Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

1997

• Clements, Michael P. & Smith, Jeremy, , "Forecasting Seasonal UK Consumption Components," Economic Research Papers, University of Warwick - Department of Economics, number 268769, DOI: 10.22004/ag.econ.268769.
• El-Gamal, M.A., 1997, "A Monte Carlo Study of Ec-Estimation in Panel Data Models with Limited Dependent Variables and Heterogeneity," Working papers, Wisconsin Madison - Social Systems, number 9703.
• El-Gamal, M.A., 1997, "A Bayesian Interpretation of Extremim Estimators," Working papers, Wisconsin Madison - Social Systems, number 9704.
• West, K.D. & McCracken, M.W., 1997, "Regression-Based Tests of Predictive Ability," Working papers, Wisconsin Madison - Social Systems, number 9710.
• Domowitz, I. & El-Gamal, M.A., 1997, "A Consistent Nonparametric Test of Ergodicity for Time Series with Applications," Working papers, Wisconsin Madison - Social Systems, number 9716.
• Seamus Hogan, 1997, "What Does Downward Nominal-Wage Rigidity Imply for Monetary Policy?," Staff Working Papers, Bank of Canada, number 97-13, DOI: 10.34989/swp-1997-13.
• Robert Amano & Tiff Macklem, 1997, "Menu Costs, Relative Prices, and Inflation: Evidence for Canada," Staff Working Papers, Bank of Canada, number 97-14, DOI: 10.34989/swp-1997-14.
• Jean-François Fillion & André Léonard, 1997, "La courbe de Phillips au Canada : un examen de quelques hypothèses," Staff Working Papers, Bank of Canada, number 97-3, DOI: 10.34989/swp-1997-3.
• Chantal Dupasquier & Alain Guay & Pierre St-Amant, 1997, "A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap," Staff Working Papers, Bank of Canada, number 97-5, DOI: 10.34989/swp-1997-5.
• John T. Barkoulas & Christopher F. Baum, 1997, "Fractional Differencing Modeling And Forecasting Of Eurocurrency Deposit Rates," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 20, issue 3, pages 355-372, September.
• Christopher F. Baum & Clifford F. Thies, 1997, "Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money," Boston College Working Papers in Economics, Boston College Department of Economics, number 384, Sep.
• John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1997, "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Boston College Working Papers in Economics, Boston College Department of Economics, number 394, Dec.
• Kuo, Biing-Shen & Mikkola, Anne, 1997, "The Behaviour of the Real Exchange Rate: A Re-examination Using Finite Sample Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1716, Oct.
• Jakob B. MADSEN, 1997, "Forecasts with production expectations integrated into a macroeconomic model," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1997011, Mar.
• Donald W.K. Andrews, 1997, "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1146R, Nov.
• Coppejans, Mark & Domowitz, Ian, 1997, "Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market," Working Papers, Duke University, Department of Economics, number 97-08.
• Angrist, Joshua D., 1997, "Conditional independence in sample selection models," Economics Letters, Elsevier, volume 54, issue 2, pages 103-112, February.
• Morduch, Jonathan J. & Stern, Hal S., 1997, "Using mixture models to detect sex bias in health outcomes in Bangladesh," Journal of Econometrics, Elsevier, volume 77, issue 1, pages 259-276, March.
• Lee, Hahn Shik & Siklos, Pierre L., 1997, "The role of seasonality in economic time series reinterpreting money-output causality in U.S. data," International Journal of Forecasting, Elsevier, volume 13, issue 3, pages 381-391, September.
• Saligari, Grant R. & Snyder, Ralph D., 1997, "Trends, lead times and forecasting," International Journal of Forecasting, Elsevier, volume 13, issue 4, pages 477-488, December.
• Bardasi, E. & Monfardini, C., 1997, "The Choice of the Working Sector in Italy," Economics Working Papers, European University Institute, number eco97/09.
• Tzavalis, Elias, 1997, "Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure?," Discussion Papers, University of Exeter, Department of Economics, number 9711.
• Francis X. Diebold & Lutz Kilian, 1997, "Measuring predictability: theory and macroeconomic applications," Working Papers, Federal Reserve Bank of Philadelphia, number 97-23.
• Flam, S.D. & Evstigneev, I.V., 1997, "The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 171.
• Sentana, E. & Fiorentini, G., 1997, "Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model," Papers, Centro de Estudios Monetarios Y Financieros-, number 9709.
• Paull, G, 1997, "Dynamic Labour Market Behaviour in the British Household Panel Survey : The Effects of Recall Bias and Panel Attrition," Papers, Centre for Economic Performance & Institute of Economics, number 10.
• Thibierge, C & Thomas, P., 1997, "L'effet de levier," Papers, Ecole Superieure de Commerce de Paris. Groupe ESCP-, number 97/135.
• Isakov, D, 1997, "Test du CAPM pour le marche des actions suisses," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 97.04.
• Kilian, L. & Demiroglu, U., 1997, "Residual-Based Bootstrap Tests for Normality in Autoregressions," Papers, Michigan - Center for Research on Economic & Social Theory, number 97-14.
• Miller, K.D., 1997, "Measurement of Perceived Environmental Uncertainties: Response and Extension," Papers, Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER), number 97-004.
• Stengos, T. & Sun, Y., 1997, "Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation," Working Papers, University of Guelph, Department of Economics and Finance, number 1997-3.
• Godby, R. & Stengos, T. & Wandsschneider, B., 1997, "Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market," Working Papers, University of Guelph, Department of Economics and Finance, number 1997-4.
• Michael Rockinger & Eric Jondeau, 1997, "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," Working Papers, HAL, number hal-00601591.
• Hagerud, Gustaf E., 1997, "Modeling Nordic Stock Returns with Asymmetric GARCH models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 164, Mar.
• Andersson, Michael K. & Gredenhoff, Mikael P., 1997, "Bootstrap Testing for Fractional Integration," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 188, Aug.
• Brännäs, Kurt & de Gooijer, Jan G. & Teräsvirta, Timo, 1997, "Testing Linearity against Nonlinear Moving Average Models," Umeå Economic Studies, Umeå University, Department of Economics, number 405, Aug.
• Gabriele Fiorentini & Enrique Sentana Iváñez, 1997, "Identification, estimation and testing of conditionally heteroskedastic factor models," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1997-22, Oct.
• Kilian, L., 1997, "Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions?," Working Papers, Research Seminar in International Economics, University of Michigan, number 401.
• Cashin, P. & McDermott, C. J., 1997, "Testing the Consumption-Capm in Developing Equity Markets," Department of Economics - Working Papers Series, The University of Melbourne, number 593.
• ABDELKHALEK, Touhami & DUFOUR, Jean-Marie, 1997, "Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9713.
• Francis X. Diebold & Lutz Kilian, 1997, "Measuring Predictability: Theory and Macroeconomic Applications," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0213, Aug.
• Torben G. Andersen & Tim Bollerslev, 1997, "Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts," NBER Working Papers, National Bureau of Economic Research, Inc, number 6023, Apr.
• Richard Dennis, 1997, "A measure of monetary conditions," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number G97/1, Jan.
• Keane, Michael & Wolpin, Kenneth, 1997, "Introduction to the JBES Special Issue on Structural Estimation in Applied Microeconomics," MPRA Paper, University Library of Munich, Germany, number 55136.
• Larry Taylor, 1997, "An R2criterion based on optimal predictors," Econometric Reviews, Taylor & Francis Journals, volume 16, issue 1, pages 109-118, DOI: 10.1080/07474939708800375.
• Gary Koop & Herman K. van Dijk & Henk Hoek, 1997, "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 97-078/4, Aug.
• Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997, "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-45.
• Daniëls, H.A.M. & Kamp, B. & Verkooijen, W.J.H., 1997, "Application of Neural Networks to House Pricing and Bond Rating," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-96.
• Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997, "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6eef11dd-0ae4-4673-b8c0-2.
• Parks, R.W. & Savin, N.E. & Wurtz, A.H., 1997, "The Power of Hessian and Outer Product Based Wald and LM Tests," Working Papers, University of Iowa, Department of Economics, number 97-02.
• Nankervis, J.C. & Savin, N.E. & Lobato, I., 1997, "Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test," Working Papers, University of Iowa, Department of Economics, number 97-14.
• Lee, H.S. & Siklos, P.L., 1997, "The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data," Working Papers, Wilfrid Laurier University, Department of Economics, number 97-1.
• Clements, M.P. & Madlener, R., 1997, "Seasonality, Cointegration, and the Forecasting of Energy Demand," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 484.
• Clements, M.P. & Smith, J., 1997, "Forecasting Seasonal UK Consumption Components," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 487.
• Clements, M.P. & Krolzig, H.-M., 1997, "A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 489.

1996

• Fabio Canova & Eva Ortega, 1996, "Testing calibrated general equilibrium models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 166, Mar.
• Christopher F. Baum & John Barkoulas, 1996, "Time‐varying risk premia in the foreign currency futures basis," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 16, issue 7, pages 735-755, October.
• Erwin Nijsse & Elmer Sterken,, 1996, "Shortages, interest rates, and money demand in Poland, 1969-1995," Working Papers, Centre for Economic Research, University of Groningen and University of Twente, number 25, Feb.
• Francisco Cribari-Neto, 1996, "On the Corrections to Information Matrix Tests," Econometrics, University Library of Munich, Germany, number 9601001, Jan.
• Clements, M.C., 1996, "Evaluating the Rationality of Fixed-Event Forecasts," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 457.
• J M C Santos Silva, 1996, "A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models," Discussion Papers, University College London, Department of Economics, number 96-28 ISSN 1350-6722, Nov.
• Ripatti, Antti, 1996, "Stability of the demand for M1 and harmonized M3 in Finland," Bank of Finland Research Discussion Papers, Bank of Finland, number 18/1996.
• Wolters, J. & Teräsvirta, T. & Lütkepohl, H., 1996, "Modelling the Demand for M3 in the Unified Germany," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,24.
• Linton, O. & Gozalo, P., 1996, "Testing Additivity in Generalized Nonparametric Regression Models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,47.
• Clements, Michael P., , "Evaluating the rationality of fixed-event forecasts," Economic Research Papers, University of Warwick - Department of Economics, number 268705, DOI: 10.22004/ag.econ.268705.
• Jansen, Eilev S & Terasvirta, Timo, 1996, "Testing Parameter Constancy and Super Exogeneity in Econometric Equations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 58, issue 4, pages 735-763, November.
• John Barkoulas & Christopher F. Baum, 1996, "Time-Varying Risk Premia in the Foreign Currency Futures Basis," Boston College Working Papers in Economics, Boston College Department of Economics, number 281., Jan.
• John Barkoulas & Christopher F. Baum & Gurkan S. Oguz, 1996, "Fractional Cointegration Analysis of Long Term International Interest Rates," Boston College Working Papers in Economics, Boston College Department of Economics, number 315., Jan.
• John Barkoulas & Christopher F. Baum, 1996, "Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates," Boston College Working Papers in Economics, Boston College Department of Economics, number 317., Jan.
• John Barkoulas & Christopher F. Baum & Joseph Onochie, 1996, "Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate," Boston College Working Papers in Economics, Boston College Department of Economics, number 320., Jan.
• Bruce E. Hansen, 1996, "Estimation of TAR Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 325., Jan.
• Teräsvirta Timo, 1996, "Power Properties of Linearity Tests for Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 1, issue 1, pages 1-10, April, DOI: 10.2202/1558-3708.1008.
• Swanson Norman, 1996, "Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 1, issue 1, pages 1-20, April, DOI: 10.2202/1558-3708.1012.
• Shadman-Mehta, Fatemeh, 1996, "Does Modern Econometrics replicate the Phillips Curve?," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1996015, Jun.
• Patrick FÈVE & François LANGOT, 1996, "Can animal spirits explain the dynamics of European unemployment?," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1996044, Sep.
• Oliver Linton & Pedro Gozalo, 1996, "Conditional Independence Restrictions: Testing and Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1140, Nov.
• Tzavalis, Elias & Wickens, M. R., 1996, "Forecasting inflation from the term structure," Journal of Empirical Finance, Elsevier, volume 3, issue 1, pages 103-122, May.
• Vannetelbosch, Vincent J., 1996, "Testing between alternative wage-employment bargaining models using Belgian aggregate data," Labour Economics, Elsevier, volume 3, issue 1, pages 43-64, August.
• Pinkse, J. & Slade, M., 1996, "A Simple Test for Spatial Correlation in Probit Models," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a11.
• Chanel, O. & Gerard-Varet, L.A., 1996, "Auction Theory and Practice Evidence from the Market for Jewellery," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96b05.
• Ado, I. & Boughrara, A., 1996, "Un regard epistemologique sur la pratique econometrique contemporaine," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96c04.
• Lau, S.H.P., 1996, "Testing the Long Run Effect of Investment on Output in the Presence of Cointegration," Papers, Australian National University - Department of Economics, number 304.
• Dodin, B. & Elimam, A.A. & Rolland, E., 1996, "Tabu Search in Audit Scheduling," The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside, number 96-25.
• Rubio, E.M., 1996, "Testing the CCAPM on Spanish Data: A New Approach," Papers, Centro de Estudios Monetarios Y Financieros-, number 9603.
• Bozdogan, H. & Haughton, D., 1996, "Informational Complexity Criteria For Regression Models," Papers, Toulouse - GREMAQ, number 96.414.
• Hill, R.J. & Fox, K.J., 1996, "Identifying Outlier Firms in Multiple Output Efficiency Models," Papers, New South Wales - School of Economics, number 96/27.
• Swanson, N.R. & Zeng, T., 1996, "Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection," Papers, Pennsylvania State - Department of Economics, number 4-96-5.
• Swanson, N.R., 1996, "Forecasting Using First Available Versus Fully Revised Economic Time Series data," Papers, Pennsylvania State - Department of Economics, number 4-96-7.
• Bryan, I., 1996, "Pricing-to-Market in the Presence of Freight Rate and Exchange Rate Changes: Evidence from Canadian Data," Papers, Ryerson Polytechnical Institute - Department of Economics, number 9.
• Arranz, M., 1996, "Forecasting Private Consumption Structure in European Countries: SKIM Model Results and Comparison with other Approaches," Faculty of Economics, Universidad de Santiago de Compostela, Faculty of Economics, Applied Econometric and Quantitative Studies, number 04.
• Ferguson, B, 1996, "A Note on the Interpretation of the Rational Addiction Model," Working Papers, University of Guelph, Department of Economics and Finance, number 1996-1.
• Teräsvirta, Timo, 1996, "Power Properties of Linearity Tests for Time Series," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 94, Jan.
• Brännäs, Kurt & Gooijer, Jan G. de & Teräsvirta, Timo, 1996, "Testing Linearity against Nonlinear Moving Average Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 95, Jan.
• Teräsvirta, Timo, 1996, "Two Stylized Facts and the Garch (1,1) Model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 96, Jan.
• Wolters, Jürgen & Teräsvirta, Timo & Lütkepohl, Helmut, 1996, "Modelling the Demand for M3 in the unified Germany," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 113, Apr.
• Madlener, Reinhard, 1996, "On the Use of Multivariate Cointegration Analysis in Residential Energy Demand Modelling," Economics Series, Institute for Advanced Studies, number 30, May.
• Clara Jørgensen & Hans Christian Kongsted & Anders Rahbek, 1996, "Trend-Stationarity in the I(2) Cointegration Model," Discussion Papers, University of Copenhagen. Department of Economics, number 96-12, Jun.
• Angrist, J.D., 1996, "Conditional Independance in Sample Selection Models," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-27.
• Saligari, G.R. & Snyder, R.D., 1996, "Trends, Lead Times and Forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/96.
• Hao, K., 1996, "Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/96.
• Levy-Garboua, L. & Montmarquette, C., 1996, "Cognition in Seemingly Riskless Choices and Judgments," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9602.
• Levy-Garboua, L. & Montmarquette, C., 1996, "Cognition in Seemingly Riskless Choices and Judgments," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9602.
• Krishnan, M & Sankaraguruswamy, S & Song Shin, H, 1996, "Skewness of Earnings and the Believability Hypothesis : How Does the Financial Market Discount Accounting Earnings Disclosures?," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 120.
• Kocenda, Evzen, 1996, "An Alternative to the BDS Test: Integration Across the Correlation Integral," MPRA Paper, University Library of Munich, Germany, number 70510, Sep.
• Thomson, W., 1996, "Monotonic Extension on Economic Domains," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 431.
• Bruce Mizrach, 1996, "Forecast Comparison in L2," Departmental Working Papers, Rutgers University, Department of Economics, number 199524, Aug.
• Louis Lévy-Garboua & Claude Montmarquette, 1996, "Cognition In Seemingly Riskless Choices And Judgments," Rationality and Society, , volume 8, issue 2, pages 167-185, May, DOI: 10.1177/104346396008002003.
• Hans Dewachter, 1996, "Modelling interest rate volatility: Regime switches and level links," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 132, issue 2, pages 236-258, September, DOI: 10.1007/BF02707806.
• Gerd Hansen, 1996, "The domestic term structure and international interest rate linkages: A cointegration analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 132, issue 4, pages 675-689, December, DOI: 10.1007/BF02707588.

1995

• Tzavalis, E. & Wickens, M.R., 1995, "Forecasting Inflation from the Term Structure," Discussion Papers, University of Exeter, Department of Economics, number 9519.
• Aprahamian, F. & Peguin-Feissolle, A., 1995, "Detecting Nonlinearity by Modelling the Differenced Series," G.R.E.Q.A.M., Universite Aix-Marseille III, number 95a36.
• Jonathan J. Morduch & Hall S. Stern, 1995, "Using Mixture Models to Detect Sex Bias in Health Outcomes in Bangladesh," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1728.
• Morduch, J. & Stern, H.S., 1995, "Using Mixture Models to Detect Sex Bias in Health Outcomes in Bangladesh," Papers, Harvard - Institute for International Development, number 513.
• Jansen, Eilev S. & Teräsvirta, Timo, 1995, "Testing Parameter Constancy and super Exogeneity in Econometric Equations," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 53, May.
• Lütkepohl, Helmut & Teräsvirta, Timo & Wolters, Jürgen, 1995, "Investigating Stability and Linearity of a German M1 Money Demand Function," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 64, Aug.
• Haefke, Christian & Helmenstein, Christian, 1995, "Prediction Risk and the Forecasting of Stock Market Indexes," Economics Series, Institute for Advanced Studies, number 20, Dec.
• Madlener, Reinhard, 1995, "Household Energy Demand Analysis: An Empirical Application of the Closure Test Principle," Economics Series, Institute for Advanced Studies, number 6, Apr.
• Ghysels, E. & Guay, A. & Hall, A., 1995, "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9524.
• Ghysels, E. & Guay, A. & Hall, A., 1995, "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9524.
• Lavoie, M, 1995, "Loansable Funds, Endogenous Money, and Minsky's Financial Fragility Hypothesis," Working Papers, University of Ottawa, Department of Economics, number 95011e.
• Elrod, Terry & Keane, Michael, 1995, "A Factor-Analytic Probit Model for Representing the Market Structure in Panel Data," MPRA Paper, University Library of Munich, Germany, number 52434, Feb.
• Baccar, Sourour, 1995, "Reliability of the Translog Cost Function : Some Theory & an Application to the Demand of Energy in French Manufacturing," MPRA Paper, University Library of Munich, Germany, number 53987, Dec.
• Renato Flôres & Pierre-Yves Preumont & Ariane Szafarz, 1995, "Multivariate unit root tests," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 95-001.RS.
• Bjørn E. Naug & Ragnar Nymoen, 1995, "Import Price Formation and Pricing to Market: A Test on Norwegian Data," Discussion Papers, Statistics Norway, Research Department, number 157, Nov.
• Lütkepohl, H. & Teräsvirta, T. & Wolters, J., 1995, "Investigating Stability and Linearity of a German M1 Money Demand Function," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,57.
• Brock, W.A. & Dechert, W.D. & LeBaron, B. & Scheinkman, J.A., 1995, "A Test for Independence Based on the Correlation Dimension," Working papers, Wisconsin Madison - Social Systems, number 9520.
• Keuschnigg, Christian & Kohler, Wilhelm, 1995, "Dynamic Effects of Tariff Liberalization: An Intertemporal CGE Approach," Review of International Economics, Wiley Blackwell, volume 3, issue 1, pages 20-35, February.
• René Garcia, 1995, "Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models," CIRANO Working Papers, CIRANO, number 95s-07, Feb.
• Eric Ghysels & Alain Guay & Alastair Hall, 1995, "Predictive Tests for Structural Change with Unknown Breakpoint," CIRANO Working Papers, CIRANO, number 95s-20, Mar.
• Martha Misas A. & Marla Ripoll N. & Enrique L�pez E., 1995, "Una Descripci�N Del Ciclo Industrial En Colombia," Borradores de Economia, Banco de la Republica, number 3707, May.
• Alejandro L�pez M. & Juana Patricia T�llez, 1995, "Una Historia De Los A�Os Veinte Para Los Noventa," Borradores de Economia, Banco de la Republica, number 3711, Mar.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 1995, "Comovements in large systems," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 5825, Sep.
• Peeters, Marga & Ghijsen, Paul, 1995, "Capital, Labour, Materials and Additional R&D Investment in Japan. The Issue of (Double-) Counting," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1995009, Jan.
• Oliver Linton & Pedro Gozalo, 1995, "Testing Additivity in Generalized Nonparametric Regression Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1106, Jun.
• Rioux, L., 1995, "Heterogeneity, Matching, and Endogenous Labour Market Segmentation," DELTA Working Papers, DELTA (Ecole normale supérieure), number 95-35.
• Tzavalis, Elias & Wickens, M. R., 1995, "The persistence in volatility of the US term premium 1970-1986," Economics Letters, Elsevier, volume 49, issue 4, pages 381-389, October.
• West, Kenneth D. & Cho, Dongchul, 1995, "The predictive ability of several models of exchange rate volatility," Journal of Econometrics, Elsevier, volume 69, issue 2, pages 367-391, October.

1994

• Banerjee, Anindya, 1994, "Dynamic Specification and Testing for Unit Roots and Co-Integration," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273318, Nov, DOI: 10.22004/ag.econ.273318.
• GONZALO, Jesus & PITARAKIS, Jean-Yves, 1994, "Comovements in Large Systems," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1994065, Nov.
• de la Croix, David & Rousseaux, Xavier & Urbain, Jean-Pierre, 1994, "To fine or to punish in the Late Middle Ages. A Time Series Analysis of Justice Administration in Nivelles, 1424-1536," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1994005, Feb.
• Phillips, Peter C.B. & Ploberger, Werner, 1994, "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Econometric Theory, Cambridge University Press, volume 10, issue 3-4, pages 774-808, August.
• Andrews, Donald W K & Ploberger, Werner, 1994, "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, volume 62, issue 6, pages 1383-1414, November.
• Tzavalis, Elias & Wickens, Michael, 1994, "The Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence," Discussion Papers, University of Exeter, Department of Economics, number 9402.
• Tzavalis, E. & Wickens, M.R., 1994, "The Persistence in Volatility of the US Term Premium 1970-1986," Discussion Papers, University of Exeter, Department of Economics, number 9409.
• Jacobson, Tor & Vredin, Anders & Warne, Anders, 1994, "Are Real Wages and Unemployment Related?," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 8, Jan.
• Kenneth D. West & Dongchul Cho, 1994, "The Predictive Ability of Several Models of Exchange Rate Volatility," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0152, Jan.
• Mason, Patrick L., 1994, "An empirical derivation of the industry wage equation," MPRA Paper, University Library of Munich, Germany, number 11325.
• Lord, Montague, 1994, "A Macroeconomic Model for Romania's Flexible Exchange Rate System," MPRA Paper, University Library of Munich, Germany, number 41162, Nov.
• Anindya Banerjee, 1994, "Dynamic Specification And Testing For Unit Roots And Co-integration," Working Paper, Economics Department, Queen's University, number 914, Nov.

1993

• Jacobson, T. & Vredin, A. & Warne, A., 1993, "Are Real Wages and Unemployment Related?," Papers, Stockholm - International Economic Studies, number 558.
• Albu, Lucian-Liviu, 1993, "Exploration of economic systems in the transition period," MPRA Paper, University Library of Munich, Germany, number 14085, Jan.
• West, K.D. & Cho, D., 1993, "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers, Wisconsin Madison - Social Systems, number 9317.
• West, K.D. & Cho, D., 1993, "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers, Wisconsin Madison - Social Systems, number 9317r.
• Walter Kraemer & Gerhard Arminger, 2010, ""True Believers" or Numerical Terrorism at the Nuclear Power Plant," CESifo Working Paper Series, CESifo, number 3180.
• Vannetelbosch, Vincent J., 1993, "Testing Between Alternative Wage-Employment Bargaining Models Using Belgian Aggreggate Data," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1994012, Dec, revised 27 Apr 1994.
• Toda, Hiro Y & Phillips, Peter C B, 1993, "Vector Autoregressions and Causality," Econometrica, Econometric Society, volume 61, issue 6, pages 1367-1393, November.
• Beatriz González & Carlos Murillo, 1993, "El gasto sanitario de los países y de las familias: problemas metodológicos y empíricos para su cuantificación y estimación," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 25, issue 01, pages 70-89.

1992

• Peter C.B. Phillips & Werner Ploberger, 1992, "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1017, May.
• Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992, "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, volume 54, issue 1-3, pages 159-178.
• Donald N. McCloskey, 1992, "Other Things Equal," Eastern Economic Journal, Eastern Economic Association, volume 18, issue 3, pages 359-361, Summer.
• Henry S. Farber & Alan B. Krueger, 1992, "Union Membership in the United States: The Decline Continues," NBER Working Papers, National Bureau of Economic Research, Inc, number 4216, Nov.
• Manmohan S. Kumar, 1992, "The Forecasting Accuracy of Crude Oil Futures Prices," IMF Staff Papers, Palgrave Macmillan, volume 39, issue 2, pages 432-461, June.
• Henry S. Farber & Alan B. Krueger, 1992, "Union Membership in the United States: The Decline Continues," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 685, Aug.
• Crawford, Gregory S., 2012, "Endogenous Product Choice : A Progress Report," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 979.
• Coroneo, Laura & Corradi, Valentina & Santos Monteiro, Paulo, 2012, "Testing for optimal monetary policy via moment inequalities," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 985.

1991

• Gregory, Allan W. & Nason, James M., 1991, "Testing for Structural Breaks," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273225, Jul, DOI: 10.22004/ag.econ.273225.
• Peter C.B. Phillips, 1991, "The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1000, Oct.
• Hiro Y. Toda & Peter C.B. Phillips, 1991, "Vector Autoregression and Causality," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 977, May.
• Hiro Y. Toda & Peter C.B. Phillips, 1991, "The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 978, May.
• Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991, "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 979, May.
• Peter C.B. Phillips & Werner Ploberger, 1991, "Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 980, May.
• Ariel Pakes, 1991, "Dynamic Structural Models: Problems and Prospects. Mixed Continuous Discrete Controls and Market Interactions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 984, Jul.
• Allan Gregory & James M. Nason, 1991, "Testing For Structural Breaks," Working Paper, Economics Department, Queen's University, number 827, Jul.

1990

• Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990, "Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?," Papers, Michigan State - Econometrics and Economic Theory, number 8905.
• Søren Johansen & Katarina Juselius, 1990, "Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK," Discussion Papers, University of Copenhagen. Department of Economics, number 90-05, Mar.
• Calzolari, Giorgio & Panattoni, Lorenzo, 1990, "Mode predictors in nonlinear systems with identities," International Journal of Forecasting, Elsevier, volume 6, issue 3, pages 317-326, October.

1989

• Neil R. Ericsson & David F. Hendry, 1989, "Encompassing and rational expectations: how sequential corroboration can imply refutation," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 354.

1988

• Calzolari, Giorgio & Panattoni, Lorenzo, 1988, "Il problema della coerenza delle previsioni nei modelli econometrici non lineari
  [The coherency problem when forecasting with nonlinear econometric models]," MPRA Paper, University Library of Munich, Germany, number 23904.
• Clements, Michael & Smith, Jeremy, 1997, "Forecasting Seasonal UK Consumption Components," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 479.

1986

• Grady, Patrick & Muller, R. Andrew, 1986, "On The Use and Misuse of Input-Output Based Impact Analysis in Evaluation," MPRA Paper, University Library of Munich, Germany, number 22063, May.
• Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1986, "Forecasts and constraints on policy actions: the reliability of alternative instruments," MPRA Paper, University Library of Munich, Germany, number 29119, Jun.
• Bianchi, Carlo & Calzolari, Giorgio & Weihs, Claus, 1986, "Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models," MPRA Paper, University Library of Munich, Germany, number 29120.
• Bollerslev, Tim, 1986, "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, volume 31, issue 3, pages 307-327, April.