Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2004

• Costas Milas & Jesús Otero & Theodore Panagiotidis, 2004, "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 9, issue 3, pages 277-288, DOI: 10.1002/ijfe.245.
• José Carlos Ramirez Sánchez, 2004, "Usos y limitaciones de los procesos estocásticos en el tratamiento de distribuciones de rendimientos con colas gordas," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 19, issue 1, pages 51-76, June.
• Carmine Pappalardo & Gianfranco Piras, 2004, "Vector-Autoregression Approach to Forecast Italian Imports," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 42, Feb.
• 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," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-11, Mar.
• Andrés Romeu & Marcos Vera-Hernández, 2004, "Counts With An Endogenous Binary Regressor: A Series Expansion Approach," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-36, Sep.
• David Abad & Antonio Rubia, 2004, "Estimating The Probability Of Informed Trading: Further Evidence From An Order-Driven Market," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-38, Oct.
• Pesaran, M. Hashem & Timmermann, Allan, 2004, "Real Time Econometrics," IZA Discussion Papers, IZA Network @ LISER, number 1108, Apr.
• Junankar, Pramod N. (Raja) & Madsen, Jakob B., 2004, "Unemployment in the OECD: Models and Mysteries," IZA Discussion Papers, IZA Network @ LISER, number 1168, Jun.
• Bargain, Olivier B. & Orsini, Kristian, 2004, "In-Work Policies in Europe: Killing Two Birds with One Stone?," IZA Discussion Papers, IZA Network @ LISER, number 1445, Dec.
• Wooheon Rhee, 2004, "Habit Formation And Precautionary Saving: Evidence From The Korean Household Panel Studies," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 29, issue 2, pages 1-19, December.
• Jan G. De Gooijer & Kurt Brännäs, 2004, "Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 3, pages 155-171, DOI: 10.1002/for.910.
• Sune Karlsson & Tor Jacobson, 2004, "Finding good predictors for inflation: a Bayesian model averaging approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 7, pages 479-496, DOI: 10.1002/for.924.
• Rodney W. Strachan & Herman K. van Dijk, 2004, "Bayesian Model Selection with an Uninformative Prior," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/01, Jan.
• Rodney W. Strachan & Herman K. van Dijk, 2004, "The Value of Structural Information in the VAR Model," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/02, Jan.
• Rodney W. Strachan & Herman K. van Dijk, 2004, "Exceptions to Bartlett’s Paradox," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/03, Jan.
• Rodney W. Strachan, 2004, "On Priors on Cointegrating Spaces," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/06, Jun.
• Theodore Panagiotidis & Emilie Rutledge, 2004, "Oil and gas market in the UK: evidence from a cointegration approach," Discussion Paper Series, Department of Economics, Loughborough University, number 2004_18, Nov, revised Nov 2004.
• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2004, "Dealing with Limited Overlap in Estimation of Average Treatment Effects," Working Papers, University of Miami, Department of Economics, number 0716, Jul, revised 12 Jun 2007.
• Joseph G. Hirschberg & Jenny N. Lye, 2004, "Inferences for the Extremum of Quadratic Regression Models," Department of Economics - Working Papers Series, The University of Melbourne, number 906.
• Christopher Martin & Michael Arghyrou & Costas Milas, 2004, "Nonlinear inflation dynamics: evidence from the UK," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 59, Sep.
• Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004, "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 101, Sep.
• Don Bredin & Stilianos Fountas, 2004, "Macroeconomic Uncertainty and Macroeconomic Performance: Are they related?," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 51, Sep.
• Christopher Martin & Costas Milas, 2004, "Uncertainty and UK Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 65, Sep.
• D.S. Poskitt & Jing Zhang, 2004, "Estimating Components in Finite Mixtures and Hidden Markov Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/04, Mar.
• Xibin Zhang & Maxwell L. King, 2004, "Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 26/04, Nov.
• D. S. Poskitt & C. L. Skeels, 2004, "Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 29/04, Dec.
• William A. Brock & Steven N. Durlauf, 2004, "Elements of a Theory of Design Limits to Optimal Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 10495, May.
• Eilev S. Jansen, 2004, "Modelling inflation in the Euro Area," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 4104, Mar, revised 01 Jun 2004.
• Robert H. McGuckin & Ataman Ozyildirim, 2004, "Real-Time Tests of the Leading Economic Index: Do Changes in the Index Composition Matter?," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2004, issue 2, pages 171-191, DOI: 10.1787/jbcma-v2004-art11-en.
• Gabriel Moser & Fabio Rumler & Johann Scharler, 2004, "Forecasting Austrian Inflation," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 91, Oct.
• Matthew J. Cushing & Mary G. McGarvey, 2004, "Sample Selection in Models of Academic Performance," Economic Inquiry, Western Economic Association International, volume 42, issue 2, pages 319-322, April.
• Guillaume Chevillon, 2004, "`Weak` trends for inference and forecasting in finite samples," Economics Series Working Papers, University of Oxford, Department of Economics, number 210, Dec.
• John Creedy & Ivan Tuckwell, 2004, "Reweighting Household Surveys for Tax Microsimulation Modelling: An Application to the New Zealand Household Economic Survey," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 7, issue 1, pages 71-88, March.
• Knoben, J. & Kerkhofs, M. & Graafland, J.J., 2004, "Evaluation of Dutch election programs: The impact of parameter uncertainty," MPRA Paper, University Library of Munich, Germany, number 20773.
• Rodríguez, Carlos A., 2004, "A P* Model of Inflation in Puerto Rico," MPRA Paper, University Library of Munich, Germany, number 41278, Sep.
• Degiannakis, Stavros, 2004, "Forecasting Realized Intra-day Volatility and Value at Risk: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model," MPRA Paper, University Library of Munich, Germany, number 80488.
• Degiannakis, Stavros, 2004, "Volatility Forecasting: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model," MPRA Paper, University Library of Munich, Germany, number 96330.
• Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2004, "The Use of GARCH Models in VaR Estimation," MPRA Paper, University Library of Munich, Germany, number 96332.
• Delphine Lautier & Yves Simon, 2004, "La volatilité des prix des matières premières," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 45-84, DOI: 10.3406/ecofi.2004.5031.
• Bruno Chiarini & Elisabetta Marzano, 2004, "Market Comsumption And Hidden Consumption. A Test For Substitutability," Working Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 7_2004, Sep.
• Francesco Giurda & Elias Tzavalis, 2004, "Is the Currency Risk Priced in Equity Markets?," Working Papers, Queen Mary University of London, School of Economics and Finance, number 511, Mar.
• Carol Alexandra & Emese Lazar, 2004, "Normal Mixture GARCH (1,1): Application to Exchange Rate Modelling," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-05, Mar.
• Maral Kichian & Jean-Marie Dufour & Lynda Khalaf, 2004, "Are New Keynesian Phillips Curves Identified ?," 2004 Meeting Papers, Society for Economic Dynamics, number 601.
• Sydney Ludvigson & Xiaohong Chen, 2004, "Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models," 2004 Meeting Papers, Society for Economic Dynamics, number 692.
• Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf & Jean-Marie Dufour, 2004, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, volume 80, issue 2, pages 501-522.
• 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.