Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

1999

• 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.

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," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 1998-11.
• Michelle L. Barnes, 1998, "On the Nature of Dependence in the Volatility of US Stock Returns," Adelaide Economics Working Papers, Adelaide University, School of Economics, 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, Centre for Economic Policy Research, number 1839, Mar.
• Jondeau, Eric & Rockinger, Michael, 1998, "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, 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.
• 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, Centre for Economic Policy Research, 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

• 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.
• 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.