Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

1999

• John Barkoulas & Christopher Baum & Mustafa Caglayan, 1999, "Fractional monetary dynamics," Applied Economics, Taylor & Francis Journals, volume 31, issue 11, pages 1393-1400, DOI: 10.1080/000368499323274.
• L. G. Godfrey & C. D. Orme, 1999, "The robustness, reliabiligy and power of heteroskedasticity tests," Econometric Reviews, Taylor & Francis Journals, volume 18, issue 2, pages 169-194, DOI: 10.1080/07474939908800438.
• Stefan Lundbergh & Timo Teräsvirta, 1999, "Evaluating GARCH Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-008/4, Feb.
• Gary Koop & Herman K. van Dijk, 1999, "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-072/4, Sep.
• Klaassen, F.J.G.M., 1999, "Purchasing Power Parity : Evidence from a New Test," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-09.
• Klaassen, F.J.G.M., 1999, "Long Swings in Exchange Rates : Are They Really in the Data?," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-08.
• Klaassen, F.J.G.M., 1999, "Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-10.
• Klaassen, F.J.G.M., 1999, "Long Swings in Exchange Rates : Are They Really in the Data?," Other publications TiSEM, Tilburg University, School of Economics and Management, number a54d23f3-13a8-458c-9f80-2.
• Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1999, "Comparing predictions and outcomes : Theory and application to income changes," Other publications TiSEM, Tilburg University, School of Economics and Management, number d15d6d31-e2a9-40cb-98c6-e.
• Robert Aebi & Klaus Neusser & Peter Steiner, 1999, "Evaluating Theories of Income Dynamics: A Probabilistic Approach," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp9905, Jun.
• Judith A. Giles & Sadaf Mirza, 1999, "Some Pretesting Issues on Testing for Granger Noncausality," Econometrics Working Papers, Department of Economics, University of Victoria, number 9914, Dec.
• Carmen Fernandez & Eduardo Ley & Mark Steel, 1999, "Model uncertainty in cross-country growth regressions," Econometrics, University Library of Munich, Germany, number 9903003, Mar, revised 06 Oct 2001.
• Nikolaus Hautsch, 1999, "Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions," Finance, University Library of Munich, Germany, number 9904002, Apr.
• Milas, C. & Otero, J., 1999, "Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 528.
• George J. Jiang, 1999, "Stochastic Volatility And Jump-Diffusion — Implications On Option Pricing," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 409-440, DOI: 10.1142/S0219024999000212.
• Hautsch, Nikolaus, 1999, "Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 99/03.
• Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 1999, "Comparison of unit root tests for time series with level shifts," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,88.
• Anthony W. Hughes & Maxwell L. King & Kwek Kian Teng, 1999, "Selecting the Order of an ARCH Model," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 1999-01.
• Milas, Costas & Otero, Jesus G., , "Identification And Estimation Of A Labour Market Model For The Tradeables Sector: The Greek Case," Economic Research Papers, University of Warwick - Department of Economics, number 269250, DOI: 10.22004/ag.econ.269250.
• Patricia Botargués & Diego Petrecolla, 1999, "Estimaciones paramétricas y no paramétricas del ingreso de los ocupados del Gran Buenos Aires," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 0, issue 1, pages 13-34, January-J.
• West,K.D., 1999, "Encompassing tests when no model is encompassing," Working papers, Wisconsin Madison - Social Systems, number 36.
• Des Mc Manus & David Watt, 1999, "Estimating One-Factor Models of Short-Term Interest Rates," Staff Working Papers, Bank of Canada, number 99-18, DOI: 10.34989/swp-1999-18.
• Hernán Rincón, 1999, "Testing the Short-Long-Run Exchange Rate Effects on Trade Balance: The Case of Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 120, Apr, DOI: 10.32468/be.120.
• Luis Eduardo Arango & Andrés González, 1999, "A Nonlinear Specification of Demand for Narrow Money in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 135, Oct, DOI: 10.32468/be.135.
• Koop, Gary & Potter, Simon M, 1999, "Dynamic Asymmetries in U.S. Unemployment," Journal of Business & Economic Statistics, American Statistical Association, volume 17, issue 3, pages 298-312, July.
• Ryan Sullivan & Allan Timmermann & Halbert White, 1999, "Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap," Journal of Finance, American Finance Association, volume 54, issue 5, pages 1647-1691, October, DOI: 10.1111/0022-1082.00163.
• A. Fielding, 1999, "Why use arbitrary points scores?: ordered categories in models of educational progress," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 162, issue 3, pages 303-328, DOI: 10.1111/1467-985X.00137.
• Peter N. Ireland, 1999, "A Method for Taking Models to the Data," Boston College Working Papers in Economics, Boston College Department of Economics, number 421, Apr.
• Kapetanios, G., 1999, "Model Selection in Threshold Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9906, Jan.
• Pesaran, M. H. & Weeks, M., 1999, "Non-nested Hypothesis Testing: An Overview," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9918, Sep.
• Jean-Marie Dufour & Abdeljelil Farhat, 2001, "Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions," CIRANO Working Papers, CIRANO, number 2001s-56, Oct.
• Nour Meddahi, 2001, "An Eigenfunction Approach for Volatility Modeling," CIRANO Working Papers, CIRANO, number 2001s-70, Oct.
• Silvia Gonçalves & Lutz Kilian, 2003, "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," CIRANO Working Papers, CIRANO, number 2003s-17, Apr.
• Sébastien Laurent & Jeroen Rombouts & Francesco Violente, 2009, "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," CIRANO Working Papers, CIRANO, number 2009s-45, Nov.
• Louis Lévy-Garboua & Claude Montmarquette, 1996, "Cognition in Seemingly Riskless Choices and Judgments," CIRANO Working Papers, CIRANO, number 96s-01, Jan.
• Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 1999, "A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation," CIRANO Working Papers, CIRANO, number 99s-48, Nov.
• Luis Eduardo Arango & Andr�s Gonz�lez, 1999, "A Nonlinear Specification Of Demand For Narrow Money In Colombia," Borradores de Economia, Banco de la Republica, number 1894, Oct.
• CHESHER, Andrew & DHAENE, Geert & GOURIEROUX, Christian & SCAILLET, Olivier, 1999, "Bartlett identities tests," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999039, Jun.
• Kuo, Biing-Shen & Mikkola, Anne, 1999, "How Sure Are We About PPP? Panel Evidence with the Null of Stationary Real Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2120, Mar.
• Favero, Carlo A. & Rovelli, Riccardo, 1999, "Modelling and Identifying Central Banks' Preferences," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2178, Jun.
• Andrew Chesher & Geert Dhaene & Christian Gourieroux & Olivier Scaillet, 1999, "Bartlett Identities Tests," Working Papers, Center for Research in Economics and Statistics, number 99-32.
• Profit, Stefan & Sperlich, Stefan, 1999, "Non-uniformity of job-matching in a transition economy- a nonparametric analysis for the czech republic," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 6287, Jan.
• Chesher, Andrew & Dhaene, Geert & Gouriéroux, Christian & Scaillet, Olivier, 1999, "Bartlett Identities Tests," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1999019, Jun.
• Jushan Bai, 1999, "Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 24, Nov, revised Oct 2000.
• Donald W.K. Andrews & Biao Lu, 1999, "Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1233, Aug.
• Peter Ireland, 1999, "Matlab code for A Method for Taking Models to the Data," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 46, revised .
• Donald W. K. Andrews, 1999, "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Econometrica, Econometric Society, volume 67, issue 3, pages 543-564, May.
• Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1999, "Bayesian modelling of catch in a Northwest Atlantic Fishery," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 20, revised Nov 2001.
• Eduardo Ley & Mark F J Steel, 1999, "We have just averaged over two trillion cross-country growth regressions," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 43, Jul.
• Rahbek, Anders & Christian Kongsted, Hans & Jorgensen, Clara, 1999, "Trend stationarity in the I(2) cointegration model," Journal of Econometrics, Elsevier, volume 90, issue 2, pages 265-289, June.
• Lumsdaine, Robin L. & Ng, Serena, 1999, "Testing for ARCH in the presence of a possibly misspecified conditional mean," Journal of Econometrics, Elsevier, volume 93, issue 2, pages 257-279, December.
• Steven B. Caudill & Randall G. Holcombe, 1999, "Specification Search and Levels of Significance in Econometric Models," Eastern Economic Journal, Eastern Economic Association, volume 25, issue 3, pages 289-300, Summer.
• Koop, G. & van Dijk, H.K., 1999, "Testing for integration using evolving trend and seasonal models: A Bayesian approach," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9934/A, Oct.
• Lawrence J. Christiano & Robert J. Vigfusson, 1999, "Maximum likelihood in the frequency domain: a time to build example," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 9901, DOI: 10.26509/frbc-wp-199901.
• Peter N. Ireland, 1999, "A method for taking models to the data," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 9903, DOI: 10.26509/frbc-wp-199903.
• Jeremy Berkowitz & Ionel Birgean & Lutz Kilian, 1999, "On the finite-sample accuracy of nonparametric resampling algorithms for economic time series," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 1999-04.
• Lawrence J. Christiano & Robert J. Vigfusson, 1999, "Maximum likelihood in the frequency domain: a time to build example," Working Paper Series, Federal Reserve Bank of Chicago, number WP-99-4.
• Chauveau, T. & Damon, J. & Guegan, D., 1999, "Testing for Non-Linearity in Intra-Day Financial Series : The Cases of Two French Stocks," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1999-06/fi.
• Kuo, B.-S. & Mikkola, A., 1999, "How Sure are we About PPP Panel Evidence with the Null of Stationary Real Exchange Rates," University of Helsinki, Department of Economics, Department of Economics, number 451.
• Theriault, M. & Des Rosier, F. & Vandersmissen, M.H., 1999, "GIS-Based Simulation of Accessibility to Enhance Hedonic Modeling and Property Value Appraisal: An Application to Quebec City Metropolitan Area," Papers, Laval - Faculte des sciences de administration, number 99-011.
• Christiano, L.J. & Vigfusson, R.J., 1999, "Maximum Likelihood in the Frequency Domain: a Time to Build Example," Papers, London School of Economics - Centre for Labour Economics, number 9901.
• Berkowitz, J. & Birgean, I. & Kilian, L., 1999, "On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-01.
• Kilian, L. & Ohanian, L.E., 1999, "Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-02.
• Kilian, L. & Bergean, I., 1999, "Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-04.
• Bouzitat, C. & Hardouin, C. & Guyon, X., 1999, "Dynamique d'adoption de standards et test de non-coordination spaciale," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999-16.
• Maheu, J.M. & McCurdy, T.H., 1999, "A Semi-Markov Approach to Modeling Volatility Dynamics," Rotman School of Management - Finance, Rotman School of Management, University of Toronto, number 99-004.
• Lindé, Jesper, 1999, "Testing for the Lucas Critique: A Quantitative Investigation," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 311, Mar, revised 25 May 2000.
• Eliasson, Ann-Charlotte, 1999, "Smooth transitions in a UK consumption function," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 328, Aug.
• Eliasson, Ann-Charlotte, 1999, "Is the short-run Phillips curve nonlinear? Empirical evidence for Australia, Sweden and the United States," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 330, Sep.
• Lyhagen, Johan, 1999, "Efficient estimation of price adjustment coefficients," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 332, Sep.
• Persson, Anna & Teräsvirta, Timo, 1999, "The Net Barter Terms Of Trade : A Smooth Transition Approach," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 335, Sep.
• Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders, 1999, "A VAR Model for Monetary Policy Analysis in a Small Open Economy," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 77, Feb.
• Lutkepohl, Helmut & Terasvirta, Timo & Wolters, Jurgen, 1999, "Investigating Stability and Linearity of a German M1 Money Demand Function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 14, issue 5, pages 511-525, Sept.-Oct.
• Andres Peter & Spiwoks Markus, 1999, "Prognosequalitätsmatrix / Forecast Quality Matrix: Ein methodologischer Beitrag zur Beurteilung der Güte von Kapitalmarktprognosen / A Methodological Survey of Judging Forecast Quality of Capital Market Forecasts," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 5-6, pages 513-542, October, DOI: 10.1515/jbnst-1999-5-617.
• Imad Moosa, 1999, "Testing the currency-substitution model under the German hyperinflation," Journal of Economics, Springer, volume 70, issue 1, pages 61-78, February, DOI: 10.1007/BF01226144.
• Patricia Botargués & Diego Petrecolla, 1999, "Estimaciones paramétricas y no paramétricas del ingreso de los ocupados del Gran Buenos Aires," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 0, issue 1, pages 13-34, January-J.
• Brooks, C. & Henry, O.T., 1999, "Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models," Department of Economics - Working Papers Series, The University of Melbourne, number 723.
• SPRUMONT, Yves, 1999, "Paretian Quasi-Orders: Two Agents," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9903.
• Lord, Montague, 1999, "The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 41166, Oct.
• Kaluzhsky, Mikhail, 1999, "Методологические Основы Системного Анализа Социально-Экономических Процессов
  [Methodological basis of a systems analysis of the socio-economic processes]," MPRA Paper, University Library of Munich, Germany, number 58530, revised 12 Sep 2014.
• Bilgili, Faik, 1999, "Türkiye'de bütçe açıklarının makro ekonomik sonuçları
  [The macroeconomic effects of budget deficits in Turkey]," MPRA Paper, University Library of Munich, Germany, number 75639.
• Charles, Coleman, 1999, "Nonparametric Tests For Bias In Estimates And Forecasts," MPRA Paper, University Library of Munich, Germany, number 77841.
• Catherine Fuss, 1999, "Mesures et tests de convergence : une revue de la littérature," Revue de l'OFCE, Programme National Persée, volume 69, issue 1, pages 221-249, DOI: 10.3406/ofce.1999.1546.
• Peter Ireland, 1999, "A Method for Taking Models to the Data," Computing in Economics and Finance 1999, Society for Computational Economics, number 1233, Mar.
• Denis Bolduc & Dimitri Sanga, 1999, "Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices," Computing in Economics and Finance 1999, Society for Computational Economics, number 1323, Mar.
• Basma Bekdache & Christopher F. Baum, 1999, "A re-evaluation of empirical tests of the Fisher hypothesis," Computing in Economics and Finance 1999, Society for Computational Economics, number 944, Mar, revised 18 Sep 2000.
• David F. Hendry & Neil R. Ericsson, 1999, "Encompassing and rational expectations: How sequential corroboration can imply refutation," Empirical Economics, Springer, volume 24, issue 1, pages 1-21.
• Kirstin Hubrich, 1999, "Estimation of a German money demand system - a long-run analysis," Empirical Economics, Springer, volume 24, issue 1, pages 77-99.
• Helmut Herwartz, 1999, "Performance of periodic time series models in forecasting," Empirical Economics, Springer, volume 24, issue 2, pages 271-301.
• Artur C. B. da Silva Lopes, 1999, "Spurious deterministic seasonality and autocorrelation corrections with quarterly data: Further Monte Carlo results," Empirical Economics, Springer, volume 24, issue 2, pages 341-359.
• Murad S. Taqqu & Vadim Teverovsky & Walter Willinger, 1999, "Stock market prices and long-range dependence," Finance and Stochastics, Springer, volume 3, issue 1, pages 1-13.
• Abul M. M. Masih & Rumi Masih, 1999, "Is a significant socio-economic structural change a pre-requisite for `initial' fertility decline in the LDCs? Evidence from Thailand based on a multivariate cointegration/vector error correction modelling approach," Journal of Population Economics, Springer;European Society for Population Economics, volume 12, issue 3, pages 463-487.
• Daniel A. Griffith, 1999, "Statistical and mathematical sources of regional science theory: Map pattern analysis as an example," Papers in Regional Science, Springer;Regional Science Association International, volume 78, issue 1, pages 21-45.
• Ashish Sen & Paul Metaxatos & Siim Sööt & Vonu Thakuriah, 1999, "articles: Welfare reform and spatial matchingbetween clients and jobs," Papers in Regional Science, Springer;Regional Science Association International, volume 78, issue 2, pages 195-211.
• Angel León & Juan Mora, 1999, "Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 3, pages 215-238.

1998

• Christodoulakis, G.A. & Satchell, S.E., 1998, "Forecasting (LOG) Volatility Models," Discussion Papers, University of Exeter, Department of Economics, number 9814.
• Allan Timmermann & Halbert White & Ryan Sullivan, 1998, "Data-Snooping, Technical Trading, Rule Performance and the Bootstrap," FMG Discussion Papers, Financial Markets Group, number dp303, Sep.
• Rolle, J.-D., 1998, "Compatibilite et contradiction entre systemes lineaires theoriques et experimentaux; principes mathematiques de l'analyse en composantes principales sous contraintes," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 98.20.
• Trzpiot, G., 1998, "Multivalued Stochastic Dominance to Determine the Efficient Set of Assets: Evidence from the Warsow Stock Market," Papers, Laval - Faculte des sciences de administration, number 98-004.
• Bolduc, D. & Bonin, S., 1998, "Bayesian Analysis of Road Accidents: A General Framework for Multinominal Case," Papers, Laval - Recherche en Politique Economique, number 9802.
• Kilian, L., 1998, "Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics," Papers, Michigan - Center for Research on Economic & Social Theory, number 98-04.
• Hurlin, C. & MB.P. N'Diaye, P., 1998, "La methode d'estimation des moindres carres modifies ou fully modified," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.26.
• Podevin, M., 1998, "Interaction entre taux d'interet allemands et francais: Un reexamen de l'hypothese de dominance allemande," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.27.
• Klevmarken, N.A., 1998, "Statistical Inference in Micro Simulation Models: Incorporationg External Information," Papers, Uppsala - Working Paper Series, number 1998:20.
• Claudio Morana, 1998, "Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 57, issue 3-4, pages 325-358, December.
• Gaëlle Le Fol & Christian Gourieroux, 1998, "Effet des Modes de Négociation sur les Echanges," Post-Print, HAL, number halshs-00536273.
• Michael Rockinger & S. Coutant & Eric Jondeau, 1998, "Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election," Working Papers, HAL, number hal-00601499.
• Flood, Lennart & Gråsjö, Urban, 1998, "Regression Analysis and Time Use Data A Comparison of Microeconometric Approaches with Data from the Swedish Time Use Survey (HUS)," Working Papers in Economics, University of Gothenburg, Department of Economics, number 5, Oct.
• Andersson, Michael K. & Gredenhoff, Mikael P., 1998, "Robust Testing for Fractional Integration Using the Bootstrap," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 218, Jan.
• Andersson, Michael K., 1998, "Do Long-Memory Models Have Long Memory?," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 227, Feb, revised 16 Mar 2000.
• Teräsvirta, Timo & Eliasson, Ann-Charlotte, 1998, "Nonlinear error-correction and the UK demand for broad money, 1878-1993," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 265, Oct, revised 30 Nov 1998.
• Lundbergh, Stefan & Teräsvirta, Timo, 1998, "Modelling economic high-frequency time series with STAR-STGARCH models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 291, Dec.
• Lundbergh, Stefan & Teräsvirta, Timo, 1998, "Evaluating GARCH models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 292, Dec, revised 03 Oct 2001.
• Klevmarken, N. Anders, 1998, "Statistical Inference in Micro Simulation Models: Incorporating external information," Working Paper Series, Uppsala University, Department of Economics, number 1998:20, Oct.
• Garcia, Rene, 1998, "Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 3, pages 763-788, August.
• West, Kenneth D & McCracken, Michael W, 1998, "Regression-Based Tests of Predictive Ability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 4, pages 817-840, November.
• Cashin, Paul & McDermott, C John, 1998, "Testing the Consumption-CAPM in Developing Equity Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 3, issue 2, pages 127-141, April.
• John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998, "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of income Dynamics," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 379.
• Andreas Beyer, 1998, "Encompassing the VAR: A Formalization of Seasonal Encompassing with an Application on a German Macromodel," Discussion Papers, University of Copenhagen. Department of Economics, number 98-12, Aug.
• Hans Christian Kongsted, 1998, "An I(2) Cointegration Analysis of Small-Country Import Price Determination," Discussion Papers, University of Copenhagen. Department of Economics, number 98-22, Dec.
• Bodman, P.M. & Crosby, M., 1998, "Phases of the Canadian Business Cycle," Department of Economics - Working Papers Series, The University of Melbourne, number 640.
• Bodman, P.M. & Crosby, M., 1998, "The Australian Business Cycle: Job Palooka or Dead Cat Bounce?," Department of Economics - Working Papers Series, The University of Melbourne, number 649.
• Marie Podevin, 1998, "Interaction entre taux d'intérêt allemands et français : un réexamen de l'hypothèse de dominance allemande," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number 98027, Jun.
• Nahar, S. & Inder, B., 1998, "Testing Convergence in Economic Growth for OECD Countries," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/98.
• Laskar, M.R. & King, M.L., 1998, "Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/98.
• DUFOUR, Jean-Marie & FARHAT, Abdeljelil & GARDIOL, Lucien, 1998, "Simulation-Based Finite-Sample Normality Tests in Linear Regressions," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9811.
• Kenneth D. West & Michael W. McCracken, 1998, "Regression-Based Tests of Predictive Ability," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0226, Mar.
• Okay, Nesrin, 1998, "Asymmetric Volatility Dynamics: Evidence From the Istanbul Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 52812.
• Bilgili, Faik, 1998, "Stationarity and cointegration tests: Comparison of Engle - Granger and Johansen methodologies," MPRA Paper, University Library of Munich, Germany, number 75967.
• Christian Gouriéroux & Gaëlle Le Fol, 1998, "Effet des modes de négociation sur les échanges," Revue Économique, Programme National Persée, volume 49, issue 3, pages 795-808.
• Chae-Shick Chung, 1998, "The Determinants of won/dollar Exchange Rate Volatility and Policy Recommendations," East Asian Economic Review, Korea Institute for International Economic Policy, volume 2, issue 3, pages 27-48, DOI: 10.11644/KIEP.JEAI.1998.2.3.23.
• Grayham E. Mizon & David F. Hendry, 1998, "Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK," Empirical Economics, Springer, volume 23, issue 3, pages 267-294.
• Antti Ripatti, 1998, "Stability of the demand for M1 and harmonized M3 in Finland," Empirical Economics, Springer, volume 23, issue 3, pages 317-337.
• Michael Scharnagl, 1998, "The stability of German money demand: Not just a myth," Empirical Economics, Springer, volume 23, issue 3, pages 355-370.
• David F. Hendry & Kevin M. Prestwich & Neil R. Ericsson, 1998, "Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom," Empirical Economics, Springer, volume 23, issue 3, pages 401-415.
• Christopher Baum & Clifford Thies, 1998, "Reexamining the term structure of interest rates and the interwar demand for money," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 22, issue 2, pages 5-12, June, DOI: 10.1007/BF02771472.
• Ingvild Svendsen, 1998, "Rational Expectations in Price Setting. Tests Based on Norwegian Export Prices," Discussion Papers, Statistics Norway, Research Department, number 226, Aug.
• Runa Nesbakken, 1998, "Price Sensitivity of Residential Energy Consumption in Norway," Discussion Papers, Statistics Norway, Research Department, number 232, Sep.
• Francis X. Diebold & Lutz Kilian, 1998, "Measuring Predictability: Theory and Macroeconomic Applications," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 98-16.
• Pascal Lavergne, 1998, "Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics," Econometric Reviews, Taylor & Francis Journals, volume 17, issue 3, pages 227-273, DOI: 10.1080/07474939808800415.
• Zacharias Psaradakis, 1998, "Bootstrap-based evaluation of markov-switching time series models," Econometric Reviews, Taylor & Francis Journals, volume 17, issue 3, pages 275-288, DOI: 10.1080/07474939808800416.
• Klaassen, F.J.G.M., 1998, "Improving Garch Volatility Forecasts," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-52.
• Jürgen Wolters & Timo Teräsvirta & Helmut Lütkepohl, 1998, "Modeling The Demand For M3 In The Unified Germany," The Review of Economics and Statistics, MIT Press, volume 80, issue 3, pages 399-409, August.
• Touhami Abdelkhalek & Jean-Marie Dufour, 1998, "Statistical Inference For Computable General Equilibrium Models, With Application To A Model Of The Moroccan Economy," The Review of Economics and Statistics, MIT Press, volume 80, issue 4, pages 520-534, November.
• Peter McAdam, 1998, "A Pedagogical Note on the Long Run of Macro Economic Models," Studies in Economics, School of Economics, University of Kent, number 9807, Mar.
• John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998, "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Journal of Human Resources, University of Wisconsin Press, volume 33, issue 2, pages 251-299.
• Mark Dwyer, 1998, "Impulse Response Priors for Discriminating Structural Vector Autoregressions," Econometrics, University Library of Munich, Germany, number 9808001, Aug.
• Luis Vildosola, 1998, "Economia sintetica," GE, Growth, Math methods, University Library of Munich, Germany, number 9805002, Jun.
• Clements, M.P. & Smith J., 1998, "Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 509.
• Profit, Stefan & Sperlich, Stefan, 1998, "Non-uniformity of job-matching in a transition economy: A nonparametric analysis for the Czech Republic," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,15.
• Lavergne, Pascal & Vuong, Quang, 1998, "Nonparametric significance testing," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,75.
• Lavergne, Pascal, 1998, "An equality test across nonparametric regressions," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,79.
• Almus, Matthias & Egeln, Jürgen & Lechner, Michael & Pfeiffer, Friedhelm & Spengler, Hannes, 1998, "Die gemeinnützige Arbeitnehmerüberlassung in Rheinland-Pfalz: Eine ökonometrische Analyse des Wiedereingliederungserfolgs," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 98-36.
• Michelle L. Barnes, 1998, "Non-linear Threshold Relationships between Inflation and Nominal Returns: A Time Series Approach to 39 Different Countries," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 1998-11.
• Michelle L. Barnes, 1998, "On the Nature of Dependence in the Volatility of US Stock Returns," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 1998-12.
• Clements, Michael P. & Smith, Jeremy, , "Evaluating The Forecast Densities Of Linear And Non-Linear Models: Applications To Output Growth And Unemployment," Economic Research Papers, University of Warwick - Department of Economics, number 268791, DOI: 10.22004/ag.econ.268791.
• Eva Ortega, 1998, "Comparing Evaluation Methodologies for Stochastic Dynamic General Equilibrium Models," Working Papers, Banco de España, number 9820.
• Eric Jondeau & Michael Rockinger, 1998, "Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral," Working papers, Banque de France, number 47.
• Sophie Coutant & Eric Jondeau & Michael Rockinger, 1998, "Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election," Working papers, Banque de France, number 54.
• Sidika Basci & Asad Zaman, 1998, "Variance Estimates and Model Selection," Working Papers, Department of Economics, Bilkent University, number 9814.
• Tor Jacobson & Anders Vredin & Anders Warne, 1998, "Are Real Wages and Unemployment Related?," Economica, London School of Economics and Political Science, volume 65, issue 257, pages 69-96, February, DOI: 10.1111/1468-0335.00114.
• Bruce E. Hansen, 1998, "Testing for Structural Change in Conditional Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 310., Apr.
• John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998, "Fractional Monetary Dynamics," Boston College Working Papers in Economics, Boston College Department of Economics, number 321., Jan.
• Robin L. Lumsdaine & Serena Ng, 1998, "Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean," Boston College Working Papers in Economics, Boston College Department of Economics, number 370, Aug.
• Basma Bekdache & Christopher F. Baum, 1998, "Modeling fixed income excess returns," Boston College Working Papers in Economics, Boston College Department of Economics, number 409, Jun, revised 14 Apr 2000.
• Robertson, Donald & Wright, Stephen, 1998, "The Good News and the Bad News about Long-run Stock Market Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9822, Oct.
• Mikhail Chernov & Eric Ghysels, 1998, "What Data Should Be Used to Price Options?," CIRANO Working Papers, CIRANO, number 98s-22, Jun.
• D’ADDIO, Anna Christina, 1998, "Unemployment durations of French young people," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998051, Sep.
• Adda, Jérôme & Robin, Jean-Marc, 1998, "Estimation from cross-sections of integrated time-series," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9802.
• Seamus Hogan, 1998, "What Does Downward Nominal-Wage Rigidity Imply for Monetary Policy?," Canadian Public Policy, University of Toronto Press, volume 24, issue 4, pages 513-525, December.
• Konings, Jozef & Repkin, Alexander, 1998, "How Efficient are Firms in Transition Countries? Firm-Level Evidence from Bulgaria and Romania," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1839, Mar.
• Jondeau, Eric & Rockinger, Michael, 1998, "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2009, Oct.
• Coutant, Sophie & Jondeau, Eric & Rockinger, Michael, 1998, "Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2010, Oct.
• Shadman-Mehta, Fatemeh & Sneessens, Henri R., 1998, "Demand-Supply Interactions and Unemployment Dynamics: Can there be Path Dependency ? The Case of Belgium, 1955-1994," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1998017, Jul.
• d’Addio, Anna Cristina, 1998, "Unemployment Durations of French Young People," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1998021, Aug.
• Miravete, Eugenio J. & Pernias, Jose C., 1998, "Innovation Complementarity and Scale of Production," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 98-42.
• Jean-Marie Dufour & Abdeljelil Farhat & Lucien Gardiol & Lynda Khalaf, 1998, "Simulation-based finite sample normality tests in linear regressions," Econometrics Journal, Royal Economic Society, volume 1, issue Conferenc, pages 154-173.
• Gary Koop & Simon M. Potter, 1998, "Dynamic asymmetries in US unemployment," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 15, Feb.
• Ghysels, Eric & Guay, Alain & Hall, Alastair, 1998, "Predictive tests for structural change with unknown breakpoint," Journal of Econometrics, Elsevier, volume 82, issue 2, pages 209-233, February.
• Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998, "Data snooping, technical trading, rule performance, and the bootstrap," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119144, Oct.

1997

• Clements, Michael & Smith, Jeremy, , "Forecasting Seasonal Uk Consumption Components," Economic Research Papers, University of Warwick - Department of Economics, number 268761, DOI: 10.22004/ag.econ.268761.
• Clements, Michael P. & Madlener, Reinhard, , "Seasonality, Cointegration, And The Forecasting Of Energy Demand," Economic Research Papers, University of Warwick - Department of Economics, number 268766, DOI: 10.22004/ag.econ.268766.