Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

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.

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.
• Tim Bollerslev, 1986, "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 1986/01, Sep.

1985

• Juan Urrutia Elejalde, 1985, "Crisis y desempleo. Una rerracionalización de desequilibrio de parte del ajuste liberal de la crisis," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 1, issue 04, pages 53-78.
• Iñigo Garayalde & L. Rodríguez de Yurre, 1985, "Perspectivas del mercado de trabajo en la C.A.P.V. Aplicación de un modelo de simulación ad hoc," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 1, issue 04, pages 169-196.
• Grady, Patrick, 1985, "The state of the art in Canadian macroeconomic modelling," MPRA Paper, University Library of Munich, Germany, number 19474, Mar.
• Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1985, "Effectiveness versus reliability of policy actions under government budget constraint: the case of France," MPRA Paper, University Library of Munich, Germany, number 29055, Aug.

1984

• Brownstone, David, 1984, "Information Criterion and Estimation of Misspecified Qualitative Choice Models," Working Paper Series, Research Institute of Industrial Economics, number 128, Aug.
• Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1984, "Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS
  [Analysis and measurement of forecast uncertainty in an econometric model. Application to mini-DMS model]," MPRA Paper, University Library of Munich, Germany, number 22565, revised 1984.

1982

• Krumm, Ronald J. & Graves, Philip E., 1982, "Morbidity and pollution: model specification analysis for time-series data on hospital admissions," MPRA Paper, University Library of Munich, Germany, number 19906.
• Bianchi, Carlo & Calzolari, Giorgio, 1982, "Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods," MPRA Paper, University Library of Munich, Germany, number 22559.
• Bianchi, Carlo & Calzolari, Giorgio & Sartori, Franco, 1982, "Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana
  [2SLS with principal components: estimation of a nonlinear model of the Italian economy]," MPRA Paper, University Library of Munich, Germany, number 22665, revised 1982.
• Krumm, Ronald J. & Graves, Philip E., 1982, "Morbidity and pollution: Model specification analysis for time-series data on hospital admissions," Journal of Environmental Economics and Management, Elsevier, volume 9, issue 4, pages 311-327, December.

1978

• Hausman, Jerry A, 1978, "Specification Tests in Econometrics," Econometrica, Econometric Society, volume 46, issue 6, pages 1251-1271, November.

1977

• Calzolari, Giorgio & Corsi, Paolo, 1977, "Stochastic simulation as a validation tool for econometric models," MPRA Paper, University Library of Munich, Germany, number 21226, Sep.

1976

• J. A. Hausman, 1976, "Specification Tests in Econometrics," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 185, Aug.
• Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976, "Simulation properties of alternative methods of estimation: an application to a model of the Italian economy," MPRA Paper, University Library of Munich, Germany, number 22965, revised 1976.

1975

• Subramaniam, Viswanatha, 1975, "Productivity Implications of Performance Appraisal System (Full Version)," MPRA Paper, University Library of Munich, Germany, number 107449, Jun.

0

• Jaroslav Pavlicek & Ladislav Kristoufek, 2019, "Modeling UK Mortgage Demand Using Online Searches," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/18, Jul, revised Jul 2019.
• Gary Koop & Dimitris Korobilis, , "A new index of financial conditions," Working Papers, Business School - Economics, University of Glasgow, number 2013_06.
• Carlo A. Favero & Riccardo Rovelli, , "Modeling and identifying central banks' preferences," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 148.
• Michael Artis & Anindya Banerjee & Massimiliano Marcellino, , "Factor forecasts for the UK," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 203.
• Claudio Cicinelli & Andrea Cossio & Francesco Nucci & Ottavio Ricchi & Cristian Tegami, , "The Italian Treasury Econometric Model (ITEM)," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number wp2008-1.
• Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 0, "Realized Variance Modeling: Decoupling Forecasting from Estimation," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 532-555.
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