Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2006

• Brännäs, Kurt & Soultanaeva, Albina, 2006, "Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices," Umeå Economic Studies, Umeå University, Department of Economics, number 696, Sep.
• Edmark, Karin & Ågren, Hanna, 2006, "Identifying Strategic Interactions in Swedish Local Income Tax Policies," Working Paper Series, Uppsala University, Department of Economics, number 2006:22, Oct.
• José Fajardo & Ernesto Mordecki, 2006, "Skewness Premium with Lévy Processes," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2006-04, Oct.
• Rolf Aaberge & Ugo Colombino & Tom Wennemo, 2006, "Evaluating alternative representations of the choice sets in models of labour supply," ICER Working Papers, ICER - International Centre for Economic Research, number 2-2006, Jul.
• Siti Astiyah & Jardine A. Husman, 2006, "Fungsi Intermediasi dalam Efisiensi Perbankan di Indonesia: Derivasi Fungsi Profit," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 8, issue 4, pages 529-544, March, DOI: https://doi.org/10.21098/bemp.v8i4..
• Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2006, "Regime switching GARCH models," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 06-08, Jun.
• Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006, "Nonparametric Density Estimation for Positive Time Series," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 06-09, Sep.
• Tong Li, 2006, "Simulation based selection of competing structural econometric models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP16/06, Aug.
• Fabio Canova & Luca Sala, 2006, "Back to Square One: Identification Issues in DSGE Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 303.
• Argia M. Sbordone, 2006, "U.S. Wage and Price Dynamics: A Limited-Information Approach," International Journal of Central Banking, International Journal of Central Banking, volume 2, issue 3, September.
• Q. Farooq Akram & Gunnar Bärdsen & Øyvind Eitrheim, 2006, "Monetary policy and asset prices: to respond or not?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 11, issue 3, pages 279-292, DOI: 10.1002/ijfe.298.
• Mr. Emil Stavrev, 2006, "Measures of Underlying Inflation in the Euro Area: Assessment and Role for Informing Monetary Policy," IMF Working Papers, International Monetary Fund, number 2006/197, Aug.
• Daniel Millimet & Rusty Tchernis, 2006, "On the Specification of Propensity Scores: with Applications to the Analysis of Trade Policies," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2006-013, Sep, revised Jan 2008.
• Juan Mora & Ana I. Moro, 2006, "Consistent Specification Test For Ordered Discrete Choice Models," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-17, Jul.
• Aaberge, Rolf & Colombino, Ugo & Wennemo, Tom, 2006, "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," IZA Discussion Papers, IZA Network @ LISER, number 1986, Feb.
• Buhai, Ioan-Sebastian & Teulings, Coen, 2006, "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," IZA Discussion Papers, IZA Network @ LISER, number 1997, Mar.
• Bargain, Olivier B. & Orsini, Kristian, 2006, "Beans for Breakfast? How Exportable Is the British Workfare Model?," IZA Discussion Papers, IZA Network @ LISER, number 2025, Mar.
• Schlicht, Ekkehart & Ludsteck, Johannes, 2006, "Variance Estimation in a Random Coefficients Model," IZA Discussion Papers, IZA Network @ LISER, number 2031, Mar.
• Bargain, Olivier B. & Caliendo, Marco & Haan, Peter & Orsini, Kristian, 2006, "'Making Work Pay' in a Rationed Labour Market," IZA Discussion Papers, IZA Network @ LISER, number 2033, Mar.
• Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A., 2006, "Nonparametric Tests for Treatment Effect Heterogeneity," IZA Discussion Papers, IZA Network @ LISER, number 2091, Apr.
• Pesaran, M. Hashem & Timmermann, Allan, 2006, "Testing Dependence among Serially Correlated Multi-Category Variables," IZA Discussion Papers, IZA Network @ LISER, number 2196, Jul.
• Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A., 2006, "Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand," IZA Discussion Papers, IZA Network @ LISER, number 2347, Sep.
• Emese Lazar & Carol Alexander, 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, DOI: 10.1002/jae.849.
• Pallab Majumder & Robert P. Berrens & Alok K. Bohara, 2006, "Is there an environmental kuznets curve for the risk of biodiversity loss?," Journal of Developing Areas, Tennessee State University, College of Business, volume 39, issue 2, pages 175-190, January-M.
• Timo Teräsvirta & Marcelo C. Medeiros & Gianluigi Rech, 2006, "Building neural network models for time series: a statistical approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 25, issue 1, pages 49-75, DOI: 10.1002/for.974.
• Christopher F. Baum & John Barkoulas, 2006, "Long-memory forecasting of US monetary indices," Journal of Forecasting, John Wiley & Sons, Ltd., volume 25, issue 4, pages 291-302, DOI: 10.1002/for.990.
• Antonio Rubia & Trino-Manuel Ñíguez, 2006, "Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence," Journal of Forecasting, John Wiley & Sons, Ltd., volume 25, issue 6, pages 439-458, DOI: 10.1002/for.997.
• Ard Reijer & Peter Vlaar, 2006, "Forecasting Inflation: An Art as Well as a Science!," De Economist, Springer, volume 154, issue 1, pages 19-40, March, DOI: 10.1007/s10645-006-0002-2.
• Stefan Kassberger & Rüdiger Kiesel, 2006, "A fully parametric approach to return modelling and risk management of hedge funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 4, pages 472-491, December, DOI: 10.1007/s11408-006-0035-1.
• Christos Karpetis & Erotokritos Varelas & Spyros Zikos, 2006, "Unit Root Investigation of Greek Real Money Supply and GDP," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 4, pages 449-460, November, DOI: 10.1007/s11294-006-9039-x.
• Antonio Alvarez & Christine Amsler & Luis Orea & Peter Schmidt, 2006, "Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics," Journal of Productivity Analysis, Springer, volume 25, issue 3, pages 201-212, June, DOI: 10.1007/s11123-006-7639-3.
• Matteo Manera, 2006, "Modelling factor demands with SEM and VAR: an empirical comparison," Journal of Productivity Analysis, Springer, volume 26, issue 2, pages 121-146, October, DOI: 10.1007/s11123-006-0009-3.
• Costas Milas & Ilias Lekkos & Theodore Panagiotidis, 2006, "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2006/05, Apr.
• Christopher Martin & Costas Milas, 2006, "The Impact of Uncertainty on Monetary Policy Rules in the UK," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2006/09, Jun.
• Ram Sharan Kharel & Christopher Martin & Costas Milas, 2006, "The Complex Response of Monetary Policy to the Exchange Rate," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2006/17, Sep.
• Jens Leth Hougaard & Tue Tjur & Lars Peter Østerdal, 2006, "Testing Preference Axioms in Discrete Choice experiments: A Reappraisal," Discussion Papers, University of Copenhagen. Department of Economics, number 06-11, Jun.
• Nikolaus Hautsch, 2006, "Testing the Conditional Mean Function of Autoregressive Conditional Duration Models," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2006/06, Dec.
• Paul Alagidede & Theodore Panagiotidis, 2006, "Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange," Discussion Paper Series, Department of Economics, Loughborough University, number 2006_13, Jun, revised Jun 2006.
• Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2006, "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Discussion Paper Series, Department of Economics, Loughborough University, number 2006_6, Mar, revised Mar 2006.
• Rodney W. Strachan & Herman K. van Dijk, 2006, "Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 06/5, Feb.
• Schlicht, Ekkehart, 2006, "VC - A Method For Estimating Time-Varying Coefficients in Linear Models," Discussion Papers in Economics, University of Munich, Department of Economics, number 61656, Mar.
• Schlicht, Ekkehart & Ludsteck, Johannes, 2006, "Variance Estimation in a Random Coefficients Model," Discussion Papers in Economics, University of Munich, Department of Economics, number 904, Mar.
• Hyacinth Ementa Ichoku & William Munpuibeyi Fonta, 2006, "The Distributional Impact of Healthcare Financing in Nigeria: A Case Study of Enugu State," Working Papers PMMA, PEP-PMMA, number 2006-17.
• Alok Johri & Marc-André Letendre, 2006, "What do “residuals” from first-order conditions reveal about DGE models?," Department of Economics Working Papers, McMaster University, number 2006-01, Sep.
• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006, "Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand," Working Papers, University of Miami, Department of Economics, number 0608, Sep.
• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006, "Nonparametric Tests for Treatment Effect Heterogeneity," Working Papers, University of Miami, Department of Economics, number 0609, Apr.
• Vinod Mishra & Ingrid Nielsen & Russell Smyth, 2006, "The Relationship Between Female Labour Force Participation And Fertility In G7 Countries: Evidence From Panel Cointegration And Granger Causality," Monash Economics Working Papers, Monash University, Department of Economics, number 13/06, Jul.
• Azhong Ye & Rob J Hyndman & Zinai Li, 2006, "Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/06, May.
• Qin Xiao & Randolph Gee Kwang Tan, 2006, "Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 0601, Jan.
• Qin Xiao & Randolph Gee Kwang Tan, 2006, "Markov-switching Unit Root Test: A study of the Property Price Bubbles in Hong Kong and Seoul," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 0602, Feb.
• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006, "Nonparametric Tests for Treatment Effect Heterogeneity," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0324, Jun.
• Alberto Abadie & Guido W. Imbens, 2006, "On the Failure of the Bootstrap for Matching Estimators," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0325, Jun.
• Wayne E. Ferson & Andrew F. Siegel, 2006, "Testing Portfolio Efficiency with Conditioning Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 12098, Mar.
• Patrick J. Kehoe, 2006, "How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 12575, Oct.
• Lawrence J. Christiano & Joshua M. Davis, 2006, "Two Flaws In Business Cycle Accounting," NBER Working Papers, National Bureau of Economic Research, Inc, number 12647, Oct.
• Annabelle Mourougane, 2006, "Forecasting Monthly GDP for Canada," OECD Economics Department Working Papers, OECD Publishing, number 515, Sep, DOI: 10.1787/421416670553.
• Kazuhiko NISHINA & Tatsuro Nabil MAGHREBI & Moo-Sung KIM, 2006, "Stock Market Volatility And The Forecasting Accuracy Of Implied Volatility Indices," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-09, Mar.
• Markku Lanne, 2006, "A Mixture Multiplicative Error Model for Realized Volatility," Journal of Financial Econometrics, Oxford University Press, volume 4, issue 4, pages 594-616.
• Michael P. Keane & Kenneth I. Wolpin, 2006, "Exploring the Usefulness of a Non-Random Holdout Sample for Model Validation: Welfare Effects on Female Behavior," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-006, May.
• Ana Oliveira-Brochado & F. Vitorino Martins, 2006, "Examining the segment retention problem for the “Group Satellite” case," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 220, Jul.
• Horvath, Roman & Komarek, Lubos, 2006, "Equilibrium Exchange Rates in EU New Members: Applicable for Setting the ERM II Central Parity?," MPRA Paper, University Library of Munich, Germany, number 1180, Oct.
• Gao, Jiti & Casas, Isabel, 2006, "Specification testing in discretized diffusion models: Theory and practice," MPRA Paper, University Library of Munich, Germany, number 11980, Nov, revised Aug 2007.
• Wlazlowski, Szymon & Binner, Jane & Giulietti, Monica & Joseph, Nathan, 2006, "Non-linearities in mark-up on costs," MPRA Paper, University Library of Munich, Germany, number 1468, Nov.
• Ghent, Andra, 2006, "Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?," MPRA Paper, University Library of Munich, Germany, number 180, Aug.
• Quaas, Georg, 2006, "Ganzheitliche Wirkungen von Dummyvariablen auf die Prognosegenauigkeit ökonometrischer Modelle – analysiert am Beispiel des RWI-Konjunkturmodells KM59
  [Holistic effects of dummy variables on the forecast accuracy of econometric models – an analysi," MPRA Paper, University Library of Munich, Germany, number 19028, Nov, revised 05 Dec 2009.
• Bilgili, Faik, 2006, "A Dynamic Approach to Demand for Energy in Turkey," MPRA Paper, University Library of Munich, Germany, number 24038, Jun.
• Valadkhani, Abbas, 2006, "Macroeconometric Modelling in an Oil-Exporting Country: The case of Iran," MPRA Paper, University Library of Munich, Germany, number 50389.
• Rajaraman, Indira & Goyal, Rajan & Khundrakpam, Jeevan Kumar, 2006, "Tax Buoyancy Estimates for Indian States," MPRA Paper, University Library of Munich, Germany, number 51660, revised 2006.
• Kilic, Ekrem, 2006, "Violation duration as a better way of VaR model evaluation : evidence from Turkish market portfolio," MPRA Paper, University Library of Munich, Germany, number 5610, May.
• Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu, 2006, "Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models," MPRA Paper, University Library of Munich, Germany, number 593, Oct, revised 07 Oct 2006.
• Pötscher, Benedikt M., 2006, "The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation," MPRA Paper, University Library of Munich, Germany, number 73, Mar, revised Jul 2006.
• Olenev, Nicholas, 2006, "Параллельные Вычисления В Математическом Моделировании Региональной Экономики // Параллельные Вычислительные Технологии - 2007. Труды Первой Международной Научной Конференции. Челябинск: Изд-Во Южно-Уральского Государственного Университета, 2007. C.1," MPRA Paper, University Library of Munich, Germany, number 7821, Dec.
• Situngkir, Hokky & Surya, Yohanes, 2006, "Kerangka Kerja Ekonofisika dalam Basel II," MPRA Paper, University Library of Munich, Germany, number 896, Jun.
• Dion, David Pascal, 2006, "Does Consumer Confidence Forecast Household Spending?," MPRA Paper, University Library of Munich, Germany, number 902, Nov.
• Dion, David Pascal, 2006, "Does Consumer Confidence Forecast Household Spending? The Euro Area Case," MPRA Paper, University Library of Munich, Germany, number 911, Nov.
• Dion, David Pascal, 2006, "Does Consumer Confidence Forecast Household Spending? The Euro Area Case (Appendix to the main text)," MPRA Paper, University Library of Munich, Germany, number 919, Nov.
• Mete Feridun, 2006, "An Investigation of the German Dominance Hypothesis in the Context of Eastern Enlargement of the EU," Prague Economic Papers, Prague University of Economics and Business, volume 2006, issue 2, pages 172-182, DOI: 10.18267/j.pep.283.
• Bruno Chiarini & Elisabetta Marzano, 2006, "Market Consumption and Hidden Consumption: A Test for Substitutability," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 12_2006, Jun.
• Stan Hurn & Ralf Becker, 2006, "Testing for nonlinearity in mean in the presence of heteroskedasticity," Stan Hurn Discussion Papers, School of Economics and Finance, Queensland University of Technology, number 2006-02, Jun.
• Hafedh Bouakez & Takashi Kano, 2006, "Learning-by-Doing or Habit Formation?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 9, issue 3, pages 508-524, July, DOI: 10.1016/j.red.2006.02.003.
• Simón Sosvilla Rivero & Eduardo Martínez Budría & Manuel Navarro Ibáñez, 2006, "Macroeconomic effects resulting from the incentives of the Economic and Tax Regime in the Canary Islands between 1994 and 2013," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 9, pages 73-95.
• Truc Le Nguyen & Subrata Ghatak & Vince Daly, 2006, "The export propensity of Polish SMEs," Economics Discussion Papers, School of Economics, Kingston University London, number 2006-3, Jul.
• Keith Smith, 2006, "Public Policy Framework for the New Zealand Innovation System," Occasional Papers, Ministry of Economic Development, New Zealand, number 06/6, May.
• Walter Sosa Escudero & Anil K. Bera, 2006, "GMM Based Tests for Locally Misspecified Models," Working Papers, Universidad de San Andres, Departamento de Economia, number 93, Sep, revised Sep 2006.
• Zulfiqar Hyder & Muhammad Mazhar Khan, 2006, "Monetary Conditions Index for Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 11, May.
• Luiz Renato Lima & Breno Pinheiro Néri, 2006, "Comparing Value-at-Risk Methodologies," Computing in Economics and Finance 2006, Society for Computational Economics, number 1, Jul.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2006, "Structural Estimation and Evaluation of Calvo-Style Inflation Models," Computing in Economics and Finance 2006, Society for Computational Economics, number 161, Jul.
• Paolo Surico & Thomas Lubik, 2006, "The Empirical Relevance of the Lucas Critique," Computing in Economics and Finance 2006, Society for Computational Economics, number 187, Jul.
• Fabio Canova & Luca Sala, 2006, "Back to square one: identification issues in DSGE models," Computing in Economics and Finance 2006, Society for Computational Economics, number 196, Jul.
• Pedro Bação & Fernando Alexandre & Vasco J. Gabriel, 2006, "On the stability of the wealth effect," Computing in Economics and Finance 2006, Society for Computational Economics, number 281, Jul.
• M. Ratto & R. Girardi & R. Liska & W. Roeger & J. In't Veld, 2006, "Impact of oil prices in an estimated EU12 open economy model," Computing in Economics and Finance 2006, Society for Computational Economics, number 386, Jul.
• Mario Larch & Janette Walde, 2006, "Lag or Error? - Detecting the Nature of Spatial Correlation," Computing in Economics and Finance 2006, Society for Computational Economics, number 484, Jul.
• Sourour Baccar, 2006, "Equilibrium Specification and Structure of Technology: a Factor Substitution Analysis in French Industrial Demand of Energy," Computing in Economics and Finance 2006, Society for Computational Economics, number 486, Jul.
• Michele La Rocca & Cira Perna, 2006, "A multiple testing procedure for neural network model selection," Computing in Economics and Finance 2006, Society for Computational Economics, number 497, Jul.
• Svetlana Borovkova & Ferry Permana, 2006, "A closed form approach to valuing and hedging basket options," Computing in Economics and Finance 2006, Society for Computational Economics, number 54, Jul.
• Christian Francq & Svetlana Makarova & Jean-Michel Zakoïan, 2006, "Stochastic unit-root bilinear processes," Computing in Economics and Finance 2006, Society for Computational Economics, number 63, Jul.
• Stefan Sebastian Fahrländer, 2006, "Semiparametric Construction of Spatial Generalized Hedonic Models for Private Properties," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 142, issue 4, pages 501-528, December.
• Caesar Lack, 2006, "Forecasting Swiss inflation using VAR models," Economic Studies, Swiss National Bank, number 2006-02.
• Olaf Hübler & Joachim Frohn, 2006, "Developments and new dimensions in econometrics," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 1, pages 1-7, March, DOI: 10.1007/s10182-006-0217-1.
• Wolfgang Härdle & Zdeněk Hlávka & Gerhard Stahl, 2006, "On the appropriateness of inappropriate VaR models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 2, pages 273-297, June, DOI: 10.1007/s10182-006-0234-0.
• Artur Silva Lopes, 2006, "Deterministic seasonality in Dickey–Fuller tests: should we care?," Empirical Economics, Springer, volume 31, issue 1, pages 165-182, March, DOI: 10.1007/s00181-005-0029-2.
• Dimitris Hatzinikolaou & Athanassios Stavrakoudis, 2006, "Empirical size and power of some diagnostic tests applied to a distributed lag model," Empirical Economics, Springer, volume 31, issue 3, pages 631-643, September, DOI: 10.1007/s00181-005-0039-0.
• Pål Boug & Ådne Cappelen & Anders Swensen, 2006, "Expectations and regime robustness in price formation: evidence from vector autoregressive models and recursive methods," Empirical Economics, Springer, volume 31, issue 4, pages 821-845, November, DOI: 10.1007/s00181-006-0056-7.
• Maritta Paloviita, 2006, "Inflation Dynamics in the Euro Area and the Role of Expectations," Empirical Economics, Springer, volume 31, issue 4, pages 847-860, November, DOI: 10.1007/s00181-006-0057-6.
• Sabine Stephan, 2006, "German Exports to the Euro Area," Empirical Economics, Springer, volume 31, issue 4, pages 871-882, November, DOI: 10.1007/s00181-006-0059-4.
• Xavier Fairise & Patrick Fève, 2006, "Labor adjustment costs and complex eigenvalues," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 29, issue 1, pages 95-110, September, DOI: 10.1007/s00199-005-0007-0.
• James Vreeland, 2006, "IMF program compliance: Aggregate index versus policy specific research strategies," The Review of International Organizations, Springer, volume 1, issue 4, pages 359-378, December, DOI: 10.1007/s11558-006-0161-6.
• Olaf Hübler & Joachim Frohn, 2006, "Developments and New Dimensions in Econometrics," Springer Books, Springer, chapter 1, in: Olaf Hübler & Jachim Frohn, "Modern Econometric Analysis", DOI: 10.1007/3-540-32693-6_1.
• Antimo Verde, 2006, "The Old and the New Stability and Growth Pact along with the Main Proposals for Its Reform: An Assessment," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 13, issue 3, pages 475-496, October, DOI: 10.1007/s11300-006-0119-7.
• Gang Liu, 2006, "A Behavioral Model of Work-trip Mode Choice in Shanghai," Discussion Papers, Statistics Norway, Research Department, number 444, Jan.
• Rolf Aaberge & Ugo Colombino & Tom Wennemo, 2006, "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," Discussion Papers, Statistics Norway, Research Department, number 449, Mar.
• Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2006, "The New Keynesian Phillips Curve for a Small Open Economy," Discussion Papers, Statistics Norway, Research Department, number 460, May.
• Roger Bjørnstad & Ragnar Nymoen, 2006, "Will it float? The New Keynesian Phillips curve tested on OECD panel data," Discussion Papers, Statistics Norway, Research Department, number 463, Jul.
• Stan du Plessis, 2006, "The miracle of the Septuagint and the promise of data mining in economics," Working Papers, Stellenbosch University, Department of Economics, number 15/2006.
• Joachim Zietz, 2006, "Detecting neglected parameter heterogeneity with Chow tests," Applied Economics Letters, Taylor & Francis Journals, volume 13, issue 6, pages 369-374, DOI: 10.1080/13504850500378759.
• 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

• Sudipta Basu, 2005, "Discussion of “Conditional and UnconditionalConservatism: Concepts and Modeling”," Review of Accounting Studies, Springer, volume 10, issue 2, pages 311-321, September, DOI: 10.1007/s11142-005-1533-5.
• 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.