplay between Geography, Institutions, and Fractionalization in Economic Development," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0512.
• Stefan Sebastian Fahrlaender, 2005, "Semiparametric Construction of Spatial Generalized Hedonic Models for Private Properties," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0507, Jun.
• Reto Nyffeler, 2005, "Different Modeling Strategies for Discrete Choice Models of Female Labour Supply: Estimates for Switzerland," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0508, Jul.
• Massimiliano Marinucci & Teodosio Pérez-Amaral, 2005, "Econometric modeling of business Telecommunications demand using Retina and Finite Mixtues," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0501.
• David (David Patrick) Madden, 2005, "Doctors’ fees in Ireland following the change in reimbursement : did they jump?," Working Papers, School of Economics, University College Dublin, number 200520, Nov.
• Juan Carlos Escanciano, 2005, "On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 07/05, May.
• Juan Carlos Escanciano, 2005, "A Consistent Diagnostic Test for Regression Models Using Projections," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/05, May.
• Pahlavani, Mosayeb & Wilson, Ed & Valadkhani, Abbas, 2005, "Structural Changes in the Iranian Economy: An Empirical Analysis with Endogenously Determined Breaks," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-05.
• Valadkhani, Abbas, 2005, "Macroeconometric Modelling: Approaches and Experiences in Developing Countries," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-10.
• Valadkhani, Abbas & Layton, Allan P. & Pahlavani, Mosayeb, 2005, "Multiple Structural Breaks in Australia's Macroeconomic Data: An Application of the Lumsdaine and Papell Test," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-17.
• Pahlavani, Mosayeb, 2005, "Analysing the Trade-GDP Nexus in Iran: A Bounds Testing Approach," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-25.
• Pahlavani, Mosayeb, 2005, "The Relationship Between Trade and Economic Growth in Iran: An Application of a New Cointegration Technique in the Presence of Structural Breaks," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-28.
• Sanidas, Elias, 2005, "The Australian Dollar's Long-Term Fluctuations and Trend: The Commodity Prices-cum-Economic Cycles Hypothesis," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-29.
• Fabio Canova & Luca Sala, 2005, "Back to square one: Identification issues in DSGE models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 927, May, revised Sep 2006.
• Andres Gonzalez & Timo Terasvirta & Dick van Dijk, 2005, "Panel Smooth Transition Regression Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 165, Aug.
• Annastiina Silvennoinen & Timo Teräsvirta, 2005, "Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 168, Oct.
• Oleg Korenok & Stanislav Radchenko, 2005, "The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications," Working Papers, VCU School of Business, Department of Economics, number 0505, Aug.
• Franz R. Hahn, 2005, "Environmental Determinants of Banking Efficiency in Austria," WIFO Working Papers, WIFO, number 245, Feb.
• Achim Zeileis & Friedrich Leisch & Christian Kleiber & Kurt Hornik, 2005, "Monitoring structural change in dynamic econometric models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 1, pages 99-121, January, DOI: 10.1002/jae.776.
• G. C. Lim & G. M. Martin & V. L. Martin, 2005, "Parametric pricing of higher order moments in S&P500 options," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 3, pages 377-404, March, DOI: 10.1002/jae.762.
• Barbara Rossi, 2005, "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," Data, University Library of Munich, Germany, number 0503001, Mar.
• Luis H.B. Braido, 2005, "Evidence on the Incentive Properties of Share Contracts," Development and Comp Systems, University Library of Munich, Germany, number 0508013, Aug.
• Arnab Bhattacharjee, 2005, "Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models," Econometrics, University Library of Munich, Germany, number 0503021, Mar.
• Theodore Panagiotidis & Emilie Rutledge, 2005, "Oil And Gas Markets In The Uk: Evidence For From A Cointegrating Approach," Econometrics, University Library of Munich, Germany, number 0504004, Apr.
• Massimiliano Marinucci & Teodosio Pérez-Amaral, 2005, "Econometric Modeling of Business Telecommunications Demand using RETINA and Finite Mixtures," Econometrics, University Library of Munich, Germany, number 0505003, May, revised 16 May 2005.
• Isabel Proenca & Joao Santos Silva, 2005, "Parametric and semiparametric specification tests for binary choice models: a comparative simulation study," Econometrics, University Library of Munich, Germany, number 0508008, Aug.
• Oleg Korenok & Stanislav Radchenko, 2005, "The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications," Econometrics, University Library of Munich, Germany, number 0508015, Aug.
• Miroslav Verbic, 2005, "A Quarterly Econometric Model of the Slovenian Economy," Econometrics, University Library of Munich, Germany, number 0511015, Nov.
• Dr.Vsr.Subramaniam, 2005, "Socio-Economic Development : Mathematical Models By Dr.Vsrs," Econometrics, University Library of Munich, Germany, number 0512010, Dec.
• Sutthisit Jamdee & Cornelis A. Los, 2005, "Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate," Finance, University Library of Munich, Germany, number 0502021, Feb.
• Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil, 2005, "From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices," Finance, University Library of Munich, Germany, number 0504011, Apr.
• Theodore Panagiotidis, 2005, "Market Efficiency and the Euro: The case of the Athens Stock Exchange," Finance, University Library of Munich, Germany, number 0507022, Jul.
• Gonzalo Cortazar & Alejandro Bernales & Diether Beuermann, 2005, "Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading," Finance, University Library of Munich, Germany, number 0512030, Dec.
• Viktor Winschel, 2005, "Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality," GE, Growth, Math methods, University Library of Munich, Germany, number 0507014, Jul.
• Barbara Rossi, 2005, "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," International Finance, University Library of Munich, Germany, number 0503006, Mar.
• Martin Melecky, 2005, "Early Locking to the Euro: Some Estimates for the New EU Countries based on Equilibrium Exchange Rates," International Finance, University Library of Munich, Germany, number 0503008, Mar.
• Martin Melecky & Lubos Komarek, 2005, "The Behavioral Equilibrium Exchange Rate of the Czech Koruna," International Finance, University Library of Munich, Germany, number 0504010, Apr.
• Enrique Martínez-Galán & Maria-Paula Fontoura & Isabel Proença, 2005, "Trade Potential In An Enlarged European Union: A Recent Approach," International Trade, University Library of Munich, Germany, number 0508011, Aug.
• Dufourt, 2005, "Demand and productivity components of business cycles: Estimates and implications," Macroeconomics, University Library of Munich, Germany, number 0501013, Jan, revised 09 Nov 2005.
• Paloviita, Maritta, 2005, "The role of expectations in euro area inflation dynamics," Bank of Finland Scientific Monographs, Bank of Finland, number sm2005_032, December.
• Paloviita, Maritta, 2005, "Comparing alternative Phillips curve specifications: European results with survey-based expectations," Bank of Finland Research Discussion Papers, Bank of Finland, number 22/2005.
• Memmel, Christoph & Wehn, Carsten, 2005, "The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,02.
• Craig, Ben R. & Keller, Joachim, 2005, "The forecast ability of risk-neutral densities of foreign exchange," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,05.
• Corsi, Fulvio & Kretschmer, Uta & Mittnik, Stefan & Pigorsch, Christian, 2005, "The volatility of realized volatility," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/33.
• Scholtz, Hellmut D., 2005, "Altersvorsorge mit einem Mix aus Exchange Traded Funds und Optionsscheinen," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 46, issue 5, pages 81-85.
• Scholtz, Hellmut D., 2005, "Auswahl von Wertpapieren bei kurzfristigem Zeithorizont - Ein geeigneter Ansatz für die Altersversorgung?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 46, issue 11, pages 201-206.
• Bohl, Martin T. & Siklos, Pierre L., 2005, "The Role of Asset Prices in Euro Area Monetary Policy: Specification and Estimation of Policy Rules and Implications for the European Central Bank," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2005,6.
• Klump, Rainer & Prüfer, Patricia, 2005, "How to prioritise policies for poverty reduction: Applying Bayesian Model Averaging to Vietnam," Proceedings of the German Development Economics Conference, Kiel 2005, Verein für Socialpolitik, Research Committee Development Economics, number 27.
• Joseph P & Romano & Azeem M. Shaikh & Michael Wolf, 2005, "Formalized Data Snooping Based on Generalized Error Rates," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 259, Dec.
• David Afshartous & Michael Wolf, 2005, "Avoiding Data Snooping in Multilevel and Mixed Effects Models," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 260, Dec.
• Gomez, Sonia Quiroga & Iglesias, Ana, 2005, "Crop Production Functions for Analysis of Global Change Impacts in Spain," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24565, DOI: 10.22004/ag.econ.24565.
• Hurle, Jesus Barreiro & Garcia, Jose Maria Casada & Perez y Perez, Luis, 2005, "Incorporating Uncertainty and Cero Values into the Valuation of Protected Areas and Species," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24745, DOI: 10.22004/ag.econ.24745.
• Gandelman, Nestor, 2005, "Community Tax Evasion Models: A Stochastic Dominance Test," Journal of Applied Economics, Universidad del CEMA, volume 8, issue 2, pages 1-19, November, DOI: 10.22004/ag.econ.37120.
• Hilmer, Christiana E. & Holt, Matthew T., 2005, "Estimating Indirect Production Functions with a More General Specification: An Application of the Lewbel Model," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 37, issue 3, pages 1-16, December, DOI: 10.22004/ag.econ.43484.
• Allen, Jason, 2005, "Size Matters: Covariance Matrix Estimation Under the Alternative," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273567, Aug, DOI: 10.22004/ag.econ.273567.
• Cohen-Cole,E.B. & Durlauf,S.N. & Rondina,G., 2005, "Nonlinearities in growth : from evidence to policy," Working papers, Wisconsin Madison - Social Systems, number 9.
• Marusia Ivanova, 2005, "Sales Forecasting Using Artificial Neural Networks," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 60-81.
• Fiona Atkins, 2005, "Financial Crises and Money Demand in Jamaica," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0512, Sep.
• Hafedh Bouakez & Takashi Kano, 2005, "Learning-by-Doing or Habit Formation?," Staff Working Papers, Bank of Canada, number 05-15, DOI: 10.34989/swp-2005-15.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005, "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis," Staff Working Papers, Bank of Canada, number 05-27, DOI: 10.34989/swp-2005-27.
• Ali Dib & Louis Phaneuf, 2005, "Intertemporal Substitution in Macroeconomics: Evidence from a Two-Dimensional Labour Supply Model with Money," Staff Working Papers, Bank of Canada, number 05-30, DOI: 10.34989/swp-2005-30.
• Marcello Pericoli, 2005, "Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 545, Feb.
• Hernán Rincón & Edgar Caicedo & Norberto Rodríguez, 2005, "Exchange Rate Pass-Through Effects: A Disaggregate Analysis of Colombian Imports of Manufactured Goods," Borradores de Economia, Banco de la Republica de Colombia, number 330, Apr, DOI: 10.32468/be.330.
• Luis Fernando Melo Velandia & Oscar reinaldo Becerra Camargo, 2005, "Medidas de Riesgo, Características y Técnicas de Medición: Una Aplicación del VAR y el ES a la Tasa Interbancaria de Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 343, Jul, DOI: 10.32468/be.343.
• Inoue, Atsushi & Rossi, Barbara, 2005, "Recursive Predictability Tests for Real-Time Data," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 336-345, July.
• Giacomini, Raffaella & Komunjer, Ivana, 2005, "Evaluation and Combination of Conditional Quantile Forecasts," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 416-431, October.
• Franc Klaassen, 2005, "Long Swings in Exchange Rates: Are They Really in the Data?," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 87-95, January.
• Patrick Fève & Julien Matheron, 2005, "Can the Kydland--Prescott Model Pass the Cogley--Nason Test?," Working papers, Banque de France, number 125.
• Thierry Grunspan, 2005, "The Fed and the Question of Financial Stability: An Empirical Investigation," Working papers, Banque de France, number 134.
• Virmantas Kvedaras, 2005, "Explanation of Economic Growth Differences in the CEE Countries: Importance of the BOP Constraint," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 5, issue 2, pages 48-65, July.
• Giuseppe Cavaliere & A M Robert Taylor, 2005, "Testing the Null of Co-integration in the Presence of Variance Breaks," Discussion Papers, Department of Economics, University of Birmingham, number 05-10, Apr.
• Nikola Tarashev, 2005, "Structural models of default: lessons from firm-level data," BIS Quarterly Review, Bank for International Settlements, September.
• Nikola A. Tarashev, 2005, "An empirical evaluation of structural credit risk models," BIS Working Papers, Bank for International Settlements, number 179, Jul.
• Gonzalo Camba‐Mendez & George Kapetanios, 2005, "Estimating the Rank of the Spectral Density Matrix," Journal of Time Series Analysis, Wiley Blackwell, volume 26, issue 1, pages 37-48, January, DOI: 10.1111/j.1467-9892.2005.00389.x.
• Don Bredin & Stilianos Fountas, 2005, "Macroeconomic Uncertainty And Macroeconomic Performance: Are They Related?," Manchester School, University of Manchester, volume 73, issue s1, pages 58-76, September, DOI: 10.1111/j.1467-9957.2005.00461.x.
• Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim, 2005, "Monetary policy and asset prices: To respond or not?," Working Paper, Norges Bank, number 2005/9, Oct.
• Christopher Martin & Costas Milas, 2005, "Uncertainty and Monetary Policy Rules in the United States," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-22, Nov.
• Marc Baudry, 2005, "Les impôts locaux sont-ils gaspillés ?," Recherches économiques de Louvain, De Boeck Université, volume 71, issue 2, pages 143-173.
• Doppelhofer, G. & Weeks, M., 2005, "Jointness of Growth Determinants," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0542, Sep.
• Milton Barossi-Filho & Ricardo Gonçalves Silva & Eliezer Martins Diniz, 2005, "The empirics of the Solow growth model: Long-term evidence," Journal of Applied Economics, Universidad del CEMA, volume 8, pages 31-51, May.
• Néstor Gandelman, 2005, "Community tax evasion models: A stochastic dominance test," Journal of Applied Economics, Universidad del CEMA, volume 8, pages 279-297, November.
• Andrew J. Patton & Allan Timmermann, 2005, "Testable Implications of Forecast Optimality," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 485, Jan.
• Bas Donkers & Marcia M Schafgans, 2005, "A method of moments estimator for semiparametric index models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 493, Jul.
• Martin Fukac, 2005, "Inflation Expectations in the Czech Interbank Market," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp253, Mar.
• Jean-Marie Dufour, 2005, "Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics," CIRANO Working Papers, CIRANO, number 2005s-02, Feb.
• Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2005, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," CIRANO Working Papers, CIRANO, number 2005s-05, Feb.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005, "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers, CIRANO, number 2005s-30, Aug.
• Raffella Giacomini & Barbara Rossi, 2005, "Detecting and Predicting Forecast Breakdowns," UCLA Economics Working Papers, UCLA Department of Economics, number 845, Dec.
• Lubos Komarek & Martin Melecky, 2005, "The Behavioural Equilibrium Exchange Rate of the Czech Koruna," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/05, Dec.
• Hern�n Rinc�n & Edgar Caicedo & Norberto Rodr�guez, 2005, "Exchange Rate Pass-Through Effects : A Disaggregate Analysis Of Colombian Imports Of Manufactured Goods," Borradores de Economia, Banco de la Republica, number 2682, Mar.
• Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo, 2005, "Medidas De Riesgo, Caracteristicas Y T�Cnicas De Medici�N: Una Aplicaci�N Del Var Y El Es A La Tasa Interbancaria De Colombia," Borradores de Economia, Banco de la Republica, number 3198, Jun.
• Julio César Alonso & Carlos Patino, 2005, "¿Crecer para exportar o exportar para crecer?," Borradores de Economía y Finanzas, Universidad Icesi, number 3793, Mar.
• Jorge Barrientos Marín, 2005, "A note on the Bandwidth choice when the null hypothesis is semiparametric," Revista de Economía del Rosario, Universidad del Rosario.
• Diego Mauricio Vásquez & Luis Fernando Melo, 2005, "Estimación de la estructura a plazos de las tasas de interés en Colombia por medio del método de funciones B-spline cúbicas," Revista de Economía del Rosario, Universidad del Rosario.
• Héctor Mauricio Nunez Amortegui, 2005, "Una evaluación de los pronósticos de inflación en Colombia bajo el esquema de inflación objetivo," Revista de Economía del Rosario, Universidad del Rosario.
• PREMINGER, Arie & SAKATA, Shinichi, 2005, "A model selection method for S-estimation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005073, Nov.
• Sentana, Enrique & Mencía, Javier, 2005, "Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5177, Aug.
• Schorfheide, Frank & An, Sungbae, 2005, "Bayesian Analysis of DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5207, Sep.
• Eklund, Jana & Karlsson, Sune, 2005, "Forecast Combination and Model Averaging Using Predictive Measures," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5268, Oct.
• Pesaran, M. Hashem & Zaffaroni, Paolo, 2005, "Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5279, Oct.
• Kilian, Lutz & Inoue, Atsushi, 2005, "How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5304, Oct.
• Schaffer, Mark & Kleck, Gary & Kovandzic, Tomislav, 2005, "Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5357, Dec.
• Frédéric Loss & Estelle Malavolti-Grimal & Thibaud Vergé & Fabian Bergès-Sennou, 2005, "European Competition Policy Modernization : From Notifications to Legal Exception," Working Papers, Center for Research in Economics and Statistics, number 2005-38.
• Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas, 2005, "Mean and variance causality between the Cyprus Stock Exchange and major equity markets," Working Papers, University of Crete, Department of Economics, number 0501, Jan.
• Marc BAUDRY, 2005, "Les impôts locaux sont-ils gaspillés?," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2005021, Jun.
• Pesaran, Hashem & Timmermann, Allan, 2005, "Real-Time Econometrics," Econometric Theory, Cambridge University Press, volume 21, issue 1, pages 212-231, February.
• Rossi, Barbara, 2005, "Optimal Tests For Nested Model Selection With Underlying Parameter Instability," Econometric Theory, Cambridge University Press, volume 21, issue 5, pages 962-990, October.
• Ulrich Fritsche & Jörg Döpke, 2005, "Forecast Errors and the Macroeconomy: A Non-Linear Relationship?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 498.
• Olivier Bargain & Marco Caliendo & Peter Haan & Kristian Orsini, 2005, "'Making Work Pay' in a Rationed Labour Market: The Mini-Job Reform in Germany," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 536.
• McKenzie, Margaret, 2005, "Privatisation and economic growth: the shorthand of a long process," Working Papers, Deakin University, Department of Economics, number eco_2005_21, Jan, DOI: 10.1080/00036840600915257.
• Rossi, Barbara & Giacomini, Raffaella, 2005, "How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?," Working Papers, Duke University, Department of Economics, number 05-08.
• Valadkhani, A., 2005, "Macroeconomic Modelling: Approaches and Experiences in Development Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 5, issue 1.
• Pahlavani, M., 2005, "Sources Of Economic Growth In Iran: A Cointegration Analysis In The Presence Of Structural Breaks, 1960-2003," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 5, issue 4.
• VALADKHANI, A. & LAYTON, Allan P. & PAHLAVANI, M., 2005, "Multiple Structural Breaks In Australia’S Macroeconomic Data: An Application Of The Lumsdaine And Papell Test," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 2, issue 3, pages 31-44.
• Pahlavani, M., 2005, "Cointegration and Structural Change in the Exports-Gdp Nexus: The Case of Iran, 1960-2003," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 2, issue 4, pages 37-56.
• Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2005, "International Stock Return Comovements," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 06-3, Nov.
• Godfrey Keller & Sven Rady & Martin Cripps, 2005, "Strategic Experimentation with Exponential Bandits," Econometrica, Econometric Society, volume 73, issue 1, pages 39-68, January.
• Joseph P. Romano & Michael Wolf, 2005, "Stepwise Multiple Testing as Formalized Data Snooping," Econometrica, Econometric Society, volume 73, issue 4, pages 1237-1282, July.
• Andrés Romeu & Marcos Vera-Hernández, 2005, "Counts with an endogenous binary regressor: A series expansion approach," Econometrics Journal, Royal Economic Society, volume 8, issue 1, pages 1-22, March.
• Moyen, Stephane & Sahuc, Jean-Guillaume, 2005, "Incorporating labour market frictions into an optimising-based monetary policy model," Economic Modelling, Elsevier, volume 22, issue 1, pages 159-186, January.
• Funke, Michael & Niebuhr, Annekatrin, 2005, "Threshold effects and regional economic growth--evidence from West Germany," Economic Modelling, Elsevier, volume 22, issue 1, pages 61-80, January.
• Brissimis, Sophocles N. & Magginas, Nicholas S., 2005, "Changes in financial structure and asset price substitutability: A test of the bank lending channel," Economic Modelling, Elsevier, volume 22, issue 5, pages 879-904, September.
• Fernandes, Marcelo & Grammig, Joachim, 2005, "Nonparametric specification tests for conditional duration models," Journal of Econometrics, Elsevier, volume 127, issue 1, pages 35-68, July.
• Madsen, Jakob B. & Milas, Costas, 2005, "The price-dividend relationship in inflationary and deflationary regimes," Finance Research Letters, Elsevier, volume 2, issue 4, pages 260-269, December.
• Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C.P., 2005, "An evaluation framework for alternative VaR-models," Journal of International Money and Finance, Elsevier, volume 24, issue 6, pages 944-958, October.
• Dufourt, Frederic, 2005, "Demand and productivity components of business cycles: Estimates and implications," Journal of Monetary Economics, Elsevier, volume 52, issue 6, pages 1089-1105, September.
• Linde, Jesper, 2005, "Estimating New-Keynesian Phillips curves: A full information maximum likelihood approach," Journal of Monetary Economics, Elsevier, volume 52, issue 6, pages 1135-1149, September.
• G. Kapetanios & A. Pagan & A. Scott, 2005, "Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-01, Feb.
• Donkers, Bas & Schafgans, Marcia M. A., 2005, "A method of moments estimator for semiparametric index models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6815, Jul.
• Patton, Andrew J. & Timmermann, Allan, 2005, "Testable implications of forecast optimality," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6834, Jan.
• Timotheos Angelidis & Stavros Degiannakis, 2005, "Modeling risk for long and short trading positions," Journal of Risk Finance, Emerald Group Publishing Limited, volume 6, issue 3, pages 226-238, July, DOI: 10.1108/15265940510599838.
• Strachan, R.W. & van Dijk, H.K., 2005, "Weakly informative priors and well behaved Bayes factors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-40, Nov.
• Boer-Sorban, K. & de Bruin, A. & Kaymak, U., 2005, "On the Design of Artificial Stock Markets," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2005-001-LIS, Feb.
• L. Bryan, Mark & P. Jenkins, Stephen, 2013, "Regression analysis of country effects using multilevel data: a cautionary tale," ISER Working Paper Series, Institute for Social and Economic Research, number 2013-14, Aug.
• Eric Jondeau & Jean-Guillaume Sahuc, 2005, "Testing Heterogeneity within the Euro Area Using a Structural Multi-Country Model," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 05-06.
• Fabrice Gilles, 2005, "Following the High Road or Not: What Does It Imply for Firms As to WTR Implementation," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 05-23.
• António Caleiro, 2005, "Crescimento Económico e Ciclos Partidários: Uma Clarificação da Relação Existente," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 15_2005.
• Michael Rockinger & Maria Semenova, 2005, "Estimation of Jump-Diffusion Process vis Empirical Characteristic Function," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp150, Jun.