Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2005

• 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.
• Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2005, "A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp159, Oct.
• Martin Fukaè, 2005, "Do the Measurements of Financial Market Inflation Expectations Yield Relevant Macroeconomic Information?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 55, issue 7-8, pages 344-362, July.
• Matteo Manera, 2005, "Modeling Factor Demands with SEM and VAR: An Empirical Comparison," Working Papers, Fondazione Eni Enrico Mattei, number 2005.47, Apr.
• Salgado, Maria José S. & Garcia, Márcio G. P. & Medeiros, Marcelo C., 2005, "Monetary Policy During Brazil´s Real Plan: Estimating the Central Bank´s Reaction Function," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 59, issue 1, January.
• Tim Bollerslev & Michael S. Gibson & Hao Zhou, 2005, "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
• Marina Turuntseva & Sergey Drobyshevsky & Pavel Kadochnnikov, 2005, "Some approachs to forecasting economic indicators," Research Paper Series, Gaidar Institute for Economic Policy, issue 89P, pages 195-195.
• Michael Groemling, 2005, "Konjunkturprognosen – Verfahren, Erfolgskontrolle und Prognosefehler," Departmental Discussion Papers, University of Goettingen, Department of Economics, number 123, Jan.
• Tam Bang Vu, 2005, "Mankiw's Puzzle on Consumer Durables: A Misspecification," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200515.
• Stéphane Moyen & Jean-Guillaume Sahuc, 2005, "Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model," Post-Print, HAL, number hal-01612715.
• Stéphane Moyen & Jean-Guillaume Sahuc, 2005, "Incorporating labour market frictions into an optimising-based monetary policy model," Post-Print, HAL, number hal-02877999, Jan, DOI: 10.1016/j.econmod.2004.06.001.
• Xavier Fairise & Patrick Fève, 2005, "Labor adjustment costs and complex eigenvalues," Post-Print, HAL, number hal-04318788, Sep, DOI: 10.1007/s00199-005-0007-0.
• Frédéric Dufourt, 2005, "Demand and productivity components of business cycles: Estimates and implications," Post-Print, HAL, number hal-05659090, Sep, DOI: 10.1016/j.jmoneco.2005.08.011.
• Marc Baudry, 2005, "Les impôts locaux sont-ils gaspillés?," Post-Print, HAL, number halshs-00074782.
• Michael Funke & Annekatrin Niebuhr, 2005, "Threshold Effects and Regional Economic Growth-Evidence from West Germany," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20503, Feb.
• Buhai, Sebastian & Teulings, Coen, 2005, "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," Working Papers, University of Aarhus, Aarhus School of Business, Department of Economics, number 05-9, Oct, revised 03 Oct 2006.
• Silvennoinen, Annastiina & Teräsvirta, Timo, 2005, "Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 577, Jan, revised 01 Oct 2005.
• He, Changli & Sandberg, Rickard, 2005, "Testing Parameter Constancy in Unit Root Autoregressive Models Against Continuous Change," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 579, Jan, revised 08 Feb 2005.
• He, Changli & Sandberg, Rickard, 2005, "Dickey-Fuller Type of Tests against Nonlinear Dynamic Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 580, Jan.
• He, Changli & Sandberg, Rickard, 2005, "Inference for Unit Roots in a Panel Smooth Transition Autoregressive Model where the Time Dimension is Fixed," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 581, Jan, revised 18 Feb 2005.
• He, Changli & Sandberg, Rickard, 2005, "Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 582, Jan.
• Teräsvirta, Timo, 2005, "Univariate nonlinear time series models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 593, Mar.
• González, Andrés & Teräsvirta, Timo, 2005, "Simulation-based finite-sample linearity test against smooth transition models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 603, Aug.
• González, Andrés & Teräsvirta, Timo & van Dijk, Dick & Yang, Yukai, 2005, "Panel Smooth Transition Regression Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 604, Aug, revised 11 Oct 2017.
• Eklund, Jana & Karlsson, Sune, 2005, "Forecast Combination and Model Averaging using Predictive Measures," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 191, Sep.
• Leigh M. Drake & Maximilian J. B. Hall & Richard Simper, 2005, "The Impact of Macroeconomic and Regulatory Factors on Bank Efficiency: A Non-Parametric Analysis of Hong Kong's Banking System," Working Papers, Hong Kong Institute for Monetary Research, number 012005, Jan.
• Atanas Christev & Allen Featherstone, 2005, "A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function," Working Papers, Department of Economics, School of Management and Languages, Heriot Watt University, number E03.
• Fève, Patrick & Matheron, Julien, 2005, "Can the Kydland-Prescott Model Pass the Cogley-Nason Test?," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 350, Apr.
• Andi Irawan, 2005, "Analisis Perilaku Instabilitas, Pergerakan Harga, Employment dan Investasi di dalam Sektor Pertanian Indonesia: Aplikasi Vector Error Correction Model," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 8, issue 1, pages 79-115, June, DOI: https://doi.org/10.21098/bemp.v8i1..
• Jardine Ariena Husman, 2005, "Estimasi Nilai Tukar Rupiah Paska Krisis: Pendekatan Model Komposit," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 8, issue 3, pages 1-24, December, DOI: https://doi.org/10.21098/bemp.v8i3..
• Sabine Stephan, 2005, "German Exports to the Euro Area - A Cointegration Approach," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 06-2005, Sep.
• David Abad & Antonio Rubia, 2005, "Modelos De Estimacion De La Probabilidad De Negociacion Informada: Una Comparacion Metodologica En El Mercado Español," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-12, Apr.
• Bargain, Olivier B., 2005, "On Modeling Household Labor Supply with Taxation," IZA Discussion Papers, IZA Network @ LISER, number 1455, Jan.
• Bargain, Olivier B. & Moreau, Nicolas, 2005, "Cooperative Models in Action: Simulation of a Nash-Bargaining Model of Household Labor Supply with Taxation," IZA Discussion Papers, IZA Network @ LISER, number 1480, Jan.
• Zhao, Zhong, 2005, "Sensitivity of Propensity Score Methods to the Specifications," IZA Discussion Papers, IZA Network @ LISER, number 1873, Dec.
• Kurt Hornik & Friedrich Leisch & Christian Kleiber & Achim Zeileis, 2005, "Monitoring structural change in dynamic econometric models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 1, pages 99-121, DOI: 10.1002/jae.776.
• V. L. Martin & G. M. Martin & G. C. Lim, 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, DOI: 10.1002/jae.762.
• Langmantel Erich, 2005, "Identifying the German Inventory Cycle: A Multivariate Structural Time Series Approach Using Survey Data," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 6, pages 675-687, December, DOI: 10.1515/jbnst-2005-0607.
• Subrata Ghatak & Alan Mulhern & Chris Stewart, 2005, "Regional Development of Small Firms in Poland," Economic Change and Restructuring, Springer, volume 38, issue 2, pages 129-146, June, DOI: 10.1007/s10644-005-1913-7.
• Dario Cziráky & Sanja Tišma & Anamarija Pisarović, 2005, "Determinants of the Low SME Loan Approval Rate in Croatia," Small Business Economics, Springer, volume 25, issue 4, pages 347-372, November, DOI: 10.1007/s11187-004-6481-0.
• Gabriella Legrenzi, 2005, "Asymmetries in the Growth of Governments," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2005/03, Mar.
• Gabriella Legrenzi & Costas Milas, 2005, "Non-linear adjustments in fiscal policy," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2005/04, Feb.
• Gabriella Legrenzi & Costas Milas, 2005, "Non-linear real exchange rate effects in the UK labour market," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2005/08, Jul.
• Jakob B Madsen & Costas Milas, 2005, "The price-dividend relationship in inflationary and deflationary regimes," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2005/09, Jul.
• Christopher Martin & Costas Milas, 2005, "Uncertainty and Monetary Policy Rules in the United States," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2005/10, Jul.
• Christopher Martin & Costas Milas, 2005, "Uncertainty and UK Monetary Policy," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2005/11, Feb.
• Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2005, "On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2005/13, Feb.
• Christopher Martin & Costas Milas, 2005, "The Response of Monetary Policy to Uncertainty: Theory and Empirical Evidence for the US," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2006/15, Jul, revised Aug 2006.
• Nikolaus Hautsch, 2005, "The latent factor VAR model: Testing for a common component in the intraday trading process," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2005/03, Mar.
• Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2005, "On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models," Discussion Paper Series, Department of Economics, Loughborough University, number 2005_9, Sep, revised Sep 2005.
• Rodney W. Strachan & Herman K. van Dijk, 2005, "Improper priors with well defined Bayes Factors," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 05/4, Mar.
• Carlo Altavilla & Ugo Marani, 2005, "European Economic Policies at Work : the costs of Price Stability and Budget Consolidation," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 2, issue 1, pages 111-136, June.
• Schlicht, Ekkehart, 2021, "VC - A Program for Estimating Time-Varying Coefficients," Discussion Papers in Economics, University of Munich, Department of Economics, number 74981.
• Schlicht, Ekkehart, 2005, "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics, University of Munich, Department of Economics, number 684, revised .
• Schlicht, Ekkehart, 2005, "VCC - A Program for Estimating Time-Varying Coefficients. Console Version With Source Code in C," Software in Economics, University of Munich, Department of Economics, number 719, revised .
• Georgios Kouretas & Eleni Constantinou & Robert Georgiades & Avo Kazandjian, 2005, "Mean and variance causality between the Cyprus Stock Exchange and major equity markets," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 24, Sep.
• Rodney W Strachan & Herman K van Dijik, 2005, "Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 30, Sep.
• Rob J. Hyndman & Anne B. Koehler, 2005, "Another Look at Measures of Forecast Accuracy," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/05, May.
• DUFOUR, Jean-Marie, 2005, "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-03.
• DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda, 2005, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-07.
• DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral, 2005, "Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-17.
• DUFOUR, Jean-Marie, 2005, "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 03-2005.
• DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda, 2005, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 07-2005.
• DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral, 2005, "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 22-2005.
• Joachim Zietz, 2005, "Detecting Neglected Parameter Heterogeneity with Chow Tests," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 200503, Mar.
• Fernando Alexandre & Pedro Bação & Vasco J. Gabriel, 2005, "On the Stablity of the Wealth Effect," NIPE Working Papers, NIPE - Universidade do Minho, number 14/2005.
• Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim, 2005, "Monetary policy and asset prices: To respond or not?," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 5405, Sep.
• Jurgen A. Doornik & Marius Ooms, 2005, "Outlier Detection in GARCH Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W24, Sep.
• Clive G. Bowsher, 2005, "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W26, Oct.
• Thomas A Lubik, 2005, "A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2005/06, Dec.
• Trinh Le & John Gibson & Les Oxley, 2005, "Measures of human capital: A review of the literature," Treasury Working Paper Series, New Zealand Treasury, number 05/10, Nov.
• Stephen E. Haynes, 2005, "The Empirical Trap of Sign Reversals with Equality Restrictions," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2005-8, Jan.
• Miguel A. Ferreira, 2005, "Evaluating Interest Rate Covariance Models Within a Value-at-Risk Framework," Journal of Financial Econometrics, Oxford University Press, volume 3, issue 1, pages 126-168.
• Chris Brooks, 2005, "Autoregressive Conditional Kurtosis," Journal of Financial Econometrics, Oxford University Press, volume 3, issue 3, pages 399-421.
• Maria M. De Mello & Natércia Fortuna, 2005, "Testing Alternative Dynamic Systems for Modelling Tourism Demand," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 0501, Feb.
• Ana Oliveira-Brochado & Francisco Vitorino Martins, 2005, "Assessing the Number of Components in Mixture Models: a Review," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 194, Nov.
• Fanelli, Luca, 2005, "Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area," MPRA Paper, University Library of Munich, Germany, number 1617, Jan, revised Jan 2007.
• Leeb, Hannes & Pötscher, Benedikt M., 2005, "Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?," MPRA Paper, University Library of Munich, Germany, number 72, Apr.
• Angelidis, Timotheos & Degiannakis, Stavros, 2005, "Modeling Risk for Long and Short Trading Positions," MPRA Paper, University Library of Munich, Germany, number 80467.
• Petr Hájek, 2005, "Financial Crisis Prediction: Specification of Pre-crisis Periods in Turkey, Argentina and Thailand
  [Predikce finanční krize: Specifikace předkrizového období v Turecku, Argentině a Thajsku]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2005, issue 1, pages 46-57, DOI: 10.18267/j.aop.134.
• Karel Vít, 2005, "Vliv rozpočtového deficitu na devizový kurz
  [The impact of budget deficit onto the exchange rate]," Politická ekonomie, Prague University of Economics and Business, volume 2005, issue 3, pages 305-322, DOI: 10.18267/j.polek.507.
• Jason Allen, 2005, "Size Matters: Covariance Matrix Estimation Under The Alternative," Working Paper, Economics Department, Queen's University, number 1091, Aug.
• Jorge Selaive & Vicente Tuesta R, 2005, "Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?," Working Papers, Banco Central de Reserva del Perú, number 2005-002, Jan.
• Gonzalo Llosa & Shirley Miller, 2005, "Using additional information in estimating the output gap in Peru: a multivariate unobserved component approach," Working Papers, Banco Central de Reserva del Perú, number 2005-004, Feb.
• Gonzalo Llosa & Shirley Miller, 2005, "Usando información adicional en la estimación de la brecha producto en el Perú: una aproximación multivariada de componentes no observados," Working Papers, Banco Central de Reserva del Perú, number 2005-0041, Feb.
• Filippo Occhino & John Landon-Lane, 2005, "A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models," 2005 Meeting Papers, Society for Economic Dynamics, number 116.
• Takashi Kano & Hafedh Bouakez, 2005, "Learning-by-Doing or Habit Formation?," 2005 Meeting Papers, Society for Economic Dynamics, number 513.
• Lawrence Christiano & Martin Eichenbaum, 2005, "Assessing the Usefulness of Structural Vector Autoregressions," 2005 Meeting Papers, Society for Economic Dynamics, number 902.
• Jeff Borland, 2005, "Impacts of Employment Regulation: Towards an Evaluation Framework," Occasional Papers, Ministry of Economic Development, New Zealand, number 06/7, Nov.
• Pavelescu, Florin Marius, 2005, "Impact Of Collinearity On The Estimated Parameters And Classical Statistical Tests Values Of Multifactorial Linear Regressions In Conditions Of O.L.S," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 2, pages 50-71.
• Dospinescu, Andrei Silviu, 2005, "Combining The Forecasts Using A Statistical Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 2, pages 72-84.
• John Landon-Lane & Filippo Occhino, 2005, "Estimation and Evaluation of a Segmented Markets Monetary Model," Departmental Working Papers, Rutgers University, Department of Economics, number 200505, Jun.
• Bruno Chiarini & Elisabetta Marzano, 2005, "Market consumpition and hidden consumption. A test for substitutability," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 79, Jun.
• Takashi Kano & Hafedh Bouakez, 2005, "Learning-by-doing or Habit Formation?," Computing in Economics and Finance 2005, Society for Computational Economics, number 126, Nov.
• Christian Melzer & Thorsten Neumann, 2005, "Changing Effects of Monetary Policy in the U.S. –Evidence from a Time-Varying Coefficient VAR," Computing in Economics and Finance 2005, Society for Computational Economics, number 144, Nov.
• Svetlana Makarova & Wojciech Charemza, 2005, "Stochastic and deterministic unit root models: problem of dominance," Computing in Economics and Finance 2005, Society for Computational Economics, number 190, Nov.
• Filippo Ochinno & John Landon-Lane, 2005, "Estimating the Interest Rate Rule with Open Market Operations or Lump-Sum Transfers of Money," Computing in Economics and Finance 2005, Society for Computational Economics, number 219, Nov.
• Marian Micu, 2005, "Extracting expectations from currency option prices: a comparison of methods," Computing in Economics and Finance 2005, Society for Computational Economics, number 226, Nov.
• Miguel A. Arranz, 2005, "Bootstrap inference on a nonlinear time series model of advertising effects," Computing in Economics and Finance 2005, Society for Computational Economics, number 319, Nov.
• Argia M. Sbordone, 2005, "A Limited Information Approach to the Simultaneous Estimation of Wage and Price Dynamics," Computing in Economics and Finance 2005, Society for Computational Economics, number 321, Nov.
• Maral Kichian & Lynda Khalaf, 2005, "Testing for Structural Breaks in Covariance: Exchange Rate Pass-Through in Canada," Computing in Economics and Finance 2005, Society for Computational Economics, number 376, Nov.
• Alasdair Scott & George Kapetanios & Adrian Pagan, 2005, "Making a match: combining theory and evidence in policy-oriented macroeconomic modelling," Computing in Economics and Finance 2005, Society for Computational Economics, number 462, Nov.
• Xiao Qin & Gee Kwang Randolph Tan, 2005, "Unit Root Tests With Markov-Switching," Computing in Economics and Finance 2005, Society for Computational Economics, number 95, Nov.
• Mariusz Jarmuzek, 2005, "Are the EU new member states fiscally sustainable? An empirical analysis," UCL SSEES Economics and Business working paper series, UCL School of Slavonic and East European Studies (SSEES), number 51, Feb.
• Enrique Llopis & Sonia Sotoca, 2005, "Antes, bastante antes: la primera fase de la integración del mercado español de trigo, 1725-1808," Historia Agraria. Revista de Agricultura e Historia Rural, Sociedad Española de Historia Agraria, issue 36, pages 225-262, august.
• Thomas A. Knetsch, 2005, "Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey," Contributions to Economics, Springer, in: Jan-Egbert Sturm & Timo Wollmershäuser, "Ifo Survey Data in Business Cycle and Monetary Policy Analysis", DOI: 10.1007/3-7908-1605-1_4.
• Jan- Sturm & Jakob de Haan, 2005, "Determinants of long-term growth: New results applying robust estimation and extreme bounds analysis," Empirical Economics, Springer, volume 30, issue 3, pages 597-617, October, DOI: 10.1007/s00181-005-0252-x.
• 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.
• Milton Barossi-Filho & Ricardo Gonçalves Silva & Eliezer Martins Diniz, 2005, "The Empirics of the Solow Growth Model: Long-Term Evidence," Journal of Applied Economics, Taylor & Francis Journals, volume 8, issue 1, pages 31-51, May, DOI: 10.1080/15140326.2005.12040617.
• 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.

2004

• Duane Graddy & Reuben Kyle & Thomas Strickland & David Bass, 2004, "Dating structural changes: An illustration from financial deregulation," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 28, issue 2, pages 155-163, June, DOI: 10.1007/BF02761608.
• Thierry Ané & Chiraz Labidi, 2004, "Return interval, dependence structure, and multivariate normality," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 28, issue 3, pages 285-299, September, DOI: 10.1007/BF02751733.