Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2004

• Noel D. Uri, 2004, "Testing for Structural Stability of the Demand for Subscription Television Service in the United States," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 2, pages 213-247.
• Donal Bredin & Stilianos Fountas, 2004, "Macroeconomic uncertainty and macroeconomic performance: are they related?," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1125, Feb.
• John Landon-Lane & Filippo Occhino, 2004, "A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models," Departmental Working Papers, Rutgers University, Department of Economics, number 200415, Aug.
• Julie Le Gallo, 2004, "Space-Time Analysis of GDP Disparities among European Regions: A Markov Chains Approach," International Regional Science Review, , volume 27, issue 2, pages 138-163, April, DOI: 10.1177/0160017603262402.
• William A. Barnett & Yijun He, 2004, "New Phenomena Identified in a Stochastic Dynamic Macroeconometric Model: A Bifurcation Perspective," Computing in Economics and Finance 2004, Society for Computational Economics, number 145, Aug.
• Peter Vlaar & Ard den Reijer, 2004, "Forecasting inflation: An art as well as a science!," Computing in Economics and Finance 2004, Society for Computational Economics, number 148, Aug.
• Cees Diks & Valentyn Panchenko, 2004, "Modified Hiemstra-Jones Test for Granger Non-causality," Computing in Economics and Finance 2004, Society for Computational Economics, number 192, Aug.
• Ana-Maria Fuertes & Elena Kalotychou, 2004, "Elements in the Design of an Early Warning System for Sovereign Default," Computing in Economics and Finance 2004, Society for Computational Economics, number 231, Aug.
• Valderio A. Reisen, DEST-UFES, Brazil & Luz A. M. Santander & GET-UFF, 2004, "Semi-parametric procedures for Unit root and fractional cointegration tests," Computing in Economics and Finance 2004, Society for Computational Economics, number 250, Aug.
• Valderio A. Reisen, UFES, Brazil. & Carlos Feitosa Luna & Manoel R. Sena Jr., 2004, "Estimation of the fractionally integrated process with Missing Values: Simulation and Application," Computing in Economics and Finance 2004, Society for Computational Economics, number 251, Aug.
• Stefania D'Amico, 2004, "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004, Society for Computational Economics, number 273, Aug.
• Christopher J. Erceg & Luca Guerrieri, 2004, "Can Long-Run Restrictions Identify Technology Shocks?," Computing in Economics and Finance 2004, Society for Computational Economics, number 3, Aug.
• Jerzy Mycielski & Michal Kurcewicz, 2004, "A Specification Search Algorithm for Cointegrated Systems," Computing in Economics and Finance 2004, Society for Computational Economics, number 321, Aug.
• Maral Kichian & Jean-Marie Dufour & Lynda Khalaf, 2004, "Are New Keynesian Phillips Curves Identified ?," Computing in Economics and Finance 2004, Society for Computational Economics, number 56, Aug.
• Mikael Petitjean & Pierre Giot, 2004, "Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison," Computing in Economics and Finance 2004, Society for Computational Economics, number 6, Aug.
• M. Hashem Pesaran & Paolo Zaffaroni, 2004, "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 04.3, Oct.
• 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.
• John Dimitropoulos & Lester C Hunt & Guy Judge, 2004, "Estimating Underlying Energy Demand Trends using UK Annual Data," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 108, Jun.
• Stavros Degiannakis, 2004, "Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 18, pages 1333-1342, DOI: 10.1080/0960310042000285794.
• David Blake, 2004, "The impact of wealth on consumption and retirement behaviour in the UK," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 8, pages 555-576, DOI: 10.1080/0960310042000233863.
• Stefan Profit & Stefan Sperlich, 2004, "Non-uniformity of job-matching in a transition economy - A nonparametric analysis for the Czech Republic," Applied Economics, Taylor & Francis Journals, volume 36, issue 7, pages 695-714, DOI: 10.1080/0003684042000222070.
• Eduardo Lora & Mauricio Olivera, 2004, "What Makes Reforms Likely: Political Economy Determinants of Reforms in Latin America," Journal of Applied Economics, Taylor & Francis Journals, volume 7, issue 1, pages 99-135, May, DOI: 10.1080/15140326.2004.12040605.
• Magnus, J.R. & Vasnev, A.L., 2004, "Local Sensitivity and Diagnostic Tests," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-105.
• Manjon, M.C., 2004, "Econometric Modelling in Blockholder Systems of Corporate Governance," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-74.
• Manjon, M.C., 2004, "Firm Size and Short-Term Dynamics in Aggregate Entry and Exit," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-2.
• Einmahl, J.H.J. & van Keilegom, I., 2004, "Goodness-of-fit Tests in Nonparametric Regression," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-12.
• Andreou, E. & Werker, B.J.M., 2004, "An Alternative Asymptotic Analysis of Residual-Based Statistics," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-56.
• Magnus, J.R. & Vasnev, A.L., 2004, "Local Sensitivity and Diagnostic Tests," Other publications TiSEM, Tilburg University, School of Economics and Management, number 10722abe-f848-4bfa-a82d-6.
• Einmahl, J.H.J. & van Keilegom, I., 2004, "Goodness-of-fit Tests in Nonparametric Regression," Other publications TiSEM, Tilburg University, School of Economics and Management, number 44e08f75-b35d-424e-b33e-0.
• Stephen Machin & Sandra McNally & Costas Meghir, 2004, "Improving Pupil Performance in English Secondary Schools: Excellence in Cities," Journal of the European Economic Association, MIT Press, volume 2, issue 2-3, pages 396-405, 04/05.
• Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2004, "A comparison of financial duration models via density forecast," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136218.
• Joao Amaro de Matos & Marcelo Fernandes, 2004, "Testing the Markov property with ultra-high frequency financial data," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp462.
• Tran Van Hoa, 2004, "Australia-Thailand Free Trade Agreement: Challenges and Opportunities for Bilateral Trade Policy and Closer Economic Relations," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp04-12.
• Manjón Antolín, Miguel C., 2004, "Firm Size and Short-Term Dynamics in Aggregate Entry and Exit," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/1778.
• Patrick Coggi & Bogdan Manescu, 2004, "A multifactor model of stock returns with endogenous regime switching," University of St. Gallen Department of Economics working paper series 2004, Department of Economics, University of St. Gallen, number 2004-01, Jan.
• Xiaohong Chen & Yanqin Fan, 2004, "A Model Selection Test for Bivariate Failure-Time Data," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0421, Aug, revised Oct 2004.
• Bal??zs ??gert & Yosra Koubaa, 2004, "Modelling Stock Returns in the G-7 and in Selected CEE Economies: A Non-linear GARCH Approach," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-663, Feb.
• Dario Cziraky & Max Gillman, 2004, "Inflation and Endogenous Growth in Underground Economies," wiiw Balkan Observatory Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 50, Jun.
• Janine Aron & John Muellbauer & Coen Pretorius, 2004, "A Framework for Forecasting the Components of the Consumer Price," Development and Comp Systems, University Library of Munich, Germany, number 0409054, Sep.
• Janine Aron & John Muellbauer & Benjamin Smit, 2004, "A Structural Model of the Inflation Process in South Africa," Development and Comp Systems, University Library of Munich, Germany, number 0409055, Sep.
• Jonathan B. Hill, 2004, "Consistent Model Specification Tests Against Smooth Transition Alternatives," Econometrics, University Library of Munich, Germany, number 0402004, Feb, revised 05 Aug 2005.
• José María Casado García & F.Javier Trívez, 2004, "Asimetría, Persistencia Y No Linealidad De La Tasa De Desempleo Español," Econometrics, University Library of Munich, Germany, number 0402006, Feb.
• Artur C. B. da Silva Lopes, 2004, "Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?," Econometrics, University Library of Munich, Germany, number 0402007, Feb, revised 18 Mar 2004.
• Paulo M. M. Rodrigues & Antonio Rubia, 2004, "On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates," Econometrics, University Library of Munich, Germany, number 0405004, May.
• Evzen Kocenda & Lubos Briatka, 2004, "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," Econometrics, University Library of Munich, Germany, number 0409001, Sep.
• Philip Kostov & John Lingard, 2004, "Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption," Econometrics, University Library of Munich, Germany, number 0409007, Sep.
• Jonathan B. Hill, 2004, "Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application," Econometrics, University Library of Munich, Germany, number 0411014, Nov, revised 04 Nov 2005.
• Catalin Starica & Clive Granger, 2004, "Non-stationarities in stock returns," Econometrics, University Library of Munich, Germany, number 0411016, Nov.
• Thomas Mikosch, 2004, "Is it really long memory we see in financial returns?," Econometrics, University Library of Munich, Germany, number 0412002, Dec.
• Thomas Mikosch & Catalin Starica, 2004, "Changes of structure in financial time series and the GARCH model," Econometrics, University Library of Munich, Germany, number 0412003, Dec.
• Thomas Mikosch & Catalin Starica, 2004, "Long range dependence effects and ARCH modelling," Econometrics, University Library of Munich, Germany, number 0412004, Dec.
• Thomas Mikosch & Catalin Starica, 2004, "Non-stationarities in financial time series, the long range dependence and the IGARCH effects," Econometrics, University Library of Munich, Germany, number 0412005, Dec.
• Peter Carr & Liuren Wu, 2004, "Static Hedging of Standard Options," Finance, University Library of Munich, Germany, number 0409016, Sep.
• Cornelis A. Los & Joanna M. Lipka, 2004, "Long-Term Dependence Characteristics of European Stock Indices," Finance, University Library of Munich, Germany, number 0409044, Sep.
• Charlotte S. Hansen & Bjorn E. Tuypens, 2004, "Proxying for Expected Returns with Price Earnings Ratios," Finance, University Library of Munich, Germany, number 0410019, Oct.
• Milton Barossi-Filho & Ricardo Gonçalves Silva & Eliezer Martins Diniz, 2004, "The Empirics of the Solow Growth Model: Long-Term Evidence," GE, Growth, Math methods, University Library of Munich, Germany, number 0406001, Jun, revised 08 Oct 2005.
• Jose Maria Casado Garcia & Javier Trivez Bielsa, 2004, "Asymmetry, Persistence And Non-Linearity Of Spanish Unemployment Rates," General Economics and Teaching, University Library of Munich, Germany, number 0406001, Jun.
• jose r. p. manso, 2004, "Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds," International Finance, University Library of Munich, Germany, number 0404006, Apr.
• jose ramos pires manso, 2004, "Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds," International Finance, University Library of Munich, Germany, number 0404010, Apr.
• Jorge Selaive & Vicente Tuesta, 2004, "Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?," International Finance, University Library of Munich, Germany, number 0404014, Apr.
• Cornelis A Los, 2004, "System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets," International Finance, University Library of Munich, Germany, number 0410005, Oct.
• Fabio Milani, 2004, "Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach," Macroeconomics, University Library of Munich, Germany, number 0401004, Jan.
• Dr. Vsr. Subramaniam, 2004, "Accelerate Your Socio-Economic Development – An Eccentric Bicircualr Model & Solutions," Macroeconomics, University Library of Munich, Germany, number 0403018, Mar.
• Maritta Paloviita, 2004, "Inflation dynamics in the euro area and the role of expectations," Macroeconomics, University Library of Munich, Germany, number 0405015, May.
• Maurizio Bovi, 2004, "Consumer Surveys and Reality," Macroeconomics, University Library of Munich, Germany, number 0408012, Aug.
• José María Casado García & Jesus Barreiro & Luis Perez y Perez, 2004, "Preferencias inciertas y modelo Spike en la valoración del patrimonio natural," Microeconomics, University Library of Munich, Germany, number 0403002, Mar.
• Dr.Vsr.Subramaniam, 2004, "Redefined Productivity & Socio-Economic Development Oriented Management Decisions," Microeconomics, University Library of Munich, Germany, number 0403005, Mar, revised 27 Feb 2006.
• Martin Barlow & Yuri Gusev & Manpo Lai, 2004, "Calibration Of Multifactor Models In Electricity Markets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 02, pages 101-120, DOI: 10.1142/S0219024904002396.
• Michal Grajek, 2004, "Diffusion of ISO 9000 Standards and International Trade," CIG Working Papers, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), number SP II 2004-16, Dec.
• Donald W.K. Andrews & Jae-Young Kim, 2004, "End-of-Sample Cointegration Breakdown Tests," Yale School of Management Working Papers, Yale School of Management, number ysm344, Jul.
• Philip A. Haile & Ali Hortacsu & Grigory Kosenok, 2004, "On the Empirical Content of Quantal Response Equilibrium," Yale School of Management Working Papers, Yale School of Management, number ysm421, Jul.
• Peresetsky, Anatoly & Karminsky, Alexandr & Golovan, Sergei, 2004, "Probability of default models of Russian banks," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 21/2004.
• Paloviita, Maritta, 2004, "Inflation dynamics in the euro area and the role of expectations: further results," Bank of Finland Research Discussion Papers, Bank of Finland, number 21/2004.
• Knetsch, Thomas A., 2004, "Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,10.
• Hafner, Christian M. & Herwartz, Helmut, 2004, "Testing for Causality in Variance using Multivariate GARCH Models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2004-03.
• Liesenfeld, Roman & Richard, Jean-François, 2004, "Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2004-12.
• Scholz, Achim & Neumeyer, Natalie & Munk, Axel, 2004, "Nonparametric Analysis of Covariance : the Case of Inhomogeneous and Heteroscedastic Noise," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2004,28.
• Herzberg, Markus & Sibbertsen, Philipp, 2004, "Pricing of options under different volatility models," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2004,62.
• Gabriel Pons Rotger, 2004, "Seasonal Unit Root Testing Based on the Temporal Aggregation of Seasonal Cycles," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2004-1, Apr.
• Lora, Eduardo & Olivera, Mauricio, 2004, "What makes reforms likely: Political economy determinants of reforms in Latin America," Journal of Applied Economics, Universidad del CEMA, volume 7, issue 01, pages 1-37, May, DOI: 10.22004/ag.econ.43851.
• Diks, C.G.H. & Panchenko, V., 2004, "A note on the Hiemstra-Jones test for Granger non-causality," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 04-10.
• Manuela CROCI, 2004, "Country pair-correlations as a measure of financial integration: the case of the Euro equity markets," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 201, Jan.
• Diógenes Manoel Leiva Martin & Eduardo Kazuo Kayo & Herbert Kimura & Wilson Toshiro Nakamura, 2004, "Identificando Bolhas Especulativas Racionais no IBOVESPA (Pós-Plano Real), a partir de Regimes Markovianos de Conversão," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 5, issue 3, pages 219-252.
• Diógenes Manoel Leiva Martin & Herbert Kimura & Wilson Toshiro Nakamura & Eduardo Kazuo Kayo, 2004, "Identificando Bolhas Especulativas Racionais No Ibovespa (Pós-Plano Real), A Partir De Regimes Markovianos De Conversão," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 064.
• Carlos Fernando Lagrota R. Lopes, 2004, "Monetary Policy And External Vulnerability In Brazil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 071.
• Alexandre Augusto Seijas de Andrade & Naércio Aquino Menezes-Filho, 2004, "O Papel Da Oferta De Trabalho No Comportamento Dos Retornos À Educação No Brasil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 150.
• Vania Banabakova, 2004, "Models for Optimization Logistic Decisions (On The Example of the Bulgarian Army)," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 124-163.
• Nadya Marinova, 2004, "Economic Aspects of the Appraisal and Selection of Engineering Projects," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 75-95.
• Lynda Khalaf & Maral Kichian, 2004, "Estimating New Keynesian Phillips Curves Using Exact Methods," Staff Working Papers, Bank of Canada, number 04-11, DOI: 10.34989/swp-2004-11.
• Richard Luger, 2004, "Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates," Staff Working Papers, Bank of Canada, number 04-2, DOI: 10.34989/swp-2004-2.
• Alain Guay & Florian Pelgrin, 2004, "The U.S. New Keynesian Phillips Curve: An Empirical Assessment," Staff Working Papers, Bank of Canada, number 04-35, DOI: 10.34989/swp-2004-35.
• Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian, 2004, "Structural Change and Forecasting Long-Run Energy Prices," Staff Working Papers, Bank of Canada, number 04-5, DOI: 10.34989/swp-2004-5.
• Paolo Piselli, 2004, "Business cycle non-linearities and productivity shocks," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 516, Jul.
• Libero Monteforte, 2004, "Aggregation bias in macro models: does it matter foir the euro area?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 534, Dec.
• Castellanos Pascacio Sara Gabriela & Oviedo Marco, 2004, "Analysis of Optimal Bids in the Primary Auction of Mexican Federal Government Bonds: Results of a Structural Econometric Modeling Approach," Working Papers, Banco de México, number 2004-07, Oct.
• Luis F. Melo & Álvaro Riascos, 2004, "Sobre los efectos de la política monetaria en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 22, issue 45, pages 172-221, June, DOI: 10.32468/Espe.4505.
• Juan Carlos Vargas Berdugo, 2004, "Cuenta corriente y restricción presupuestaria intertemporal: un contraste de la viabilidad del financiamiento externo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 22, issue 45, pages 58-78, June, DOI: 10.32468/Espe.4502.
• Gerson Javier Pérez V., 2004, "Los ciclos ganaderos en Colombia, 1950-2001," Documentos de trabajo sobre Economía Regional y Urbana, Banco de la Republica de Colombia, number 46, Jun, DOI: 10.32468/dtseru.46.
• Stéphane Moyen & Jean-Guillaume Sahuc, 2004, "Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model," Working papers, Banque de France, number 105.
• Stilianos Fountas & Menelaos Karanasos & Alfonso Mendoza, 2004, "Output Variability and Economic Growth: the Japanese Case," Bulletin of Economic Research, Wiley Blackwell, volume 56, issue 4, pages 353-363, October, DOI: 10.1111/j.1467-8586.2004.00209.x.
• William A. Brock & Steven N. Durlauf, 2004, "Elements of a Theory of Design Limits to Optimal Policy," Manchester School, University of Manchester, volume 72, issue s1, pages 1-18, September, DOI: 10.1111/j.1467-9957.2004.00416.x.
• Eilev S. Jansen, 2004, "Modelling inflation in the Euro Area," Working Paper, Norges Bank, number 2004/10, Jun.
• Dimitrios Sideris, 2004, "Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan," Working Papers, Bank of Greece, number 19, Nov.
• João Gabe & Marcelo Savino Portugal, 2004, "Implicit Volatility versus Statistical Volatility: an Exercise Using Options and Telemar S.A. Stock," Brazilian Review of Finance, Brazilian Society of Finance, volume 2, issue 1, pages 47-73.
• Vinicius Ratton Brandi & Beatriz Vaz de Melo Mendes, 2004, "Assessing Drawdown-at-Risk in Brazilian Real Foreign Exchange Rates," Brazilian Review of Finance, Brazilian Society of Finance, volume 2, issue 2, pages 207-223.
• Christopher Martin & Costas Milas, 2004, "Uncertainty and UK Monetary Policy," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-11, Jul.
• Christopher Martin & Costas Milas, 2004, "Uncertainty and UK Monetary Policy," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-11, Jul.
• Bhattacharjee, A., 2004, "A Simple Test for the Absence of Covariate Dependence in Duration Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0401, Jan.
• Pesaran, M.H. & Timmermann, A., 2004, "‘Real Time Econometrics’," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0432, Jun.
• James E. Prieger, 2004, "An Empirical Investigation of Biased Survey Data and an Attempted Cure," Working Papers, University of California, Davis, Department of Economics, number 145, Aug.
• Carlos Castellar & Jose Ignacio Uribe, 2004, "Evolution and structure of unemployment in the metropolitan area of Cali 1988-1998. Does the unemployment rate present hysteresis?," Colombian Economic Journal, Academia Colombiana de Ciencias Economicas, Colegio Mayor de Nuestra Senora del Rosario, Pontificia Universidad Javeriana, Universidad de Antioquia, Universidad de los Andes, Universidad del Valle, Universidad Externado de Colombia, Universidad Nacional de Colombia, volume 2, issue 1, pages 121-155, November.
• Eduardo Lora & Mauricio Olivera, 2004, "What makes reforms likely: Political economy determinants of reforms in Latin America," Journal of Applied Economics, Universidad del CEMA, volume 7, pages 99-135, May.
• Evzen Kocenda & Lubos Briatka, 2004, "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp235, Sep.
• Kurt Brännäs & Niklas Nordman, 2001, "An Alternative Conditional Asymmetry Specification for Stock Returns," CESifo Working Paper Series, CESifo, number 448.
• Michael Funke & Annekatrin Niebuhr, 2002, "Threshold Effects and Regional Economic Growth – Evidence from West Germany," CESifo Working Paper Series, CESifo, number 690.
• F. Javier Mencía & Enrique Sentana, 2004, "Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations," Working Papers, CEMFI, number wp2004_0411.
• Luis Gonzalo Llosa & Shirley Miller, 2004, "Using Additional Information in Estimating the Output Gap in Peru: a Multivariate Unobserved Component Approach," Money Affairs, CEMLA, volume 0, issue 1, pages 57-82, January-J.
• Clemente Forero & Carlos Eduardo Sep√∫lveda, 2004, "Forms of Participatory Democracy: An Analytical Framework Based on the Experiences of Bolivia, Brazil and Colombia," Borradores de Investigación, Universidad del Rosario, number 2742, Nov.
• Luis Fernando Melo Velandia & Alvaro Jos� Riascos Villegas, 2004, "Sobre los Efectos de la Pol�tica Monetaria en Colombia," Borradores de Economia, Banco de la Republica, number 3511, Feb.
• Gerson Javier Pérez V, 2004, "Los ciclos ganaderos en Colombia, 1950-2001," Documentos de Trabajo Sobre Economía Regional y Urbana, Banco de la República, Economía Regional, number 3160, Jun, DOI: 10.32468/dtseru.46.
• Juan Carlos Vargas Berdugo, 2004, "Cuenta corriente y restricción presupuestaria intertemporal: un contraste de la viabilidad del financiamiento externo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 22, issue 45, pages 58-78, DOI: 10.32468/Espe.4502.
• LEJEUNE, Bernard, 2004, "A full heteroscedastic one-way error components model allowing for unbalanced panel : Pseudo-maximum likelihood estimation and specification testing," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004076, Nov.
• Kilian, Lutz & Inoue, Atsushi, 2004, "Bagging Time Series Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4333, Mar.
• Pesaran, M. Hashem & Timmermann, Allan, 2004, "Real Time Econometrics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4402, Jun.
• Miravete, Eugenio & Pernías, Jose C, 2004, "Innovation Complimentarity and Scale of Production," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4483, Jul.
• Janine Aron & John Muellbauer & Coen Pretorius, 2004, "A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2004-07.
• Janine Aron & John Muellbauer & B. Smit, 2004, "A Structural Model of the Inflation Process in South Africa," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2004-08.
• Luigi Benfratello & Massimiliano Piacenza & Stefano Sacchetto, 2004, "-What Drives Market Prices in the Wine Industry ? Estimation of a Hedonic Model for Italian Premium Wines," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200411, Dec.
• Martin, C. & Milas, C., 2004, "Uncertainty and UK Monetary Policy," Working Papers, Department of Economics, City St George's, University of London, number 04/05.
• Legrenzi, G. & Milas, C., 2004, "Non-linear adjustments in fiscal policy," Working Papers, Department of Economics, City St George's, University of London, number 04/06.
• Olivier Bargain & Kristian Orsini, 2004, "In-work policies in Europe: killing two birds with one stone?," DELTA Working Papers, DELTA (Ecole normale supérieure), number 2004-13.
• Olivier Bargain, 2004, "On modeling household labor supply with taxation," DELTA Working Papers, DELTA (Ecole normale supérieure), number 2004-14.
• Peter Haan, 2004, "Discrete Choice Labor Supply: Conditional Logit vs. Random Coefficient Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 394.
• Jörg Döpke & Ulrich Fritsche, 2004, "Growth and Inflation Forecasts for Germany: An Assessment of Accuracy and Dispersion," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 399.
• Hans J. Baumgartner, 2004, "Are There Any Class Size Effects on Early Career Earnings in West Germany?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 417.
• Al-Sharkas, A.A., 2004, "Dynamic Relations Between Macroeconomic Factors and the Jordanian Stock Market," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 1, issue 1, pages 97-114.
• Guisan, M.Carmen, 2004, "A Comparison of Causality Tests Applied to the Bilateral Relationship between Consumption and GDP in the USA and Mexico," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 1, issue 1, pages 115-130.
• Jansen, Eilev S., 2004, "Modelling inflation in the euro area," Working Paper Series, European Central Bank, number 322, Mar.
• Camba-Méndez, Gonzalo & Kapetanios, George, 2004, "Estimating the rank of the spectral density matrix," Working Paper Series, European Central Bank, number 349, Apr.
• Artur Da Silva Lopes, 2004, "Deterministic Seasonality In Dickey-Fuller Tests: Should We Care?," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 75, Sep.
• Park, Joon Y. & Whang, Yoon-Jae, 2004, "A Test of the Martingale Hypothesis," Working Papers, Rice University, Department of Economics, number 2004-11, Sep.
• Dick van Dijk, 2004, "Forecasting US Inflation Using Model Averaging," Econometric Society 2004 Australasian Meetings, Econometric Society, number 143, Aug.
• Anurag Banerjee, 2004, "Sensitivity of OLS estimates against ARFIMA error process as small sample Test for long memory," Econometric Society 2004 Australasian Meetings, Econometric Society, number 159, Aug.
• Aurobindo Ghosh & Anil K. Bera, 2004, "A Smooth Test for Density Forecast Evaluation," Econometric Society 2004 Australasian Meetings, Econometric Society, number 187, Aug.
• Stan Hurn, 2004, "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Econometric Society 2004 Australasian Meetings, Econometric Society, number 348, Aug.
• Jerome J Collet & Dominique Guegan, 2004, "Another Characterization of Long Memory Behavior," Econometric Society 2004 Australasian Meetings, Econometric Society, number 359, Aug.
• Paolucci Frank, 2004, "Monetary Policy and Capital Accumulation Processes :How did the FED react to the Transition Phases ?," Econometric Society 2004 Australasian Meetings, Econometric Society, number 8, Aug.
• Walter G. Sanddorf-Koehle & Ralph Friedmann, 2004, "A conditional distribution model for limited stock index returns," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 437, Aug.
• Koichi Maekawa & Ken-ichi Kawai, 2004, "Option pricing under NIG distribution: --- The empirical analysis of Nikkei 225 option ----," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 607, Aug.
• Chew Lian Chua & Peter Summers, 2004, "Structural Error Correction Model: A Bayesian Perspective," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 702, Aug.
• Wei-Ting Tang & Yin-Feng Gau, 2004, "Forecasting Value-at-Risk Using the Markov-Switching ARCH Model," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 715, Aug.
• Donald Andrews & Jae-Young Kim, 2004, "End-of-Sample Conintegratio Breakdown Tests," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 795, Aug.
• Carlos Chavez & César Viteri, 2004, "Legitimacy, Local Participation, and Compliance in the Galapagos Marine Reserve," Econometric Society 2004 Latin American Meetings, Econometric Society, number 168, Aug.
• Elizabeth Bucacos & Gerardo Licandro, 2004, "La demanda de dinero en Uruguay: 1980.1-2002.4," Econometric Society 2004 Latin American Meetings, Econometric Society, number 233, Aug.
• Gonzalo Llosa/Shirley Miller, 2004, "Using additional information in estimating output gap in Peru: a multivariate unobserved component approach," Econometric Society 2004 Latin American Meetings, Econometric Society, number 243, Aug.
• Jose Galdo, 2004, "Evaluating The Performance Of Non-Experimental Estimators: Evidence From A Randomized Ui Program," Econometric Society 2004 Latin American Meetings, Econometric Society, number 92, Aug.
• Lutz Kilian & Atsushi Inoue, 2004, "Bagging Time Series Models," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 110, Aug.
• Robert Taylor & Peter Burridge, 2004, "Bootstrapping the HEGY Seasonal Unit Root Tests," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 125, Aug.
• Aurobindo Ghosh & Anil K. Bera, 2004, "Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 319, Aug.
• Florian PELGRIN & Alain GUAY & Richard LUGER, 2004, "The New Keynesian Phillips Curve: An empirical assessment," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 418, Aug.
• Jonathan B. Hill, 2004, "Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 42, Aug.
• Maral Kichian & Jean-Marie Dufour & Lynda Khalaf, 2004, "Are New Keynesian Phillips Curves Identified ?," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 424, Aug.
• Rodney W. Strachan & Herman K. van Dijk, 2004, "The Value of Structural Information in the VAR Model," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 45, Aug.
• Sergio Firpo, 2004, "Efficient Semiparametric Estimation of Quantile Treatment Effects," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 605, Aug.
• John Keating, 2004, "Interpreting Permanent and Transitory Shocks to Output When Aggregate Demand May Not Be Neutral in the Long-run," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 608, Aug.
• Alessandro Rebucci, 2004, "Monetary Rules for Emerging Market Economies," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 644, Aug.
• Allan Timmermann & Andrew J. Patton, 2004, "Properties of Optimal Forecasts," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 234, Aug.
• Norman R. Swanson & Valentina Corradi, 2004, "Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 264, Aug.
• Ragnar Nymoen & Gunnar Bardsen & Eilev S. Jansen, 2004, "The empirical relevance of the New Keynesian Phillips curve," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 328, Aug.
• Sydney C. Ludvigson & Xiaohong Chen, 2004, "An Empirical Investigation of Habit-Based Asset Pricing Models," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 332, Aug.
• Giovanni Urga & Giovanni Barone Adesi & Patrick Gagliardini, 2004, "Testing Asset Pricing Model with Coskweness," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 491, Aug.
• Patrick Cheridito & Damir Filipovic, 2004, "Market Price of Risk Specifications for Affine Models: Theory and Evidence," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 536, Aug.
• Nour Meddahi, 2004, "Expected Value Models: A New Approach," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 556, Aug.
• Tae-Hwy Lee & Yongmiao Hong, 2004, "Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 614, Aug.
• Carmen Fernandez & Eduardo Ley & Mark F J Steel, 2001, "Bayesian modelling of catch in a Northwest Atlantic Fishery," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 67, Nov, revised Nov 2001.
• Abeysinghe, Tilak & Choy, Keen Meng, 2004, "The aggregate consumption puzzle in Singapore," Journal of Asian Economics, Elsevier, volume 15, issue 3, pages 563-578, June.
• Ireland, Peter N., 2004, "A method for taking models to the data," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 6, pages 1205-1226, March.
• Hughes, Anthony W. & King, Maxwell L. & Kwek, Kian Teng, 2004, "Selecting the order of an ARCH model," Economics Letters, Elsevier, volume 83, issue 2, pages 269-275, May.
• Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian, 2004, "Simulation-based finite-sample tests for heteroskedasticity and ARCH effects," Journal of Econometrics, Elsevier, volume 122, issue 2, pages 317-347, October.
• Burridge, Peter & Robert Taylor, A. M., 2004, "Bootstrapping the HEGY seasonal unit root tests," Journal of Econometrics, Elsevier, volume 123, issue 1, pages 67-87, November.
• Goncalves, Silvia & Kilian, Lutz, 2004, "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, volume 123, issue 1, pages 89-120, November.
• Giot, Pierre & Laurent, Sebastien, 2004, "Modelling daily Value-at-Risk using realized volatility and ARCH type models," Journal of Empirical Finance, Elsevier, volume 11, issue 3, pages 379-398, June.