IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to follow this JEL code

Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C52: Model Evaluation, Validation, and Selection
This JEL code is mentioned in the follow RePEc Biblio entries:
  1. > Econometrics > Forecasting

This topic is covered by the following reading lists:
  1. SOEP based publications
  2. Socio-Economics of Innovation

Most recent items first, undated at the end.
  • 2015 Estimating a Falsified Model: Some Impossibility Theorems
    by Andrew J. Buck & George M. Lady

  • 2015 Multivariate Forecasting with BVARs and DSGE Models
    by Berg, Tim Oliver

  • 2015 Correlation and efficiency of propensity score-based estimators for average causal effects
    by Pingel, Ronnie & Waernbaum, Ingeborg

  • 2015 Accuracy and Poverty Impacts of Proxy Means-Tested Transfers: An Empirical Assessment for Bolivia
    by Stephan Klasen & Simon Lange

  • 2015 How is credit scoring used to predict default in China?
    by Ha-Thu Nguyen

  • 2015 Model Misspecification and Relaxing Rational Expectations
    by Lance Kent

  • 2015 Small sample performance of indirect inference on DSGE models
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R.

  • 2015 Prediciendo decisiones de agentes económicos: ¿Cómo determina el Banco de la República de Colombia la tasa de interés?
    by Gustavo Nicolás Páez

  • 2015 Can a data-rich environment help identify the sources of model misspecification?
    by Francesca Monti

  • 2015 Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
    by Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans

  • 2015 Small sample performance of indirect inference on DSGE models
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael

  • 2015 Conditional determinants of FDI in fast emerging economies: an instrumental quantile regression approach
    by Simplice Asongu & Oasis Kodila-Tedika

  • 2015 Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance
    by Simplice Asongu & Jacinta C. Nwachukwu

  • 2015 Averaging Across Asset Allocation Models
    by Peter Schanbacher

  • 2015 Measuring the liquidity part of volume
    by Darolles, Serge & Fol, Gaëlle Le & Mero, Gulten

  • 2015 Robustness of distance-to-default
    by Jessen, Cathrine & Lando, David

  • 2015 Tests for overidentifying restrictions in Factor-Augmented VAR models
    by Han, Xu

  • 2014 Econometric cross-country analysis of the living population social comfort
    by Leshchaykina, Marina

  • 2014 La cópula GED bivariada. Una aplicación en entornos de crisis
    by Mendoza, Alfonso. & Galvanovskis, Evalds.

  • 2014 Specifying parameters in computable general equilibrium models using optimal fingerprint detection methods
    by Koesler, Simon

  • 2014 Structural labor supply models and wage exogeneity
    by Löffler, Max & Peichl, Andreas & Siegloch, Sebastian

  • 2014 Assessing the Macroeconomic Forecasting Performance of Boosting
    by Wohlrabe, Klaus & Teresa, Buchen

  • 2014 A score-test on measurement errors in rating transition times
    by Rafael Weißbach, Rafael & Voß, Sebastian

  • 2014 Outperforming IMF Forecasts by the Use of Leading Indicators
    by Drechsel, Katja & Giesen, Sebastian & Lindner, Axel

  • 2014 Monitoring Stationarity and Cointegration
    by Wagner, Martin & Wied, Dominik

  • 2014 China's national production function since 1997: A reinvestigation
    by Zhu, Yanyuan & Feng, Xiao

  • 2014 Testing for near I(2) trends when the signal to noise ratio is small
    by Juselius, Katarina

  • 2014 Modeling dynamics of metal price series via state space approach with two common factors
    by Golosnoy, Vasyl & Rossen, Anja

  • 2014 On the degree of homogeneity in dynamic heterogeneous panel data models
    by Offermanns, Christian J.

  • 2014 Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte
    by Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter

  • 2014 Bank's strategies during the financial crisis
    by Recchioni, Maria Cristina & Tedeschi, Gabriele & Berardi, Simone

  • 2014 Do media data help to predict German industrial production?
    by Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk

  • 2014 Impulse response matching estimators for DSGE models
    by Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz

  • 2014 Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models
    by Warne, Anders & Coenen, Günter & Christoffel, Kai

  • 2014 Identification of prior information via moment-matching
    by Sacht, Stephen

  • 2014 Updating the option implied probability of default methodology
    by Vilsmeier, Johannes

  • 2014 Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing
    by JIN SEO CHO & HALBERT WHITE

  • 2014 Evaluating the performance of VaR models in energy markets
    by Sasa Zikovic & Rafal Weron & Ivana Tomas Zikovic

  • 2014 The Impact of Brazilian Regional Development Funds on Regional Economic Growth: A spatial panel approach
    by Guilherme Resende & Tulio Cravo & Alexandre Carvalho

  • 2014 Power laws in citation distributions: Evidence from Scopus
    by Michał Brzeziński

  • 2014 Empirical modeling of the impact factor distribution
    by Michał Brzeziński

  • 2014 Modelización econométrica de la demanda de turistas británicos a España
    by Marcos Álvarez-Díaz & Manuel González-Gómez & María Soledad Otero-Giráldez & Ana Belén Trigo Iglesias

  • 2014 Precious Metals Under the Microscope: A High-Frequency Analysis
    by Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G.

  • 2014 Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability
    by Buncic, Daniel & Piras, Gion Donat

  • 2014 Forecasting Copper Prices with Dynamic Averaging and Selection Models
    by Buncic, Daniel & Moretto, Carlo

  • 2014 Model comparisons in unstable environments
    by Raffaella Giacomini & Barbara Rossi

  • 2014 Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
    by Barbara Rossi & Tatevik Sekhposyan

  • 2014 Alternative tests for correct specification of conditional predictive densities
    by Barbara Rossi & Tatevik Sekhposyan

  • 2014 A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process
    by Christian M. Hafner & Michael McAleer

  • 2014 On the Invertibility of EGARCH
    by Guillaume Gaetan Martinet & Michael McAleer

  • 2014 A statistical test for forecast evaluation under a discrete loss function
    by Francisco Javier Eransus & Alfonso Novales Cinca

  • 2014 Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions
    by Francisco Javier Eransus & Alfonso Novales Cinca

  • 2014 A One Line Derivation of EGARCH
    by Michael McAleer & Christian M. Hafner

  • 2014 Incorrectly accounting for preference heterogeneity in choice experiments: what are the implications for welfare measurement?
    by Catalina M. Torres & Sergio Colombo & Nick Hanley

  • 2014 A Significance Test for Covariates in Nonparametric Regression
    by Lavergne, Pascal & Maistre, Samuel & Patilea, Valentin

  • 2014 Powerful nonparametric checks for quantile regression
    by Maistre, Samuel & Lavergne, Pascal & Patilea, Valentin

  • 2014 A New Approach to Model Verification, Falsification and Selection
    by Andrew J. Buck & George M. Lady

  • 2014 Openness to International Trade and Economic Growth : A Cross-Country Empirical Investigation
    by Bulent Ulasan

  • 2014 The Risk Return Relationship: Evidence from Index Return and Realised Variance Series
    by Minxian Yang

  • 2014 CES Technology and Business Cycle Fluctuations
    by Cristiano Cantore & Paul Levine & Joseph Pearlman & Bo Yang

  • 2014 Model uncertainty in panel vector autoregressive models
    by Gary Koop & Dimitris Korobilis

  • 2014 Incorrectly accounting for preference heterogeneity in choice experiments: what are the implications for welfare measurement?
    by Cati Torres & Sergio Colombo & Nick Hanley

  • 2014 Quasi-Bayesian Model Selection
    by Atsushi Inoue & Mototsugu Shintania

  • 2014 Jackknife Model Averaging for Quantile Regressions
    by Xun Lu & Liangjun Su

  • 2014 A Combined Approach to the Inference of Conditional Factor Models
    by Yan Li & Liangjun Su & Yuewu Xu

  • 2014 Inverting a matrix function around a singularity via local rank factorization
    by Massimo Franchi & Paolo Paruolo

  • 2014 Modelling Stock Return Volatility Dynamics in Selected African Markets
    by Daniel King and Ferdi Botha

  • 2014 Consistent Pretesting for Jumps
    by Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson

  • 2014 Testing for nonlinearity of the relationship between stock prices and exchange rate in Romania
    by Saman, Corina

  • 2014 Forecast Models for Private Consumption
    by Peussa, Aleksandr

  • 2014 The Predictive Performance of Fundamental Inflation Concepts: An Application to the Euro Area and the United States
    by Stephen McKnight & Alexander Mihailov & Kerry Patterson & Fabio Rumler

  • 2014 La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993 - 2012
    by Barrera, Carlos

  • 2014 DSGE Priors for BVAR Models
    by Thomai Filippeli & Konstantinos Theodoridis

  • 2014 How Relevant is the Choice of Risk Management Control Variable to Non-parametric Bank Profit Efficiency Analysis?
    by Richard Simper & Maximilian J.B. Hall & Wenbin B. Liu & Valentin Zelenyuk & Zhongbao Zhou

  • 2014 Has US Household Deleveraging Ended? A Model-Based Estimate of Equilibrium Debt
    by Bruno Albuquerque & Ursel Baumann & Georgi Krustev

  • 2014 Information Arrival and Volatility: Evidence from the Saudi Arabia Stock Exchange (Tadawul)
    by Ezzat, Hassan & Kirkulak, Berna

  • 2014 Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan
    by Moahmed Hassan, Hisham & Mahgoub Mohamed, Tariq

  • 2014 La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993-2012
    by Barrera-Chaupis, Carlos

  • 2014 Taille Optimale De L’Etat En Rd Congo
    by LONZO LUBU, Gastonfils

  • 2014 Valid confidence intervals for post-model-selection predictors
    by Bachoc, Francois & Leeb, Hannes & Pötscher, Benedikt M.

  • 2014 Classical Theory of Investment. Panel Cointegration Evidence from Thirteen EU Countries
    by Alexiou, Constantinos & Tsaliki, Persefoni & Tsoulfidis, Lefteris

  • 2014 The small multiple in econometrics – a redesign
    by Klein, Torsten L.

  • 2014 Communicating quantitative information: tables vs graphs
    by Klein, Torsten L.

  • 2014 The Modi ed R a Robust Measure of Association for Time Series
    by Rehman, Atiq-ur- & Malik, Muhammad Irfan

  • 2014 Macro Stress-Testing Credit Risk in Romanian Banking System
    by Ruja, Catalin

  • 2014 Model Uncertainty in Panel Vector Autoregressive Models
    by Koop, Gary & Korobilis, Dimitris

  • 2014 A fast-forward look at tertiary education attainment in Europe 2020
    by Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke

  • 2014 International portfolio allocation with European fixed-income funds: What scope for Italian funds?
    by Zagaglia, Paolo

  • 2014 Analysis of deviance in household financial portfolio choice: evidence from Spain
    by Callado Muñoz, Francisco Jose & González Chapela, Jorge & Utrero González, Natalia

  • 2014 Determinants of Tax Morale in Spain and Turkey: An Empirical Analysis
    by Bilgin, Cevat

  • 2014 Dynamic modeling of commodity futures prices
    by Karapanagiotidis, Paul

  • 2014 Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization
    by Sinha, Pankaj & Agnihotri, Shalini

  • 2014 The seeming unreliability of rank-ordered data as a consequence of model misspecification
    by Yan, Jin & Yoo, Hong Il

  • 2014 Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models
    by Albis, Manuel Leonard F. & Mapa, Dennis S.

  • 2014 Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model
    by Mapa, Dennis S. & Paz, Nino Joseph I. & Eustaquio, John D. & Mindanao, Miguel Antonio C.

  • 2014 The Effect of Governance and Political Instability Determinants on Inflation in Iran
    by Khani Hoolari, Seyed Morteza & Abounoori, Abbas Ali & Mohammadi, Teymour

  • 2014 Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks
    by Nonejad, Nima

  • 2014 Theoretical guidelines for a partially informed forecast examiner
    by Tsyplakov, Alexander

  • 2014 Model Averaging in Predictive Regressions
    by Liu, Chu-An & Kuo, Biing-Shen

  • 2014 Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates
    by Zhu, Ke & Li, Wai Keung & Yu, Philip L.H.

  • 2014 Data-based priors for vector autoregressions with drifting coefficients
    by Korobilis, Dimitris

  • 2014 Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why?
    by Dean Fantazzini & Mario Maggi

  • 2014 News and Labor Market Dynamics in the Data and in Matching Models
    by Francesco Zanetti & Konstantinos Theodoridis

  • 2014 Measuring the Sensitivity of Parameter Estimates to Sample Statistics
    by Matthew Gentzkow & Jesse M. Shapiro

  • 2014 The Great Mortgaging: Housing Finance, Crises, and Business Cycles
    by Òscar Jordà & Moritz Schularick & Alan M. Taylor

  • 2014 Inflation in the Great Recession and New Keynesian Models
    by Marco Del Negro & Marc P. Giannoni & Frank Schorfheide

  • 2014 Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
    by Xu Cheng & Zhipeng Liao & Frank Schorfheide

  • 2014 Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models
    by Jan F. Kiviet & Milan Pleus & Rutger Poldermans

  • 2014 Land Use in Rural New Zealand: Spatial Land Use, Land-use Change, and Model Validation
    by Simon Anastasiadis & Suzi Kerr & Wei Zhang & Corey Allan & William Power

  • 2014 Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models
    by Firmin DOKO TCHATOKA & Jean-Marie DUFOUR

  • 2014 On The Theory and Practice of Singular Spectrum Analysis Forecasting
    by M. Atikur Rahman Khan & D.S. Poskitt

  • 2014 A Computational Implementation of GMM
    by Jiti Gao & Han Hong

  • 2014 A Model Validation Procedure
    by Julia Polak & Maxwell L. King & Xibin Zhang

  • 2014 Bias Correction of Persistence Measures in Fractionally Integrated Models
    by Simone D. Grose & Gael M. Martin & D.S. Poskitt

  • 2014 Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes
    by K. Nadarajah & Gael M. Martin & D.S. Poskitt

  • 2014 Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap
    by D.S. Poskitt & Gael M. Martin & Simone D. Grose

  • 2014 ICT and Non-ICT investments: short and long run macro dynamics
    by Fabio Bacchini & Maria Elena Bontempi & Roberto Golinelli & Cecilia Jona-Lasinio

  • 2014 Focused Information Criterion for Series Estimation in Partially Linear Models
    by Naoya Sueishi & Arihiro Yoshimura

  • 2014 Optimal hedging with the cointegrated vector autoregressive model
    by Søren Johansen & Bent Nielsen

  • 2014 The Swiss “Job Miracle”
    by Michael Siegenthaler & Michael Graff & Massimo Mannino

  • 2014 Forecasting Aggregates with Disaggregate Variables: Does Boosting Help to Select the Most Relevant Predictors?
    by Jing Zeng

  • 2014 Bayesian Analysis of Dynamic Factor Models: An Ex-Post Approach towards the Rotation Problem
    by Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape

  • 2014 Accuracy of proposers' beliefs in an allocation-type game
    by Federica Alberti & Anna Conte & Kei Tsutsui

  • 2014 Bayesian Treatment Effects Models with Variable Selection for Panel Outcomes with an Application to Earnings Effects of Maternity Leave
    by Liana Jacobi & Helga Wagner & Sylvia Frühwirth-Schnatter

  • 2014 Dual Labour Markets and (Lack of) On-the-Job Training: PIAAC Evidence from Spain and Other EU Countries
    by Cabrales, Antonio & Dolado, Juan J. & Mora, Ricardo

  • 2014 Structural Labor Supply Models and Wage Exogeneity
    by Loeffler, Max & Peichl, Andreas & Siegloch, Sebastian

  • 2014 Matching Methods in Practice: Three Examples
    by Imbens, Guido W.

  • 2014 Outperforming IMF Forecasts by the Use of Leading Indicators
    by Katja Drechsel & S. Giesen & Axel Lindner

  • 2014 Out-Of-Sample Comparisons of Overfit Models
    by Calhoun, Gray

  • 2014 The Misspecification of Expectations in New Keynesian Models: A DSGE-VAR Approach
    by Stephen Cole & Fabio Milani

  • 2014 Dependence of stock and commodity futures markets in China: implications for portfolio investment
    by Shawkat Hammoudeh & Duc Khuong Nguyen & Juan Carlos Reboredo & Xiaoqian Wen

  • 2014 Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?
    by Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen

  • 2014 A wavelet-based copula approach for modeling market risk in agricultural commodity markets
    by RIADH ALOUI & MOHAMED SAFOUANE BEN AISSA & DUC KHUONG NGUYEN

  • 2014 Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period
    by Ahdi Noomen Ajmi & Ghassen El Montasser & Shawkat Hammoudeh & Duc Khuong Nguyen

  • 2014 Visualizing Count Data Regressions Using Rootograms
    by Christian Kleiber & Achim Zeileis

  • 2014 Commodity Price Booms and Breaks: Detection, Magnitude and Implications for Developing Countries
    by Rodrigo Mariscal & Andrew Powell

  • 2014 A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank
    by Chew Lian Chua & Sarantis Tsiaplias

  • 2014 Forecasting with a mismatch-enhanced labor market matching function
    by Hutter, Christian & Weber, Enzo

  • 2014 Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models
    by Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang Karl Härdle

  • 2014 The Great Mortgaging: Housing Finance, Crises, and Business Cycles
    by Oscar Jorda & Moritz Schularick & Alan M. Taylor

  • 2014 Analysing Mechanisms for Meeting Global Emissions Target - A Dynamical Systems Approach
    by Ranganathan, Shyam & Bali Swain, Ranjula

  • 2014 A Dynamical Systems Approach To Modeling Human Development
    by Ranganathan, Shyam & Bali Swain, Ranjula & Sumpter, David

  • 2014 http://www.sv.uio.no/econ/english/research/unpublished-works/working-papers/pdf-files/2014/memo-27-2014.pdf
    by Biørn, Erik

  • 2014 Model Order Selection in Seasonal/Cyclical Long Memory Models
    by Leschinski, Christian & Sibbertsen, Philipp

  • 2014 Model Risk in Backtesting Risk Measures
    by Evers, Corinna & Rohde, Johannes

  • 2014 An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area
    by Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith

  • 2014 Model uncertainty in panel vector autoregressive models
    by Gary Koop & Dimitris Korobilis

  • 2014 Data-based priors for vector autoregressions with drifting coefficients
    by Dimitris Korobilis

  • 2014 Comparing Mobile Communication Service Prices Among Providers: A Hedonic Approach
    by Schöni, Olivier & Seger, Lukas

  • 2014 What predicts U.S. recessions?
    by Liu, Weiling & Moench, Emanuel

  • 2014 Evaluating Conditional Forecasts from Vector Autoregressions
    by Clark, Todd E. & McCracken, Michael W.

  • 2014 The great mortgaging: housing finance, crises, and business cycles
    by Jorda, Oscar & Schularick, Moritz & Taylor, Alan M.

  • 2014 Can spanned term structure factors drive stochastic yield volatility?
    by Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D.

  • 2014 Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach
    by Bognanni, Mark & Herbst, Edward

  • 2014 Evaluating Conditional Forecasts from Vector Autoregressions
    by Clark, Todd E. & McCracken, Michael W.

  • 2014 Does Regression Discontinuity Design Work? Evidence from Random Election Outcomes
    by Janne Tukiainen & Tuukka Saarimaa & Ari Hyytinen & Jaakko Meriläinen & Otto Toivanen

  • 2014 Funzioni di domanda ed implicazioni di policy: un’applicazione al caso del Reddito di Garanzia
    by Claudio Daminato & Nadir Zanini

  • 2014 The Impact of the 'Free Choice' Work/Family Reforms of France and Belgium. A Synthetic Control Analysis
    by Federico Podestà

  • 2014 Range-based Volatility Estimation and Forecasting
    by Daniel Bencik

  • 2014 Bayesian default probability models
    by Petra Andrlíková

  • 2014 On the Invertibility of EGARCH
    by Martinet, G.G. & McAleer, M.J.

  • 2014 A One Line Derivation of EGARCH
    by McAleer, M.J. & Hafner, C.M.

  • 2014 The Gender Wage Gap and Sample Selection via Risk Attitudes
    by Seeun Jung

  • 2014 Estimating US fiscal and monetary interactions in a time varying VAR
    by Eddie Gerba & Klemens Hauzenberger

  • 2014 Mismatch Shocks and Unemployment During the Great Recession
    by Francesco Furlanetto & Nicolas Groshenny

  • 2014 Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion
    by Joshua C.C. Chan & Angelia L. Grant

  • 2014 Stochastic Model Specification Search for Time-Varying Parameter VARs
    by Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan

  • 2014 Fast Computation of the Deviance Information Criterion for Latent Variable Models
    by Joshua C.C. Chan & Angelia L. Grant

  • 2014 Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks
    by Matteo Luciani

  • 2014 Default Predictors in Credit Scoring - Evidence from France’s Retail Banking Institution
    by Ha-Thu Nguyen

  • 2014 Log versus Level in VAR Forecasting: 42 Million Empirical Answers - Expect the Unexpected
    by Johannes Mayr & Dirk Ulbricht

  • 2014 Do Media Data Help to Predict German Industrial Production?
    by Konstantin A. Kholodilin & Tobias Thomas & Dirk Ulbricht

  • 2014 Unconventional Monetary Policy and Money Demand
    by Christian Dreger & Jürgen Wolters

  • 2014 The Effects of Family Policy on Mothers' Labor Supply: Combining Evidence from a Structural Model and a Natural Experiment
    by Johannes Geyer & Peter Haan & Katharina Wrohlich

  • 2014 Structural Labor Supply Models and Wage Exogeneity
    by Max Löffler & Andreas Peichl & Sebastian Siegloch

  • 2014 The Effects of Family Policy on Mothers' Labor Supply: Combining Evidence from a Structural Model and a Natural Experiment
    by Johannes Geyer & Peter Haan & Katharina Wrohlich

  • 2014 On The Long-Term Macroeconomic Effects Of Social Security Spending:Evidence For 12 Eu Countries
    by Alfredo Marvão Pereira & Jorge M. Andraz

  • 2014 Specification Tests for Nonlinear Dynamic Models
    by Igor Kheifets

  • 2014 Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning
    by Willi Mutschler

  • 2014 Joint Confidence Sets for Structural Impulse Responses
    by Inoue, Atsushi & Kilian, Lutz

  • 2014 Impulse Response Matching Estimators for DSGE Models
    by Guerron-Quintana, Pablo A. & Inoue, Atsushi & Kilian, Lutz

  • 2014 Dual Labour Markets and (Lack of) On-The-Job Training: PIAAC Evidence from Spain and Other EU Countries
    by Cabrales, Antonio & Dolado, Juan J. & Mora, Ricardo

  • 2014 Economic theory and forecasting: lessons from the literature
    by Giacomini, Raffaella

  • 2014 Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters
    by Inoue, Atsushi & Jin, Lu & Rossi, Barbara

  • 2014 The Great Mortgaging: Housing Finance, Crises, and Business Cycles
    by Jordà, Òscar & Schularick, Moritz & Taylor, Alan M.

  • 2014 Choosing the variables to estimate singular DSGE models: Comment
    by Nikolay, Iskrev

  • 2014 The effectiveness of fiscal stimuli for working parents
    by Henk-Wim de Boer & Egbert Jongen & Jan Kabatek

  • 2014 Time variation in the dynamic effects of unanticipated changes in tax policy
    by Joris de Wind

  • 2014 Reduced-rank time-varying vector autoregressions
    by Joris de Wind & Luca Gambetti

  • 2014 Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
    by YANG, Yukai

  • 2014 Pronósticos para una economía menos volátil: El caso colombiano
    by Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado

  • 2014 Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets
    by Ignacio Lozano & Alexander Guarín

  • 2014 Uso de la Metodología Wavelets para la Validación de la Regla de la Raíz del Tiempo y su Aplicación al Riesgo de Mercado
    by Javier Eliecer Pirateque Niño

  • 2014 Neglected Serial Correlation Tests In Ucarima Models
    by Gabriele Fiorentini & Enrique Sentana

  • 2014 Identification-robust inference for endogeneity parameters in linear structural models
    by Firmin Doko Tchatoka & Jean-Marie Dufour

  • 2014 On the Long-Term Macroeconomic Effects of Social Security Spending: Evidence for 12 EU Countries
    by Alfredo M. Pereira & Jorge M. Andraz

  • 2014 The Great Mortgaging: Housing Finance, Crises, and Business Cycles
    by Òscar Jordà & Moritz Schularick & Alan M. Taylor

  • 2014 Point and Density Forecasts for the Euro Area Using Bayesian VARs
    by Tim Oliver Berg & Steffen Henzel

  • 2014 Regularization for Spatial Panel Time Series Using the Adaptive LASSO
    by Clifford Lam & Pedro Souza

  • 2014 Asymmetry and Leverage in Conditional Volatility Models
    by Michael McAleer

  • 2014 On the Invertibility of EGARCH
    by Guillaume Gaetan Martinet & Michael McAleer

  • 2014 A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process
    by Christian M. Hafner & Michael McAleer

  • 2014 A One Line Derivation of EGARCH
    by Michael McAleer & Christian M. Hafner

  • 2014 Does Weather Have an Impact on Electricity Distribution Efficiency? Evidence from South America
    by Karim L. Anaya & Michael G. Pollitt

  • 2014 ICT and Non-ICT investments: short and long run macro dynamics
    by F. Bacchini & M. E. Bontempi & R. Golinelli & C. Jona Lasinio

  • 2014 News and labour market dynamics in the data and in matching models
    by Theodoridis, Konstantinos & Zanetti, Francesco

  • 2014 Tests to Disentangle Breaks in Intercept from Slope in Linear Regression Models with Application to Management Performance in the Mutual Fund Industry
    by Jose Olmo & William Pouliot

  • 2014 Model Comparisons in Unstable Environments
    by Raffaella Giacomini & Barbara Rossi

  • 2014 Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters
    by Atsushi Inoue & Lu Jin & Barbara Rossi

  • 2014 Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts
    by Barbara Rossi & Tatevik Sekhposyany

  • 2014 Alternative Tests for Correct Specification of Conditional Predictive Densities
    by Barbara Rossi & Tatevik Sekhposyan

  • 2014 Specification Analysis of International Treasury Yield Curve Factors
    by Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L.

  • 2014 International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment
    by Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L.

  • 2014 New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the “blocking” approach
    by Mogliani, M. & Brunhes-Lesage, V. & Darné, O. & Pluyaud, B.

  • 2014 Putting Structure on the RD Design: Social Transfers and Youth Inactivity in France
    by Olivier Bargain & Karina Doorley

  • 2014 An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis
    by Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera

  • 2014 Causality and Contagion in EMU Sovereign Debt Markets
    by Marta Gómez-Puig & Simón Sosvilla-Rivero

  • 2014 Mismatch Shocks and Unemployment During the Great Recession
    by Nicolas Groshenny & Francesco Furlanetto

  • 2014 On Bootstrap Validity for Specification Tests with Weak Instruments
    by Firmin Doko Tchatoka

  • 2014 Specification Tests with Weak and Invalid Instruments
    by Firmin Doko Tchatoka

  • 2014 Trend Mis-specifications and Estimated Policy Implications in DSGE Models
    by Varang Wiriyawit

  • 2014 The Risk Premia Embedded in Index Options
    by Torben G. Andersen & Nicola Fusari & Viktor Todorov

  • 2014 On the Selection of Common Factors for Macroeconomic Forecasting
    by Alessandro Giovannelli & Tommaso Proietti

  • 2014 On the identification of fractionally cointegrated VAR models with the F(d) condition
    by Paolo Santucci de Magistris & Federico Carlini

  • 2014 Outlier detection algorithms for least squares time series regression
    by Søren Johansen & Bent Nielsen

  • 2014 Testing Constancy of the Error Covariance Matrix in Vector Models against Parametric Alternatives using a Spectral Decomposition
    by Yukai Yang

  • 2014 The Growth of Cities
    by Duranton, Gilles & Puga, Diego

  • 2014 Consistent estimation in pseudo panels in the presence of selection bias
    by Mora, Jhon James & Muro, Juan

  • 2014 Testing for near I(2) trends when the signal-to-noise ratio is small
    by Juselius, Katarina

  • 2014 Association Between Self-Assessed Health and Attitude Towards Own Health
    by Irina Možajeva

  • 2014 Directional accuracy for inflation and unemployment rate predictions in Romania
    by Mihaela Simionescu

  • 2014 Asymetria relacji cen paliw płynnych w Polsce i cen ropy naftowej
    by Robert Socha

  • 2014 Wpływ systemów emerytalnych na efekt Laffera w krajach OECD
    by Antoni Chrzonstowski

  • 2014 Comparing Housing Booms and Mortgage Supply in the Major OECD Countries
    by Angus Armstrong & E. Philip Davis

  • 2014 Statistical Delimitation of the Profile of Local Elections Candidate – An Applied Statistics Research
    by Gheorghe SAVOIU & Emil BURTESCU & Marian TAICU

  • 2014 Attempting to Quantify the Accuracy of Complex Macroeconomic Forecasts
    by Emilian Dobrescu

  • 2014 Nonlinearity, Volatility and Fractional Integration in Daily Oil Prices: Smooth Transition Autoregressive ST-FI(AP)GARCH Models
    by Melike Bildirici & Özgür Ömer Ersin

  • 2014 Bayesian Forecasts Combination To Improve The Romanian Inflation Predictions Based On Econometric Models
    by Simionescu, Mihaela

  • 2014 Analysis of dependence between the random components of a stochastic production function for the purpose of technical efficiency estimation
    by Aivazian, Sergei & Afanasiev, Mikhail & Rudenko, Victoria

  • 2014 Asymmetric Price Adjustments in the Fuel Market
    by Katarzyna Leszkiewicz-Kędzior & Aleksander Welfe

  • 2014 Where do Moderation Terms Come from in Binary Choice Models?
    by Alfredo A. Romero

  • 2014 Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day?
    by Małgorzata Doman & Ryszard Doman

  • 2014 Divergent Priors and Well Behaved Bayes Factors
    by Rodney W. Strachan & Herman K. van Dijk

  • 2014 Competent Alternative Model for the Peasants´ Medical Expenditures in China: A Case of New Rural Cooperative Medical Service System (Nrcms) in Zhejiang Province
    by Lu Wencong & Cheng Ying & Mohummed Shofi Ullah Mazumder

  • 2014 Análisis de la volatilidad del índice principal del mercado bursátil mexicano, del índice de riesgo país y de la mezcla mexicana de exportación mediante un modelo GARCH trivariado asimétrico || Volatility Analysis of the Core Mexican Stock Market Index, the Country Risk Index, and the Mexican Oil Basket Using an Asymmetric Trivariate GARCH Model
    by Villalba Padilla, Fátima Irina & Flores-Ortega, Miguel

  • 2014 Determinants of Effective Tax Rates for Firms Listed on Chinese Stock Market: Panel Models with Two-Sided Censors Patterns in Neighboring Areas
    by Yong-Ching Chiou. & Yao-Chih Hsieh. & Wenyi Lin

  • 2014 Növelhető-e a csőd-előrejelző modellek előre jelző képessége az új klasszifikációs módszerek nélkül?
    by Nyitrai, Tamás

  • 2014 Tests of Equity Market Anomalies for Select Emerging Markets
    by Sanjay Sehgal & Srividya Subramaniam & Florent Deisting

  • 2014 The Long Run Relationship between Government Revenue and Expenditure in Iran: A Co integration Analysis in the Presence of Structural Breaks
    by Mohsen Mehrara & Abbas Ali Rezaei

  • 2014 Factor-based prediction of industry-wide bank stress
    by Grover, Sean P. & McCracken, Michael W.

  • 2014 Grouping Stock Markets with Time-Varying Copula-GARCH Model
    by Anna CZAPKIEWICZ & Pawel MAJDOSZ

  • 2014 The Effect of Nonzero Autocorrelation Coefficients on the Distributions of Durbin-Watson Test Estimator: Three Autoregressive Models
    by Mei-Yu LEE

  • 2014 Determinants of tax morale in Spain and Turkey: an empirical analysis
    by Cevat Bilgin

  • 2014 Causality and contagion in EMU sovereign debt markets
    by Gómez-Puig, Marta & Sosvilla-Rivero, Simón

  • 2014 Why does skewness and the fat-tail effect influence value-at-risk estimates? Evidence from alternative capital markets
    by Su, Jung-Bin & Lee, Ming-Chih & Chiu, Chien-Liang

  • 2014 Monetary policy regimes: Implications for the yield curve and bond pricing
    by Filipova, Kameliya & Audrino, Francesco & De Giorgi, Enrico

  • 2014 The forward looking information content of equity and bond markets for aggregate investments
    by Gallegati, Marco & Ramsey, James B.

  • 2014 Credit spread changes within switching regimes
    by Maalaoui Chun, Olfa & Dionne, Georges & François, Pascal

  • 2014 Financial fragility in the Great Moderation
    by Bezemer, Dirk & Grydaki, Maria

  • 2014 A new set of improved Value-at-Risk backtests
    by Ziggel, Daniel & Berens, Tobias & Weiß, Gregor N.F. & Wied, Dominik

  • 2014 The role of correlation dynamics in sector allocation
    by Kalotychou, Elena & Staikouras, Sotiris K. & Zhao, Gang

  • 2014 Modelling long run comovements in equity markets: A flexible approach
    by Martins, Luis F. & Gabriel, Vasco J.

  • 2014 Early warning systems and systemic banking crises in low income countries: A multinomial logit approach
    by Caggiano, Giovanni & Calice, Pietro & Leonida, Leone

  • 2014 Performance evaluation of optimized portfolio insurance strategies
    by Zieling, Daniel & Mahayni, Antje & Balder, Sven

  • 2014 How important is the credit channel? An empirical study of the US banking crisis
    by Liu, Chunping & Minford, Patrick

  • 2014 Are hazard models superior to traditional bankruptcy prediction approaches? A comprehensive test
    by Bauer, Julian & Agarwal, Vineet

  • 2014 Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics
    by Bekiros, Stelios D.

  • 2014 CDOs and the financial crisis: Credit ratings and fair premia
    by Wojtowicz, Marcin

  • 2014 Trade intensity and purchasing power parity
    by Cho, Dooyeon & Doblas-Madrid, Antonio

  • 2014 Improved method for static replication under the CEV model
    by Tsai, Wei-Che

  • 2014 Modeling and forecasting the additive bias corrected extreme value volatility estimator
    by Kumar, Dilip & Maheswaran, S.

  • 2014 Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets
    by Bekiros, Stelios D.

  • 2014 An empirical comparison of alternative schemes for combining electricity spot price forecasts
    by Nowotarski, Jakub & Raviv, Eran & Trück, Stefan & Weron, Rafał

  • 2014 Accounting for asymmetric price responses and underlying energy demand trends in OECD industrial energy demand
    by Adeyemi, Olutomi I. & Hunt, Lester C.

  • 2014 Design of experiments applied to environmental variables analysis in electricity utilities efficiency: The Brazilian case
    by Leme, Rafael C. & Paiva, Anderson P. & Steele Santos, Paulo E. & Balestrassi, Pedro P. & Galvão, Leandro de Lima

  • 2014 Modeling the daily electricity price volatility with realized measures
    by Frömmel, Michael & Han, Xing & Kratochvil, Stepan

  • 2014 What do market-calibrated stochastic processes indicate about the long-term price of crude oil?
    by Hahn, Warren J. & DiLellio, James A. & Dyer, James S.

  • 2014 Revisiting the relationship between spot and futures prices in the Nord Pool electricity market
    by Weron, Rafał & Zator, Michał

  • 2014 Modelling changes in the unconditional variance of long stock return series
    by Amado, Cristina & Teräsvirta, Timo

  • 2014 Dependence of stock and commodity futures markets in China: Implications for portfolio investment
    by Hammoudeh, Shawkat & Nguyen, Duc Khuong & Reboredo, Juan Carlos & Wen, Xiaoqian

  • 2014 Market impacts of trades for stocks listed on the Borsa Istanbul
    by Aktas, Osman Ulas & Kryzanowski, Lawrence

  • 2014 A new index of financial conditions
    by Koop, Gary & Korobilis, Dimitris

  • 2014 The VIX, the variance premium and stock market volatility
    by Bekaert, Geert & Hoerova, Marie

  • 2014 Examining macroeconomic models through the lens of asset pricing
    by Borovička, Jaroslav & Hansen, Lars Peter

  • 2014 A predictability test for a small number of nested models
    by Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger

  • 2014 A score-test on measurement errors in rating transition times
    by Voß, Sebastian & Weißbach, Rafael

  • 2014 A fast resample method for parametric and semiparametric models
    by Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han

  • 2014 Multivariate rotated ARCH models
    by Noureldin, Diaa & Shephard, Neil & Sheppard, Kevin

  • 2014 An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
    by Choi, Hwan-sik & Jeong, Minsoo & Park, Joon Y.

  • 2014 Specification analysis of linear quantile models
    by Escanciano, J.C. & Goh, S.C.

  • 2014 Model equivalence tests in a parametric framework
    by Lavergne, Pascal

  • 2014 Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence
    by Kim, Hyun Hak & Swanson, Norman R.

  • 2014 Volatility activity: Specification and estimation
    by Todorov, Viktor & Tauchen, George & Grynkiv, Iaryna

  • 2014 Time-varying sparsity in dynamic regression models
    by Kalli, Maria & Griffin, Jim E.

  • 2014 Can we reject linearity in an HAR-RV model for the S&P 500? Insights from a nonparametric HAR-RV
    by Lahaye, Jerome & Shaw, Philip

  • 2014 What drives the nonlinearity of time series: A frequency perspective
    by Caraiani, Petre

  • 2014 Bayesian endogeneity bias modeling
    by Montes-Rojas, Gabriel & Galvao, Antonio F.

  • 2014 Measuring the impact of nuclear accidents on energy policy
    by Csereklyei, Zsuzsanna

  • 2014 An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis
    by Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Ramos-Herrera, María del Carmen

  • 2014 Macro effects of capital requirements and macroprudential policy
    by Akram, Q. Farooq

  • 2014 Can gold hedge and preserve value when the US dollar depreciates?
    by Reboredo, Juan C. & Rivera-Castro, Miguel A.

  • 2014 Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies
    by Hunter, John & Wu, Feng

  • 2014 Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
    by Diks, Cees & Panchenko, Valentyn & Sokolinskiy, Oleg & van Dijk, Dick

  • 2014 Time-consistent investment policies in Markovian markets: A case of mean–variance analysis
    by Chen, Zhiping & Li, Gang & Zhao, Yonggan

  • 2014 Extracting market information from equity options with exponential Lévy processes
    by Fabozzi, Frank J. & Leccadito, Arturo & Tunaru, Radu S.

  • 2014 A structural econometric analysis of the informal sector heterogeneity
    by Nguimkeu, Pierre

  • 2014 Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model
    by Nadhem Selmi & Nejib Hachicha

  • 2014 Search for Predictors of Inflation Using VAR and BVAR: The Case of Czech Republic
    by Josef Stráský & Jaromír Baxa

  • 2014 Banking fragility in Colombia: An empirical analysis based on balance sheets
    by Ignacio Lozano & Alexander Guarín

  • 2014 The Impact Of The Main Macroeconomic Indicators On The Final Consumption Of The Population
    by Consuela Necșulescu & Luminița Șerbănescu

  • 2014 Video Games Contribution To Students’ Entrepreneurial Traits And Intent
    by Alexandra PERJU-MITRAN & Andreea E. BUDACIA

  • 2014 Determinants of foreign direct investment
    by Bruce A. Blonigen & Jeremy Piger

  • 2014 Evaluation der ifo Konjunkturprognosen
    by Steffen Henzel & Wolfgang Nierhaus & Timo Wollmershäuser

  • 2014 Der Blick in die Glaskugel wird schärfer: Eine Evaluation der Treffsicherheit der ifo Dresden Konjunkturprognosen
    by Robert Lehmann & Michael Weber

  • 2014 Long Term Trend Analysis in the Capital Market – The Case of Serbia
    by Snežana Radukić & Milica Radović

  • 2014 Use and Limitations of the Reserve Requirement Policy in Montenegro
    by Velibor Milošević

  • 2014 Relations between Volatility and Returns of Exchange Traded Funds of Emerging Markets and of USA
    by Prakash L. Dheeriya & Fahimeh Rezayat & Burhan F. Yavas

  • 2014 A Strategy To Improve The Inflation Rate Forecasts In Romania
    by Mihaela SIMIONESCU

  • 2014 Is there a trade-off between the predictive power and the interpretability of bankruptcy models? The case of the first Hungarian bankruptcy prediction model
    by Miklós Virág & Tamás Nyitrai

  • 2014 Revisiting the nexus between financial development, FDI, and growth: New evidence from second generation econometric procedures in the Turkish context
    by Hasan Güngör & Salih Turan Katircioglu & Mehmet Mercan

  • 2014 Hand Surgery – Postoperative Recovery and Medical Tourism
    by Ruxandra Diana Sinescu & Andrea Anghel & Razvan Teohari Vulcanescu

  • 2014 Assessing the Impact of the National Cultural Framework on Responsible Corporate Behaviour towards Consumers: an Application of Geert Hofstede`s Cultural Model
    by Cristina Ganescu & Andreea Gangone & Mihaela Asandei

  • 2014(XXIV) An Extension Of The Methodology Of Using The Student Test In Case Of A Linear Regression With Three Explanatory Variables
    by Florin-Marius PAVELESCU

  • 2013 Identifying a financial conditions index for South Africa
    by Kirsten Thompson & Renee van Eyden & Rangan Gupta

  • 2013 The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand
    by Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg

  • 2013 The Spread of Mafia in Northern Italy: The Role of Public Infrastructure
    by Lavinia Piemontese

  • 2013 Is There a “Biodiversity Kuznets Curve” for the Main OECD Countries?
    by Roberta De Santis

  • 2013 Macroeconomic Reform and Technical Efficiency in Australian - Riforme macroeconomiche ed efficienza tecnica nell’industria manifatturiera australiana – un’analisi stocastica della frontiera di produzione
    by Karunaratne, Neil Dias

  • 2013 GARCH modellerinin performanslarının değerlendirilmesinde riske maruz değer (value-at-risk, VaR) yöntemi: İMKB100, Mali, Sınai ve Hizmet endeksleri üzerine bir uygulama
    by Önder BÜBERKÖKÜ

  • 2013 An Application of the Cusp Catastrophe Theory to the Istanbul Stock Exchange Crash of 2008
    by Hülya TÜTEK & Ünal SEVEN

  • 2013 Steady-state labor supply elasticities: A survey
    by Bargain, Olivier & Peichl, Andreas

  • 2013 Do German exporters PTM? Searching for right answers in sugar confectionery exports
    by Fedoseeva, Svetlana

  • 2013 Identification and Estimation of Intra-Firm and Industry Competition via Ownership Change
    by Michel, Christian

  • 2013 Coherent Price Systems and Uncertainty-Neutral Valuation
    by Beißner, Patrick

  • 2013 Competitive Moment Matching of a New-Keynesian and an Old-Keynesian Model
    by Franke, Reiner

  • 2013 Validating Structural Labor Supply Models
    by Löffler, Max & Peichl, Andreas & Siegloch, Sebastian

  • 2013 Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?
    by Berg, Tim Oliver & Henzel, Steffen

  • 2013 Moment Matching versus Bayesian Estimation: Backward-Looking Behaviour in a New-Keynesian Baseline Model
    by Sacht, Stephen & Franke, Reiner & Jang, Tae-Seok

  • 2013 Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe
    by Khan, Muhammad & Kebewar, Mazen & Nenovsky, Nikolay

  • 2013 Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions
    by Eisele, Martin & Zhu, Junyi

  • 2013 Testing for optimal monetary policy via moment inequalities
    by Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro

  • 2013 Revisiting the relationship between spot and futures prices in the Nord Pool electricity market
    by Rafal Weron & Michal Zator

  • 2013 Money demand and the role of monetary indicators in forecasting euro area inflation
    by Christian Dreger & Jürgen Wolters

  • 2013 Model uncertainty in matrix exponential spatial growth regression models
    by Manfred M. Fischer & Philipp Piribauer

  • 2013 Measuring the Impacts of Nuclear Accidents on Energy Policy
    by Zsuzsanna Csereklyei

  • 2013 Forecasting GDP at the regional level with many predictors
    by Robert Lehmann & Klaus Wohlrabe

  • 2013 Spatial Econometric Modelling Of Massive Datasets: The Contribution Of Data Mining
    by MYRIAM TABASSO & GIUSEPPE ARBIA

  • 2013 “Determining the Number of Regimes in Markov-Switching VAR and VMA Models”
    by Maddalena Cavicchioli

  • 2013 Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals
    by Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G.

  • 2013 Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data
    by Audrino, Francesco & Fengler, Matthias

  • 2013 Nets: Network estimation for time series
    by Matteo Barigozzi & Christian T. Brownlees

  • 2013 Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set
    by Barbara Rossi & Tatevik Sekhposyan

  • 2013 Conditional predictive density evaluation in the presence of instabilities
    by Barbara Rossi & Tatevik Sekhposyan

  • 2013 Model Equivalence Tests in a Parametric Framework
    by Lavergne, Pascal

  • 2013 On the Impact of the Global Financial Crisis on the Euro Area
    by He, Xiaoli & Jacobs, Jan P.A.M. & Kuper, Gerard H. & Ligthart, Jenny E.

  • 2013 On bootstrap validity for specification tests with weak instruments
    by Doko Tchatoka, Firmin

  • 2013 Validation and Functional Complexity
    by Robert E. Marks

  • 2013 On Habit and the Socially Efficient Level of Consumption and Work Effort
    by Paul Levine & Peter McAdam & Peter Welz

  • 2013 Accounting for asymmetric price responses and underlying energy demand trends in OECD industrial energy demand
    by Olutomi I Adeyemi & Lester C Hunt

  • 2013 A new index of financial conditions
    by Gary Koop & Dimitris Korobilis

  • 2013 Using VARs and TVP-VARs with Many Macroeconomic Variables
    by Gary Koop

  • 2013 Model Switching and Model Averaging in Time-Varying Parameter Regression Models
    by Miguel Belmonte & Gary Koop

  • 2013 Self-reinforcing effects between housing prices and credit: an extended version
    by André K. Anundsen & Eilev S. Jansen

  • 2013 Returns to public R&D grants and subsidies
    by Ådne Cappelen & Arvid Raknerud & Marina Rybalka

  • 2013 The importance of the distribution sector for exchange rate pass-through in a small open economy. A large scale macroeconometric modelling approach
    by Pål Boug & Ådne Cappelen & Torbjørn Eika

  • 2013 Combining disaggregate forecasts for inflation: The SNB's ARIMA model
    by Marco Huwiler & Daniel Kaufmann

  • 2013 Model Selection Tests for Conditional Moment Inequality Models
    by Yu-Chin Hsu & Xiaoxia Shi

  • 2013 A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing
    by Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen

  • 2013 A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing
    by Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen

  • 2013 A Comparison Of The Forecasting Performances Of Multivariate Volatility Models
    by Vincenzo Candila

  • 2013 Time-Varying Parameter in the Almost Ideal Demand System and the Rotterdam Model: Will the Best Specification Please Stand Up?
    by William A. Barnett and Isaac Kalonda-Kanyama

  • 2013 Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality
    by Norman Swanson & Richard Urbach

  • 2013 Generalizing smooth transition autoregressions
    by Emilio Zanetti Chini

  • 2013 Generalised Linear Spectral Models
    by Tommaso Proietti & Alessandra Luati

  • 2013 Factorii modelatori ai valorilor calculate ale Testului Student in cazul unei regresii liniare cu trei variabile explicative
    by Pavelescu, Florin Marius

  • 2013 Are Turbulences of Sargent and Ljungqvist consistent with lower Aggregate Volatility?
    by Batyra, Anna

  • 2013 Is There Really Granger Causality Between Energy Use and Output?
    by Bruns, Stephan B. & Gross, Christian & Stern, David I.

  • 2013 What if Energy Time Series are not Independent? Implications for Energy-GDP Causality Analysis
    by Bruns, Stephan B. & Gross, Christian

  • 2013 Geography, Productivity and Trade: Does Selection Explain Why Some Locations Are More Productive than Others?
    by Antonio Accetturo & Valter Di Giacinto & Giacinto Micucci & Marcello Pagnini

  • 2013 Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets
    by Stelios D. Bekiros

  • 2013 Grado de inversión y flujos de inversión directa extranjera a economías emergentes
    by Sánchez, Elmer

  • 2013 El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011
    by Barrera, Carlos

  • 2013 Qualitative variables and their reduction possibility. Application to time series models
    by Ciuiu, Daniel

  • 2013 Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions
    by Martin, Eisele & Zhu, Junyi

  • 2013 Empirical evidence for nonlinearity and irreversibility of commodity futures prices
    by Karapanagiotidis, Paul

  • 2013 Distribution Theory of the Least Squares Averaging Estimator
    by Liu, Chu-An

  • 2013 Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors
    by Bai, Jushan & Ando, Tomohiro

  • 2013 Panel data models with grouped factor structure under unknown group membership
    by Bai, Jushan & Ando, Tomohiro

  • 2013 Forecasting with Factor Models: A Bayesian Model Averaging Perspective
    by Dimitris, Korobilis

  • 2013 Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises
    by Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia

  • 2013 On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2013 Bifurcation Analysis of an Endogenous Growth Model
    by Barnett, William & Ghosh, Taniya

  • 2013 An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models
    by Cruz, Christopher John & Mapa, Dennis

  • 2013 A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets
    by GUO-FITOUSSI, Liang

  • 2013 Jump Processes in Exchange Rates Modeling
    by Bunčák, Tomáš

  • 2013 Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown
    by Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro

  • 2013 A note on NIG-Levy process in asset price modeling: case of Estonian companies
    by Teneng, Dean

  • 2013 NIG-Levy process in asset price modeling: case of Estonian companies
    by Teneng, Dean

  • 2013 Outperforming the naïve Random Walk forecast of foreign exchange daily closing prices using Variance Gamma and normal inverse Gaussian Levy processes
    by Teneng, Dean

  • 2013 On bootstrap validity for specification tests with weak instruments
    by Doko Tchatoka, Firmin

  • 2013 Did Credit Decouple from Output in the Great Moderation?
    by Grydaki, Maria & Bezemer, Dirk

  • 2013 Debt and the U.S. Great Moderation
    by Bezemer, Dirk & Grydaki, Maria

  • 2013 Sectoral gross value-added forecasts at the regional level: Is there any information gain?
    by Lehmann, Robert & Wohlrabe, Klaus

  • 2013 Testing rational speculative bubbles in Central European stock markets
    by Deev, Oleg & Kajurova, Veronika & Stavarek, Daniel

  • 2013 Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe
    by Khan, Muhammad & Kebewar, mazen & Nenovsky, Nikolay

  • 2013 A New Index of Financial Conditions
    by Koop, Gary & Korobilis, Dimitris

  • 2013 The Exponential Model for the Spectrum of a Time Series: Extensions and Applications
    by Proietti, Tommaso & Luati, Alessandra

  • 2013 Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments
    by Tsyplakov, Alexander

  • 2013 Estimating the dose-response function through the GLM approach
    by Guardabascio, Barbara & Ventura, Marco

  • 2013 Identifying corruption through latent class models: evidence from transition economies
    by Pieroni, Luca & d'Agostino, Giorgio & Bartolucci, Francesco

  • 2013 To Hold Out or Not to Hold Out
    by Frank Schorfheide & Kenneth I. Wolpin

  • 2013 Signaling Effects of Monetary Policy
    by Leonardo Melosi

  • 2013 External Validation of Voter Turnout Models by Concealed Parameter Recovery
    by Antonio Merlo & Thomas R.Palfrey

  • 2013 Do Labor Reforms in Spain have an Effect on the Equilibrium Unemployment Rate?
    by Dionisio Ramirez & Gabriel Rodríguez

  • 2013 Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview
    by Jennifer Castle & David Hendry

  • 2013 Revealed Preference Tests of Network Formation Models
    by Khai Xiang Chiong

  • 2013 Assessing DSGE Model Nonlinearities
    by S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide

  • 2013 To Hold Out or Not to Hold Out
    by Frank Schorfheide & Kenneth I. Wolpin

  • 2013 Sovereigns versus Banks: Credit, Crises, and Consequences
    by Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor

  • 2013 Bubble Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices
    by Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright

  • 2013 The VIX, the Variance Premium and Stock Market Volatility
    by Geert Bekaert & Marie Hoerova

  • 2013 Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns
    by Mateusz Pipień

  • 2013 Comparing variable selection techniques for linear regression: LASSO and Autometrics
    by Camila Epprecht & Dominique Guegan & Álvaro Veiga

  • 2013 Empirical Projected Copula Process and Conditional Independence an Extended Version
    by Lorenzo Frattarolo & Dominique Guegan

  • 2013 Conditiona l Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate
    by Kei Kawakami

  • 2013 Model Selection in the Presence of Incidental Parameters
    by Yoonseok Lee & Peter C.B. Phillips

  • 2013 Microcrédit, pauvreté et autonomisation des femmes au Bénin
    by Dieudonné Bleossi Dahoun & Olivier Manlan & Cosme Vodonou & Saint-Martin Mongan & Damien Mededji & Janvier P. Alofa

  • 2013 Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period
    by Georges Dionne & Olfa Maalaoui Chun

  • 2013 Cross-Sectional Distribution of GARCH Coefficients across S&P 500 Constituents: Time-Variation over the Period 2000-2012
    by David Ardia & Lennart F. Hoogerheide

  • 2013 Worldwide equity Risk Prediction
    by David Ardia & Lennart F. Hoogerheide

  • 2013 Model choice and size distribution: a Bayequentist approach
    by John-Oliver Engler & Stefan Baumgaertner

  • 2013 Generalized Least Squares Model Averaging
    by Qingfeng Liu & Ryo Okui & Arihiro Yoshimura

  • 2013 What Do We Learn from Blanchard and Quah Decompositions If Aggregate Demand May Not be Long-Run Neutral?
    by John W. Keating

  • 2013 Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies
    by Advani, Arun & Sloczynski, Tymon

  • 2013 Steady-State Labor Supply Elasticities: A Survey
    by Bargain, Olivier & Peichl, Andreas

  • 2013 Regression Analysis of Country Effects Using Multilevel Data: A Cautionary Tale
    by Bryan, Mark L. & Jenkins, Stephen P.

  • 2013 Putting Structure on the RD Design: Social Transfers and Youth Inactivity in France
    by Bargain, Olivier & Doorley, Karina

  • 2013 Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment
    by Katja Drechsel & R. Scheufele

  • 2013 Modelling italian potential output and the output gap
    by Antonio Bassanetti & Michele Caivano & Alberto Locarno

  • 2013 On the time-varying relationship between EMU sovereign spreads and their determinants
    by António Afonso, & Michael G. Arghyrou, & George Bagdatoglou, & Alexandros Kontonikas

  • 2013 Rasch Mixture Models for DIF Detection: A Comparison of Old and New Score Specifications
    by Hannah Frick & Carolin Strobl & Achim Zeileis

  • 2013 Score-Based Tests of Measurement Invariance: Use in Practice
    by Ting Wang & Edgar C. Merkle & Achim Zeileis

  • 2013 Disentangling the Effects of Multiple Treatments -Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake
    by Hiroshi Fujiki & Cheng Hsiao

  • 2013 Spatial Chow-Lin Models for Completing Growth Rates in Cross-sections
    by Wolfgang Polasek

  • 2013 Selection Bias in Innovation Studies. A Simple Test
    by Gaétan de Rassenfosse & Anja Schoen & Annelies Wastyn

  • 2013 Constructing a new leading indicator for unemployment from a survey among German employment agencies
    by Hutter, Christian & Weber, Enzo

  • 2013 Automated Valuation Modelling: A Specification Exercise
    by Rainer Schulz & Martin Wersing & Axel Werwatz &

  • 2013 Goodness-of-fit Test for Specification of Semiparametric Copula Dependence Models
    by Shulin Zhang, & Ostap Okhrin, & Qian M. Zhou & Peter X.-K. Song

  • 2013 Sharp deviation bounds for quadratic forms
    by Vladimir Spokoiny & Mayya Zhilova & &

  • 2013 Robust Estimation and Inference for Threshold Models with Integrated Regressors
    by Haiqiang Chen & & &

  • 2013 Pruning in Perturbation DSGE Models - Guidance from Nonlinear Moving Average Approximations
    by Hong Lan & Alexander Meyer-Gohde & &

  • 2013 Pricing Nikkei 225 Options Using Realized Volatility
    by Masato Ubukata & Toshiaki Watanabe

  • 2013 Measurement Error and Policy Evaluation in the Frequency Domain
    by Xiangrong Yu

  • 2013 Age-Cohort-Time Effects in Sickness Absence: Exploring a Large Data Set by Polynomial Regression
    by Biørn, Erik

  • 2013 Identifying Age-Cohort-Time Effects, Their Curvature and Interactions from Polynomials: Examples Related to Sickness Absence
    by Biørn, Erik

  • 2013 Economic Regime Shifts and the US Subprime Bubble
    by Anundsen, André Kallåk

  • 2013 Using Lasso-Type Penalties to Model Time-Varying Covariate Effects in Panel Data Regressions - A Novel Approach Illustrated by the 'Death of Distance' in International Trade
    by Hess, Wolfgang & Persson, Maria & Rubenbauer, Stephanie & Gertheiss, Jan

  • 2013 Causality Between Energy and Output in the Long-Run
    by Stern, David & Enflo, Kerstin

  • 2013 Using Lasso-Type Penalties to Model Time-Varying Covariate Effects in Panel Data Regressions – A Novel Approach Illustrated by the ‘Death of Distance’ in International Trade
    by Hess, Wolfgang & Persson, Maria & Rubenbauer, Stephanie & Gertheiss, Jan

  • 2013 Effects of correlated covariates on the efficiency of matching and inverse probability weighting estimators for causal inference
    by Pingel, Ronnie & Waernbaum, Ingeborg

  • 2013 Testing for Panel Unit Roots under General Cross-Sectional Dependence
    by Holgersson, Thomas & Månsson, Kristofer & Shukur, Ghazi

  • 2013 The regime-dependent evolution of credibility: A fresh look at Hong Kong’s linked exchange rate system
    by Blagov , Boris & Funke, Michael

  • 2013 How Optimal is US Monetary Policy?
    by Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith

  • 2013 On the time-varying relationship between EMU sovereign spreads and their determinants
    by António Afonso & Michael G. Arghyrou & George Bagdatoglou & Alexandros Kontonikas

  • 2013 Shrinkage estimation of high-dimensional factor models with structural instabilities
    by Cheng, Xu & Liao, Zhipeng & Schorfheide, Frank

  • 2013 Sovereigns versus banks: credit, crises, and consequences
    by Jorda, Oscar & Schularick, Moritz & Taylor, Alan M.

  • 2013 Misspecification-robust inference in linear asset pricing models with irrelevant risk factors
    by Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare

  • 2013 Effects of minimum bid increment in internet auctions: Evidence from a field experiment
    by Janne Tukiainen

  • 2013 How to Identify and Forecast Bull and Bear Markets?
    by Kole, H.J.W.G. & van Dijk, D.J.C.

  • 2013 Some Tools for Robustifying Econometric Analyses
    by Hoornweg, V.

  • 2013 Estimating US fiscal and monetary interactions in a time varying VAR
    by Eddie Gerba & Klemens Hauzenberger

  • 2013 Greece in recession: economic predictions, mispredictions and policy implications
    by Athanassios Petralias & Sotirios Petros & Pródromos Prodromídis

  • 2013 Problems of Sample-selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis
    by Howard Bodenhorn & Timothy W. Guinnane & Thomas A. Mroz

  • 2013 Problems of Sample-selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis
    by Howard Bodenhorn & Timothy W. Guinnane & Thomas A. Mroz

  • 2013 Is There Really Granger Causality Between Energy Use and Output?
    by Stephan B. Bruns & Christian Gross & David I. Stern

  • 2013 Causality Between Energy and Output in the Long-Run
    by David I. Stern & Kerstin Enflo

  • 2013 Financial crises and time- varying risk premia in a small open economy: a Markov-Switching DSGE model for Estonia
    by Boris Blagov

  • 2013 Problems of Sample-Selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis
    by Bodenhorn, Howard & Guinnane, Timothy W. & Mroz, Thomas A.

  • 2013 Asymptotic Inference about Predictive Accuracy Using High Frequency Data
    by Jia Li & Andrew J. Patton

  • 2013 A wavelet-based copula approach for modeling market risk in agricultural commodity markets
    by RIADH ALOUI & MOHAMED SAFOUANE BEN AISSA & DUC KHUONG NGUYEN

  • 2013 Forecasting the Risk of Speculative Assets by Means of Copula Distributions
    by Benjamin Beckers & Helmut Herwartz & Moritz Seidel

  • 2013 Essai de construction de connaissances praticables : le cas de l’organisation du travail
    by Bouville, Gregor

  • 2013 A Small Macroeconometric Model for the Cyprus Economy
    by Aris Spanos & Niki Papadopoulou

  • 2013 New Goodness-of-fit Diagnostics for Conditional Discrete Response Models
    by Igor Kheifets & Carlos Velasco

  • 2013 Model Selection in the Presence of Incidental Parameters
    by Yoonseok Lee & Peter C.B. Phillips

  • 2013 Testing Linearity Using Power Transforms of Regressors
    by Yae In Baek & Jin Seo Cho & Peter C.B. Phillips

  • 2013 Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?
    by Frédérique Bec & Matteo Mogliani

  • 2013 Exchange Rate Pass-Through to Consumer Prices in South Africa: Evidence from Micro-Data
    by Aron, Janine & Creamer, Kenneth & Muellbauer, John & Rankin, Neil

  • 2013 Granger-Causal-Priority and Choice of Variables in Vector Autoregressions
    by Jarocinski, Marek & Mackowiak, Bartosz Adam

  • 2013 Sovereigns versus Banks: Credit, Crises, and Consequences
    by Jordà, Òscar & Schularick, Moritz & Taylor, Alan M.

  • 2013 The growth of cities
    by Duranton, Gilles & Puga, Diego

  • 2013 Residual-based Rank Specification Tests for AR-GARCH type models
    by Andreou, Elena & Werker, Bas J M

  • 2013 Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?
    by Gürkaynak, Refet S. & Kisacikoglu, Burçin & Rossi, Barbara

  • 2013 A Monte Carlo procedure for checking identification in DSGE models
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.

  • 2013 A structural analysis of labour supply elasticities in the Netherlands
    by Nicole Bosch & Miriam Gielen & Egbert Jongen & Mauro Mastrogiacomo (DNB & CPB)

  • 2013 Forecasting annual inflation with power transformations: the case of inflation targeting countries
    by Héctor Manuel Záarte Solano & Angélica Rengifo Gómez

  • 2013 The Growth Of Cities
    by Gilles Duranton & Diego Puga

  • 2013 Dynamic Specification Tests For Dynamic Factor Models
    by Gabriele Fiorentini & Enrique Sentana

  • 2013 Forecasting gross value-added at the regional level: Are sectoral disaggregated predictions superior to direct ones?
    by Robert Lehmann & Klaus Wohlrabe

  • 2013 Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?
    by Tim Oliver Berg & Steffen Henzel

  • 2013 Sovereigns versus Banks: Credit, Crises, and Consequences
    by Òscar Jordà & Moritz Schularick & Alan M. Taylor

  • 2013 Forecasting Exchange Rates: An Investor Perspective
    by Michael Melvin & John Prins & Duncan Shand

  • 2013 Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany
    by Teresa Buchen & Klaus Wohlrabe

  • 2013 Finding the Best Indicators to Identify the Poor
    by Adama BAH

  • 2013 Testing and Estimating Models Using Indirect Inference
    by Le, Vo Phuong Mai & Meenagh, David

  • 2013 The dynamics of trading duration, volume and price volatility – a vector MEM model
    by Xu, Yongdeng

  • 2013 A Monte Carlo procedure for checking identification in DSGE models
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael

  • 2013 Youth Training Programs and their Impact on Career and Spell Duration of Professional Soccer Players
    by Marcel-Cristian Voia & Mihailo Radoman

  • 2013 Nets: Network Estimation for Time Series
    by Matteo Barigozzi & Christian Brownlees

  • 2013 Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set
    by Barbara Rossi & Tatevik Sehkposyan

  • 2013 Conditional Predictive Density Evaluation in the Presence of Instabilities
    by Barbara Rossi & Tatevik Sehkposyan

  • 2013 Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?
    by Bec, F. & Mogliani, M.

  • 2013 In Defense of Early Warning Signals
    by Bussière, M.

  • 2013 Uncertainty and heterogeneity in factor models forecasting
    by Matteo Luciani & Libero Monteforte

  • 2013 Geography, productivity and trade: does selection explain why some locations are more productive than others?
    by Antonio Accetturo & Valter Di Giacinto & Giacinto Micucci & Marcello Pagnini

  • 2013 Measuring Persistence in Volatility Spillovers
    by Conrad, Christian & Weber, Enzo

  • 2013 Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs
    by Francesca DI IORIO & Stefano FACHIN & Riccardo LUCCHETTI

  • 2013 Steady-State Labor Supply Elasticities: An International Comparison
    by Olivier Bargain & Andreas Peichl

  • 2013 Comparing Labor Supply Elasticities in Europe and the US: New Results
    by Olivier Bargain & Christina Orsini & Andreas Peichl

  • 2013 The Fine Structure of Equity-Index Option Dynamics
    by Torben G. Andersen & Oleg Bondarenko & Viktor Todorov & George Tauchen

  • 2013 The Exponential Model for the Spectrum of a Time Series: Extensions and Applications
    by Tommaso Proietti & Alessandra Luati

  • 2013 Generalizing smooth transition autoregressions
    by Emilio Zanetti Chini

  • 2013 Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach
    by Nima Nonejad

  • 2013 Thresholds and Smooth Transitions in Vector Autoregressive Models
    by Kirstin Hubrich & Timo Teräsvirta

  • 2013 The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation
    by Schmidt, Sebastian & Wieland, Volker

  • 2013 Validation in Computable General Equilibrium Modeling
    by Dixon, Peter B. & Rimmer, Maureen T.

  • 2013 Globalisation effect on inflation in the Great Moderation era: New evidence from G10 countries
    by Qin, Duo & He, Xinhua

  • 2013 Are the Global REIT Markets Efficient by a New Approach?
    by Hao Fang & Yen-Hsien Lee

  • 2013 The Wage Curve Reconsidered: Is It Truly An 'Empirical Law Of Economics'?
    by Bernard FINGLETON & Silvia PALOMBI

  • 2013 The New Keynesian Phillips Curve in an Inflation Targeting Country: The Case of Turkey
    by Giray Gozgor

  • 2013 Exponential Smoothing Technique In Correlation Structure Forecasting Of Visegrad Country Indices
    by Jozef GLOVA

  • 2013 The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach
    by Jaroslava Hlouskova & Martin Wagner

  • 2013 Some Conceptual Aspects of the Multilevel Modeling for the Study of Social-Economic Phenomena
    by Miruna MAZURENCU MARINESCU

  • 2013 Updating the Romanian Economic Macromodel
    by Emilian Dobrescu

  • 2013 A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability
    by Pincheira, Pablo

  • 2013 Dynamics of Fixed Capital Productivity and the Macroeconomic Equilibrium
    by Pavelescu, Marius Florin

  • 2013 Grado de inversión y flujos de inversión directa extranjera a economías emergentes
    by Sánchez, Elmer

  • 2013 The use of econometric models for long-term policies: A critical view
    by Luigi Spaventa

  • 2013 A Dynamic Panel, Empirical Investigation on the Link between Inflation and Fiscal Imbalances. Does Heterogeneity Matter?
    by Avgeris Nikolaos & Katrakilidis Constantinos

  • 2013 The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand
    by Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg

  • 2013 A test for the existence of a fractional root in a non-stationary time series
    by Diego Lemus & Elkin Castaño

  • 2013 A Comparative Study of the Lasso-type and Heuristic Model Selection Methods
    by Ivan Savin

  • 2013 Modeling long-run determinants of economic growth for the mauritian economy
    by Maylene Y Damoense-Azevedo

  • 2013 Analyzing MeMo-It supply side properties
    by Ottavio Ricchi

  • 2013 The new Istat Macroeconometric Model: improvements in statistical information availability and labour force projection
    by Gilberto Antonelli

  • 2013 The Istat MeMo-It Macroeconometric Model: comments and suggestions for possible extensions
    by Maria Elena Bontempi

  • 2013 Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It
    by Fabio Bacchini & Cristina Brandimarte & Piero Crivelli & Roberta De Santis & Marco Fioramanti & Alessandro Girardi & Roberto Golinelli & Cecilia Jona-Lasinio & Massimo Mancini & Carmine Pappalardo & Daniela Rossi & Marco Ventura & Claudio Vicarelli

  • 2013 How informative are in-sample information criteria to forecasting? The case of Chilean GDP
    by Carlos A. Medel

  • 2013 Long-term Prior Return Patterns in Stock Returns: Evidence from Emerging Markets
    by Sanjay Sehgal & Sakshi Jain & Pr Laurence the Porteu de la Morandiere

  • 2013 Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques
    by Anders Bredahl Kock & Timo Teräsvirta

  • 2013 An Estimated DSGE Model for Business Cycle Analysis in China
    by Biao Gu & Jianfeng Wang & Jingfei Wu

  • 2013 Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
    by Saša ŽIKOVIÆ & Randall K. FILER

  • 2013 Confirmation, Correction and Improvement for Outlier Validation Using Dummy Variables: t-Statistics or F-Incremental Statistics is not enough in OLS
    by Arzdar Kiraci

  • 2013 Indirect Taxes, Social Expenditures and Poverty:What Linkage?
    by Fatih KARANFIL & Ata OZKAYA

  • 2013 Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis
    by Gallegati, Marco & Ramsey, James B.

  • 2013 Comment on: A non-parametric spatial independence test using symbolic entropy
    by Elsinger, Helmut

  • 2013 Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances
    by Jin, Fei & Lee, Lung-fei

  • 2013 The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks
    by Liao, Yin

  • 2013 Electricity consumption-economic growth Nexus: An aggregated and disaggregated causality analysis in India and Pakistan
    by Abbas, Faisal & Choudhury, Nirmalya

  • 2013 Measurement error and policy evaluation in the frequency domain
    by Yu, Xiangrong

  • 2013 What do we learn from Blanchard and Quah decompositions of output if aggregate demand may not be long-run neutral?
    by Keating, John W.

  • 2013 What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?
    by Arouri, Mohamed & Jawadi, Fredj & Nguyen, Duc Khuong

  • 2013 Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate
    by Kawakami, Kei

  • 2013 The extreme value in crude oil and US dollar markets
    by Chen, Wei-Peng & Choudhry, Taufiq & Wu, Chih-Chiang

  • 2013 The long-term cognitive consequences of early childhood malnutrition: The case of famine in Ghana
    by Ampaabeng, Samuel K. & Tan, Chih Ming

  • 2013 Risk and return: Long-run relations, fractional cointegration, and return predictability
    by Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George

  • 2013 Comment on: A new test for chaos and determinism based on symbolic dynamics
    by Elsinger, Helmut

  • 2013 Corporate social responsibility in the banking industry: Motives and financial performance
    by Wu, Meng-Wen & Shen, Chung-Hua

  • 2013 Multidimensional risk and risk dependence
    by Polanski, Arnold & Stoja, Evarist & Zhang, Ren

  • 2013 On the role of the estimation error in prediction of expected shortfall
    by Lönnbark, Carl

  • 2013 The role of credit in the Great Moderation: A multivariate GARCH approach
    by Grydaki, Maria & Bezemer, Dirk

  • 2013 Consistent dynamic affine mortality models for longevity risk applications
    by Blackburn, Craig & Sherris, Michael

  • 2013 Multimarket contact in Italian retail banking: Competition and welfare
    by Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan

  • 2013 Beyond fictitious play beliefs: Incorporating pattern recognition and similarity matching
    by Spiliopoulos, Leonidas

  • 2013 Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates
    by Ciner, Cetin & Gurdgiev, Constantin & Lucey, Brian M.

  • 2013 The output gap and stock returns: Do cyclical fluctuations predict portfolio returns?
    by Vivian, Andrew & Wohar, Mark E.

  • 2013 How sensitive to time period sampling is the asymmetric price response specification in energy demand modelling?
    by Adofo, Yaw Osei & Evans, Joanne & Hunt, Lester Charles

  • 2013 Modeling the co-movements between crude oil and refined petroleum markets
    by Tong, Bin & Wu, Chongfeng & Zhou, Chunyang

  • 2013 What if energy time series are not independent? Implications for energy-GDP causality analysis
    by Bruns, Stephan B. & Gross, Christian

  • 2013 From oil to consumer energy prices: How much asymmetry along the way?
    by Venditti, Fabrizio

  • 2013 Does crude oil price play an important role in explaining stock return behavior?
    by Chang, Kuang-Liang & Yu, Shih-Ti

  • 2013 Causality between energy and output in the long-run
    by Stern, David I. & Enflo, Kerstin

  • 2013 Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling
    by Janczura, Joanna & Trück, Stefan & Weron, Rafał & Wolff, Rodney C.

  • 2013 A critique of non-parametric efficiency analysis in energy economics studies
    by Chen, Chien-Ming

  • 2013 The (de)merits of minimum-variance hedging: Application to the crack spread
    by Alexander, Carol & Prokopczuk, Marcel & Sumawong, Anannit

  • 2013 Modeling and forecasting the volatility of petroleum futures prices
    by Kang, Sang Hoon & Yoon, Seong-Min

  • 2013 Bond vs stock market's Q: Testing for stability across frequencies and over time
    by Gallegati, Marco & Ramsey, James B.

  • 2013 Conditional predictive density evaluation in the presence of instabilities
    by Rossi, Barbara & Sekhposyan, Tatevik

  • 2013 Large time-varying parameter VARs
    by Koop, Gary & Korobilis, Dimitris

  • 2013 Inference on impulse response functions in structural VAR models
    by Inoue, Atsushi & Kilian, Lutz

  • 2013 Determining the MSE-optimal cross section to forecast
    by Arbués, Ignacio

  • 2013 Model averaging by jackknife criterion in models with dependent data
    by Zhang, Xinyu & Wan, Alan T.K. & Zou, Guohua

  • 2013 On loss functions and ranking forecasting performances of multivariate volatility models
    by Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco

  • 2013 A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
    by Hurn, A.S. & Lindsay, K.A. & McClelland, A.J.

  • 2013 Testing the predictive power of the term structure without data snooping bias
    by Kao, Yi-Cheng & Kuan, Chung-Ming & Chen, Shikuan

  • 2013 A specification test for discrete choice models
    by Chicu, Mark & Masten, Matthew A.

  • 2013 An alternative approach to the modelling of interest rate pass through and asymmetric adjustment
    by Valadkhani, Abbas & Bollen, Bernard

  • 2013 A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
    by Atak, Alev & Kapetanios, George

  • 2013 Understanding and predicting bank rating transitions using optimal survival analysis models
    by Louis, Philippe & Van Laere, Elisabeth & Baesens, Bart

  • 2013 Model selection for regression with heteroskedastic and autocorrelated errors
    by Mao, Guangyu

  • 2013 Partial unit root and linear spurious regression: A Monte Carlo simulation study
    by Zhang, Lingxiang

  • 2013 Bayesian forecasting with highly correlated predictors
    by Korobilis, Dimitris

  • 2013 Using CARRX models to study factors affecting the volatilities of Asian equity markets
    by Sin, Chor-Yiu (CY)

  • 2013 Trade openness and economic growth: Bayesian model averaging estimate of cross-country growth regressions
    by Eriṣ, Mehmet N. & Ulaṣan, Bülent

  • 2013 What causes household debt to increase in South Africa?
    by Meniago, Christelle & Mukuddem-Petersen, Janine & Petersen, Mark A. & Mongale, Itumeleng P.

  • 2013 Short-term inflation forecasting models for Turkey and a forecast combination analysis
    by Öğünç, Fethi & Akdoğan, Kurmaş & Başer, Selen & Chadwick, Meltem Gülenay & Ertuğ, Dilara & Hülagü, Timur & Kösem, Sevim & Özmen, Mustafa Utku & Tekatlı, Necati

  • 2013 Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany
    by Guo, Zhichao & Feng, Yuanhua

  • 2013 Hopf bifurcation in the Clarida, Gali, and Gertler model
    by Barnett, William A. & Eryilmaz, Unal

  • 2013 A comparison of spatial error models through Monte Carlo experiments
    by Kato, Takafumi

  • 2013 Macroeconomic Variables and South African Stock Return Predictability
    by Gupta, Rangan & Modise, Mampho P.

  • 2013 Structural versus matching estimation: Transmission mechanisms in Armenia
    by Poghosyan, Karen & Boldea, Otilia

  • 2013 Design limits and dynamic policy analysis
    by Brock, William A. & Durlauf, Steven N. & Rondina, Giacomo

  • 2013 Measuring and predicting heterogeneous recessions
    by Çakmaklı, Cem & Paap, Richard & van Dijk, Dick

  • 2013 Economies of scale and a process for identifying hypothetical merger potential in Indonesian commercial banks
    by Hadad, Muliaman D. & Hall, Maximilian J.B. & Santoso, Wimboh & Simper, Richard

  • 2013 Empirical Verification of World’s Regions Profitability in Dynamic International Investment Strategy
    by Anna Czapkiewicz & Artur Machno

  • 2013 Analysis of ß-Convergence. From Traditional Cross-Section Model to Dynamic Panel Model
    by Joanna Gorna & Karolina Gorna & Elzbieta Szulc

  • 2013 Determinantes de los flujos de inversión extranjera directa estadounidense a través de un modelo gravitacional con componente espacial: evidencia para algunos países latinoamericanos
    by Dennis Sánchez Navarro

  • 2013 Valoración económica de bienes ambientales por beneficiarios circundantes y no circundantes
    by Mauricio G. Villena & Ericka Y. Lafuente

  • 2013 Desaceleración económica e inflación de activos financieros en Colombia
    by Mateo Clavijo

  • 2013 Evaluation of an Active Labour Market Programme in a Context of High Unemployment
    by Cristina Borra & Luis Palma & M. Carmen González & Luis F. Aguado

  • 2013 Default and liquidity regimes in the bond market during the 2002-2012 period
    by Georges Dionne & Olfa Maalaoui Chun

  • 2013 Quantitative Analysis of Business Success Indicators in the Banking Sector of the Republic of Serbia
    by Jelena Stanković & Vesna Janković-Milić & Snežana Radukić

  • 2013 Study On The Performance Evaluation Models Of Small And Medium Enterprises In Romania
    by Ionela-Carmen, PIRNEA

  • 2013 An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange
    by Vesna Bucevska

  • 2013 Using Predictive Modeling to Improve Direct Marketing Performance
    by Todor Krastevich

  • 2013 The Housing Markets in Spain and Portugal: Evidence of Persistence
    by Carlos P. Barros & Luis A. Gil-Alana

  • 2013 Personal charisma or the economy?: Macroeconomic indicators of presidential approval ratings in Brazil
    by Alex Luiz Ferreira & Sérgio Naruhiko Sakurai

  • 2013 Application of support vector machines on the basis of the first Hungarian bankruptcy model
    by Miklós Virag & Tamás Nyitrai

  • 2013 Performance Determinants for Responsible Supply Chain Management in the European Emerging Countries
    by Mariana Cristina Ganescu & Mihaela Asandei & Andreea Gangone & Camelia Chirilă

  • 2013 Blunt Instruments: Avoiding Common Pitfalls in Identifying the Causes of Economic Growth
    by Samuel Bazzi & Michael A. Clemens

  • 2012 Structural Breaks and Predictive Regressions Models of South African Equity Premium
    by Goodness C. Aye & Rangan Gupta & Mampho P. Modise

  • 2012 Selection bias in innovation studies: A simple test
    by De Rassenfosse, Gaétan & Wastyn, Annelies

  • 2012 Measuring Vulnerability to Poverty Using Long-Term Panel Data
    by Landau, Katja & Klasen, Stephan & Zucchini, Walter

  • 2012 Surprising comparative properties of monetary models: Results from a new model database
    by Taylor, John B. & Wieland, Volker

  • 2012 The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation
    by Schmidt, Sebastian & Wieland, Volker

  • 2012 Globalisation effect on inflation in the great moderation era: New evidence from G10 countries
    by Qin, Duo & He, Xinhua

  • 2012 Consistent estimation of pseudo panels in the presence of selection bias
    by Mora Rodriguez, Jhon James & Muro, Juan

  • 2012 Fixed income strategies for trading and for asset management
    by Tinschert, Jonas & Cremers, Heinz

  • 2012 The directional identification problem in Bayesian factor analysis: An ex-post approach
    by Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus

  • 2012 Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model
    by Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen

  • 2012 Modelling Primary Energy Consumption under Model Uncertainty
    by Zsuzsanna Csereklyei & Stefan Humer

  • 2012 Small sample properties of matching with caliper
    by Paweł Strawiński

  • 2012 Agglomeration Externalities and 1981-2006 Regional Growth in Brazil
    by Valente J. Matlaba & Mark Holmes & Philip McCann & Jacques Poot

  • 2012 Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation
    by Corsi, Fulvio & Peluso, Stefano & Audrino, Francesco

  • 2012 The changing relationship between commodity prices and equity prices in commodity exporting
    by Barbara Rossi

  • 2012 Out-of-sample forecast tests robust to the choice of window size
    by Barbara Rossi & Atsushi Inoue

  • 2012 Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee

  • 2012 Robust Ranking of Multivariate GARCH Models by Problem Dimension
    by Massimiliano Caporin & Michael McAleer

  • 2012 News Shocks, Information Flows and SVARs
    by Fève, Patrick & Jidoud, Ahmat

  • 2012 Identifying News Shocks from SVARs
    by Fève, Patrick & Jidoud, Ahmat

  • 2012 A Trick of the (Pareto) Tail
    by Marco Bee & Massimo Riccaboni & Stefano Schiavo

  • 2012 Concept-Based Bayesian Model Averaging and Growth Empirics
    by Magnus, J.R. & Wang, W.

  • 2012 Short-Term Inflation Forecasting Models For Turkey and a Forecast Combination Analysis
    by Kurmas Akdogan & Selen Baser & Meltem Gulenay Chadwick & Dilara Ertug & Timur Hulagu & Sevim Kosem & Fethi Ogunc & M. Utku Ozmen & Necati Tekatli

  • 2012 Identification-robust inference for endogeneity parameters in linear structural models
    by Doko Tchatoka, Firmin & Dufour, Jean-Marie

  • 2012 Specification tests with weak and invalid instruments
    by Doko Tchatoka, Firmin

  • 2012 Testing for partial exogeneity with weak identification
    by Doko Tchatoka, Firmin

  • 2012 The confounding effects of consumer heterogeneity on model-based inference of attribute non-attendance
    by Hong il Yoo

  • 2012 The perceived unreliability of rank-ordered data: an econometric origin and implications
    by Hong il Yoo

  • 2012 Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?
    by James Morley & Jeremy Piger & Pao-Lin Tien

  • 2012 Imperfect Information, Optimal Monetary Policy and Informational Consistency
    by Paul Levine & Joseph Pearlman & Bo Yang

  • 2012 How sensitive to time period sampling is the asymmetric price response specification in energy demand modelling?
    by Yaw Osei Adofo & Joanne Evans & Lester Charles Hunt

  • 2012 Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment
    by Katja Drechsel & Rolf Scheufele

  • 2012 Bayesian Model Averaging, Learning and Model Selection
    by George W. Evans & Seppo Honkapohja & Thomas Sargent & Noah Williams

  • 2012 Interdendenta dintre tipul de colinearitate si valorile calculate ale testului Student in cazul unei regresii lineare cu doua variabile explicative
    by Pavelescu, Florin Marius

  • 2012 Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate
    by Plakandaras, Vasilios & Papadimitriou, Theophilos & Gogas, Periklis

  • 2012 Bayesian Forecasting with Highly Correlated Predictors
    by Dimitris Korobilis

  • 2012 The Impact of Stock Market Illiquidity on Real UK GDP Growth
    by Chris Florakis & Gianluigi Giorgioni & Alexandros Kostakis & Costas Milas

  • 2012 The Long-Term Cognitive Consequences of Early Childhood Malnutrition: The Case of Famine in Ghana
    by Samuel K. Ampaabeng & Chih Ming Tang

  • 2012 Model Selection in Equations with Many 'Small' Effects
    by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry

  • 2012 Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework
    by Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu

  • 2012 Large Time-Varying Parameter VARs
    by Gary Koop & Dimitris Korobilis

  • 2012 The (De)merits of Minimum-Variance Hedging: Application to the Crack Spread
    by Carol Alexander & Marcel Prokopczuk & Anannit Sumawon

  • 2012 El ciclo común y los grupos homogéneos en la inflación
    by Barrera, Carlos

  • 2012 Proyección de precios de exportación utilizando tipos de cambio: Caso peruano
    by Ferreyra, Jesús & Vásquez, José

  • 2012 Least Squares Model Averaging by Prediction Criterion
    by Tian Xie

  • 2012 The Application of GARCH and EGARCH in Modeling the Volatility of Daily Stock Returns During Massive Shocks: The Empirical Case of Egypt
    by Ezzat, Hassan

  • 2012 Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian
    by Teneng, Dean

  • 2012 The determinants of the academic outcome: an Bayesian approach using a sample of economics students from the University of Brasilia, Brazil
    by Ferreira Lima, Luis Cristovao

  • 2012 Managing the Uncertainty in the Hodrick Prescott Filter
    by Leon, Jorge

  • 2012 Estimating dynamic causal effects with unobserved confounders: a latent class version of the inverse probability weighted estimator
    by Bartolucci, Francesco & Grilli, Leonardo & Pieroni, Luca

  • 2012 Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth
    by Chatelain, Jean-Bernard & Ralf, Kirsten

  • 2012 Selection and Real wage cyclicality: Germany Case
    by Kang, Lili & Peng, Fei

  • 2012 Does BIC Estimate and Forecast Better than AIC?
    by Medel, Carlos A. & Salgado, Sergio C.

  • 2012 Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?
    by Lanne, Markku & Luoto, Jani

  • 2012 Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis
    by Khalfaoui, R & Boutahar, M

  • 2012 Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values
    by Leeb, Hannes & Pötscher, Benedikt M.

  • 2012 A plug-in averaging estimator for regressions with heteroskedastic errors
    by LIU, CHU-AN

  • 2012 The impact of money supply on stock prices and stock bubbles
    by Sirucek, Martin

  • 2012 Identification-robust inference for endogeneity parameters in linear structural models
    by Doko Tchatoka, Firmin & Dufour, Jean-Marie

  • 2012 Hopf bifurcation in the Clarida, Gali, and Gertler model
    by Barnett, William A. & Eryilmaz, Unal

  • 2012 A mixed portmanteau test for ARMA-GARCH model by the quasi-maximum exponential likelihood estimation approach
    by Zhu, Ke

  • 2012 Marginal Likelihood Estimation with the Cross-Entropy Method
    by Chan, Joshua & Eisenstat, Eric

  • 2012 Skew mixture models for loss distributions: a Bayesian approach
    by Bernardi, Mauro & Maruotti, Antonello & Lea, Petrella

  • 2012 The Role of Credit in Great Moderation: a Multivariate GARCH Approach
    by Grydaki, Maria & Bezemer, Dirk J.

  • 2012 Testing for time-varying fractional cointegration using the bootstrap approach
    by Simwaka, Kisu

  • 2012 Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework
    by Gabrielsen, A. & Zagaglia, Paolo & Kirchner, A. & Liu, Z.

  • 2012 Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling
    by Janczura, Joanna & Trueck, Stefan & Weron, Rafal & Wolff, Rodney

  • 2012 Forecasting national recessions using state-level data
    by Owyang, Michael T. & Piger, Jeremy & Wall, Howard J.

  • 2012 Modelli di scoring per il rischio paese
    by Doretti, Marco

  • 2012 Endogeneity in ultrahigh dimension
    by Fan, Jianqing & Liao, Yuan

  • 2012 Large time-varying parameter VARs
    by Koop, Gary & Korobilis, Dimitris

  • 2012 Modeling employment dynamics with state dependence and unobserved heterogeneity
    by Prowse, Victoria

  • 2012 Supplementary appendix to "noncausal vector autoregression"
    by Lanne, Markku & Saikkonen, Pentti

  • 2012 Time-varying parameters in the almost ideal demand system and the Rotterdam model: will the best specification please stand up?
    by Barnett, William A. & Kalonda-Kanyama, Isaac

  • 2012 Mortgage Lending and the Great moderation: a multivariate GARCH Approach
    by Bezemer, Dirk J & Grydaki, Maria

  • 2012 ¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno?
    by Medel, Carlos A.

  • 2012 How informative are in-sample information criteria to forecasting? the case of Chilean GDP
    by Medel, Carlos A.

  • 2012 Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version
    by Xu Cheng & Bruce E. Hansen

  • 2012 Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach
    by Xu Cheng & Bruce E. Hansen

  • 2012 When is a housing market overheated enough to threaten stability?
    by John Muellbauer

  • 2012 Forecasting from Structural Econometric Models
    by David Hendry & Grayham E. Mizon

  • 2012 Multivariate Rotated ARCH models
    by Diaa Noureldin & Neil Shephard & Kevin Sheppard

  • 2012 Matching efficiency and business cycle fluctuations
    by Francesco Furlanett & Nicolas Groshenny

  • 2012 Multivariate Rotated ARCH Models
    by Diaa Noureldin & Neil Shephard & Kevin Sheppard

  • 2012 Inflation Targeting: Does It Improve Economic Performance?
    by Stephen M. Miller & WenShwo Fang & Ozkan Eren

  • 2012 Modelling Changes in the Unconditional Variance of Long Stock Return Series
    by Cristina Amado & Timo Terasvirta

  • 2012 Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests
    by Francis X. Diebold

  • 2012 Parametric Inference and Dynamic State Recovery from Option Panels
    by Torben G. Andersen & Nicola Fusari & Viktor Todorov

  • 2012 Posterior Predictive Analysis for Evaluating DSGE Models
    by Jon Faust & Abhishek Gupta

  • 2012 Confronting Model Misspecification in Macroeconomics
    by Daniel F. Waggoner & Tao Zha

  • 2012 Econometric regime shifts and the US subprime bubble
    by André K. Anundsen

  • 2012 Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes
    by D.S. Poskitt & Simone D. Grose & Gael M. Martin

  • 2012 Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap
    by D.S. Poskitt & Gael M. Martin & Simone D. Grose

  • 2012 Extending Unobserved Heterogeneity - A Strategy for Accounting for Respondent Perceptions in the Absence of Suitable Data
    by Timothy A. Weterings & Mark N. Harris & Bruce Hollingsworth

  • 2012 VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors
    by D.S. Poskitt & Wenying Yao

  • 2012 Les liaisons fallacieuses : quasi-colinéarité et « suppresseur classique », aide au développement et croissance
    by Jean-Bernard Chatelain & Kirsten Ralf

  • 2012 CAPP_DYN: A Dynamic Microsimulation Model for the Italian Social Security System
    by Carlo Mazzaferro & Marcello Morciano

  • 2012 Evaluating the forecast quality of GDP components: An application to G7
    by Paulo Júlio & Pedro M. Esperança

  • 2012 Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee

  • 2012 A real time Evaluation of Employment Forecasts in Switzerland
    by Michael Graff & Massimo Mannino & Michael Siegenthaler

  • 2012 Measuring and Predicting Heterogeneous Recessions
    by Cem Cakmakli & Richard Paap & Dick van Dijk

  • 2012 Bayesian Estimation of DSGE Models: Is the Workhorse Model Identified?
    by Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama

  • 2012 The Directional Identification Problem in Bayesian Factor Analysis: An Ex-Post Approach
    by Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape

  • 2012 Stabilization Policy as Bifurcation Selection: Would Keynesian Policy Work if the World Really Were Keynesian?
    by William Barnett & Yijun He

  • 2012 Center Manifold, Stability, and Bifurcations in Continuous Time Macroeconometric Systems
    by William Barnett & Yijun He

  • 2012 Hopf Bifurcation in the Clarida, Gali, and Gertler Model
    by William Barnett & Unal Eryilmaz

  • 2012 An Analytical and Numerical Search for Bifurcations in Open Economy New Keynesian Models
    by William Barnett & Unal Eryilmaz

  • 2012 Interpreting Permanent Shocks to Output When Aggregate Demand May Not be Neutral in the Long Run
    by John W. Keating

  • 2012 Time-Varying Parameters in the Almost Ideal Demand System and the Rotterdam Model: Will the Best Specication Please Stand Up?
    by William Barnett & Isaac Kalonda-Kanyama

  • 2012 Lasso-type and Heuristic Strategies in Model Selection and Forecasting
    by Ivan Savin & Peter Winker

  • 2012 Comparing Labor Supply Elasticities in Europe and the US: New Results
    by Bargain, Olivier & Orsini, Kristian & Peichl, Andreas

  • 2012 Testing for Nonparametric Identification of Causal Effects in the Presence of a Quasi-Instrument
    by de Luna, Xavier & Johansson, Per

  • 2012 The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection
    by Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Puga, Diego & Roux, Sébastien

  • 2012 The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection
    by Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Puga, Diego & Roux, Sébastien

  • 2012 Misspecification Testing in a Class of Conditional Distributional Models
    by Rothe, Christoph & Wied, Dominik

  • 2012 Misspecification Testing in a Class of Conditional Distributional Models
    by Rothe, Christoph & Wied, Dominik

  • 2012 Uncertainty and Heterogeneity in factor models forecasting
    by Matteo Luciani & Libero Monteforte

  • 2012 The Modeling of Expectations in Empirical DSGE Models: a Survey
    by Fabio Milani

  • 2012 Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm
    by Fabio Milani & Ashish Rajbhandari

  • 2012 Modelling farm structural change: A feasibility study for ex-post modelling utilizing FADN and FSS data in Germany and developing an ex-ante forecast module for the CAPRI farm type layer baseline
    by Alexander Gocht & Norbert Röder & Sebastian Neuenfeldt & Hugo Storm & Thomas Heckelei

  • 2012 Testing for Measurement Invariance with Respect to an Ordinal Variable
    by Edgar C. Merkle & Jinyan Fan & Achim Zeileis

  • 2012 Marketing Response Models for Shrinking Beer Sales in Germany
    by Polasek, Wolfgang

  • 2012 News Shocks, Information Flows and SVARs
    by Fève, Patrick & Jidoud, Ahmat

  • 2012 Identifying News Shocks from SVARs
    by Fève, Patrick & Jidoud, Ahmat

  • 2012 Simultaneous Statistical Inference in Dynamic Factor Models
    by Thorsten Dickhaus & &

  • 2012 Parametric Inference and Dynamic State Recovery from Option Panels
    by Torben G. Andersen & Nicola Fusari & Viktor Todorov

  • 2012 Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data -
    by Jouchi Nakajima & Toshiaki Watanabe

  • 2012 Spatial Spillover of Governance and Institutional Quality: A Spatial Econometric Approach
    by Hossein Mirshojaeian Hosseini & Shinji Kaneko

  • 2012 On the role of the estimation error in prediction of expected shortfall
    by Lönnbark, Carl

  • 2012 Testing Common Nonlinear Features in Nonlinear Vector Autoregressive Models
    by Li, Dao & He, Changli

  • 2012 Testing for Linear Cointegration Against Smooth-Transition Cointegration
    by Li, Dao & He, Changli

  • 2012 Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems
    by Li, Yushu

  • 2012 A simple specification procedure for the transition function in persistent nonlinear time series models
    by Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp

  • 2012 The Relationship between Inflation, output growth, and their Uncertainties: Evidence from selected CEE countries
    by Mubariz Hasanov & Tolga Omay

  • 2012 Measuring Vulnerability to Poverty Using Long-Term Panel Data
    by Katja Landau & Stephan Klasen & Walter Zucchini

  • 2012 Bayesian forecasting with highly correlated predictors
    by Dimitris Korobilis

  • 2012 Large time-varying parameter VARs
    by Gary Koop & Dimitris Korobilis

  • 2012 Volatility Swings in the US Financial Markets
    by Giampiero M. Gallo & Edoardo Otranto

  • 2012 Realized Volatility and Change of Regimes
    by Giampiero M. Gallo & Edoardo Otranto

  • 2012 An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR
    by Frédéric Karamé

  • 2012 Inflation forecasting and the crisis: assessing the impact on the performance of different forecasting models and methods
    by Christian Buelens

  • 2012 Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction
    by Yin Liao

  • 2012 Marginal Likelihood Estimation with the Cross-Entropy Method
    by Joshua C C Chan & Eric Eisenstat

  • 2012 Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
    by Rodney W. Strachan & Herman K. van Dijk

  • 2012 Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State
    by A. Ronald Gallant & Han Hong & Ahmed Khwaja

  • 2012 Comparing Labor Supply Elasticities in Europe and the US: New Results
    by Olivier Bargain & Kristian Orsini & Andreas Peichl

  • 2012 Measuring Vulnerability to Poverty Using Long-Term Panel Data
    by Katja Landau & Stephan Klasen & Walter Zucchini

  • 2012 How important is the credit channel? An empirical study of the US banking crisis
    by Liu, Chunping & Minford, Patrick

  • 2012 Testing macroeconomic models by indirect inference on unfiltered data
    by Meenagh, David & Minford, Patrick & Wickens, Michael R.

  • 2012 What causes banking crises? An empirical investigation
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick

  • 2012 Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R.

  • 2012 Endogenous Product Choice: A Progress Report
    by Crawford, Gregory S

  • 2012 Wealth, Credit Conditions and Consumption: Evidence from South Africa
    by Aron, Janine & Muellbauer, John

  • 2012 Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms
    by Dolado, Juan J. & Ortigueira, Salvador & Stucchi, Rodolfo

  • 2012 Prior Selection for Vector Autoregressions
    by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E

  • 2012 The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options
    by ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco

  • 2012 The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options
    by Jeroen Rombouts & Lars Peter Stentoft & Francesco Violente

  • 2012 Model Adequacy Checks for Discrete Choice Dynamic Models
    by Igor Kheifets & Carlos Velasco

  • 2012 Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
    by Sasa Zikovic & Randall Filer

  • 2012 Forecasting GDP at the Regional Level with Many Predictors
    by Robert Lehmann & Klaus Wohlrabe

  • 2012 Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Prescott Filter
    by Gebhard Flaig

  • 2012 How important is the credit channel? An empirical study of the US banking crisis
    by Liu, Chunping & Minford, Patrick

  • 2012 Testing macroeconomic models by indirect inference on unfiltered data
    by Meenagh, David & Minford, Patrick & Wickens, Michael

  • 2012 Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael

  • 2012 What causes banking crises? An empirical investigation
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick

  • 2012 When Credit Bites Back: Leverage, Business Cycles and Crises
    by Oscar Jorda & Moritz Schularick & Alan Taylor

  • 2012 Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee

  • 2012 Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework
    by A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu

  • 2012 Nowcasting German GDP: A comparison of bridge and factor models
    by Antipa, P. & Barhoumi, K. & Brunhes-Lesage, V. & Darné, O.

  • 2012 Selecting predictors by using Bayesian model averaging in bridge models
    by Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti

  • 2012 Mapping local productivity advantages in Italy: industrial districts, cities or both?
    by Valter Di Giacinto & Matteo Gomellini & Giacinto Micucci & Marcello Pagnini

  • 2012 Forecasting economic activity with higher frequency targeted predictors
    by Guido Bulligan & Massimiliano Marcellino & Fabrizio Venditti

  • 2012 Which model to match?
    by Matteo Barigozzi & Roxana Halbleib & David Veredas

  • 2012 Institutional Heterogeneity in Social Dilemma Games: A Bayesian Examination
    by Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez

  • 2012 Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis
    by Matthew T. Holt & Timo Teräsvirta

  • 2012 Modelling conditional correlations of asset returns: A smooth transition approach
    by Annastiina Silvennoinen & Timo Teräsvirta

  • 2012 Modelling Changes in the Unconditional Variance of Long Stock Return Series
    by Cristina Amado & Timo Teräsvirta

  • 2012 Commodity derivatives pricing with inventory effects
    by Christian Bach & Matt P. Dziubinski

  • 2012 The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options
    by Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante

  • 2012 Comment justifier la multibancarité au sein des PME ?
    by Tlili, Rim

  • 2012 Cross-country growth empirics and model uncertainty: An overview
    by Ulaşan, Bülent

  • 2012 Multidimensional Health Modelling: Association between Socioeconomic Factors and Health in Latvia
    by Irina Možajeva

  • 2012 Estimating the Impact of the Balassa-Samuelson Effect in Central and Eastern European Countries: A Revised Analysis of Panel Data Cointegration Tests
    by Mirjana Miletić

  • 2012 Using Fuzzy Logic for Evaluating the Level of Countries’ (Regions’) Economic Development
    by Gordan Stojić

  • 2012 The Impact Of Growth On Biodiversity: An Empirical Assessment
    by Roberta DE SANTIS

  • 2012 Determination of bank risk indicators and macroeconomic conditions in Venezuela (1997-2009)
    by Yasmin Briceño Santafé & Giampaolo Orlandoni Merli

  • 2012 The Harberger-Laursen-Metzler Effect in Poland
    by Piotr Misztal

  • 2012 The Harberger-Laursen-Metzler Effect in Poland
    by Piotr Misztal

  • 2012 Surprising Comparative Properties of Monetary Models: Results from a New Model Database
    by John B. Taylor & Volker Wieland

  • 2012 Forecasting the Bankruptcy Risk on the Example of Romanian Enterprises
    by Georgeta VINTILA & Georgia Maria TOROAPA

  • 2012 The Macromodel of the Moldovan Economy Medium-Term Forecast for Moldova
    by Stratan, Alexandru & Chistruga, Marcel

  • 2012 The Demand for Money in China: A Reassessment Using the Bounds Testing Approach
    by Lee, Chien Chiang & Chang, Chun Ping

  • 2012 The European residents' attitude towards immigrants: A comparative analysis based on the ESS data
    by Demidova, Olga

  • 2012 Some specification aspects for three-factor models of a company's production potential taking into account intellectual capital
    by Aivazian, Sergei & Afanasiev, Mikhail & Rudenko, Victoria

  • 2012 A Structural Model Describe Chinese Tradesmen Attitudes Towards Greek Students Consumption Behavior
    by Sofia D. ANASTASIADOU

  • 2012 Using VARs and TVP-VARs with Many Macroeconomic Variables
    by Gary Koop

  • 2012 Econometric Model Concerning The Status and Evolution of The Automotive Industry in Romania
    by Alina Hagiu

  • 2012 Dynamic Effects Of Migrant Remittances On Growth: An Econometric Model With An Application To Southeast European Countries
    by MARIANA BALAN

  • 2012 Using confidence indicators for the assessment of the cyclical position of the economy
    by Olivér Miklós Rácz

  • 2012 On the Existence of a Unit Root in the Time Series of Monthly Electricity Prices in Colombia
    by Elkin Castaño & Jorge Sierra

  • 2012 The Factors That Influence Success of BMT Berkah Madani Cimanggis
    by Muhamad Nadratuzzaman Hosen & Lia Syukriyah Sa’Roni

  • 2012 Bayesian estimation of Persistent Income Inequality using the Lognormal Stochastic Volatility Model
    by Haruhisa Nishino & Kazuhiko Kakamu & Takashi Oga

  • 2012 Diferencia de gastos según tamaño y composición familiar: una aplicación para Ecuador usando escalas de equivalencia
    by Yannira Chávez & Paúl Medina

  • 2012 A Mate-Matching Algorithm for Continuous-Time Microsimulation Models
    by Sabine Zinn

  • 2012 The productivity advantages of spatial concentration: evidence from Italian Industrial districts and cities
    by Valter Di Giacinto & Matteo Gomellini & Giacinto Micucci & Marcello Pagnini

  • 2012 WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia
    by Karen Poghosyan & Jan R. Magnus

  • 2012 An Out-of-sample Analysis of Mean-Variance Portfolios with Orthogonal GARCH Factors
    by Alessandro Cardinali

  • 2012 Supplement to "Race, Ethnicity, and Baseball Card Prices: A Replication, Correction, and Extension of Hewitt, Muñoz, Oliver, and Regoli"
    by David W. Findlay & John M. Santos

  • 2012 Beyond Race Cards in America’s Pastime: An Appreciative Reply to Findlay and Santos
    by Robert Muñoz, Jr.

  • 2012 Race, Ethnicity, and Baseball Card Prices: A Replication, Correction, and Extension of Hewitt, Muñoz, Oliver, and Regoli
    by David W. Findlay & John M. Santos

  • 2012 Implementing option pricing models when asset returns follow an autoregressive moving average process
    by Wang, Chou-Wen & Wu, Chin-Wen & Tzang, Shyh-Weir

  • 2012 Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
    by Liu, Hung-Chun & Chiang, Shu-Mei & Cheng, Nick Ying-Pin

  • 2012 Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study
    by Kao, Lie-Jane & Wu, Po-Cheng & Lee, Cheng-Few

  • 2012 Nowcasting German GDP: A comparison of bridge and factor models
    by Antipa, Pamfili & Barhoumi, Karim & Brunhes-Lesage, Véronique & Darné, Olivier

  • 2012 The single monetary policy and domestic macro-fundamentals: Evidence from Spain
    by Arghyrou, Michael G. & Gadea, Maria Dolores

  • 2012 Information, data dimension and factor structure
    by Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J.

  • 2012 Identifying News Shocks from SVARs
    by Féve, Patrick & Jidoud, Ahmat

  • 2012 Robust FDI determinants: Bayesian Model Averaging in the presence of selection bias
    by Eicher, Theo S. & Helfman, Lindy & Lenkoski, Alex

  • 2012 Nonlinearities in growth: From evidence to policy
    by Cohen-Cole, Ethan B. & Durlauf, Steven N. & Rondina, Giacomo

  • 2012 Ratings assignments: Lessons from international banks
    by Caporale, Guglielmo Maria & Matousek, Roman & Stewart, Chris

  • 2012 Incentive and selection effects of Medigap insurance on inpatient care
    by Dardanoni, Valentino & Li Donni, Paolo

  • 2012 Variance bounds on the permanent and transitory components of stochastic discount factors
    by Bakshi, Gurdip & Chabi-Yo, Fousseni

  • 2012 Indian financial market regulation: A dialectic model
    by Vashishtha, Ashutosh & Sharma, Anil K.

  • 2012 Pitfalls in backtesting Historical Simulation VaR models
    by Escanciano, Juan Carlos & Pei, Pei

  • 2012 Bounds on the autocorrelation of admissible stochastic discount factors
    by Chrétien, Stéphane

  • 2012 Models of the yield curve and the curvature of the implied forward rate function
    by Yallup, Peter J.

  • 2012 A twelve-area model for the equilibrium Chinese Yuan/US dollar nominal exchange rate
    by You, Kefei & Sarantis, Nicholas

  • 2012 Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases
    by Griffin, Philip S. & Maller, Ross A. & Schaik, Kees van

  • 2012 A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates
    by Giacometti, Rosella & Bertocchi, Marida & Rachev, Svetlozar T. & Fabozzi, Frank J.

  • 2012 Explaining young mortality
    by O’Hare, Colin & Li, Youwei

  • 2012 Endogenous product choice: A progress report
    by Crawford, Gregory S.

  • 2012 Some curious power properties of long-horizon tests
    by Hjalmarsson, Erik

  • 2012 Managing the financial risks of electricity producers using options
    by Pineda, S. & Conejo, A.J.

  • 2012 Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?
    by Wang, Yudong & Wu, Chongfeng

  • 2012 Forecasting spot price volatility using the short-term forward curve
    by Haugom, Erik & Ullrich, Carl J.

  • 2012 Modelling energy spot prices: Empirical evidence from NYMEX
    by Nomikos, Nikos & Andriosopoulos, Kostas

  • 2012 Efficiency-based rank assessment for electric power industry: A combined use of Data Envelopment Analysis (DEA) and DEA-Discriminant Analysis (DA)
    by Sueyoshi, Toshiyuki & Goto, Mika

  • 2012 A nonparametric GARCH model of crude oil price return volatility
    by Hou, Aijun & Suardi, Sandy

  • 2012 The economic value of co-movement between oil price and exchange rate using copula-based GARCH models
    by Wu, Chih-Chiang & Chung, Huimin & Chang, Yu-Hsien

  • 2012 Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts
    by Benavides, Guillermo & Capistrán, Carlos

  • 2012 A simple approach to standardized-residuals-based higher-moment tests
    by Chen, Yi-Ting

  • 2012 Confronting model misspecification in macroeconomics
    by Waggoner, Daniel F. & Zha, Tao

  • 2012 Optimal comparison of misspecified moment restriction models under a chosen measure of fit
    by Marmer, Vadim & Otsu, Taisuke

  • 2012 Information criteria for impulse response function matching estimation of DSGE models
    by Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara

  • 2012 Term structure models and the zero bound: An empirical investigation of Japanese yields
    by Kim, Don H. & Singleton, Kenneth J.

  • 2012 Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
    by Fanelli, Luca

  • 2012 In-sample tests of predictive ability: A new approach
    by Clark, Todd E. & McCracken, Michael W.

  • 2012 Model selection when there are multiple breaks
    by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F.

  • 2012 Comparison of misspecified calibrated models: The minimum distance approach
    by Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao

  • 2012 Statistical tests for multiple forecast comparison
    by Mariano, Roberto S. & Preve, Daniel

  • 2012 Bayesian averaging, prediction and nonnested model selection
    by Hong, Han & Preston, Bruce

  • 2012 A simple test for regression specification with non-nested alternatives
    by Hagemann, Andreas

  • 2012 A new test for monopoly with limited cost data
    by Moul, Charles C.

  • 2012 Testing forecasting model versatility
    by Taylor, Nicholas

  • 2012 An algorithm for generalized impulse-response functions in Markov-switching structural VAR
    by Karamé, F.

  • 2012 On the interpretation of panel unit root tests
    by Pesaran, M. Hashem

  • 2012 Testing the functional constraints on parameters in regressions with variables of different frequency
    by Kvedaras, Virmantas & Zemlys, Vaidotas

  • 2012 A cautionary note on tests of overidentifying restrictions
    by Parente, Paulo M.D.C. & Santos Silva, J.M.C.

  • 2012 Causal relations between inflation and inflation uncertainty—Cross sectional evidence in favour of the Friedman–Ball hypothesis
    by Hartmann, Matthias & Herwartz, Helmut

  • 2012 Test for linearity against STAR models with deterministic trends
    by Zhang, Lingxiang

  • 2012 Nonlinear dynamics in CEE stock markets indices
    by Caraiani, Petre

  • 2012 Modeling the effect of social factors on improving biodiversity protection
    by Halkos, George E. & Jones, Nikoleta

  • 2012 A threshold cointegration analysis of interest rate pass-through to UK mortgage rates
    by Becker, Ralf & Osborn, Denise R. & Yildirim, Dilem

  • 2012 Nowcasting the French index of industrial production: A comparison from bridge and factor models
    by Brunhes-Lesage, Véronique & Darné, Olivier

  • 2012 Markets liquidity risk under extremal dependence: Analysis with VaRs methods
    by Ourir, Awatef & Snoussi, Wafa

  • 2012 South African stock return predictability in the context data mining: The role of financial variables and international stock returns
    by Gupta, Rangan & Modise, Mampho P.

  • 2012 Structural sign patterns and reduced form restrictions
    by Buck, Andrew J. & Lady, George M.

  • 2012 The choice of a foreign price measure in a Bayesian estimated new-Keynesian model for Israel
    by Argov, Eyal

  • 2012 Empirical determination of aggregate demand and supply curves: The example of the RWI Business Cycle Model
    by Heilemann, Ullrich & Findeis, Hagen

  • 2012 The role of model uncertainty and learning in the US postwar policy response to oil prices
    by Rondina, Francesca

  • 2012 Financial constraints and occupational choice in Thai villages
    by Karaivanov, Alexander

  • 2012 Structural breaks and the equilibrium real effective exchange rate of China: A NATREX approach
    by You, Kefei & Sarantis, Nicholas

  • 2012 Economic Development and Structural Breaks: An Application of the Lee and Strazicich(2003) Lagrange Multiplier Test to the Libyan Economy, 1970-2007
    by Issa ALI & Reetu VERMA

  • 2012 Investigating structural differences of the Czech economy: Does asymmetry of shocks matter?
    by Pavel Herber & Daniel Němec

  • 2012 Análisis discriminante como seleccionador de variables incluyentes en el cálculo de la probabilidad de incumplimiento
    by Fredy Ocaris Pérez Ramírez & Armando Lenín Támara Ayús

  • 2012 Sobre la existencia de una raíz unitaria en la serie de tiempo mensual del precio de la electricidad en Colombia
    by Castaño Velez, Elkin Argemiro & Sierra Almanza, Jorge

  • 2012 The extensive margin, sectoral shares, and international business cycles
    by Michael B. Devereux & Viktoria Hnatkovska

  • 2012 Evaluating the robustness of the effect of public subsidies on firms’ R&D: an application to Italy
    by Giovanni Cerulli & Bianca Potì

  • 2012 Une évaluation économique du risque de modèle pour les investisseurs de long terme
    by Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet

  • 2012 Les liaisons fallacieuses : quasi-colinéarité et « suppresseur classique », aide au développement et croissance
    by Jean-Bernard Chatelain & Kirsten Ralf

  • 2012 Combinación de pronósticos.Una aplicación a la inflación de Bolivia
    by Julio Humérez Quiroz

  • 2012 Neural Network Principles To Classify Economic Data
    by STEFAN Raluca-Mariana & SERBAN Mariuta

  • 2012 The Serbian Functional Food Market: Does Regulation Make A Difference?
    by Stojanović Žaklina & Dragutinović-Mitrović Radmila

  • 2012 Employment Modelling In Slovakia: Comparing Logit Models In 2005 And 2009
    by Martina Lučkaničová & Ivana Ondrušeková & Marcel Rešovský

  • 2012 Estimating the Leverage Effect Using High Frequency Data
    by Guido Russi

  • 2012 Stochastic Models For Credit Risk
    by Nadia STOIAN & Mariana BALAN

  • 2012 Data reduction and univariate splitting — Do they together provide better corporate bankruptcy prediction?
    by Tamás Kristóf & Miklós Virág

  • 2012 Organizational Change and Corporate Sustainability in an Economic Crisis: Evidence from Slovenia
    by Matevž Rasković & Barbara Mörec

  • 2012 Electricity Consumption and Economic Growth Nexus: A Multivariate Analysis for Turkey
    by Ali Acaravci & Ilhan Ozturk

  • 2011 Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection
    by Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego

  • 2011 Macroeconomic Variables and South African Stock Return Predictability
    by Rangan Gupta & Mampho P. Modise

  • 2011 Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models
    by Chevallier, Julien

  • 2011 Estimation of the Cost of Equity by Considering the Interdependences between Capital Markets
    by Maria PASCU-NEDELCU

  • 2011 Behavioral Finance and Technical Analysis
    by Dehnad, Kosrow

  • 2011 The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization
    by Karathanassis, G.A. & Sogiakas, V.I.

  • 2011 Seasonal adjustment and reliability of euro area GDP – Increased uncertainty in times of unusual developments?
    by Mehrhoff, Jens & Eiglsperger, Martin & Haine, Wim

  • 2011 Modellierung von Zinsstrukturkurven
    by Hewicker, Harald & Cremers, Heinz

  • 2011 Money and inflation in the euro area during the financial crisis
    by Dreger, Christian & Wolters, Jürgen

  • 2011 Moment matching versus Bayesian estimation: Backward-looking behaviour in the new-Keynesian three-equations model
    by Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen

  • 2011 Improvements in rating models for the German corporate sector
    by Förstemann, Till

  • 2011 Evaluating the calibration of multi-step-ahead density forecasts using raw moments
    by Knüppel, Malte

  • 2011 Measuring equity in health: a normative decomposition
    by Li Donni, P; & Peragine, V; & Pignataro G;

  • 2011 A microeconometric analysis of album sales success in the Polish music market
    by Mateusz Mysliwski

  • 2011 Dynamic caliper matching
    by Paweł Strawiński

  • 2011 Interpreting Dummy Variables in Semi-logarithmic Regression Models: Exact Distributional Results
    by David E. Giles

  • 2011 A panel data approach to price-value correlations
    by Andrea Vaona

  • 2011 Forecasting correlations during the late-2000s financial crisis: short-run component, long-run component, and structural breaks
    by Audrino, Francesco

  • 2011 Bayesian Estimation of DSGE models: Is the Workhorse Model Identified?
    by Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama

  • 2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
    by Massimiliano Caporin & Michael McAleer

  • 2011 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee:

  • 2011 Willingness to Pay and Sensitivity to Time Framing: A Theoretical Analysis and an Application on Car Safety
    by Andersson, Henrik & Hammitt, James & Lindberg, Gunnar & Sundström, Kristian

  • 2011 Pareto versus lognormal: a maximum entropy test
    by Marco Bee & Massimo Riccaboni & Stefano Schiavo

  • 2011 Structural versus Matching Estimation : Transmission Mechanisms in Armenia
    by Poghosyan, K. & Boldea, O.

  • 2011 WALS estimation and forecasting in factor-based dynamic models with an application to Armenia
    by Poghosyan, K. & Magnus, J.R.

  • 2011 On the Choice of Prior in Bayesian Model Averaging
    by Einmahl, J.H.J. & Magnus, J.R. & Kumar, K.

  • 2011 Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues
    by De Luca, G. & Magnus, J.R.

  • 2011 Structural Models, Information and Inherited Restrictions
    by Andrew J. Buck & George M. Lady

  • 2011 Structural Sign Patterns and Reduced Form Restrictions
    by Andrew J. Buck & George M. Lady

  • 2011 Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules
    by Mahir Binici & Yin-Wong Cheung

  • 2011 Exchange Rate Equations Based on Interest Rate Rules : In-Sample and Out-of-Sample Performance (Faiz Kurallarina Dayali Doviz Kuru Denklemleri : Orneklem Ici ve Disi Performans)
    by Mahir Binici & Yin-Wong Cheung

  • 2011 Hierarchical Shrinkage in Time-Varying Parameter Models
    by Miguel Belmonte & Gary Koop & Dimitris Korobilis

  • 2011 Regime-Switching Cointegration
    by Markus Jochmann & Gary Koop

  • 2011 The new Keynesian Phillips curve: Does it fit Norwegian data?
    by Pål Boug & Ådne Cappelen & Anders R. Swensen

  • 2011 Identifying the Effects of Co-Authorship Networks on the Performance of Scholars: A Correlation and Regression Analysis of Performance Measures and Social Network Analysis Measures
    by Alireza Abbasi & Jorn Altmann & Liaquat Hossain

  • 2011 The Forecasting Performance of an Estimated Medium Run Model
    by Tobias Kitlinski & Torsten Schmidt

  • 2011 Covariate Unit Root Tests with Good Size and Power
    by Fossati, Sebastian

  • 2011 The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model
    by Wolfgang Polasek

  • 2011 The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing
    by Wolfgang Polasek

  • 2011 Regime-Switching Cointegration
    by Markus Jochmann & Gary Koop

  • 2011 Hierarchical Shrinkage in Time-Varying Parameter Models
    by Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis

  • 2011 MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models
    by Wolfgang Polasek

  • 2011 Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors
    by Dimitris Korobilis

  • 2011 Financial Crises and Monetary Policy: Evidence from the UK
    by Christopher Martin & Costas Milas

  • 2011 Asymmetric unemployment rate dynamics in Australia
    by Gunnar Bardsen & Stan Hurn & Zoe McHugh

  • 2011 Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns
    by Paulo M.M. Rodrigues & Nazarii Salish

  • 2011 Moment conditions model averaging with an application to a forward-looking monetary policy reaction function
    by Luis F. Martins

  • 2011 The Opportunistic approach to monetary policy and financial markets
    by Kasai Ndahiriwe & Ruthira Naraidoo

  • 2011 City price convergence in Turkey with structural breaks
    by Bilgili, Faik

  • 2011 The NNP and Sustainability in Open Economy: Highlights on Recent World Economy and on Open Economy of Bangladesh
    by Mohajan, Haradhan

  • 2011 Изоморфизм И Гомоморфизм В Имитационном Моделировании
    by Rumyantsev, Mikhail I.

  • 2011 The Link between Output Growth and Output Volatility in Five Crisis-Affected Asian Countries
    by Jiranyakul, Komain

  • 2011 The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies
    by Mutu, Simona & Breşfelean, Vasile Paul & Göndör, Mihaela

  • 2011 Optimal pricing policy of continental transit route: a study of Kolkata-Agartala transit route
    by Sen, S. K. & Mukhopadhyay, I & Gupta, S

  • 2011 Testing for partial exogeneity with weak identification
    by Doko Tchatoka, Firmin

  • 2011 A Game Theoretic Analysis of a Regional Approach toward the Sustainability of Kolkata-Agartala Transit Route
    by Sen, S. K. & Mukhopadhyay, I & Gupta, S

  • 2011 A selection analysis on education returns in China
    by Kang, Lili & Peng, Fei

  • 2011 Selection and institutional shareholder activism in Chinese acquisitions
    by Peng, Fei & Kang, Lili & Jiang, Jun

  • 2011 ¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos
    by Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel

  • 2011 Testing for Stochastic and Beta-convergence in Latin American Countries
    by Escobari, Diego

  • 2011 The case for higher frequency inflation expectations
    by Guzman, Giselle C.

  • 2011 Minimum Wage Legislation and Economic Growth: Channels and Effects
    by Mo, Pak Hung

  • 2011 Empirical policy functions as benchmarks for evaluation of dynamic capital structure models
    by Bazdresch, Santiago

  • 2011 Principal Components and Factor Analysis. A Comparative Study
    by Travaglini, Guido

  • 2011 Improving biodiversity monitoring by modeling relative abundance from "presence only" data
    by Jingwa A, Brian

  • 2011 Social factors influencing the decision to pay for the protection of biodiversity: A case study in two national parks of Northern Greece
    by Halkos, George & Jones, Nikoleta

  • 2011 Globalisation effect on inflation in the great moderation era: new evidence from G10 countries
    by Qin, Duo & He, Xinhua

  • 2011 Goodness-of-fit testing for the marginal distribution of regime-switching models
    by Janczura, Joanna & Weron, Rafal

  • 2011 Does the Box-Cox transformation help in forecasting macroeconomic time series?
    by Tommaso, Proietti & Helmut, Luetkepohl

  • 2011 Application of various count models: Sahiwal demand from Naivasha
    by Mailu, Stephen & Lukibisi, Barasa & Waithaka, Michael

  • 2011 Distributional results for thresholding estimators in high-dimensional Gaussian regression models
    by Pötscher, Benedikt M. & Schneider, Ulrike

  • 2011 Hierarchical shrinkage in time-varying parameter models
    by Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis

  • 2011 Evaluating density forecasts: a comment
    by Tsyplakov, Alexander

  • 2011 Pengertian dari dan untuk ketakmengertian: Social Complexity sebagai cara pandang baru dalam memahami fenomena sosial
    by Situngkir, Hokky

  • 2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
    by Korobilis, Dimitris

  • 2011 Estimating Inflation-at-Risk (IaR) using Extreme Value Theory (EVT)
    by Santos, Edward P. & Mapa, Dennis S. & Glindro, Eloisa T.

  • 2011 Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?
    by Ardia, David & Lennart, Hoogerheide & Nienke, Corré

  • 2011 Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version
    by Francis J. DiTraglia

  • 2011 Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM
    by Francis J. DiTraglia

  • 2011 Rövid távú előrejelző modell Magyarországra
    by András Balatoni & Tamás Mellár

  • 2011 Dynamic Conditional Correlation: On properties and estimation
    by Gian Piero Aielli

  • 2011 Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators
    by Gian Piero Aielli & Massimiliano Caporin

  • 2011 Modeling and forecasting realized range volatility
    by Massimiliano Caporin & Gabriel G. Velo

  • 2011 Wealth, Credit Conditions and Consumption: Evidence from South Africa
    by Janine Aron & John Muellbauer

  • 2011 On Not Evaluating Economic Models by Forecast Outcomes
    by Jennifer Castle & David Hendry

  • 2011 Multivariate High-Frequency-Based Volatility (HEAVY) Models
    by Diaa Noureldin & Neil Shephard & Kevin Sheppard

  • 2011 Evaluating density forecasts: model combination strategies versus the RBNZ
    by Chris McDonald & Leif Anders Thorsrud

  • 2011 Multivariate High-Frequency-Based Volatility (HEAVY) Models
    by Diaa Noureldin & Neil Shephard & Kevin Sheppard

  • 2011 Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations
    by Cristina Amado & Timo Teräsvirta

  • 2011 Modelling Volatility by Variance Decomposition
    by Cristina Amado & Timo Teräsvirta

  • 2011 When Credit Bites Back: Leverage, Business Cycles, and Crises
    by Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor

  • 2011 "Healthy, Wealthy and Wise?" Revisited: An Analysis of the Causal Pathways from Socio-economic Status to Health
    by Till Stowasser & Florian Heiss & Daniel McFadden & Joachim Winter

  • 2011 The Empirical Content of Models with Multiple Equilibria in Economies with Social Interactions
    by Alberto Bisin & Andrea Moro & Giorgio Topa

  • 2011 Determinants of Foreign Direct Investment
    by Bruce A. Blonigen & Jeremy Piger

  • 2011 Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis
    by Md Atikur Rahman Khan & D.S. Poskitt

  • 2011 Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes
    by Md Atikur Rahman Khan & D.S. Poskitt

  • 2011 Active labour market policies in Denmark: A comparative analysis of post-program effects
    by Guillaume Blache

  • 2011 Sensitivity Analysis of Composite Indicators through Mixed Model Anova
    by Cristina Davino, Rosaria Romano

  • 2011 Heuristic model selection for leading indicators in Russia and Germany
    by Ivan Savin & Peter Winker

  • 2011 The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification
    by Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia

  • 2011 Effective Demand in the Recent Evolution of the US Economy
    by Julio Lopez-Gallardo & Luis Reyes-Ortiz

  • 2011 Estimating Noncooperative and Cooperative Models of Bargaining: An Empirical Comparison
    by Masanori Mitsutsune & Takanori Adachi

  • 2011 Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation
    by Michael McAleer & Massimiliano Caporin

  • 2011 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee

  • 2011 A Flexible Test for Present Bias and Time Preferences Using Land-Lease Contracts
    by Gautier, Pieter A. & van Vuuren, Aico

  • 2011 A Flexible Test for Present Bias and Time Preferences Using Land-Lease Contracts
    by Gautier, Pieter & van Vuuren, Aico

  • 2011 Labor Supply Elasticities in Europe and the US
    by Bargain, Olivier & Orsini, Kristian & Peichl, Andreas

  • 2011 Labor Supply Elasticities in Europe and the US
    by Bargain, Olivier & Orsini, Kristian & Peichl, Andreas

  • 2011 Economies of Scale in the Tunisian Industries
    by Heshmati, Almas & Haouas, Ilham

  • 2011 Economies of Scale in the Tunisian Industries
    by Heshmati, Almas & Haouas, Ilham

  • 2011 Turning 18: What a Difference Application of Adult Criminal Law Makes
    by Entorf, Horst

  • 2011 Turning 18: What a Difference Application of Adult Criminal Law Makes
    by Entorf, Horst

  • 2011 Extended Beta Regression in R: Shaken, Stirred, Mixed, and Partitioned
    by Bettina Grün & Ioannis Kosmidis & Achim Zeileis

  • 2011 Flexible Rasch Mixture Models with Package psychomix
    by Hannah Frick & Carolin Strobl & Friedrich Leisch & Achim Zeileis

  • 2011 Structural Breaks in Inflation Dynamics within the European Monetary Union
    by Thomas Windberger & Achim Zeileis

  • 2011 Generalized Measurement Invariance Tests with Application to Factor Analysis
    by Edgar C. Merkle & Achim Zeileis

  • 2011 A new method for detecting differential item functioning in the Rasch model
    by Carolin Strobl & Julia Kopf & Achim Zeileis

  • 2011 Pricing Nikkei 225 Options Using Realized Volatility
    by Masato Ubukata & Toshiaki Watanabe

  • 2011 Catching up in total factor productivity through the business cycle: Evidence from Spanish manufacturing firms
    by Álvaro Escribano & Rodolfo Stucchi

  • 2011 Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations
    by Alvaro Escribano & Genaro Sucarrat

  • 2011 The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model
    by Polasek, Wolfgang

  • 2011 On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models
    by Costantini, Mauro & Kunst, Robert M.

  • 2011 The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing
    by Polasek, Wolfgang

  • 2011 Sensitivity Analysis of SAR Estimators
    by Liu, Shuangzhe & Polasek, Wolfgang & Sellner, Richard

  • 2011 A selecção de indicadores no estudo prospectivo “Forecasting the carbon footprint to road freight transport in 2020” [Indicator selection in the foresight study “Forecasting the carbon footprint to road freight transport in 2020”]
    by Nuno Boavida

  • 2011 Quantile Forecasts of Financial Returns Using Realized GARCH Models
    by Toshiaki Watanabe

  • 2011 Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules
    by Mahir Binici & Yin-Wong Cheung

  • 2011 Self-reinforcing effects between housing prices and credit: Evidence from Norway
    by K. Anundsen, André & S. Jansen, Eilev

  • 2011 Robust Growth Determinants
    by Doppelhofer, Gernot & Weeks, Melvyn

  • 2011 Two competitive models and their identification problem: The ESTAR and TSTAR model
    by Heinen, Florian & Michael, Stefanie & Sibbertsen, Philipp

  • 2011 The dynamics of real exchange rates - A reconsideration
    by Heinen, Florian & Kaufmann, Hendrik & Sibbertsen, Philipp

  • 2011 Multivariate trend comparisons between autocorrelated climate series with general trend regressors
    by Ross McKitrick & Timothy Vogelsang

  • 2011 Cross-country heterogeneity and the trade-income relationship
    by Dierk Herzer

  • 2011 Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital
    by Jim Malley & Ulrich Woitek

  • 2011 Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom
    by Xiaoshan Chen & Ronald MacDonald

  • 2011 Multiplicative Error Models
    by Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo

  • 2011 Oil Price Forecast Evaluation with Flexible Loss Functions
    by Andrea Bastianin & Matteo Manera & Anil Markandya & Elisa Scarpa

  • 2011 Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility
    by Milan Rippel & Ivo Jánský

  • 2011 A Cautionary Note on Tests for Overidentifying Restrictions
    by Paulo M.D.C. Parente & Joao M.C. Santos Silva

  • 2011 Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics
    by Stelios Bekiros

  • 2011 The Rank of a System of Engel Curves. How Many Common Factors?
    by Matteo Barigozzi & Alessio Moneta

  • 2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
    by Caporin, M. & McAleer, M.J.

  • 2011 Shifting credit standards and the boom and bust in U.S. house prices
    by John V. Duca & John Muellbauer & Anthony Murphy

  • 2011 House prices and credit constraints: making sense of the U.S. experience
    by John V. Duca & John Muellbauer & Anthony Murphy

  • 2011 Information, data dimension and factor structure
    by Jan P.A.M. Jacobs & Pieter W. Otter & Ard H.J. den Reijer

  • 2011 Volatility Activity: Specification and Estimation
    by Viktor Todorov & George Tauchen & Iaryna Grynkiv

  • 2011 Levy Process Models for High Frequency Financial Data
    by George Tauchen

  • 2011 Inverse Realized Laplace Transforms for Nonparametric Volatility Estimation in Jump-Diffusions
    by Viktor Todorov & George Tauchen

  • 2011 Forecast Optimality Tests in the Presence of Instabilities
    by Barbara Rossi & Tatevik Sekhposyan

  • 2011 Out-of-Sample Forecast Tests Robust to Window Size Choice
    by Barbara Rossi & Atsushi Inoue

  • 2011 Money and Inflation in the Euro Area during the Financial Crisis
    by Christian Dreger & Jürgen Wolters

  • 2011 Premières preuves empiriques de chaos dans les ventes de biens à la mode - First empirical evidence of chaos in the sales of fashion goods
    by Adrien Bonache & Karen Moris

  • 2011 Firm-level Evidence on Gender Wage Discrimination in the Belgian Private Economy
    by Vincent VANDENBERGHE

  • 2011 Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms
    by Juan Jóse Dolado & Salvador Ortigueira & Rodolfo Stucchi

  • 2011 When Credit Bites Back: Leverage, Business Cycles, and Crises
    by Jordà, Òscar & Schularick, Moritz & Taylor, Alan M.

  • 2011 Out-of-Sample Forecast Tests Robust to the Choice of Window Size
    by Inoue, Atsushi & Rossi, Barbara

  • 2011 A Flexible Test for Present Bias and Time Preferences using Land-Lease Contracts
    by Gautier, Pieter A & van Vuuren, Aico

  • 2011 Inference on Impulse Response Functions in Structural VAR Models
    by Inoue, Atsushi & Kilian, Lutz

  • 2011 Shifting Credit Standards and the Boom and Bust in US House Prices
    by Duca, John V & Muellbauer, John & Murphy, Anthony

  • 2011 House Prices and Credit Constraints: Making Sense of the US Experience
    by Duca, John V & Muellbauer, John & Murphy, Anthony

  • 2011 Forecast Rationality Tests Based on Multi-Horizon Bounds
    by Patton, Andrew J & Timmermann, Allan G

  • 2011 Hierarchical shrinkage in time-varying parameter models
    by BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris

  • 2011 VAR forecasting using Bayesian variable selection
    by KOROBILIS, Dimitris

  • 2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
    by KOROBILIS, Dimitris

  • 2011 Comparación De Los Modelos Setar Y Star Para El Índice De Empleo Industrial Colombiano
    by Milena Hoyos & Mario Galindo

  • 2011 Lack of Credibility, Inflation Persistence and Disinflation in Colombia
    by Andrés González G. & Franz Hamann

  • 2011 Forecasting With Many Predictors. An Empirical Comparison
    by Eliana González

  • 2011 An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices
    by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

  • 2011 Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules
    by Mahir Binici & Yin-Wong Cheung

  • 2011 Productivity Shocks and Aggregate Fluctuations in an Estimated Endogenous Growth Model with Human Capital
    by Jim Malley & Ulrich Woitek

  • 2011 Robust Growth Determinants
    by Gernot Doppelhofer & Melvyn Weeks

  • 2011 House Prices and Credit Constraints: Making Sense of the U.S. Experience
    by John V. Duca & John Muellbauer & Anthony Murphy

  • 2011 Shifting Credit Standards and the Boom and Bust in U.S. House Prices
    by John V. Duca & John Muellbauer & Anthony Murphy

  • 2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
    by Massimiliano Caporin & Michael McAleer

  • 2011 Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates
    by Jennifer Castle & Xiaochuan Qin & W. Robert Reed

  • 2011 Robust Growth Determinants
    by Doppelhofer, G. & Weeks, M.

  • 2011 An efficient minimum distance estimator for DSGE models
    by Theodoridis, Konstantinos

  • 2011 Nowcasting GDP in Real-Time: A Density Combination Approach
    by Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud

  • 2011 Investment forecasting with business survey data
    by Leandro D�Aurizio & Stefano Iezzi

  • 2011 Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series
    by Agustín Maravall Herrero & Domingo Pérez Cañete

  • 2011 Updating the Option Implied Probability of Default Methodology
    by Johannes Vilsmeier

  • 2011 Consistent Dynamic Affine Mortality Model for Longevity Risk Applications
    by Craig Blackburn & Michael Sherris

  • 2011 A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis
    by Luca RICCETTI

  • 2011 Parametric Inference and Dynamic State Recovery from Option Panels
    by Torben G. Andersen & Nicola Fusari & Viktor Todorov

  • 2011 Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability
    by Tim Bollerslev & Daniela Osterrieder & Natalia Sizova & George Tauchen

  • 2011 Return Predictability, Model Uncertainty, and Robust Investment
    by Manuel Lukas

  • 2011 Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009
    by Anders Bredahl Kock & Timo Teräsvirta

  • 2011 Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques
    by Anders Bredahl Kock & Timo Teräsvirta

  • 2011 Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations
    by Cristina Amado & Timo Teräsvirta

  • 2011 Characterizing economic trends by Bayesian stochastic model specification search
    by Stefano Grassi & Tommaso Proietti

  • 2011 Nonlinear models for autoregressive conditional heteroskedasticity
    by Timo Teräsvirta

  • 2011 Modelling Volatility by Variance Decomposition
    by Cristina Amado & Timo Teräsvirta

  • 2011 Volatility Shifts and Persistence in Variance: Evidence from the Sector Indices of Istanbul Stock Exchange
    by Efe Çağlar Çağli & Pinar Evrim Mandaci & Pinar Hakan Kahyaoğlu

  • 2011 What Do We Know About Exposure At Default On Contingent Credit Lines? - A Survey Of The Literature, Empirical Analysis And Models
    by Michael Jacobs, Jr. & Pinaki Bag

  • 2011 Impact Of Crude Oil Price Volatility On World Equity Markets Beharviur
    by Rakesh KUMAR & Mohammad TAMIMI

  • 2011 An Empirical Study Of Dividend Policy Models In Indian Context With Special Reference To Engineering Industry
    by Deepika AGGARWAL & Jasmeet Singh PASRICHA

  • 2011 How Idiosyncratic are Banking Crises in OECD Countries?
    by Ray Barrell & E. Philip Davis & Dilruba Karim & lana Liadze

  • 2011 Modeling Stock Market Indexes With Copula Functions
    by Jacek Leskow & Justyna Mokrzycka & Krzysztof Krawiec

  • 2011 Competition as an Effective Tool in Developing Social Marketing Programs: Driving Behavior Change through Online Activities
    by Corina SERBAN

  • 2011 Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models
    by Acatrinei, Marius Cristian & Caraiani, Petre

  • 2011 Empirical Analysis and Trading Strategies for Defaulted Debt Securities with Models for Risk and Investment Management
    by Jacobs, Jr., Michael

  • 2011 Systemic Risk, an Empirical Approach
    by Cadenas Santiago, Gonzalo & Sanchis Arellano, Alicia

  • 2011 The Comparison of Volatility Forecasting Models in VaR Calculations and Backtesting according to Basel II: An Application on ISE 100 Index
    by Korkmaz, Turhan & Bostanci, Ahmet

  • 2011 New coefficients of econometrics models quality estimation
    by Svetunkov, Ivan

  • 2011 Dynamic Caliper Matching
    by Paweł Strawiński

  • 2011 Bayesian Variations on the Frisch and Waugh Theme
    by Jacek Osiewalski

  • 2011 A Strategic Framework of Liberalising Trade in Services for Pakistan
    by Ahmed Gulzar

  • 2011 Algunas observaciones acerca del uso de software en la estimación del modelo Half-Normal = Some Notes about the Using of Software to Estimate the Half-Normal Model
    by Ortega Irizo, Francisco Javier & Gavilán Ruiz, José Manuel

  • 2011 Building a Scoring Model for Bankruptcy Risk Prediction on Multiple Discriminant Analysis
    by Vintila Georgeta & Toroapa Maria Georgia

  • 2011 The Relationship Between Macroeconomic Variables And Romanian Corporate Default Rates Between 2002-2008
    by Kovacs Ildiko & Karsai Zoltan-Krisztian & Suveg Orsolya & Joita Nicoleta

  • 2011 Market Efficiency, Role of Earnings Information, and Stock Returns: A Vector Autoregressive Model Approach
    by Keiichi Kubota & Hitoshi Takehara

  • 2011 “True Believers” or Numerical Terrorism at the Nuclear Power Plant
    by Walter Krämer & Gerhard Arminger

  • 2011 Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
    by Mohammad R. Jahan-Parvar (bio) & Hassan Mohammadi (bio)

  • 2011 Kukla Degiskenlerin T Istatistigi ile Aykiri Gozlemler Tespit Edilemez
    by Arzdar KIRACI

  • 2011 Avrupa Birligi'ne Uyelik Surecinde Etkili Faktorlerin Kosullu Lojistik Regresyon Modelleri ile Degerlendirilmesi
    by Yuksel Akay Unvan & Gamze Ozel

  • 2011 Potencia Operativa de los Negocios en función de la estructura de inversiones y financiación: caso ecuatoriano
    by Andrés Galvis

  • 2011 A Bivariate Model of Federal Reserve and ECB Main Policy Rates
    by Chiara Scotti

  • 2011 Duration Analysis of Interest Rate Spells : Cross-National Study of Interest Rate Policy
    by Guo, Yingwen & Zhou Z.F., Sherry

  • 2011 Risk in Emerging Stock Markets from Brazil and Mexico: Extreme Value Theory and Alternative Value at Risk Models
    by Raúl de Jesús, Edgar Ortiz

  • 2011 Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators
    by Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth

  • 2011 Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence
    by Kurita, Takamitsu

  • 2011 A nonparametric vs. latent class model of general practitioner utilization: Evidence from Canada
    by McLeod, Logan

  • 2011 Nonparametric estimation and testing of stochastic discount factor
    by Fang, Ying & Ren, Yu & Yuan, Yufei

  • 2011 Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape
    by Serinaldi, Francesco

  • 2011 Functional data analysis for volatility
    by Müller, Hans-Georg & Sen, Rituparna & Stadtmüller, Ulrich

  • 2011 Structural models, information and inherited restrictions
    by Lady, George M. & Buck, Andrew J.

  • 2011 Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models
    by Chevallier, Julien

  • 2011 Subjective model selection rules versus passive model selection rules
    by Ryu, Hang Keun

  • 2011 Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa
    by Naraidoo, Ruthira & Raputsoane, Leroi

  • 2011 How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael

  • 2011 Testing for Stochastic and Beta-convergence in Latin American Countries
    by ESCOBARI, Diego

  • 2011 Definition of Default and Quality of Scoring Functions
    by Jiri Witzany

  • 2011 Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando Propensity Score Matching.
    by Perdomo Calvo, Jorge Andrés

  • 2011 Regulación y valor en riesgo
    by Luis Fernando Melo & Joan Camilo Granados

  • 2011 Lack of Credibility, Inflation Persistence and Disinflation in Colombia
    by Andrés Gonzalez & Franz Hamann

  • 2011 The Aggregated Leverage Ratio and the Detection of Financial Vulnerability :Evidence from the United States and European Countries
    by Sonia Ondo-Ndong & Sandra Rigot

  • 2011 Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets
    by Kurt Brannas & Albina Soultanaeva

  • 2011 The Montenegrin Capital Market: Calendar Anomalies
    by Vesna Karadžic & Tamara Backovic Vulic

  • 2011 The Comparative Analysis of Credit Risk Determinants In the Banking Sector of the Baltic States
    by Grigori Fainstein & Igor Novikov

  • 2011 Liquidity and Asset Prices: How Strong are the Linkages?
    by Christian Dreger & J¨¹rgen Wolters

  • 2011 The Forecasting Performance of Seasonal and Nonlinear Models
    by Houda Ben Hadj Boubaker

  • 2011 Confronting Prior Convictions: On Issues of Prior Sensitivity and Likelihood Robustness in Bayesian Analysis
    by Hedibert F. Lopes & Justin L. Tobias

  • 2011 Valuation and Risk Management of Collateralized Debt Obligations and Related Securities
    by Christian Bluhm & Christoph Wagner

  • 2011 An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange
    by Elie BOURI

  • 2011 The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk
    by Walter Krämer

  • 2011 Frontiers of Real-Time Data Analysis
    by Dean Croushore

  • 2011(XXI) Modeling And Forecasting The Exchange Rate In Romania
    by Mihaela BRATU

  • 2011(XXI) Some aspects of the translog production function estimation
    by Florin-Marius PAVELESCU

  • 2010 South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns
    by Rangan Gupta & Mampho P. Modise

  • 2010 An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa
    by Mehmet Balcilar & Rangan Gupta & Zahra Shah

  • 2010 Forecasting Monetary Rules in South Africa
    by Ruthira Naraidoo & Ivan Paya

  • 2010 Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank
    by Ruthira Naraidoo & Kasai Ndahiriwe

  • 2010 Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa
    by Ruthira Naraidoo & Leroi Raputsoane

  • 2010 Dynamic hedging strategies: An application to the crude oil market
    by Lautier, Delphine & Galli, Alain

  • 2010 Las consecuencias económicas de un nombre atípico. El caso colombiano
    by Gaviria, Alejandro & Medina, Carlos & Palau, María del Mar

  • 2010 Valor de una empresa en riesgo de expropiación en un entorno de crisis financiera. Caso Banamex
    by Cruz Aké, Salvador & Venegas-Martínez, Francisco

  • 2010 Spatial model selection and spatial knowledge spillovers: a regional view of Germany
    by Klarl, Torben

  • 2010 The predictive accuracy of credit ratings: measurement and statistical inference
    by Orth, Walter

  • 2010 The Long-Run Effect of Foreign Aid on Domestic Output
    by Herzer, Dierk & Morrissey, Oliver

  • 2010 Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen
    by Lang, Michael & Cremers, Heinz & Hentze, Rainald

  • 2010 Empirical simultaneous confidence regions for path-forecasts
    by Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano

  • 2010 Robust Nonnested Testing for Ordinary Least Squares Regression When Some of the Regressors are Lagged Dependent Variables
    by Leslie G. Godrey

  • 2010 A robust test for error cross-section correlation in panel models
    by L Godfrey & T Yamagata

  • 2010 Foreign News and Spillovers in Emerging European Stock Markets
    by Evzen Kocenda & Jan Hanousek

  • 2010 Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation
    by Mikko Packalen & Tony Wirjanto

  • 2010 Latent Variables and Propensity Score Matching
    by Maciej Jakubowski

  • 2010 Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model
    by David E. Giles

  • 2010 Latent Thresholds Analysis of Choice Data with Multiple Bids and Response Options
    by Mimako Kobayashi & Klaus Moeltner & Kimberly Rollins

  • 2010 Supplementary results for “Geographic Variation in Subprime Loan Features, Foreclosures and Prepayments”
    by Morgan J. Rose

  • 2010 The Unofficial Economy and the Business Cycle: A Test for Theories
    by Catalina Granda-Carvajal

  • 2010 The Lag in Effect of Inflation Targeting and Policy Evaluation
    by WenShwo Fang & Stephen M. Miller

  • 2010 Specification Analysis of Structural Quantile Regression Models
    by Juan Carlos Escanciano & Chuan Goh

  • 2010 Components of bull and bear markets: bull corrections and bear rallies
    by John M Maheu & Thomas H McCurdy & Yong Song

  • 2010 Does cointegration matter? An analysis in a RBC perspective
    by Bisio Laura & Faccini Andrea

  • 2010 An Expanded Scope For Qualitative Economics
    by Andrew J. Buck & George M. Lady

  • 2010 Qualitative Matrices and Information
    by Andrew J. Buck & George M. Lady

  • 2010 Macroeconomic Impact of Remittances on Output Growth: Evidence From Turkey
    by Aysit Tansel & Pinar Yasar

  • 2010 A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi)
    by Necati Tekatli

  • 2010 Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market
    by Dungey, Mardi & Jeyasreedharan, Nagaratnam & Li, Tuo

  • 2010 Consistency of Hedonic Price Indexes with Unobserved Characteristics
    by Iqbal Syed

  • 2010 Wealth effects on consumption in financial crises: the case of Norway
    by Eilev S. Jansen

  • 2010 Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty
    by Alessandro Flamini & Costas Milas

  • 2010 Does Cointegration Matter? An Analysis in a RBC Perspective
    by Laura Bisio & Andrea Faccini

  • 2010 Endogenous Persistence in an Estimated DSGE Model under Imperfect Information
    by Paul Levine & Joseph Pearlman & George Perendia & Bo Yang

  • 2010 Risk-return tradeoff and the behaviour of volatility on the South African stock market: Evidence from both aggregate and disaggregate data
    by N.Z Mandimika & Z. Chinzara

  • 2010 Forecasting Monetary Policy Rules in South Africa
    by Ruthira Naraidoo & Ivan Paya

  • 2010 Experiments, Surveys and the Use of Representative Samples as Reference Data
    by Thomas Siedler & Bettina Sonnenberg

  • 2010 Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara
    by Pavelescu, Florin Marius

  • 2010 VAR Forecasting Using Bayesian Variable Selection
    by Dimitris Korobilis

  • 2010 Chow-Lin Methods in Spatial Mixed Models
    by Wolfgang Polasek & Richard Sellner & Carlos Llano

  • 2010 Why a Diversified Portfolio Should Include African Assets
    by Paul Alagidede & Theodore Panagiotidis & Xu Zhang

  • 2010 Did Globalization Drive Convergence? Identifying Cross-Country Growth Regimes in the Long Run
    by Gianfranco Di Vaio & Kerstin Enflo

  • 2010 Financial Stability and Monetary Policy
    by Christopher Martin & Costas Milas

  • 2010 Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?
    by Alexander Mihailov & Fabio Rumler & Johann Scharler

  • 2010 Redes neuronales para predecir el tipo de cambio diario
    by Barrera, Carlos R.

  • 2010 Evaluating Value-at-Risk Models via Quantile Regression
    by Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith

  • 2010 A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
    by Stan Hurn & Andrew McClelland & Kenneth Lindsay

  • 2010 Administrative Data and Economic Policy Evaluation
    by Lorraine Dearden

  • 2010 The choice between fixed and random effects models: some considerations for educational research
    by Paul Clarke & Claire Crawford & Fiona Steele & Anna Vignoles

  • 2010 Evaluating the strength of identification in DSGE models. An a priori approach
    by Nikolay Iskrev

  • 2010 The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance
    by Paulo M.M. Rodrigues & Antonio Rubia

  • 2010 The Relationship between Marginal Willingness-to-Pay in the Hedonic and Discrete Choice Models
    by Wong, Maisy

  • 2010 Multimarket Contact in Italian Retail Banking: Competition and Welfare
    by Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan

  • 2010 К Вопросу Оценки Адекватности Имитационных Моделей Банковских Бизнес-Процессов
    by Rumyantsev, Mikhail I.

  • 2010 Can statistics do without artefacts?
    by Chatelain, Jean-Bernard

  • 2010 The behaviour of consumer gas prices in an environment of high and volatile oil prices
    by Cornille, David & Meyler, Aidan

  • 2010 Adopción de metas de inflación y su impacto en las expectativas de inflación y volatilidad del crecimiento económico: evidencia empírica para Bolivia
    by Valdivia, Daney & Loayza, Lilian

  • 2010 Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando Propensity Score Matching y Precios Hedónicos Espaciales
    by Jorge Andres, Perdomo Calvo & Jorge Andres, Perdomo Calvo

  • 2010 An inflation expectations horserace
    by Guzman, Giselle C.

  • 2010 Time series models of GDP: a reappraisal
    by Marchese, Malvina

  • 2010 Marginal likelihood calculation for gelfand-dey and Chib Method
    by Liu, Chun

  • 2010 Noncausal autoregressions for economic time series
    by Lanne, Markku & Saikkonen, Pentti

  • 2010 Cigarette smoking in Indonesia: examination of a myopic model of addictive behaviour
    by Hidayat, Budi & Thabrany, Hasbullah

  • 2010 Subset hypotheses testing and instrument exclusion in the linear IV regression
    by Doko Tchatoka, Firmin

  • 2010 A monthly indicator of employment in the euro area: real time analysis of indirect estimates
    by Moauro, Filippo

  • 2010 Investments model development with the system dynamic method
    by Skribans, Valerijs

  • 2010 Posterior Predictive Analysis for Evaluating DSGE Models
    by Faust, Jon & Gupta, Abhishek

  • 2010 A Forecasting Metric for Evaluating DSGE Models for Policy Analysis
    by Gupta, Abhishek

  • 2010 Selection of weak VARMA models by modified Akaike's information criteria
    by Boubacar Mainassara, Yacouba

  • 2010 Geography, Institutions and Human Development: A Cross-Country Investigation Using Bayesian Model Averaging
    by Malik, Sadia Mariam & Janjua, Yasin

  • 2010 The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries
    by Hasanov, Mübariz & Omay, Tolga

  • 2010 Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index
    by Iqbal, Javed & Azher, Sara & Ijza, Ayesha

  • 2010 Noncausal Vector Autoregression
    by Lanne, Markku & Saikkonen, Pentti

  • 2010 Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?
    by Mitze, Timo

  • 2010 Selection of weak VARMA models by Akaïke's information criteria
    by Boubacar Mainassara, Yacouba

  • 2010 Modeling electricity spot prices: Regime switching models with price-capped spike distributions
    by Janczura, Joanna & Weron, Rafal

  • 2010 Regression Anatomy, Revealed
    by Filoso, Valerio

  • 2010 Goodness-of-fit testing for regime-switching models
    by Janczura, Joanna & Weron, Rafal

  • 2010 Modelling Stock Returns Volatility In Nigeria Using GARCH Models
    by Emenike, Kalu O.

  • 2010 Characterizing economic trends by Bayesian stochastic model specifi cation search
    by Grassi, Stefano & Proietti, Tommaso

  • 2010 Accounting for Unobserved Country Heterogeneity in Happiness Research: Country Fixed Effects versus Region Fixed Effects
    by Fischer, Justina AV

  • 2010 A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle
    by Buss, Ginters

  • 2010 Un nuevo enfoque para el análisis y calificación del Sistema Cooperativo Ecuatoriano
    by Freire González, Paulo Alejandro & Vivar Aguilar, Mayra Isabel & Maldonado, Diego

  • 2010 Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia
    by Bušs, Ginters

  • 2010 Antipersistence in German stock returns
    by Karl-Kuno Kunze & Hans Gerhard Strohe

  • 2010 Persistence of unemployment in the canadian provinces
    by Firouz Fallahi & Gabriel Rodríguez

  • 2010 Application of three non-linear econometric approaches to identify business cycles in Peru
    by Gabriel Rodríguez

  • 2010 Ranking Multivariate GARCH Models by Problem Dimension
    by Massimiliano Caporin & Michael McAleer

  • 2010 A Low-Dimension Portmanteau Test for Non-linearity
    by Jennifer Castle & David Hendry

  • 2010 Independence Tests based on Symbolic Dynamics
    by Helmut Elsinger

  • 2010 Monetary Policy, Inflation and Unemployment
    by Nicolas Groshenny

  • 2010 Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons
    by Òscar Jordà & Moritz Schularick & Alan M. Taylor

  • 2010 Program Evaluation and Research Designs
    by John DiNardo & David S. Lee

  • 2010 Short-term load forecasting based on a semi-parametric additive model
    by Shu Fan & Rob Hyndman

  • 2010 Dual P-Values, Evidential Tension and Balanced Tests
    by D.S. Poskitt & Arivalzahan Sengarapillai

  • 2010 Description Length Based Signal Detection in singular Spectrum Analysis
    by Md Atikur Rahman Khan & D.S. Poskitt

  • 2010 Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps
    by Yin Liao & Heather M. Anderson & Farshid Vahid

  • 2010 An Econometric Study of Vine Copulas
    by Dominique Guegan & Pierre-André Maugis

  • 2010 Assessing the Predictive Power of Labor-Market Indicators of Inflation
    by Nourzad, Farrokh

  • 2010 Does Money Matter? An Empirical Investigation
    by Huston, Barry & McGibany, James M & Nourzad, Farrokh

  • 2010 Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey
    by Aysit Tansel & Pinar Yasar

  • 2010 What Explains Nominal Exchange Rate Volatility? Evidence from the Latin American Countries
    by Maria Grydaki & Stilianos Fountas

  • 2010 What Explains Output Volatility? Evidence from the G3
    by Maria Grydaki & Stilianos Fountas

  • 2010 Measures of Predictive Success for Rating Functions
    by Sebastian Ostrowski & Peter Reichling

  • 2010 On the Forecasting Accuracy of Multivariate GARCH Models
    by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

  • 2010 The French Forest Sector Model: version 1.0. Presentation and theorical foundations
    by Sylvain Caurla & Franck Lecocq & Philippe Delacote & Ahmed Barkaoui

  • 2010 Productivity Changes and Risk Management in Indonesian Banking: An Application of a New Approach to Constructing Malmquist Indices
    by Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Karligash Kenjegalieva & Richard Simper

  • 2010 Accounting for environmental factors, bias and negative numbers in efficiency estimation: A bootstrapping application to the Hong Kong banking sector
    by Maximilian J. B. Hall & Karligash Kenjegalieva & Richard Simper

  • 2010 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
    by Massimiliano Caporin & Michael McAleer

  • 2010 Model Selection and Testing of Conditional and Stochastic Volatility Models
    by Massimiliano Caporin & Michael McAleer

  • 2010 Does the Law of One Price Hold in a High-Inflation Environment? A Tale of Two Cities in Turkey
    by Sule Akkoyunlu & Boriss Siliverstovs

  • 2010 Why a Diversified Portfolio Should Include African Assets
    by Paul Alagidede & Theodore Panagiotidis & Xu Zhang

  • 2010 The econometric modeling of social Preferences
    by Anna Conte & Peter G. Moffatt

  • 2010 Causal Inference by Independent Component Analysis with Applications to Micro- and Macroeconomic Data
    by Alessio Moneta & Doris Entner & Patrik Hoyer & Alex Coad

  • 2010 Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey
    by Tansel, Aysit & Yaşar, Pınar

  • 2010 Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey
    by Tansel, Aysit & Yaşar, Pınar

  • 2010 The Choice Between Fixed and Random Effects Models: Some Considerations for Educational Research
    by Clarke, Paul & Crawford, Claire & Steele, Fiona & Vignoles, Anna

  • 2010 The Choice Between Fixed and Random Effects Models: Some Considerations for Educational Research
    by Clarke, Paul & Crawford, Claire & Steele, Fiona & Vignoles, Anna

  • 2010 The Elephant in the Corner: A Cautionary Tale about Measurement Error in Treatment Effects Models
    by Millimet, Daniel L.

  • 2010 The Elephant in the Corner: A Cautionary Tale about Measurement Error in Treatment Effects Models
    by Millimet, Daniel L.

  • 2010 Is there a Superior Distance Function for Matching in Small Samples?
    by Eva Dettmann & Claudia Becker & Christian Schmeißer

  • 2010 Things that make us different: analysis of variance in the use of time
    by Jorge González-Chapela

  • 2010 Residential Water Demand in Portugal: checking for efficiency-based justifications for increasing block tariffs
    by Henrique Monteiro

  • 2010 Spatial Chow-Lin Methods for Data Completion in Econometric Flow Models
    by Polasek, Wolfgang & Sellner, Richard

  • 2010 Multiple imputation of missing values in the wave 2007 of the IAB Establishment Panel
    by Drechsler, Jörg

  • 2010 Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory
    by Julia Schaumburg

  • 2010 Testing a Parametric Function Against a Nonparametric Alternative in IV and GMM Settings
    by Ggens, Tue & Wⅱtz, Allan

  • 2010 The Impact of Stock Market Jumps on Time-Varying Return Correlations: Empirical Evidence from the Baltic Countries
    by Hellström, Jörgen & Soultanaeva, Albina

  • 2010 Bayesian Inference in Structural Second-Price common Value Auctions
    by Wegmann , Bertil & Villani, Mattias

  • 2010 Linear and Non-linear Causality Test in a LSTAR model - wavelet decomposition in a non-linear environment
    by Li, Yushu & Shukur, Ghazi

  • 2010 Realized volatility and overnight returns
    by Ahoniemi, Katja & Lanne, Markku

  • 2010 Evaluating a class of nonlinear time series models
    by Heinen, Florian

  • 2010 Identification problems in ESTAR models and a new model
    by Donauer, Stefanie & Heinen, Florian & Sibbertsen, Philipp

  • 2010 Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment
    by William D. Larson

  • 2010 Reducing Status Quo Bias in Choice Experiments – An Application of a Protest Reduction Entreaty
    by Ole Bonnichsen & Jacob Ladenburg

  • 2010 “Quo Vadis Real? Estimating the Brazilian Real Exchange Rate Misalignment in Vector Error Correction Model with Structural Change”
    by Emerson Fernandes Marçal & Fernando Barbi

  • 2010 Mean-Variance & Mean-VaR Portfolio Selection: A Simulation Based Comparison in the Czech Crisis Environment
    by Radovan Parrák & Jakub Seidler

  • 2010 Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions
    by Frédéric Karamé & Alexandra Olmedo

  • 2010 Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further
    by Frédéric Karamé

  • 2010 Pork Versus Public Goods: An Experimental Study of Public Good Provision Within a Legislative Bargaining Framework
    by Guillaume R. Frechette & John H. Kagel & Massimo Morelli

  • 2010 Empirical Simultaneous Confidence Regions for Path-Forecasts
    by Òscar Jordà & Malte Knüppel & Massimiliano Marcellino

  • 2010 Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH
    by Caporin, M. & McAleer, M.J.

  • 2010 Ranking multivariate GARCH models by problem dimension
    by Caporin, M. & McAleer, M.J.

  • 2010 Evaluating Macroeconomic Forecast: A Review of Some Recent Developments
    by Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R.

  • 2010 Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy
    by Jan PAM Jacobs & Kenneth F.Wallis

  • 2010 Monetary Policy, Inflation and Unemployment In Defense of the Federal Reserve
    by Nicolas Groshenny

  • 2010 Characterizing economic trends by Bayesian stochastic model specification search
    by Stefano Grassi & Tommaso Proietti

  • 2010 Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?
    by Timo Mitze

  • 2010 Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index
    by Javed Iqbal & Sara Azher & Ayesha Ijaz

  • 2010 Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models
    by Viktor Todorov & Iaryna Grynkiv & George Tauchen

  • 2010 The Realized Laplace Transform of Volatility
    by Viktor Todorov & George Tauchen

  • 2010 Dynamic Entry with Cross Product Spillovers: An Application to the Generic Drug Industry
    by Han Hong & Ahmed Khwaja & A. Ronald Gallant

  • 2010 Understanding Models' Forecasting Performance
    by Barbara Rossi & Tatevik Sekhposyan

  • 2010 Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
    by Tim Bollerslev & Natalia Sizova & George Tauchen

  • 2010 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
    by Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi

  • 2010 Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?
    by Barbara Rossi & Tatevik Sekhposyan

  • 2010 Volatility Jumps
    by Viktor Todorov & George Tauchen

  • 2010 Can Exchange Rates Forecast Commodity Prices?
    by Yu-chin Chen & Kenneth Rogoff & Barbara Rossi

  • 2010 The differential impact of privately and publicly funded R&D on R&D investment and innovation: The Italian case
    by Giovanni Cerulli & Bianca Potì

  • 2010 Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets
    by Mohamed El Hedi Arouri & Fredj Jawadi & Khuong Nguyen Duc

  • 2010 Variable Selection, Estimation and Inference for Multi-period Forecasting Problems
    by M. Hashem Pesaran & Andreas Pick & Allan Timmermann

  • 2010 Money Demand and the Role of Monetary Indicators in Forecasting Euro Area Inflation
    by Christian Dreger & Jürgen Wolters

  • 2010 EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?
    by Guglielmo Maria Caporale & Roman Matousek & Chris Stewart

  • 2010 Drivers of Private Equity Investment in CEE and Western European Countries
    by Kerstin Bernoth & Roberta Colavecchio & Magdolna Sass

  • 2010 Drivers of Private Equity Investment in CEE and Western European Countries
    by Kerstin Bernoth & Roberta Colavecchio & Magdolna Sass

  • 2010 Dynamic Hedging Strategies: An Application to the Crude Oil Market
    by Lautier, Delphine & Galli, Alain

  • 2010 Using Firm-Level Data to Assess Gender Wage Discrimination in the Belgian Labour Market
    by D. BOROWCZYK MARTINS & V. VANDENBERGHE

  • 2010 Ageing Workforce, Productivity and Labour costs of Belgian Firms
    by Vincent VANDENBERGHE & Fabio WALTENBERG

  • 2010 The power log-GARCH model
    by Genaro Sucarrat & Alvaro Escribano

  • 2010 How Useful Are Estimated DSGE Model Forecasts for Central Bankers?
    by Edge, Rochelle M & Gürkaynak, Refet S.

  • 2010 Exchange Rate Pass-through and Monetary Policy in South Africa
    by Aron, Janine & Farrell, Greg & Muellbauer, John & Sinclair, Peter

  • 2010 Aggregate Idiosyncratic Volatility
    by Bekaert, Geert & Hodrick, Robert J & Zhang, Xiaoyan

  • 2010 Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?
    by Aron, Janine & Muellbauer, John

  • 2010 New methods for forecasting inflation, applied to the US
    by Aron, Janine & Muellbauer, John

  • 2010 Empirical Simultaneous Confidence Regions for Path-Forecasts
    by Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano

  • 2010 Some Problems in the Testing of DSGE Models
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.

  • 2010 On the forecasting accuracy of multivariate GARCH models
    by LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco

  • 2010 Are Capital Controls and Central Bank Intervention Effective?
    by Hernán Rincón & Jorge Toro

  • 2010 Regulación y Valor en Riesgo
    by Luis Fernando Melo Velandia & Joan Camilo Granados Castro

  • 2010 Ciclo económico y efecto inflacionario de la depreciación de la moneda
    by Andrés González & Omar mendoza & Hernán Rincón & Norberto Rodríguez

  • 2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
    by Eliana González

  • 2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
    by Eliana González

  • 2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
    by Eliana González

  • 2010 Identification problems in the solution of linearized DSGE models
    by Jean Pietro Bonaldi

  • 2010 Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando propensity score matching y
    by Jorge Andrés Perdomo C.

  • 2010 Evaluación de impacto de las fases I y II del sistema de transporte masivo TransMilenio sobre el tiempo total de desplazamiento de los usuarios del tr
    by Jorge Andrés Perdomo Calvo & Hasbleidy Castañeda & Juan Carlo Mendieta

  • 2010 Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators
    by Katerina Arnostova & David Havrlant & Lubos Ruzicka & Peter Toth

  • 2010 Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM
    by Manuel Dominguez & Ignacio Lobato

  • 2010 EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?
    by Guglielmo Maria Caporale & Roman Matousek & Chris Stewart

  • 2010 Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash
    by Bahram Pesaran & M. Hashem Pesaran

  • 2010 Spend-and-Tax Adjustments and the Sustainability of the Government's Intertemporal Budget Constraint
    by Gabriella Deborah Legrenzi & Costas Milas

  • 2010 Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future
    by John V. Duca & John Muellbauer & Anthony Murphy

  • 2010 The Appropriateness of the Poolability Assumption for Multiproduct Technologies: Evidence from the English Water and Sewerage Utilities
    by Anna Bottasso & Maurizio Conti & Massimiliano Piacenza & Davide Vannoni

  • 2010 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
    by Massimiliano Caporin & Michael McAleer

  • 2010 Model Selection and Testing of Conditional and Stochastic Volatility Models
    by Massimiliano Caporin & Michael McAleer

  • 2010 Ranking Multivariate GARCH Models by Problem Dimension
    by Massimiliano Caporin & Michael McAleer

  • 2010 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
    by Michael McAleer & Massimiliano Caporin

  • 2010 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee

  • 2010 Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand
    by Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse

  • 2010 Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market
    by Pesaran, M.H.

  • 2010 The Choice between fixed and random effects models: some considerations for educational research
    by Paul Clarke & Claire Crawford & Fiona Steele & Anna Vignoles

  • 2010 Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price
    by Anindya Banerjee & Sushil Mohan & Bill Russell

  • 2010 Policy Evaluation and Uncertainty About the Effects of Oil Prices on Economic Activity
    by Francesca Rondina

  • 2010 The role of model uncertainty and learning in the U.S. postwar policy response to oil prices
    by Francesca Rondina

  • 2010 Risk Price Dynamics
    by Lars Peter Hansen & Jaroslav BoroviÄka & Mark Hendricks & Jose A. Scheinkman

  • 2010 Modelling Italian potential output and the output gap
    by Antonio Bassanetti & Michele Caivano & Alberto Locarno

  • 2010 Down the non-linear road from oil to consumer energy prices: no much asymmetry along the way
    by Fabrizio Venditti

  • 2010 The use of survey weights in regression analysis
    by Ivan Faiella

  • 2010 General Equilibrium Restrictions for Dynamic Factor Models
    by David de Antonio Liedo

  • 2010 Variable Selection for Market Basket Analysis
    by Dippold, Katrin & Hruschka, Harald

  • 2010 Policy evaluation and uncertainty about the effects of oil prices on economic activity
    by Francesca Rondina

  • 2010 The role of model uncertainty and learning in the U.S. postwar policy response to oil prices
    by Francesca Rondina

  • 2010 From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation
    by Luca RICCETTI

  • 2010 Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
    by Rodney W. Strachan & Herman K. van Dijk

  • 2010 Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps
    by Yin Liao & Heather Anderson & Farshid Vahid

  • 2010 Bias Correction and Out-of-Sample Forecast Accuracy
    by Hyeongwoo Kim & Nazif Durmaz

  • 2010 The Model Confidence Set
    by Peter R. Hansen & Asger Lunde & James M. Nason

  • 2010 Estimating the effect of a variable in a high-dimensional regression model
    by Peter Sandholt Jensen & Allan H. Würtz

  • 2010 Detecting Structural Breaks using Hidden Markov Models
    by Christos Ntantamis

  • 2010 The log-linear return approximation, bubbles, and predictability
    by Tom Engsted & Thomas Q. Pedersen & Carsten Tanggaard

  • 2010 Asymmetric unemployment rate dynamics in Australia
    by Gunnar Bårdsen & Stan Hurn & Zoë McHugh

  • 2010 Forecasting with nonlinear time series models
    by Anders Bredahl Kock & Timo Teräsvirta

  • 2010 Management Of Stock Price And Its Effect On Economic Growth: Case Study Of West African Financial Markets
    by Drama Bedi Guy HERVE & Yao SHEN

  • 2010 On the Importance of the Arrival of New Information
    by Rómulo Chumacero

  • 2010 A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates
    by Manish Kumar

  • 2010 Modeling of an Activated Sludge Wastewater Treatment Bioprocess
    by Monica ROMAN

  • 2010 Seeking Sustainability in an Age of Complexity. A New Environmental Paradigm
    by Laura Ungureanu

  • 2010 An Empirical Study of Exposure at Default
    by Michael Jacobs, Jr.

  • 2010 Bubbles And Crashes In Finance: A Phase Transition From Random To Deterministic Behaviour In Prices
    by John FRY

  • 2010 Forecasting Industry Employment for a Resource-Based Economy Using Bayesian Vector Autoregressive Models
    by Seung, Chang K. & Ahn, Sung K.

  • 2010 Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach
    by Necula, Ciprian

  • 2010 An Analysis Model for the Disturbances Generated by Collinearity in the Context of the OLS Method
    by Pavelescu, Florin Marius

  • 2010 Informational Criteria for the Homoscedasticity of Errors
    by Ciuiu, Daniel

  • 2010 Structural Breaks, Electricity Consumption and Economic Growth: Evidence from Turkey
    by Acaravici, Ali

  • 2010 The role of energy in economic growth: the case of Croatia
    by Nela Vlahinic-Dizdarevic & Sasa Zikovic

  • 2010 Bayesian Methods for Completing Data in Spatial Models
    by Wolfang Polasek & Carlos Llano & Richard Sellner

  • 2010 On the Relevance of the Bayesian Approach to Statistics
    by Christian P. Robert

  • 2010 An Applied Research on the Relations between Regional Economic Growth and Regional Logistics in China
    by Yang Shao & Jian-guo Zheng

  • 2010 Effect of Intraday Information Flow on the Emerging European Stock Markets
    by Jan Hanousek & Evžen Kočenda

  • 2010 The Problem of the Yearly Inflation Rate and Its Implications for the Monetary Policy of the Czech National Bank
    by Josef Arlt & Milan Bašta

  • 2010 Estimating inflation-at-risk (IaR) using extreme value theory (EVT)
    by Edward P. Santos & Dennis S. Mapa & Eloisa T. Glindro

  • 2010 Separating the Measurement and Evaluation of Intellectual Capital Elements with Evaluator Functions
    by János Kövesi & Tamás Jónás & Zsuzsanna Eszter Tóth

  • 2010 A Propensity Score Matching and Spatial Hedonic Prices Approach for Estimating Property Value Fluctuations in Bogotá
    by Jorge Andrés Perdomo

  • 2010 Üzleti kapcsolatok modellezése
    by Kovács, Erzsébet & Dobos, Imre & Gelei, Andrea

  • 2010 Securities Estimation Techniques in Republic of Moldova
    by Ala Roller & Ana Berdila & Dorian Nacu

  • 2010 Islem Bazlý Manipulasyonun Istatistiksel Siniflandýrma Analizleriyle Belirlenmesi
    by Melik KAMISLI & Nuray GIRGINER

  • 2010 The Sub-Prime Crisis and UK Monetary Policy
    by Christopher Martin & Costas Milas

  • 2010 Commentary: Fiscal Stimulus and the Promise of Future Spending Cuts
    by Volker Wieland

  • 2010 Qualitative Specifics of Various Approaches to the Estimates of the RF Socio-Economic Indicators
    by Marina Turuntseva & Tatiana Kiblitskaya

  • 2010 Credit Market Development and Economic Growth: An Empirical Analysis for Ireland
    by Adamopoulos Antonios

  • 2010 Use and Extension of Count Data Models in the Determination of Relevant Factors for Claims in the Automobile Insurance Sector
    by Jose Antonio Ordaz & Maria del Carmen Melgar & M. Kazim Khan

  • 2010 Variance Estimates and Model Selection
    by Sýdýka Baþçý & Asad Zaman & Arzdar Kiracý

  • 2010 Econometric Errors in an _Applied Economics_ Article
    by Dimitris Hatzinikolaou

  • 2010 Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors
    by Kurita, Takamitsu

  • 2010 El dinamismo de la soja y su impacto en la economía paraguaya, 1991-2006
    by Cohener, G. & Aguayo, E.

  • 2010 OIL PRICES AND CURRENT ACCOUNT DEFICITS: Analysis OF CAUSALITY in the USA
    by BILDIRICI, M.E. & ALP, E.A. & BAKIRTAS, T.

  • 2010 Cointegration Analysis Of Tourism Demand For Turkey
    by KETENCI, Natalya

  • 2010 How Robust is the Relationship between Financial Intermediation and Economic Growth?
    by HODGES, Hart & KNABB, Shawn D.

  • 2010 Estimating Output Gap, Core Inflation, And The Nairu For Peru, 1979-2007
    by Gabriel RODRIGUEZ

  • 2010 Hat die Finanzkrise zu einer instabilen Geldnachfrage geführt?
    by Christian Dreger & Jürgen Wolters

  • 2010 Balance Y Perspectivas Del Impacto Económico Del Turismo De Cruceros En La Ciudad De Cartagena De Indias En El Periodo 1998-2008
    by AMAURY JIMÉNEZ MARTÍNEZ & BRIGITTE BALLESTAS LOPEZ & ANDRÉS HERNÁNDEZ PONTÓN

  • 2010 Una nueva dimensión del GDS. Interrogantes y reflexiones sobre el armamentismo" en América Latina y Colombia "
    by Grautoff, Manfred & Jaramillo J, Mauricio

  • 2010 Un modelo SETAR para el PIB colombiano
    by Nancy Milena Hoyos Gomez & Johanna Ramos & Lorena Vivas

  • 2010 Revisiting the Coyne Affair: a singular event that changed the course of Canadian monetary history
    by Pierre L. Siklos

  • 2010 Serbian Insurance Market – Select Issues
    by Mirjana Obadovic & Veselin Avdaliovic & Milica Obadovic

  • 2010 Advanced approaches for measuring total banking capital
    by Annalisa Di Clemente

  • 2010 Econometric Model For Analysing The Structural Funds Absorption At Regional Level €“ Sectoral Operational Programme Human Resources Development
    by Oana Gherghinescu

  • 2010 Assessing The Future Migration Potential Of The Eu Candidate Countries
    by Assoc. Prof. Ph.D Vesna Bucevska

  • 2010(XX) An Extensive Study on the Disturbances Generated by Collinearity in a Linear Regression Model with Three Explanatory Variables
    by FLORIN MARIUS PAVELESCU

  • 2009 Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment
    by Costas Milas & Ruthira Naraidoo

  • 2009 The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach
    by Rangan Gupta & Alain Kabundi & Emmanuel Ziramba

  • 2009 Choices of wine consumption: measure of interaction terms and attributes
    by Magali Aubert & Véronique Meuriot

  • 2009 The distribution of realized variances: Marginal behaviors, asymmetric dependence and contagion effects
    by Ané, Thierry & Métais, Carole

  • 2009 Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene
    by Gerit Vogt

  • 2009 Estimating Distributions of Willingness to Pay for Heterogeneous Populations
    by Chhandita Das & Christopher M. Anderson & Stephen K. Swallow

  • 2009 Some New Insights into Monetary Transmission Mechanism in Bulgaria
    by Minea, Alexandru & Rault, Christophe

  • 2009 Optimal Hedge oranı tahminlemesi üzerine ampirik bir çalışma: VOB örneği
    by Gökçe AKSOY & Onur OLGUN

  • 2009 Productivity shocks and aggregate cycles in an estimated endogenous growth model
    by Jim Malley & Ulrich Woitek

  • 2009 Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
    by Jim Malley & Ulrich Woitek

  • 2009 A non-stationary approach for financial returns with nonparametric heteroscedasticity
    by Gürtler, Marc & Kreiss, Jens-Peter & Rauh, Ronald

  • 2009 The search for a long-run aid and growth relationship: Pitfalls and findings
    by Nowak-Lehmann D., Felicitas & Martínez-Zarzoso, Inmaculada & Herzer, Dierk & Klasen, Stephan & Dreher, Axel

  • 2009 Cross-country heterogeneity and the trade-income relationship
    by Herzer, Dierk

  • 2009 Surprising comparative properties of monetary models: Results from a new data base
    by Taylor, John B. & Wieland, Volker

  • 2009 New Keynesian versus old Keynesian government spending multipliers
    by Cogan, John F. & Cwik, Tobias J. & Taylor, John B. & Wieland, Volker

  • 2009 The Effect Of Supplemental Insurance On Health Care Demand With Multiple Information: A Latent Class Analysis
    by Dardanoni V & Li Donni P

  • 2009 Türkiye’de Turizm Sektörünün Tarihsel Gelişimi ve Turizm Talebi İle Hizmet Sektörü Arasındaki İlişkinin Analizi
    by Elçin Aykaç alp

  • 2009 Cross-country heterogeneity and the trade-income relationship
    by Dierk Herzer

  • 2009 First Announcements and Real Economic Activity
    by Clements, Michael P. & Galvão, Ana Beatriz

  • 2009 Catching Growth Determinants with the Adaptive Lasso
    by Ulrike Schneider & Martin Wagner

  • 2009 Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information?
    by James Morley & Jeremy Piger & Pao-Lin Tien

  • 2009 p-Value Adjustments for Asymptotic Control of the Generalized Familywise Error Rate
    by Christopher J. Bennett

  • 2009 Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae
    by Katja Ignatieva & Eckhard Platen

  • 2009 Comment to "Weak instruments robust tests in GMM and the New Keynesian Phillips curve" by Frank Kleibergen and Sophocles Mavroeidis
    by Fabio Canova

  • 2009 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
    by Massimiliano Caporin & Michael McAleer

  • 2009 The accuracy of predicted wages of the non-employed and implications for policy simulations from structural labour supply models
    by Robert Breunig & Joseph Mercante

  • 2009 The productivity advantages of large cities: Distinguishing agglomeration from firm selection
    by Pierre-Philippe Combes & Gilles Duranton & Diego Puga & Sebastien Roux

  • 2009 Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
    by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

  • 2009 Why the Linear Utility Function is a Risky Choice in Discrete-Choice Experiments
    by Michele Sennhauser

  • 2009 Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries
    by Dong-hyun Oh & Almas Heshmati & Hans Loof

  • 2009 The ‘Puzzles’ Methodology: En Route to Indirect Inference?
    by Vo Phuong Mai Le & Patrick Minford & Michael Wickens

  • 2009 Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?
    by Timo Mitze

  • 2009 Quality Metrics For It Project Management
    by Felician ALECU & Paul POCATILU & Radu MARSANU

  • 2009 Housing Prices and the Role of Speculation: The Case of Seoul
    by Park, Donghyun & Xiao, Qin

  • 2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
    by Gary Koop & Dimitris Korobilis

  • 2009 Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
    by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

  • 2009 Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment
    by Costas Milas & Ruthira Naraidoo

  • 2009 Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty
    by Alessandro Flamini & Costas Milas

  • 2009 Estimating Output Gap, Core Inflation, and the NAIRU for Peru
    by Rodríguez, Gabriel

  • 2009 Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru
    by Rodríguez, Gabriel

  • 2009 Have European Unemployment Rates Converged?
    by Ramírez Carrera, Dionisio & Rodríguez, Gabriel

  • 2009 Structural Macro-Econometric Modelling in a Policy Environment
    by Martin Fukac & Adrian Pagan

  • 2009 Detecting Common Dynamics in Transitory Components
    by Tim M Christensen & Stan Hurn & Adrian Pagan

  • 2009 Local Identification in DSGE Models
    by Nikolay Iskrev

  • 2009 Introducing the GED-Copula with an application to Financial Contagion in Latin America
    by Mendoza-Velázquez, Alfonso & Galvanovskis, Evalds

  • 2009 Análise da Dinâmica do Modelo IS-MP para a Economia Brasileira Contemporânea
    by Costa Junior, Celso Jose

  • 2009 Bandwidth selection for continuous-time Markov processes
    by Bandi, Federico & Corradi, Valentina & Moloche, Guillermo

  • 2009 Multidimensional health modeling: Association between socioeconomic and psychosocial factors and health in Latvia
    by Irina, Mozhaeva

  • 2009 A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns
    by Köksal, Bülent

  • 2009 Allocative Efficiency among Fadama Fluted Pumkin Farmers in Imo State, Nigeria
    by Nwachukwu, Ifeanyi N. & Onyenweaku, Chris E.

  • 2009 Multidimensional health modeling: Association between socioeconomic and psychosocial factors and health in Latvia
    by Irina, Mozhaeva

  • 2009 Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models
    by Lanne, Markku & Luoma, Arto & Luoto, Jani

  • 2009 Evaluating alternative methods for testing asset pricing models with historical data
    by Rubio, Gonzalo & Lozano, Martin

  • 2009 Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features
    by Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani

  • 2009 Hidden Markov models with t components. Increased persistence and other aspects
    by Bulla, Jan

  • 2009 VAR forecasting using Bayesian variable selection
    by Korobilis, Dimitris

  • 2009 Teste de Modelos Estatísticos para a Estrutura a Termo no Brasil
    by Varga, Gyorgy

  • 2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
    by Koop, Gary & Korobilis, Dimitris

  • 2009 External Shocks and the Indian Economy: Analyzing through a Small, Structural Quarterly Macroeconometric Model
    by NR, Bhanumurthy & Kumawat, Lokendra

  • 2009 The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?
    by El Bouhadi, Abdelhamid & Achibane, Khalid

  • 2009 Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions
    by Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Puah, Chin-Hong

  • 2009 Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R
    by Ardia, David

  • 2009 Normal versus Noncentral Chi-square Asymptotics of Misspecified Models
    by Chun, So Yeon & Alexander, Shapiro

  • 2009 Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn
    by Bušs, Ginters

  • 2009 Understanding forecast failure of ESTAR models of real exchange rates
    by Buncic, Daniel

  • 2009 Investigating causal relationship between stock return with respect to exchange rate and FII: evidence from India
    by Kumar, Sundaram

  • 2009 Misspecification and Heterogeneity in Single-Index, Binary Choice Models
    by Chen, Pian & Velamuri, Malathi

  • 2009 Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change
    by Marçal, Emerson F. & Valls Pereira, Pedro L. & Abbara, Omar

  • 2009 The Multistep Beveridge-Nelson Decomposition
    by Proietti, Tommaso

  • 2009 The Volatility of Thai Rice Price
    by Baharom, A.H. & Radam, Alias & Habibullah, M.S. & Hirnissa, M.T

  • 2009 Understanding forecast failure in ESTAR models of real exchange rates
    by Buncic, Daniel

  • 2009 Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy: Grandmont was Right
    by Barnett, William A. & He, Susan

  • 2009 Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling, Second Version
    by Kyungchul Song

  • 2009 Testing Predictive Ability and Power Robustification
    by Kyungchul Song

  • 2009 Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling
    by Kyungchul Song

  • 2009 Testing Unilateral and Bilateral Link Formation
    by Marcel Fafchamps & Margherita Comola

  • 2009 Some Issues in Modeling and Forecasting Inflation in South Africa
    by Janine Aron

  • 2009 Impulse Response Identification in DSGE Models
    by Martin Fukac

  • 2009 Evaluating a monetary business cycle model with unemployment for the euro area
    by Nicolas Groshenny

  • 2009 Estimation of Treatment Effects Without an Exclusion Restriction: with an Application to the Analysis of the School Breakfast Program
    by Daniel L. Millimet & Rusty Tchernis

  • 2009 Risk Price Dynamics
    by Jaroslav Borovička & Lars Peter Hansen & Mark Hendricks & José A. Scheinkman

  • 2009 Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology
    by Raymond Kan & Cesare Robotti & Jay Shanken

  • 2009 Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis
    by Bryan S. Graham & Guido W. Imbens & Geert Ridder

  • 2009 Surprising Comparative Properties of Monetary Models: Results from a New Data Base
    by John B. Taylor & Volker Wieland

  • 2009 New Keynesian versus Old Keynesian Government Spending Multipliers
    by John F. Cogan & Tobias Cwik & John B. Taylor & Volker Wieland

  • 2009 Student sorting and bias in value added estimation: Selection on observables and unobservables
    by Jesse Rothstein

  • 2009 Evaluating a monetary business cycle model with unemployment for the euro area
    by Nicolas Groshenny

  • 2009 Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory
    by D.S. Poskitt

  • 2009 Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro
    by Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi

  • 2009 Modelling stock returns in Africa’s emerging equity markets
    by Paul Alagidede & Theodore Panagiotidis

  • 2009 A Framework for LGD Validation of Retail Portfolios
    by Stefan Hlawatsch

  • 2009 On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models
    by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

  • 2009 Credit Spread Changes within Switching Regimes
    by Olfa Maalaoui & Georges Dionne & Pascal François

  • 2009 Did Globalization Lead to Segmentation? Identifying Cross-Country Growth Regimes in the Long-Run
    by Gianfranco Di Vaio & Kerstin Enflo

  • 2009 A New Approach to Dealing With Negative Numbers in Efficiency Analysis: An Application to the Indonesian Banking Sector
    by Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Karligash Kenjegalieva & Richard Simper

  • 2009 Productivity Changes in Indonesian Banking: Application of a New Approach to Estimating Malmquist Indices
    by Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Karligash Kenjegalieva & Richard Simper

  • 2009 Did Globalization Lead to Segmentation? Identifying Cross-Country Growth Regimes in the Long-Run
    by Gianfranco Di Vaio & Kerstin Enflo

  • 2009 Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?
    by Alexander Mihailov & Fabio Rumler & Johann Scharler

  • 2009 In-Work Transfers in Good Times and Bad: Simulations for Ireland
    by Bargain, Olivier & Doorley, Karina

  • 2009 In-Work Transfers in Good Times and Bad: Simulations for Ireland
    by Bargain, Olivier & Doorley, Karina

  • 2009 A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples
    by Heckman, James J. & Todd, Petra E.

  • 2009 A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples
    by Heckman, James J. & Todd, Petra E.

  • 2009 New Evidence on the Finite Sample Properties of Propensity Score Matching and Reweighting Estimators
    by Busso, Matias & DiNardo, John & McCrary, Justin

  • 2009 New Evidence on the Finite Sample Properties of Propensity Score Matching and Reweighting Estimators
    by Busso, Matias & DiNardo, John & McCrary, Justin

  • 2009 Determinants of interest rate exposure of Spanish banking industry
    by Gloria M. Soto Pacheco & Cristóbal González & Laura Ballester & Román Ferrer

  • 2009 Non-linear relation between industrial production and business surveys data
    by Giancarlo Bruno

  • 2009 The productivity advantages of large cities: Distinguishing agglomeration from firm selection
    by Pierre Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux

  • 2009 Bayesian Methods for Completing Data in Space-time Panel Models
    by Llano, Carlos & Polasek, Wolfgang & Sellner, Richard

  • 2009 Growth Regressions, Principal Components and Frequentist Model Averaging
    by Wagner, Martin & Hlouskova, Jaroslava

  • 2009 Food and cash transfers: evidence from Colombia
    by Orazio Attanasio & Erich Battistin & Alice Mesnard

  • 2009 Does Technical Assistance Matter? An Impact Evaluation Approach to Estimate its Value Added
    by Luis Marcano & Inder J. Ruprah

  • 2009 On economic evaluation of directional forecasts
    by Oliver Blaskowitz & Helmut Herwartz

  • 2009 Combination of multivariate volatility forecasts
    by Alessandra Amendola & Giuseppe Storti

  • 2009 Option Pricing Using Realized Volatility and ARCH Type Models
    by Toshiaki Watanabe & Masato Ubukata

  • 2009 Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes
    by Lillie Lam & Laurence Fung & Ip-wing Yu

  • 2009 Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors
    by Li, Yushu & Shukur, Ghazi

  • 2009 Testing for Unit Root against LSTAR Model: Wavelet Improvement under GARCH Distortion
    by Li, Yushu & Shukur, Ghazi

  • 2009 Uncertainty of Multiple Period Risk Measures
    by Lönnbark, Carl

  • 2009 Cost-effectiveness of screening for colorectal cancer with once-only flexible sigmoidoscopy and faecal occult blood test
    by Aas, Eline

  • 2009 Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries
    by Oh, Donghyun & Heshmati, Almas & Lööf, Hans

  • 2009 Noncausal vector autoregression
    by Lanne, Markku & Saikkonen, Pentti

  • 2009 Dynamics of inflation expectations in the euro area
    by Paloviita, Maritta

  • 2009 A Convex Hull Approach to Counterfactual Analysis of Trade Openness and Growth
    by Michael Funke & Marc Gronwald

  • 2009 Economic impacts of the RES Obligations in Austria – an Application of the Macro-Econometric Model e3.at
    by Dr. Ulrike Lehr & Dr. Marc Ingo Wolter & Anett Großmann

  • 2009 Productivity shocks and aggregate cycles in an estimated endogenous growth model
    by Jim Malley & Ulrich Woitek

  • 2009 Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
    by Jim Malley & Ulrich Woitek

  • 2009 Semiparametric vector MEM
    by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo

  • 2009 Automated Variable Selection in Vector Multiplicative Error Models
    by Fabrizio Cipollini & Giampiero M. Gallo

  • 2009 Intra-daily Volume Modeling and Prediction for Algorithmic Trading
    by Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo

  • 2009 Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector
    by Andrea Bastianin

  • 2009 Personal Charisma or the Economy? Macroeconomic Indicators of Presidential Approval Ratings in Brazil
    by Alex Ferreira & Sérgio Naruhiko Sakurai

  • 2009 A Mathematical Analysis of the Long-run Behavior of Genetic Algorithms for Social Modeling
    by Waltman, L. & van Eck, N.J.P.

  • 2009 Banking stability measures
    by Miguel A. Segoviano & Charles Goodhart

  • 2009 The Multistep Beveridge-Nelson Decomposition
    by Tommaso Proietti

  • 2009 Understanding forecast failure of ESTAR models of real exchange rates
    by Daniel Buncic

  • 2009 Expected Returns and Volatility of Fama-French Factors
    by Chabi-Yo, Fousseni

  • 2009 A Robust Criterion for Determining the Number of Factors in Approximate Factor Models
    by Lucia Alessi & Matteo Barigozzi & Marco Capasso

  • 2009 Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors
    by Lucia Alessi & Matteo Barigozzi & Marco Capasso

  • 2009 Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
    by Tim Bollerslev & Natalia Sizova & George Tauchen

  • 2009 Model Comparisons in Unstable Environments
    by Raffaella Giacomini & Barbara Rossi

  • 2009 Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models
    by Alastair Hall & Atsushi & James M Nason & Barbara Rossi

  • 2009 Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?
    by Tatevik Sekhposyan & Barbara Rossi

  • 2009 Rating Assignments: Lessons from International Banks
    by Guglielmo Maria Caporale & Roman Matousek & Chris Stewart

  • 2009 Liquidity and Asset Prices: How Strong Are the Linkages?
    by Christian Dreger & Jürgen Wolters

  • 2009 Liquidity and Asset Prices: How Strong Are the Linkages?
    by Christian Dreger & Jürgen Wolters

  • 2009 The FDI-Growth Nexus in Latin America: The Role of Source Countries and Local Conditions
    by Patricia Prüfer & Gabriele Tondl

  • 2009 Social Security And Economic Performance In Portugal: After All That Has Been Said And Done How Much Has Actually Changed?
    by Alfredo M. Pereira & Jorge M. Andraz

  • 2009 Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit
    by Vadim Marmer & Taisuke Otsu

  • 2009 An Improved Bootstrap Test of Stochastic Dominance
    by Oliver Linton & Kyungchul Song & Yoon-Jae Whang

  • 2009 An Employment Equation for Belgium
    by Vincent BODART & Philippe LEDENT & Fatemeh SHADMAN-METHA

  • 2009 Evaluating Value-at-Risk models via Quantile Regression
    by Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith

  • 2009 Automated financial multi-path GETS modelling
    by Genaro Sucarrat & Alvaro Escribano

  • 2009 How Happy are the Albanians: an Empirical ANALYSIS OF LIFE SATISFACTION
    by Julie Litchfield & Barry Reilly & Mario Veneziani

  • 2009 Testing Unilateral and Bilateral Link Formation
    by Margherita Comola & Marcel Fafchamps

  • 2009 Some Issues in Modeling and Forecasting Inflation in South Africa
    by Janine Aron & John Muellbauer

  • 2009 Fiscal stimulus and the promise of future spending cuts
    by Wieland, Volker

  • 2009 The 'Puzzles' Methodology: en route to Indirect Inference?
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.

  • 2009 How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.

  • 2009 Frequentist Inference in Weakly Identified DSGE Models
    by Guerron-Quintana, Pablo A. & Inoue, Atsushi & Kilian, Lutz

  • 2009 Testing Unilateral and Bilateral Link Formation
    by Comola, Margherita & Fafchamps, Marcel

  • 2009 Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R.

  • 2009 Identification of slowdowns and accelerations for the euro area economy
    by Darné, Olivier & Ferrara, Laurent

  • 2009 Food and Cash Transfers: Evidence from Colombia
    by Attanasio, Orazio & Battistin, Erich & Mesnard, Alice

  • 2009 Surprising comparative properties of monetary models: Results from a new data base
    by Taylor, John B. & Wieland, Volker

  • 2009 Do Local Projections Solve the Bias Problem in Impulse Response Inference?
    by Kilian, Lutz & Kim, Yun Jung

  • 2009 New Keynesian versus old Keynesian government spending multipliers
    by Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker

  • 2009 Back to square one: identification issues in DSGE models
    by Canova, Fabio & Sala, Luca

  • 2009 The productivity advantages of large cities: Distinguishing agglomeration from firm selection
    by Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Puga, Diego & Roux, Sébastien

  • 2009 Some Issues in Modeling and Forecasting Inflation in South Africa
    by Aron, Janine & Muellbauer, John

  • 2009 On the Statistical Identification of DSGE Models
    by Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia

  • 2009 What do we know about comparing aggregate and disaggregate forecasts?
    by SBRANA, Giacomo & SILVESTRINI, Andrea

  • 2009 Consistent ranking of multivariate volatility models
    by LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO

  • 2009 Evaluación de los modelos de pronóstico aplicados para la demanda turística internacional hacia Colombia
    by Dennys MarrugoTorrente

  • 2009 Un Modelo Setar Para El Pib Colombiano
    by Milena Hoyos & Johanna Ramos & Lorena Vivas

  • 2009 Covariate Measurement Error:Bias Reduction under Response-based Sampling
    by Esmeralda Ramalho

  • 2009 Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios
    by M. Hashem Pesaran & Paolo Zaffaroni

  • 2009 Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets
    by Sasa Zikovic & Randall Filer

  • 2009 A Convex Hull Approach to Counterfactual Analysis of Trade Openness and Growth
    by Michael Funke & Marc Gronwald

  • 2009 Productivity Shocks and Aggregate Cycles in an Estimated Endogenous Growth Model
    by Jim Malley & Ulrich Woitek

  • 2009 Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model
    by Jim Malley & Ulrich Woitek

  • 2009 Rating Assignments: Lessons from International Banks
    by Guglielmo Maria Caporale & Roman Matousek & Chris Stewart

  • 2009 Intraday Price Discovery in Emerging European Stock Markets
    by Jan Hanousek & Evzen Kocenda

  • 2009 The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection
    by PierrePhilippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux

  • 2009 A Correction Function Approach to Solve the Incidental Parameter Problem
    by Li, GuangJie & Leon-Gonzalez, Roberto

  • 2009 Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect
    by Li, GuangJie

  • 2009 Some problems in the testing of DSGE models
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael

  • 2009 Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael

  • 2009 The 'Puzzles' methodology: en route to Indirect Inference?
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael

  • 2009 How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms
    by Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed

  • 2009 Exact and heuristic algorithms for variable selection: Extended Leaps and Bounds
    by A. Pedro Duarte Silva

  • 2009 Have Structural Changes Eliminated the Out-of-Sample Ability of Financial Variables To Forecast Real Activity After the Mid-1980s? Evidence From the Canadian Economy
    by Akhter Faroque & William Veloce & Jean-Francois Lamarche

  • 2009 Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with an Application to Risk Management
    by Evarist Stoja & Arnold Polanski

  • 2009 Dynamic Density Forecasts for Multivariate Asset Returns
    by Evarist Stoja & Arnold Polanski

  • 2009 Forecasting inflation in France
    by Célérier, C.

  • 2009 Are disaggregate data useful for factor analysis in forecasting French GDP?
    by Barhoumi, K. & Darné, O. & Ferrara, L.

  • 2009 High and Low Frequency Correlations in Global Equity Markets
    by Robert F. Engle & José Gonzalo Rangel

  • 2009 Using Seasonal Models to Forecast Short-Run Inflation in Mexico
    by Carlos Capistrán & Christian Constandse & Manuel Ramos Francia

  • 2009 Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts
    by Guillermo Benavides & Carlos Capistrán

  • 2009 Comparing forecast accuracy: A Monte Carlo investigation
    by Fabio Busetti & Juri Marcucci & Giovanni Veronese

  • 2009 Distributional tests in multivariate dynamic models with Normal and Student t innovations
    by Javier Mencía & Enrique Sentana

  • 2009 Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
    by Javier Mencía & Enrique Sentana

  • 2009 Assessing Indexation-Based Calvo Inflation Models
    by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

  • 2009 Structural Inflation Models with Real Wage Rigidities: The Case of Canada
    by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

  • 2009 Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit
    by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

  • 2009 Testing a parametric function against a nonparametric alternative in IV and GMM settings
    by Tue Gørgens & Allan Würtz

  • 2009 Realized Volatility and Multipower Variation
    by Torben G. Andersen & Viktor Todorov

  • 2009 Skewness Premium with Lévy Processes
    by José Fajardo & Ernesto Mordecki

  • 2009 Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
    by Tim Bollerslev & Natalia Sizova & George Tauchen

  • 2009 Forecasting inflation with gradual regime shifts and exogenous information
    by Andrés González & Kirstin Hubrich & Timo Teräsvirta

  • 2009 Forecast Evaluation of Explanatory Models of Financial Variability
    by Sucarrat, Genaro

  • 2009 Capm With Information Cost
    by Hachicha NIZAR

  • 2009 Case Study Regarding The Co-Integration Of The Financial Derivates With Their Underlying Assets
    by Laura STEFANESCU

  • 2009 Spatial Model Specification for Contractual Arrangements between Rural Hospitals and Physicians
    by Fannin, J. Matthew & Barnes, James N.

  • 2009 Price Ratios and the Cross-section of Common Stock Returns on Bucharest Stock Exchange: Empirical Evidence
    by Tudor, Cristiana

  • 2009 A Review Of Student Test Properties In Condition Of Multifactorial Linear Regression
    by Pavelescu, Florin Marius

  • 2009 Volatility Models: from Conditional Heteroscedasticity to Cascades at Multiple Horizons
    by Subbotin, Alexandre

  • 2009 Questionable Innovations in Data Processing with Incomplete Information about the Analyzed System in Absence of Applications Limitations
    by Varshavsky, Alexander

  • 2009 Econometric Analysis of Financial Data in Risk Management
    by Fantazzini , Dean

  • 2009 Credit Risk Management (Cont.)
    by Fantazzini , Dean

  • 2009 Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia
    by Sasa Zikovic & Bora Aktan

  • 2009 Real-Time Market Abuse Detection with a Stochastic Parameter Model
    by Radosław Cholewiński

  • 2009 Bayesian Model Selection in the Analysis of Cointegration
    by Justyna Wróblewska

  • 2009 Determinants of Crude Oil Prices: Supply, Demand, Cartel or Speculation?
    by Andreas Breitenfellner & Jesús Crespo Cuaresma & Catherine Keppel

  • 2009 A Structural form Default Prediction Model for SMEs, Evidence from the Dutch Market
    by Frieda Rikkers & Andre E. Thibeault

  • 2009 Non-Linear Adjustment Process In Won/Dollar And Won/Yen Real Exchage Rates
    by Kyttack Hong & Dong-Hwan Oh

  • 2009 Ýlk Halka Arzlarda Uzun Dönem Getirilerinin Yapay Sinir Aðlarý ile ÝMKB Ýçin Ampirik Bir Çalýþma
    by Ulas UNLU & Birol YILDIZ & Abdullah YALAMA

  • 2009 Is it Risk? An Automated Approach to Explain the ex ante UIP Deviations of Brazil
    by Alex Luiz Ferreira.

  • 2009 Interdependencies between Expected Default Frequency and the Macro Economy
    by Per Asberg Sommar & Hovick Shahnazarian

  • 2009 Financial Innovations and the Interest Elasticity of Money Demand in the United Kingdom, 1963¡V2009
    by Mohammad S. Hasan

  • 2009 Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy
    by Cyril Caillault, Dominique Guégan

  • 2009 Model Selection and Estimation of Long-Memory Time-Series Models
    by Katelijne A.E. Carbonez

  • 2009 Could the jump diffusion technique enhance the effectiveness of futures hedging models?
    by Li, Ming-Yuan Leon

  • 2009 Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment
    by Gomez Zaldivar, M. & Ventosa-Santaularia, D.

  • 2009 Konjunkturelle Frühindikatoren in der Krise: weiche Faktoren stärker als harte
    by Konstantin A. Kholodilin & Stefan Kooths

  • 2009 Geldpolitik und Vermögensmärkte
    by Christian Dreger & Jürgen Wolters

  • 2009 ¿Histéresis en la tasa de desempleo de Bogotá? Consideraciones sobre el uso de los test ADF y Zivot-Andrews
    by Andrés Eduardo Rangel Jiménez

  • 2009 A note on management efficiency and international banking. Some empirical panel evidence
    by Franz R. Hahn

  • 2009 Caractérisation et datation des cycles économiques en zone euro
    by Laurent Ferrara

  • 2009 Transition And Growth: What Was Taught And What Happened
    by Božidar Cerovic & Aleksandra Nojkovic

  • 2009 An Analytical Method Of Estimating Value-At-Risk On The Belgrade Stock Exchange
    by Milica D. Obadović & Mirjana M. Obadović

  • 2009 Alternative Approaches for Estimating Value at Risk
    by Mert Ural

  • 2009 An Empirical Analysis of Short Term Interest Rate Models for Turkey
    by Hasan Sahin & Ismail H. Genç

  • 2009 On the Generality of the New Keynesian Phillips Curves
    by Maritta Paloviita

  • 2009 Cointegration Analysis of the Aggregate Production Function through Autoregressive Distributive Lags Models (ARDL)
    by Plamen Petkov

  • 2009 Labor Market in Bulgaria: Institutions and Flexibility
    by Vassil Tsanov

  • 2009 Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods
    by Raj Chetty

  • 2009 The main theories of the dividend decision
    by Dorel BERCEANU & Marian SIMINICA

  • 2009 Using credit scoring method for probability of non-financial companies default estimation at industry level
    by Ioan TRENCA & Annamaria BENYOVSZKI

  • 2009 Are African Stock Markets Integrated with the Rest of the World?
    by Paul Alagidede

  • 2009 VAR Analysis and the Great Moderation
    by Luca Benati & Paolo Surico

  • 2008 Türkiye turizm sektörünün talep analizi
    by Nezir KÖSE & Yeliz YALÇIN & Furkan EMİRMAHMUTOĞLU

  • 2008 Análisis de las funciones de importación y exportación de México (1980-2000)
    by Garcés Díaz, Daniel G.

  • 2008 Responses of Agricultural Prices, Industrial Prices and the Agricultural Terms of Trade to Money Supply Shocks in Bangladesh, 1973M1-2006M6
    by Akhand Akhtar Hossain

  • 2008 Accuracy and Properties of German Business Cycle Forecasts
    by Steffen Osterloh

  • 2008 A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988
    by Seymen, Atilim

  • 2008 Testing the New Keynesian Model on U.S. and Euro Area Data
    by Juselius, Mikael

  • 2008 Forecast Evaluation of Explanatory Models of Financial Return Variability
    by Sucarrat, Genaro

  • 2008 Evaluating the New Keynesian Phillips Curve under VAR-Based Learning
    by Fanelli, Luca

  • 2008 Should We Trust the Empirical Evidence from Present Value Models of the Current Account?
    by Mercereau, Benoît & Miniane, Jacques Alain

  • 2008 The New Keynesian Phillips curve tested on OECD panel data
    by Bjørnstad, Roger & Nymoen, Ragnar

  • 2008 Value-at-Risk and expected shortfall for rare events
    by Mittnik, Stefan & Yener, Tina

  • 2008 Exact inference in diagnosing value-at-risk estimates: A Monte Carlo device
    by Herwartz, Helmut

  • 2008 The single monetary policy and domestic macro-fundamentals: Evidence from Spain
    by Michael G. Arghyrou & Maria Dolores Gadea

  • 2008 Detecting Selection Bias in Community Disseminations of Universal Family-Based Prevention Programs
    by Laura Griner Hill & Scott G. Goates & Robert Rosenman

  • 2008 Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply
    by R. Aaberge & T. Wennemo & U. Colombino

  • 2008 Agglomeration Externalities, Innovation and Regional Growth: Theoretical Perspectives and Meta-Analysis
    by Henri L.F. de Groot & Jacques Poot & Martijn J. Smit

  • 2008 Agglomeration Externalities, Innovation and Regional Growth: Theoretical Perspectives and Meta-Analysis
    by Henri L.F. de Groot & Jacques Poot & Martijn J. Smit

  • 2008 Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems
    by D. Aristei & Luca Pieroni

  • 2008 Design Limits in Regime-Switching Cases
    by Beatrice Pataracchia

  • 2008 Testing for Granger (non)-Causality in a Time Varying Coefficient VAR Model
    by Dimitris K. Christopoulos & Miguel Leon-Ledesma

  • 2008 Comparison of Misspecified Calibrated Models: The Minimum Distance Approach
    by Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao

  • 2008 Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit
    by Marmer, Vadim & Otsu, Taisuke

  • 2008 The FDI-Growth Nexus in Latin America : The Role of Source Countries and Local Conditions
    by Prüfer, P. & Tondl, G.

  • 2008 A Comparison of Two Averaging Techniques with an Application to Growth Empirics
    by Magnus, J.R. & Powell, O.R. & Prüfer, P.

  • 2008 Out-of-sample comparison of copula specifications in multivariate density forecasts
    by Cees Diks & Valentyn Panchenko & Dick van Dijk

  • 2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails
    by Cees Diks & Valentyn Panchenko & Dick van Dijk

  • 2008 A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006)
    by Daniel Buncic

  • 2008 Is There A Trade-off Between Regional Growth and National Income? Theory and Evidence from the EU
    by Young-Bae Kim

  • 2008 Neural Network Models for Inflation Forecasting: An Appraisal
    by Ali Choudhary & Adnan Haider

  • 2008 Asymmetric Price Responses and the Underlying Energy Demand Trend: Are they Substitutes or Complements? Evidence from Modelling OECD Aggregate Energy Demand
    by Olutomi I Adeyemi & David C Broadstock & Mona Chitnis & Lester C Hunt & Guy Judge

  • 2008 The effects of R&D tax credits on patenting and innovations
    by Ådne Cappelen & Arvid Raknerud & Marina Rybalka

  • 2008 A Demand System for Input Factors when there are Technological Changes in Production
    by Håvard Hungnes

  • 2008 Nonfundamental Representations of the Relation between Technology Shocks and Hours Worked
    by Matteo Barigozzi & Marco Capasso

  • 2008 One for All and All for One:Regression Checks With Many Regressors
    by Pascal Lavergne & Valentin Patilea

  • 2008 The income distribution with coarse data
    by Reza Daniels

  • 2008 Economic Impact of Political Cycles – The Relevance of European experinces for Romania
    by Jula, Dorin

  • 2008 The Sub-Prime Crisis and UK Monetary Policy
    by Christopher Martin & Costas Milas

  • 2008 Diffusion des innovations technologiques, emploi et théorie de compensation (The diffusion of technological innovations, employment and the compensation theory)
    by Sami Saafi

  • 2008 The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics
    by Alexander Mihailov & Fabio Rumler & Johann Scharler

  • 2008 Combining Multivariate Density Forecasts Using Predictive Criteria
    by Hugo Gerard & Kristoffer Nimark

  • 2008 Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives
    by Adam Clements & A S Hurn & K A Lindsay

  • 2008 Estimating the Payoffs of Temperature-based Weather Derivatives
    by Adam Clements & A S Hurn & K A Lindsay

  • 2008 It never rains but it pours: Modelling the persistence of spikes in electricity prices
    by T M Christensen & A S Hurn & K A Lindsay

  • 2008 Forecasting investment: A fishing contest using survey data
    by Sara Serra & José R. Maria

  • 2008 Determining the number of factors in approximate factor models with global and group-specific factors
    by Francisco Craveiro Dias & Maximiano Pinheiro & António Rua

  • 2008 The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach
    by Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffery P.

  • 2008 Extracting the Cyclical Component in Hours Worked: a Bayesian Approach
    by Bernardi, Mauro & Della Corte, Giuseppe & Proietti, Tommaso

  • 2008 Modeling Expectations with Noncausal Autoregressions
    by Lanne, Markku & Saikkonen, Pentti

  • 2008 Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets
    by Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak

  • 2008 A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)
    by Buncic, Daniel

  • 2008 Using sentiment to predict GDP growth and stock returns
    by Guzman, Giselle C.

  • 2008 Real Exchange Rate Behavior: New Evidence with Linear and Non-linear Endogenous Break(s)
    by Chan, Tze-Haw & Chong, Lee Lee & Khong, Wye Leong Roy

  • 2008 Estimating baseline real business cycle models of the Australian economy
    by Harding, Don & Negara, Siwage

  • 2008 Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca
    by Abderrazik, Amal & Boutkardine, Mehdi & El Bahi, Nour El Houda & Kartoubi, Salah Eddine & El Bouhadi, Abdelhamid

  • 2008 Using Artificial intelligence to select the optimal E-CRM Based business needs
    by Amroush, Fadi & Baderddeen, Alkhoder & Yusef, Talal

  • 2008 LES déterminants du taux de change au Maroc : Une étude empirique
    by El Bouhadi, A. & Elkhider, Abdelkader & Kchirid, El Mustapha & Idriss, El Abbassi

  • 2008 Active Labour Market Policies in Denmark: A Comparative Analysis of Post-Program Effects
    by Blache, Guillaume

  • 2008 Range-Based Models in Estimating Value-at-Risk (VaR)
    by Mapa, Dennis & Beronilla, Nikkin

  • 2008 Forecasting in vector autoregressions with many predictors
    by Korobilis, Dimitris

  • 2008 Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca
    by El Bouhadi, A. & Ounir, A. & El Maguiri, M.

  • 2008 Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana
    by Maldonado, Diego & Pazmiño, Mariela

  • 2008 Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics
    by Mendonca, Gui Pedro

  • 2008 On the J-test for nonnested hypotheses and Bayesian extension
    by Rao, Surekha & Ghali, Moheb & Krieg, John

  • 2008 Bayesian Analysis of DSGE Models with Regime Switching
    by Eo, Yunjong

  • 2008 Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
    by Jahan-Parvar, Mohammad R. & Mohammadi, Hassan

  • 2008 The Differential Approach to Demand Analysis and the Rotterdam Model
    by Barnett, William A. & Serletis, Apostolos

  • 2008 Measuring Consumer Preferences and Estimating Demand Systems
    by Barnett, William A. & Serletis, Apostolos

  • 2008 Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis
    by Rossi, Eduardo & Spazzini, Filippo

  • 2008 Empirical assessment of bifurcation regions within new Keynesian models
    by Barnett, William A. & Duzhak, Evgeniya A.

  • 2008 The non-stationary influence of geography on the spatial agglomeration of production in the EU
    by Chasco, Coro & López, Ana María & Guillain, Rachel

  • 2008 Determining the Number of Market Segments Using an Experimental Design
    by Ana Oliveira-Brochado & Francisco Vitorino Martins

  • 2008 Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary
    by Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang

  • 2008 Testing Distributional Inequalities and Asymptotic Bias
    by Kyungchul Song

  • 2008 Multi-sector inflation forecasting - quarterly models for South Africa
    by Janine Aron & John Muellbauer

  • 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure
    by Cristina Amado & Timo Teräsvirta

  • 2008 Bayesian Averaging, Prediction and Nonnested Model Selection
    by Han Hong & Bruce Preston

  • 2008 Intangible Capital and Productivity: An Exploration on a Panel of Italian Manufacturing Firms
    by Maria Elena Bontempi & Jacques Mairesse

  • 2008 The Continuing Puzzle of Short Horizon Exchange Rate Forecasting
    by Kenneth S. Rogoff & Vania Stavrakeva

  • 2008 Can Exchange Rates Forecast Commodity Prices?
    by Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi

  • 2008 Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model
    by Marcin Kolasa

  • 2008 Density forecasting for long-term peak electricity demand
    by Rob J Hyndman & Shu Fan

  • 2008 Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals
    by Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu

  • 2008 The tourism forecasting competition
    by George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu

  • 2008 New prospects on vines
    by Dominique Guegan & Pierre-André Maugis

  • 2008 CAPP_DYN: A Dynamic Microsimulation Model for the Italian Social Security System
    by Carlo Mazzaferro & Marcello Morciano

  • 2008 Market Efficiency and the Euro: The case of the Athens Stock exchange
    by Theodore Panagiotidis

  • 2008 Seasonal Mackey-Glass-GARCH process and short-term dynamics
    by Catherine Kyrtsou & Michel Terraza

  • 2008 Macroeconomic Uncertainty and Performance in the European Union and Implications for the objectives of Monetary Policy
    by Don Bredin & Stilianos Fountas

  • 2008 Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield
    by Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien

  • 2008 Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR
    by Deborah Gefang & Rodney Strachan

  • 2008 Efficiency in Indonesian Banking: Recent Evidence
    by Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper

  • 2008 Efficiency and Malmquist Indices of Productivity Change in Indonesian Banking
    by Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper

  • 2008 Banking Efficiency and Stock Market Performance: An Analysis of Listed Indonesian Banks
    by Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper

  • 2008 Environmental Factors Affecting Hong Kong Banking: A Post-Asian Financial Crisis Efficiency Analysis
    by Karligash Kenjegalieva & Maximilian J. B. Hall & Richard Simper

  • 2008 Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model
    by Christian Conrad & Menelaos Karanasos

  • 2008 The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics
    by Alexander Mihailov & Fabio Rumler & Johann Scharler

  • 2008 Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms
    by Dolado, Juan José & Stucchi, Rodolfo

  • 2008 Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms
    by Dolado, Juan J. & Stucchi, Rodolfo

  • 2008 Alternative Approaches to Evaluation in Empirical Microeconomics
    by Blundell, Richard & Costa Dias, Monica

  • 2008 Alternative Approaches to Evaluation in Empirical Microeconomics
    by Blundell, Richard & Costa Dias, Monica

  • 2008 Testing Mundell’s Intuition of Endogenous OCA Theory
    by Warin, Thierry & Wunnava, Phanindra V. & Janicki, Hubert

  • 2008 Testing Mundell's Intuition of Endogenous OCA Theory
    by Warin, Thierry & Wunnava, Phanindra V. & Janicki, Hubert

  • 2008 Recent Developments in the Econometrics of Program Evaluation
    by Imbens, Guido W. & Wooldridge, Jeffrey M.

  • 2008 Recent Developments in the Econometrics of Program Evaluation
    by Imbens, Guido W. & Wooldridge, Jeffrey M.

  • 2008 Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails
    by Millimet, Daniel L. & Tchernis, Rusty

  • 2008 Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails
    by Millimet, Daniel L. & Tchernis, Rusty

  • 2008 Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach
    by Kovandzic, Tomislav & Schaffer, Mark E & Kleck, Gary

  • 2008 Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach
    by Kovandzic, Tomislav & Schaffer, Mark & Kleck, Gary

  • 2008 Evaluating the German (New Keynesian) Phillips Curve
    by Rolf Scheufele

  • 2008 Forecasting Using Functional Coefficients Autoregressive Models
    by Giancarlo Bruno

  • 2008 Specification Tests of Parametric Dynamic Conditional Quantiles
    by Juan Carlos Escanciano & Carlos Velasco

  • 2008 Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails
    by Daniel Millimet & Rusty Tchernis

  • 2008 On the Specification of Propensity Scores: with Applications to the Analysis of Trade Policies
    by Daniel Millimet & Rusty Tchernis

  • 2008 Growth Expectation
    by Ippei Fujiwara

  • 2008 Catching Growth Determinants with the Adaptive LASSO
    by Schneider, Ulrike & Wagner, Martin

  • 2008 Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging
    by Jumah, Adusei & Kunst, Robert M.

  • 2008 Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary
    by Oliver Linton & Kyungchul Song & Yoon-Jae Whang

  • 2008 Testing directional forecast value in the presence of serial correlation
    by Oliver Blaskowitz & Helmut Herwartz

  • 2008 Testing Multiplicative Error Models Using Conditional Moment Tests
    by Nikolaus Hautsch

  • 2008 Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models
    by Nikolaus Hautsch & Vahidin Jeleskovic

  • 2008 Measuring and Modeling Risk Using High-Frequency Data
    by Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch

  • 2008 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models
    by Viktor Winschel & Markus Krätzig

  • 2008 The Accuracy of Long-term Real Estate Valuations
    by Rainer Schulz & Markus Staiber & Martin Wersing & Axel Werwatz

  • 2008 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality
    by Viktor Winschel & Markus Krätzig

  • 2008 House Prices and Replacement Cost: A Micro-Level Analysis
    by Rainer Schulz & Axel Werwatz

  • 2008 A Consistent Nonparametric Test for Causality in Quantile
    by Kiho Jeong & Wolfgang Härdle

  • 2008 Value-at-Risk and Expected Shortfall when there is long range dependence
    by Wolfgang Härdle & Julius Mungo

  • 2008 Environmental Factors Affecting Hong Kong Banking: A Post-Asian Financial Crisis Efficiency Analysis
    by Maximilian J. B. Hall & Karligash A. Kenjegalieva & Richard Simper

  • 2008 Stability Tests for Heterogeneous Panel Data
    by Felix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels

  • 2008 Comparing Forecast Performance of Exchange Rate Models
    by Lillie Lam & Laurence Fung & Ip-wing Yu

  • 2008 Test of the Gaussian Copula on the Swedish Stock Market
    by Söderberg, Jonas

  • 2008 Willingness to Pay for Car Safety: Sensitivity to Time Framing
    by Andersson, Henrik & Hammitt, James & Lindberg, Gunnar & Sundström, Kristian

  • 2008 Firm Default and Aggregate Fluctuations
    by Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper

  • 2008 Macroeconomic Impact on Expected Default Frequency
    by Åsberg Sommar, Per & Shahnazarian, Hovick

  • 2008 Proxying ability by family background in returns to schooling estimations is generally a bad idea
    by Mellander, Erik & Sandgren-Massih, Sofia

  • 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure
    by Amado, Cristina & Teräsvirta, Timo

  • 2008 Performance Evaluation Based on the Robust Mahalanobis Distance and Multilevel Modelling Using Two New Strategies
    by Hussain, S & Mohamed, M. A. & Holder, R. & Almasri, A. & Shukur, G

  • 2008 Estimating open economy Phillips curves for the euro area with directly measured expectations
    by Paloviita, Maritta

  • 2008 Cointegration implications of linear rational expectation models
    by Juselius, Mikael

  • 2008 A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets
    by Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi

  • 2008 Comparison of Volatility Measures: a Risk Management Perspective
    by Christian T. Brownlees & Giampiero Gallo

  • 2008 Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models
    by Vít Bubák

  • 2008 Path Forecast Evaluation
    by Òscar Jordà & Massimiliano Marcellino

  • 2008 Seasonality in revisions of macroeconomic data
    by Franses, Ph.H.B.F. & Segers, R.

  • 2008 Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary
    by Oliver Linton & Kyungchul Song & Yoon-Jae Whang

  • 2008 Relative Price Variability and the Philips Curve: Evidence from Turkey
    by A. Nazif Catik & Christopher Martin & A. Özlem Önder

  • 2008 The Frequency Of Price Adjustment And New Keynesian Business Cycle Dynamics
    by Richard Dennis

  • 2008 Modelling Thirty Five Years Of Coffee Prices In Brazil, Guatemala And India
    by Sushil Mohan & Bill Russell

  • 2008 Has modelsí forecasting performance for US output growth and inflation changed over time, and when?
    by Tatevik Sekhposyan & Barbara Rossi

  • 2008 Forecast Comparisons in Unstable Environments
    by Giacomini, Raffaella & Rossi, Barbara

  • 2008 Can Exchange Rates Forecast Commodity Prices?
    by Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara

  • 2008 Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models
    by Inoue, Atsushi & Rossi, Barbara

  • 2008 How Banking competition Changed over Time
    by Jacob Bikker & Laura Spierdijk

  • 2008 Tests for Unbalanced Error Component Models Under Local Misspecication
    by Walter Sosa Escudero & Anil K. Bera

  • 2008 Money Velocity and Asset Prices in the Euro Area
    by Christian Dreger & Jürgen Wolters

  • 2008 M3 Money Demand and Excess Liquidity in the Euro Area
    by Christian Dreger & Jürgen Wolters

  • 2008 Money Velocity and Asset Prices in the Euro Area
    by Christian Dreger & Jürgen Wolters

  • 2008 M3 Money Demand and Excess Liquidity in the Euro Area
    by Christian Dreger & Jürgen Wolters

  • 2008 Catching up in total factor productivity through the business cycle : evidence from Spanish manufacturing surveys
    by Alvaro Escribano & Rodolfo Stucchi

  • 2008 Statistical Properties and Economic Implications of Jump-Diffusion Processes with Shot-Noise Effects
    by Manuel Moreno & Pedro Jose Serrano & Winfried Stute

  • 2008 Evaluating the Effect of Public Subsidies on firm R&D activity: an Application to Italy Using the Community Innovation Survey
    by Giovanni Cerulli & Bianca Poti'

  • 2008 Modelling and measuring the effects of public subsidies on business R&D: theoretical and econometric issues
    by Giovanni Cerulli

  • 2008 Multi-sector inflation forecasting - quarterly models for South Africa
    by Janine Aron & John Muellbauer

  • 2008 Monetary Policy Regimes and the Term Structure of Interest Rates
    by Bikbov, Ruslan & Chernov, Mikhail

  • 2008 Firm Default and Aggregate Fluctuations
    by Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper F.

  • 2008 Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms
    by Dolado, Juan J. & Stucchi, Rodolfo

  • 2008 Path Forecast Evaluation
    by Jordà, Òscar & Marcellino, Massimiliano

  • 2008 How much structure in empirical models?
    by Canova, Fabio

  • 2008 Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts
    by Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans

  • 2008 La transmisión de los choques a la tasa de cambio sobre la inflación
    by Andrés González & Hernán Rincóm & Norberto Rodríguez

  • 2008 Medidas De Riesgo Financiero Usando Cópulas: Teoría Y Aplicaciones
    by Oscar Becerra & Luis Fernando Melo

  • 2008 Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators
    by Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz

  • 2008 Multivariate Location-Scale Mixtures Of Normals And Mean-Variance-Skwness Portfolio Allocation
    by Enrique Sentana & Javier Mencía

  • 2008 Distributional Tests In Multivariate Dynamic Models With Normal And Student T Innovations
    by Enrique Sentana & Javier Mencía

  • 2008 Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models
    by Nikolay Robinzonov & Klaus Wohlrabe

  • 2008 Optimal Asset Allocation with Factor Models for Large Portfolios
    by M. Hashem Pesaran & Paolo Zaffaroni

  • 2008 The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data
    by Jan Hanousek & Evzen Kocenda & Ali M. Kutan

  • 2008 Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary
    by Oliver Linton & Kyungchul Song & Yoon-Jae Whang

  • 2008 How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael

  • 2008 The single monetary policy and domestic macro-fundamentals: Evidence from Spain
    by Arghyrou, Michael G & Gadea, Maria Dolores

  • 2008 Path Forecast Evaluation
    by Oscar Jorda & Massimiliano Marcellino

  • 2008 Are sectoral stock prices useful for predicting euro area GDP?
    by Andersson, Magnus & D'Agostino, Antonello

  • 2008 Selection on the basis of prior testing
    by Carlos Santos

  • 2008 Optimal Asset Allocation with Factor Models for Large Portfolios
    by Pesaran, M.H. & Zaffaroni, P.

  • 2008 Model Averaging in Risk Management with an Application to Futures Markets
    by Pesaran, M.H. & Schleicher, C. & Zaffaroni, P.

  • 2008 The impact of structural breaks on the stability of the out-of-sample predictive content of financial variables for Canada's real GDP growth: An encompassing approach
    by Akhter Faroque & William Veloce & Jean-Francois Lamarche

  • 2008 Modelling Household Expenditure on Health Care in Greece
    by Manos Matsaganis & Theodore Mitrakos & Panos Tsakloglou

  • 2008 Monthly forecasting of French GDP: A revised version of the OPTIM model
    by Barhoumi, K. & Brunhes-Lesage, V. & Darné, O. & Ferrara, L. & Pluyaud, B. & Rouvreau, B.

  • 2008 Assessing the shape of the distribution of interest rates: lessons from French individual data
    by Lacroix, R.

  • 2008 Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects
    by Hajivassiliou, V. & Savignac, F.

  • 2008 An Inflation Forecasting Model for the Euro Area
    by Chauvin, V. & Devulder, A.

  • 2008 Testing for conditional heteroscedasticity in the components of inflation
    by Carmen Broto & Esther Ruiz

  • 2008 Inflation Targeting and Price-Level-Path Targeting in the GEM: Some Open Economy Considerations
    by Donald Coletti & René Lalonde & Dirk Muir

  • 2008 On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk
    by Fousseni Chabi-Yo & Eric Ghysels & Eric Renault

  • 2008 Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models
    by Christian Conrad & Enno Mammen

  • 2008 Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study
    by Christian Conrad & Menelaos Karanasos & Ning Zeng

  • 2008 Application of the Generalized Method of Moments for Estimating Continuous-Time Models of U.S. Short-Term Interest Rates
    by Balázs Cserna

  • 2008 Expected Stock Returns and Variance Risk Premia
    by Tim Bollerslev & Tzuo Hao & George Tauchen

  • 2008 The cyclical component factor model
    by Christian M. Dahl & Henrik Hansen & John Smidt

  • 2008 The limiting properties of the QMLE in a general class of asymmetric volatility models
    by Christian M. Dahl & Emma M. Iglesias

  • 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure
    by Christina Amado & Timo Teräsvirta

  • 2008 Multivariate GARCH models
    by Annastiina Silvennoinen & Timo Teräsvirta

  • 2008 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model
    by Annastiina Silvennoinen & Timo Teräsvirta

  • 2008 Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate
    by Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg

  • 2008 Should We Trust the Empirical Evidence from Present Value Models of the Current Account?
    by Mercereau, Benoît & Miniane, Jacques Alain

  • 2008 Evaluating New Keynesian Phillips Curve under VAR-Based Learning
    by Fanelli, Luca

  • 2008 Testing the New Keynesian Model on U.S. and Euro Area Data
    by Juselius, Mikael

  • 2008 The New Keynesian Phillips Curve Tested on OECD Panel Data
    by Bjørnstad, Roger & Nymoen, Ragnar

  • 2008 The Determinants of Health Care Utilization in Portugal: An Approach with Count Data Models
    by João Cotter Salvado

  • 2008 Assessing Relative Performance of Econometric Models in Measuring the Impact of Climate Change on Agriculture Using Spatial Autoregression
    by Seo, S. Niggol

  • 2008 Assessing the Increase of Italian Families Perceived Vulnerability
    by Stefania Gabriele & Corrado Pollastri & Michele Raitano

  • 2008 Impact Of Globalisation On The Evolution Of The Demographic Phenomenon
    by Nicolae Balan, Mariana & Vasile, Valentina

  • 2008 Spurious Regression And Cointegration. Numerical Example: Romania’S M2 Money Demand
    by Ruxanda, Gheorghe & Botezatu, Andreea

  • 2008 Measuring the Socio-Economic Bipolarization Phenomenon
    by Stefananescu, Stefan

  • 2008 A choice of the regression maximizing an unbiased estimate of the coefficient of determination
    by Ershov, Emil

  • 2008 Credit Risk Management
    by Fantazzini, Dean

  • 2008 Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk
    by Fantazzini, Dean

  • 2008 An Econometric Analysis of Financial Data in Risk Management
    by Fantazzini, Dean

  • 2008 Déficit en la provisión local de servicios públicos y tipología municipal
    by Modest Fluvià & Ricard Rigall-i-Torrent & Anna Garriga

  • 2008 Consecuencias del efecto Bullwhip según distintas estrategias de gestión de la cadena de suministro: modelado y simulación = Bullwhip Effect Consequences according to Different Supply Chain Management Strategies: Modelling and Simulation
    by Campuzano Bolarín, Francisco & Lario Esteban, Francisco Cruz & Ros McDonnell, Lorenzo

  • 2008 Value-at-Risk for Greek Stocks
    by Timotheos Angelidis & Alexandros Benos

  • 2008 A csődelőrejelzés és a nem fizetési valószínűség számításának módszertani kérdéseiről
    by Kristóf, Tamás

  • 2008 Determinants of Debt: An Econometric Analysis Based on the Cyprus Survey of Consumer Finances
    by Michalis Petrides & Alex Karagrigoriou

  • 2008 Optimal Bidding in the Mexican Treasury Securities Primary Auctions: Results of a Structural Econometric Approach
    by Sara Castellanos & Marco Oviedo

  • 2008 Inflation Forecasts and the New Keynesian Phillips Curve
    by Sophocles N. Brissimis & Nicholas S. Magginas

  • 2008 Environment and Changing Agricultural Practices: Evidence from Orissa, India
    by Jyotirmayee Kar & Mahamaya Kar

  • 2008 Parametric vs. non-parametric methods for estimating option implied risk-neutral densities: the case of the exchange rate Mexican peso – US dollar
    by Guillermo Benavides Perales & Israel Felipe Mora Cuevas

  • 2008 La matriz de covarianzas de residuales en la asignación y valuación de activos
    by Benjamín García Martínez & Arturo Lorenzo Valdés

  • 2008 Valoración económica del uso recreativo del Parque Ronda del Sinú, en Montería, Colombia
    by Rubén Darío Sepúlveda Vargas

  • 2008 Pronóstico y estructuras de volatilidad multiperíodo de la tasa de cambio del peso colombiano
    by Elkin Castaño & Karoll Gómez & Santiago Gallón

  • 2008 Medienberichte als Konjunkturindikator
    by Jan Grossarth-Maticek & Johannes Mayr

  • 2008 OPTIM: a quarterly forecasting tool for French GDP
    by Barhoumi, K. & Brunhes-Lesage, V. & Ferrara, L. & Pluyaud, B. & Rouvreau, B. & Darné, O.

  • 2008 OPTIM : un outil de prévision trimestrielle du PIB de la France
    by BARHOUMI, K. & BRUNHES-LESAGE, V. & DARNÉ, O. & FERRARA, L. & PLUYAUD, B. & ROUVREAU, B.

  • 2008 Analysis of the Labour Market in Bulgaria through a Error Correction Model
    by Anita Staneva

  • 2008 Macroeconomic Dependencies of the Labor Market: Bulgaria and the European Union
    by Vassil Tsanov

  • 2007 Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility
    by Teräsvirta, Timo & Zhao, Zhenfang

  • 2007 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model
    by Silvennoinen, Annastiina & Teräsvirta, Timo

  • 2007 Bayesian Estimation of a Markov-Switching Threshold Asymmetric GARCH Model with Student-t Innovations
    by Ardia, David

  • 2007 Beschäftigungs- und familienpolitische Aspekte der Teilzeitarbeit im Lichte des Teilzeit- und Befristungsgesetzes - eine Evaluierung
    by Sonja Munz

  • 2007 Hisse senedi getirilerinde global ve yerel faiz oranı riski: Kısmi çokdeğişkenli GARCH modeliyle İstanbul Menkul Kıymetler Borsası üzerine bir çalışma
    by Alper ÖZÜN & Atilla ÇİFTER

  • 2007 Yapısal kırılma altında para talebinin istikrarı: Türkiye örneği
    by A. Nazif ÇATIK

  • 2007 Efectos de la tasa de los fondos federales de los Estados Unidos en una economía pequeña, abierta y dolarizada. El caso de Puerto Rico
    by Rodríguez, Carlos A. & Toledo, Wilfredo

  • 2007 Harmonic Regression Models: A Comparative Review with Applications
    by Michael Artis & José G. Clavel & Mathias Hoffmann & Dilip Nachane

  • 2007 The Accuracy and Efficiency of the Consensus Forecasts: A Further Application and Extension of the Pooled Approach
    by Ager, Philipp & Kappler, Marcus & Osterloh, Steffen

  • 2007 Testing large-dimensional correlation
    by Arnold, Matthias & Weißbach, Rafael

  • 2007 Taking a DSGE Model to the Data Meaningfully
    by Franchi, Massimo & Jusélius, Katarina

  • 2007 Does it Make a Difference? Comparing Growth Effects of European and North American FDI in Latin America
    by Tondl, Gabriele & Prüfer, Patricia

  • 2007 Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model
    by Hautsch, Nikolaus

  • 2007 Does Benford's law hold in economic research and forecasting?
    by Günnel, Stefan & Tödter, Karl-Heinz

  • 2007 Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities
    by Scharnagl, Michael & Schumacher, Christian

  • 2007 Option Pricing under Stochastic Volatility and Trading Volume
    by Sadayuki Ono

  • 2007 Revisiting the Coyne Affair: A Singular Event That Changed the Course of Canadian Monetary History
    by Pierre Siklos

  • 2007 On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty
    by Judith A. Clarke

  • 2007 Bayesian Methods in Nonlinear Time Series
    by Korenok Oleg

  • 2007 How much structure in empirical models?
    by Fabio Canova

  • 2007 Macroeconometric Modelling In An Oil Exporting Country: The Case Of Iran
    by Valadkhani, Abbas

  • 2007 On Modeling Household Labor Supply With Taxation
    by Olivier Bargain

  • 2007 Potential Attitudes Solving the Problems of Banking Stability
    by Lib?na Èernohorsk? & Jan Èernohorsk?

  • 2007 Economic Base Multipliers Revisited
    by Derek Bond & Michael J. Harrison & Edward J. O'Brien

  • 2007 Bayesian Variable Selection of Risk Factors in the APT Model
    by Robert Kohn & Rachida Ouysse

  • 2007 Exchange rate volatility and export performance: A cointegrated VAR approach
    by P�l Boug & Andreas Fagereng

  • 2007 The NOK/euro exhange rate after inflation targeting: The interest rate rules
    by Roger Bjørnstad & Eilev S. Jansen

  • 2007 The New Keynesian Phillips Curve revisited
    by Pål Boug & Ådne Cappelen & Anders Rygh Swensen

  • 2007 Testing for Persistence in the Error Component Model:A One-Sided Approach
    by Walter Sosa Escudero

  • 2007 On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models
    by Gabriele Fiorentini & Enrique Sentana

  • 2007 The Complex Response of Monetary Policy to the Exchange Rate
    by Costas Milas & Christopher Martin & Ram Sharan Kharel

  • 2007 Monetary Policy and the Hybrid Phillips Curve
    by Costas Milas & Christopher Martin

  • 2007 Identifying the Shocks Driving Inflation in China
    by Pierre L. Siklos & Yang Zhang

  • 2007 The FedÕs Reaction to the Stock Market During the Great Depression: Fact or Artefact?
    by Pierre L. Siklos

  • 2007 Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule
    by Pierre L. Siklos & Martin T. Bohl

  • 2007 Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model
    by Costas Milas

  • 2007 Proyecciones desagregadas de inflación con modelos Sparse VAR robustos
    by Barrera Carlos

  • 2007 Application of Three Alternative Approaches to Identify Business Cycles in Peru
    by Rodriguez Gabriel

  • 2007 More Potent Monetary Policy? Insights from a Threshold Model
    by Jarkko Jääskelä

  • 2007 Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the Fokker-Planck Equation
    by A. Hurn & J. Jeisman & K. Lindsay

  • 2007 Nonparametric Identification and Estimation of Multivariate Mixtures
    by Hiroyuki Kasahara & Katsumi Shimotsu

  • 2007 Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test
    by Yu Ren & Katsumi Shimotsu

  • 2007 Practical Volatility Modeling for Financial Market Risk Management
    by Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi

  • 2007 Speed of Adjustment in Cointegrated Systems
    by Fanelli, Luca & Paruolo, Paolo

  • 2007 Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
    by Wagatha, Matthias

  • 2007 Identifiability of the Stochastic Frontier Models
    by Bandyopadhyay, Debdas & Das, Arabinda

  • 2007 A Normative Balance Dynamic Model of Regional Economy for Study Economic Integrations // Economic integration, competition and cooperation. 6th International Conference . 2007. Opatija - Croatia: University of Rijeka. April 19-20.(CD-Book: Session 6) 15 pp
    by Olenev, Nicholas

  • 2007 On the distribution of the adaptive LASSO estimator
    by Pötscher, Benedikt M. & Schneider, Ulrike

  • 2007 Mutual Funds and Segregated Funds: A Comparison
    by Palombizio, Ennio A.

  • 2007 Tendencies in the Romania's Regional Economic Development during the Period 1991-2004
    by Andrei, Tudorel & Iacob, Andreea Iluzia & Vlad, Liviu Bogdan

  • 2007 Are Exports Causing Growth? Evidence On International Trade Expansion In Cuba, 1960-2004
    by Fugarolas, Guadalupe & Mañalich, Isis & Matesanz, David

  • 2007 Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis
    by Karathanassis, George & Sogiakas, Vasilios

  • 2007 Romanian Capital Market And The Informational Efficiency
    by Dima, Bogdan & Barna, Flavia & Pirtea, Marilen

  • 2007 Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019
    by Gomez-Sorzano, Gustavo

  • 2007 Forecasting volatility: Evidence from the Macedonian stock exchange
    by Kovačić, Zlatko

  • 2007 Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK
    by Tuysuz, Sukriye & Kuhry, Yves

  • 2007 Volatility Proxies for Discrete Time Models
    by de Vilder, Robin G. & Visser, Marcel P.

  • 2007 The Application of Robust Regression to a Production Function Comparison – the Example of Swiss Corn
    by Finger, Robert & Hediger, Werner

  • 2007 Web 2.0: Nothing Changes…but Everything is Different
    by Barbry, Eric

  • 2007 Does Black’s Hypothesis for Output Variability Hold for Mexico?
    by Macri, Joseph & Sinha, Dipendra

  • 2007 Nonlinear time series: semiparametric and nonparametric methods
    by Gao, Jiti

  • 2007 Filtered Extreme Value Theory for Value-At-Risk Estimation
    by Ozun, Alper & Cifter, Atilla & Yilmazer, Sait

  • 2007 Structural breaks and energy efficiency in Fiji
    by Rao, B. Bhaskara & Rao, Gyaneshwar

  • 2007 Modèls Garch à la mémoire longue: application aux taux de change tunisiens
    by Lahiani, Amine & Yousfi, Ouidad

  • 2007 Testing for a common latent variable in a linear regression
    by Wittenberg, Martin

  • 2007 The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey
    by Cifter, Atilla & Ozun, Alper

  • 2007 Nonlinear Combination of Financial Forecast with Genetic Algorithm
    by Ozun, Alper & Cifter, Atilla

  • 2007 Evaluating the New Keynesian Phillips Curve under VAR-based learning
    by Fanelli, Luca

  • 2007 Gordon and Newell queueing networks and copulas
    by Ciuiu, Daniel

  • 2007 Inflation Forecasting in Pakistan using Artificial Neural Networks
    by Haider, Adnan & Hanif, Muhammad Nadeem

  • 2007 The Analysis of the Bucharest Stock Exchange Financial Sector
    by Dima, Bogdan & Pirtea, Marilen & Barna, Flavia & Murgea, Aurora & Nachescu, Miruna

  • 2007 Testing Conditional Independence via Rosenblatt Transforms
    by Kyungchul Song

  • 2007 A Low-Dimension Collinearity-Robust Test for Non-linearity
    by Jennifer L. Castle & David F. Hendry

  • 2007 Negative Blogs, Positive Outcomes: When should Firms Permit Employees to Blog Honestly?
    by Rohit Aggarwal & Ram Gopal & Ramesh Sankaranarayanan

  • 2007 Construction and Interpretation of Model-Free Implied Volatility
    by Torben G. Andersen & Oleg Bondarenko

  • 2007 No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications
    by Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev

  • 2007 Beliefs, Doubts and Learning: Valuing Economic Risk
    by Lars Peter Hansen

  • 2007 Risk and Predictability of Singapore’s Direct Residential Real Estate Market
    by Qin Xiao & Weihong Huang

  • 2007 A state space model for exponential smoothing with group seasonality
    by Pim Ouwehand & Rob J. Hyndman & Ton G. de Kok & Karel H. van Donselaar

  • 2007 Automatic time series forecasting: the forecast package for R
    by Rob J. Hyndman & Yeasmin Khandakar

  • 2007 Premiers pas en régression linéaire avec SAS
    by Josiane Confais & Monique Le Guen

  • 2007 Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU
    by Nikolaos Giannellis & Athanasios P. Papadopoulos

  • 2007 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity
    by Mohammed Bouaddi & Jeroen V.K. Rombouts

  • 2007 Theory and Inference for a Markov-Switching GARCH Model
    by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

  • 2007 Neighborhood Effects, Urban Public Policies and Housing Values. A Spatial Econometric Perspective
    by BAUMONT, Catherine

  • 2007 Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate
    by Søren Johansen & Katarina Juselius & Roman Frydman & Michael Goldberg

  • 2007 Long-run Determinants of Pollution: A Robustness Analysis
    by Michael Lamla

  • 2007 Non-negativity Conditions for the Hyperbolic GARCH Model
    by Christian Conrad

  • 2007 Monetary Policy and the Hybrid Phillips Curve
    by Christopher Martin & Costas Milas

  • 2007 Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model
    by Costas Milas

  • 2007 Testing the Opportunistic Approach to Monetary Policy
    by Christopher Martin & Costas Milas

  • 2007 Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution
    by Pesaran, Bahram & Pesaran, M. Hashem

  • 2007 Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution
    by Bahram Pesaran & M. Hashem Pesaran

  • 2007 A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function
    by Christev, Atanas & Featherstone, Allen

  • 2007 A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function
    by Atanas Christev & Allen Featherstone

  • 2007 Resources and Standards in Urban Schools
    by Stephen Machin & Sandra McNally & Costas Meghir

  • 2007 Resources and Standards in Urban Schools
    by Machin, Stephen & McNally, Sandra & Meghir, Costas

  • 2007 Addressing the Employment-Poverty Nexus in Kenya: Comparing Cash-Transfer and Job-Creation Programmes
    by Eduardo Zepeda

  • 2007 Joint and Marginal Diagnostic Tests for Conditional Mean and Variance Specifications
    by Juan Carlos Escanciano

  • 2007 Backtesting Parametric Value-at-Risk with Estimation Risk
    by Juan Carlos Escanciano & Jose Olmo

  • 2007 A re-assessment of German import demand
    by Sabine Stephan

  • 2007 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity
    by Mohammed Bouaddi & Jeroen V.K. Rombouts

  • 2007 Theory and inference for a Markov switching Garch model
    by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

  • 2007 Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model
    by Nikolaus Hautsch

  • 2007 Long Memory Persistence in the Factor of Implied Volatility Dynamics
    by Wolfgang Härdle & Julius Mungo

  • 2007 A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter
    by Wen-Jen Tsay & Wolfgang Härdle

  • 2007 A VAR Framework for Forecasting Hong Kong'S Output and Inflation
    by Hans Genberg & Jian Chang

  • 2007 Bayesian forecast combination for VAR models
    by Andersson, Michael K & Karlsson, Sune

  • 2007 Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts
    by Sellin, Peter

  • 2007 Model selection for monetary policy analysis How important is empirical validity?
    by Akram, Q. Farooq & Nymoen, Ragnar

  • 2007 Bayesian Forecast Combination for VAR Models
    by Andersson, Michael K & Karlsson, Sune

  • 2007 Computational Efficiency in Bayesian Model and Variable Selection
    by Eklund, Jana & Karlsson, Sune

  • 2007 An Embarrassment of Riches: Forecasting Using Large Panels
    by Eklund, Jana & Karlsson, Sune

  • 2007 New York mark-ups on petroleum products
    by Wlaslowski, Szymon & Binner, Jane & Guiletti, Monica & Joseph, Nathan & Nilsson, Birger

  • 2007 Multivariate GARCH models
    by Silvennoinen, Annastiina & Teräsvirta, Timo

  • 2007 Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model
    by Nakatani, Tomoaki & Teräsvirta, Timo

  • 2007 Developing Ridge Parameters for SUR Models
    by Alkhamisi, M.A. & Shukur, Ghazi

  • 2007 Exchange rate volatility, macro announcements and the choice of intraday seasonality filtering method
    by Laakkonen, Helinä

  • 2007 Estimating a small DSGE model under rational and measured expectations: some comparisons
    by Paloviita, Maritta

  • 2007 Rupture structurelle et demande de monnaie au Rwanda
    by Jean-François Goux & Thomas Rusuhuzwa Kigabo

  • 2007 A Model for Multivariate Non-negative Valued Processes in Financial Econometrics
    by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo

  • 2007 Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach
    by Giampiero Gallo & Edoardo Otranto

  • 2007 Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting
    by Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa

  • 2007 Detecting and Forecasting Economic Regimes in Multi-Agent Automated Exchanges
    by Ketter, W. & Collins, J. & Gini, M. & Gupta, A. & Schrater, P.

  • 2007 A rank-ordered logit model with unobserved heterogeneity in ranking capabilities
    by van Dijk, A. & Fok, D. & Paap, R.

  • 2007 Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective
    by Céline Poilly

  • 2007 Consumption-Leisure Trade-offs and Persistency in Business Cycles
    by Moral Zuazo, María Paz & Barañano Mentxaka, Ilaski

  • 2007 Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects
    by Vassilis Hajivassiliou & Frédérique Savignac

  • 2007 Cointegration, Long-Run Structural Modelling And Weak Exogeneity: Two Models Of The Uk Economy
    by Jan P.A.M. Jacobs & Kenneth F. Wallis

  • 2007 Development and Validation of Credit-Scoring Models
    by Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik

  • 2007 Modelos econométricos dinámicos y desarrollo económico: Análisis del salario real, la productividad y el empleo en los países de la OCDE, 1965-2005
    by Guisan, M.C.

  • 2007 Causalidad y desarrollo económico: Análisis econométrico de los países de la OCDE, 1965-2005
    by Guisan, M.C.

  • 2007 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
    by Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara

  • 2007 Information, data dimension and factor structure
    by Jan Jacobs & Pieter Otter & Ard den Reijer

  • 2007 A Note on the Use of R-squared in Model Selection
    by Alfredo A. Romero

  • 2007 Theory and inference for a Markov switching GARCH model
    by Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS

  • 2007 Backtesting VaR Models: An Expected Shortfall Approach
    by Timotheos Angelidis & Stavros Degiannakis

  • 2007 Comparing Alternative Predictors Based on Large-Panel Factor Models
    by D'Agostino, Antonello & Giannone, Domenico

  • 2007 Growth and relative living standards - testing Barriers to Riches on post-war panel data
    by Meenagh, David & Minford, Patrick & Wang, Jiang

  • 2007 Mixed exponential power asymmetric conditional heteroskedasticity
    by BOUADDI, Mohammed & ROMBOUTS, Jeroen V.K.

  • 2007 Theory and inference for a Markov switching GARCH model
    by BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen V.K.

  • 2007 Simulation based Bayesian econometric inference: principles and some recent computational advances
    by HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D.

  • 2007 Las Consecuencias Económicas De Un Nombre Atípico. El Caso Colombiano
    by Alejandro Gaviria & Carlos Medina & María del Mar Palau

  • 2007 On The Efficiency And Consistency Of Likelihood Estimation In Multivariate Conditionally Heteroskedastic Dynamic Regression Models
    by Enrique Sentana & Gabriele Fiorentini

  • 2007 VAR Model Averaging for Multi-Step Forecasting
    by Johannes Mayr & Dirk Ulbricht

  • 2007 Log versus level in VAR forecasting: 16 Million empirical answers - expect the unexpected
    by Johannes Mayr & Dirk Ulbricht

  • 2007 Jointness of Growth Determinants
    by Gernot Doppelhofer & Melvyn Weeks

  • 2007 Resources and Standards in Urban Schools
    by Stephen Machin & Sandra McNally & Costas Meghir

  • 2007 Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison
    by Theodoridis, Konstantinos

  • 2007 Growth and relative living standards - testing Barriers to Riches on post-war panel data
    by Minford, Patrick & Meenagh, David & Wang, Jiang

  • 2007 Discriminating mean and variance shifts
    by Carlos Santos

  • 2007 Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution
    by Pesaran, B. & Pesaran, M.H.

  • 2007 Identification of a Loan Supply Function: A Cross-Country Test for the Existence of a Bank Lending Channel
    by Sophocles N. Brissimis & Matthaios D. Delis

  • 2007 Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective
    by Poilly, C.

  • 2007 Testing heterogeneity within the euro area
    by Jondeau, E. & Sahuc, J-G.

  • 2007 Testing for trend
    by Fabio Busetti & Andrew Harvey

  • 2007 Back to square one: identification issues in DSGE models
    by Fabio Canova & Luca Sala

  • 2007 Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing
    by Fousseni Chabi-Yo & Dietmar Leisen & Eric Renault

  • 2007 Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis
    by David Jamieson Bolder & Tiago Rubin

  • 2007 Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics
    by Luca FANELLI & Giulio PALOMBA

  • 2007 Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities
    by Tim Bollerslev & Michael Gibson & Hao Zhou

  • 2007 Taking a DSGE Model to the Data Meaningfully
    by Franchi, Massimo & Jusélius, Katarina

  • 2007 A Rank-Order Test on the Statistical Performance of Neural Network Models for Regional Labor Market Forecasts
    by Patuelli, Roberto & Longhi, Simonetta & Reggiani, Aura & Nijkamp, Peter & Blien, Uwe

  • 2007 The Question of Economic Convergence - first part -
    by Iancu, Aurel

  • 2007 Testing for Heteroskedasticity on the Bucharest Stock Exchange
    by Radu Lupu & Iulia Lupu

  • 2007 La tasa de los fondos federales de Estados Unidos y la dinamica del mercado laboral en una economia pequena, abierta y dolarizada: Evidencia mediante la creacion y destruccion de empleo en Puerto Rico
    by Carlos A. Rodriguez & Karen Ortiz

  • 2007 Equilibrium Exchange Rates in the Eu New Members: Methodology, Estimation and Applicability to ERM II
    by Roman Horváth & Luboš Komárek

  • 2007 Challenges Facing the Polish Banking Industry: A Comparative Study with UK Banks
    by Catarina Figueira & Joseph G. Nellis & David Parker

  • 2007 Caracterización no lineal y predicción no paramétrica en el IBEX35/Nonlinear Characterization and Predictions of IBEX 35
    by OLMEDO,E. & VELASCO, F. & VALDERAS, J.M.

  • 2007 El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral
    by Maria Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa

  • 2007 Analyse der Prognoseeigenschaften von ifo-Konjunkturindikatoren unter Echtzeitbedingungen
    by Gerit Vogt

  • 2007 Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis
    by Julio Carrillo & Patrick Fève & Julien Matheron

  • 2007 Comparación de Ponderaciones en Regresiones Probit Simultáneas en un Modelo para la Estimación de la Participación Laboral
    by Verónica Herrero & Mónica Bocco

  • 2007 Testing for Model Selection in Predicting Aggregate Variables
    by Giacomo Sbrana

  • 2007 Using Data Envelopment Analysis approach to estimate the health production efficiencies in China
    by ZHANG Ning & HU Angang & ZHENG Jinghai

  • 2007 Trade Reforms And Breakpoints In Australia’S Manufactured Trade: An Application Of The Zivot And Andrews Model
    by JAYANTHAKUMARAN, Kankesu & PAHLAVANI; Mosayeb & Frank NERI, Frank

  • 2007 Are Taylor-Based Monetary Policy Rules Forward-Looking?. An Investigation Using Superexogeneity Tests
    by SOOREEA, Rajeev

  • 2007 Instabile Geldnachfrage im Euroraum?
    by Christian Dreger & Jürgen Wolters

  • 2007 El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral
    by María Isabel Restrepo & Diana Constanza Restrepo

  • 2007 Exchange Rate Pass-Through Effects:A Disaggregate Analysis Of Colombianimports Of Manufactured Goods
    by HERNÁN RINCÓN & ÉDGAR CAICEDO & NORBERTO RODRÍGUEZ

  • 2007 Sensitivity of international blocs´ trade effect to alternative specifications of the gravity equation
    by Yener Kandogan

  • 2007 Maquette d’inflation zone euro
    by CHAUVIN, V. & DEVULDER, A.

  • 2007 The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey
    by Atilla Çifter & Alper Özün

  • 2007 Econometric analysis of Labour Market in Bulgaria - 1991-2006
    by Anita Staneva

  • 2007 Strategic Solutions for Combining of Marketing Mix Elements
    by Petar Bantchev

  • 2007 Does Interest Rate Liberalisation Really Improve the Allocative Efficiency of Investment? Kenya's Experience
    by Nicholas Odhiambo

  • 2007 Return Dynamics in North African Stock Markets
    by Paul Alagidede

  • 2007-09 Minderung der Risiken bei Wertpapieranlagen zur Altersvorsorge mit marktneutralen Anlagestrategien
    by Scholtz, Hellmut D.

  • 2006 Stochastic unit-root bilinear processes
    by Christian Francq & Svetlana Makarova & Jean-Michel Zakoïan

  • 2006 A closed form approach to valuing and hedging basket options
    by Svetlana Borovkova & Ferry Permana

  • 2006 A multiple testing procedure for neural network model selection
    by Michele La Rocca & Cira Perna

  • 2006 Equilibrium Specification and Structure of Technology: a Factor Substitution Analysis in French Industrial Demand of Energy
    by Sourour Baccar

  • 2006 Lag or Error? - Detecting the Nature of Spatial Correlation
    by Mario Larch & Janette Walde

  • 2006 On the stability of the wealth effect
    by Pedro Bação & Fernando Alexandre & Vasco J. Gabriel

  • 2006 The Empirical Relevance of the Lucas Critique
    by Paolo Surico & Thomas Lubik

  • 2006 Structural Estimation and Evaluation of Calvo-Style Inflation Models
    by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

  • 2006 Modelling autoregressive processes with a shifting mean
    by González, Andrés & Teräsvirta, Timo

  • 2006 Purchasing Power Parity among Developing Countries and their Trade-Partners. Evidence from Selected CEEC and Implications for their Membership of EU
    by Nikolaos Giannellis & Athanasios P. Papadopoulos

  • 2006 Accuracy and properties of German business cycle forecasts
    by Osterloh, Steffen

  • 2006 The Yield of Ten-Year T-Bonds: Stumbling Towards a 'Good' Forecast
    by Weißbach, Rafael & Ponyatovskyy, Vladyslav & Zimmermann, Guido

  • 2006 Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply
    by Ugo Colombino & R. Aaberge & T. Wennemo

  • 2006 Style of practice and assortative mating: a recursive probit analysis of cesarean section scheduling in Italy
    by Daniele Fabbri & Chiara Monfardini

  • 2006 Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule
    by P. Siklos & M. Bohl

  • 2006 Macroeconometric modelling for evaluationg the policy impact on growth in dualistic countries: the case of Southern Italian Regions
    by Stefania P. S. Rossi & Guido Pellegrini & Ornella Tarola

  • 2006 Spurious Regressions With Time-Series data: Further Asymptotic Results
    by David E. A. Giles

  • 2006 Volatility Forecast Comparison using Imperfect Volatility Proxies
    by Andrew Patton

  • 2006 Testing for Structural Breaks in the Korean Economy 1980-2005: An Application of the Innovational Outlier and Additive Outlier Models
    by Harvie, Charles & Pahlavani, Mosayeb

  • 2006 Australia and New Zealand CER Agreement and Breakpoints in Bilateral Trade: An Application of the Wald-type Test
    by Jayanthakumaran, Kankesu & Pahlavani, Mosayeb

  • 2006 Identifying Structural Breaks in the Lebanese Economy 1970-2003: An Application of the Zivot and Andrews Test
    by Harvie, Charles & Pahlavani, Mosayeb & Saleh, Ali Salman

  • 2006 Joint Diagnostic Tests for Conditional Mean and Variance Specifications
    by Juan Carlos Escanciano

  • 2006 Using State Administrative Data to Measure Program Performance
    by Peter R. Mueser & Kenneth R. Troske & Alexey Gorislavsky

  • 2006 Prioritizing Policies for Pro-Poor Growth : Applying Bayesian Model Averaging to Vietnam
    by Klump, R. & Prüfer, P.

  • 2006 Goodness-of-Fit Tests in Nonparametric Regression
    by Einmahl, J.H.J. & van Keilegom, I.

  • 2006 Tests for Independence in Nonparametric Regression
    by Einmahl, J.H.J. & van Keilegom, I.

  • 2006 The miracle of the Septuagint and the promise of data mining in economics
    by Stan du Plessis

  • 2006 Will it float? The New Keynesian Phillips curve tested on OECD panel data
    by Roger Bjørnstad & Ragnar Nymoen

  • 2006 The New Keynesian Phillips Curve for a Small Open Economy
    by Pål Boug & Ådne Cappelen & Anders Rygh Swensen

  • 2006 Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply
    by Rolf Aaberge & Ugo Colombino & Tom Wennemo

  • 2006 A Behavioral Model of Work-trip Mode Choice in Shanghai
    by Gang Liu

  • 2006 Forecasting Swiss inflation using VAR models
    by Caesar Lack

  • 2006 Impact of oil prices in an estimated EU12 open economy model
    by M. Ratto & R. Girardi & R. Liska & W. Roeger & J. In't Veld

  • 2006 Back to square one: identification issues in DSGE models
    by Fabio Canova & Luca Sala

  • 2006 Comparing Value-at-Risk Methodologies
    by Luiz Renato Lima & Breno Pinheiro Néri

  • 2006 GMM Based Tests for Locally Misspecified Models
    by Walter Sosa Escudero & Anil K. Bera

  • 2006 Public Policy Framework for the New Zealand Innovation System
    by Smith, Keith

  • 2006 The export propensity of Polish SMEs
    by Nguyen, Truc Le & Ghatak, Subrata & Daly, Vince

  • 2006 Market Consumption and Hidden Consumption: A Test for Substitutability
    by Bruno Chiarini & Elisabetta Marzano

  • 2006 Does Consumer Confidence Forecast Household Spending? The Euro Area Case (Appendix to the main text)
    by Dion, David Pascal

  • 2006 Does Consumer Confidence Forecast Household Spending? The Euro Area Case
    by Dion, David Pascal

  • 2006 Does Consumer Confidence Forecast Household Spending?
    by Dion, David Pascal

  • 2006 Kerangka Kerja Ekonofisika dalam Basel II
    by Situngkir, Hokky & Surya, Yohanes

  • 2006 Параллельные Вычисления В Математическом Моделировании Региональной Экономики // Параллельные Вычислительные Технологии - 2007. Труды Первой Международной Научной Конференции. Челябинск: Изд-Во Южно-Уральского Государственного Университета, 2007. C.140-151
    by Olenev, Nicholas

  • 2006 The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation
    by Pötscher, Benedikt M.

  • 2006 Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models
    by Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu

  • 2006 Macroeconomic Determinants Of The Investment Funds Market. The Romanian Case
    by Dima, Bogdan & Barna, Flavia & Nachescu, Miruna

  • 2006 Violation duration as a better way of VaR model evaluation : evidence from Turkish market portfolio
    by Kilic, Ekrem

  • 2006 Tax Buoyancy Estimates for Indian States
    by Rajaraman, Indira & Goyal, Rajan & Khundrakpam, Jeevan Kumar

  • 2006 Macroeconometric Modelling in an Oil-Exporting Country: The case of Iran
    by Valadkhani, Abbas

  • 2006 A Dynamic Approach to Demand for Energy in Turkey
    by Bilgili, Faik

  • 2006 Ganzheitliche Wirkungen von Dummyvariablen auf die Prognosegenauigkeit ökonometrischer Modelle – analysiert am Beispiel des RWI-Konjunkturmodells KM59
    by Quaas, Georg

  • 2006 Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?
    by Ghent, Andra

  • 2006 Non-linearities in mark-up on costs
    by Wlazlowski, Szymon & Binner, Jane & Giulietti, Monica & Joseph, Nathan

  • 2006 Bayesian Estimation of the GARCH(1,1) Model with Normal Innovations
    by David, Ardia

  • 2006 Specification testing in discretized diffusion models: Theory and practice
    by Gao, Jiti & Casas, Isabel

  • 2006 Equilibrium Exchange Rates in EU New Members: Applicable for Setting the ERM II Central Parity?
    by Horvath, Roman & Komarek, Lubos

  • 2006 Examining the segment retention problem for the “Group Satellite” case
    by Ana Oliveira-Brochado & F. Vitorino Martins

  • 2006 Exploring the Usefulness of a Non-Random Holdout Sample for Model Validation: Welfare Effects on Female Behavior
    by Michael P. Keane & Kenneth I. Wolpin

  • 2006 Stock Market Volatility And The Forecasting Accuracy Of Implied Volatility Indices
    by Kazuhiko NISHINA & Tatsuro Nabil MAGHREBI & Moo-Sung KIM

  • 2006 Forecasting Monthly GDP for Canada
    by Annabelle Mourougane

  • 2006 Two Flaws In Business Cycle Accounting
    by Lawrence J. Christiano & Joshua M. Davis

  • 2006 How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach
    by Patrick J. Kehoe

  • 2006 Testing Portfolio Efficiency with Conditioning Information
    by Wayne E. Ferson & Andrew F. Siegel

  • 2006 On the Failure of the Bootstrap for Matching Estimators
    by Alberto Abadie & Guido W. Imbens

  • 2006 Nonparametric Tests for Treatment Effect Heterogeneity
    by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

  • 2006 Markov-switching Unit Root Test: A study of the Property Price Bubbles in Hong Kong and Seoul
    by Qin Xiao & Randolph Gee Kwang Tan

  • 2006 Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles
    by Qin Xiao & Randolph Gee Kwang Tan

  • 2006 Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity
    by Azhong Ye & Rob J Hyndman & Zinai Li

  • 2006 The Relationship Between Female Labour Force Participation And Fertility In G7 Countries: Evidence From Panel Cointegration And Granger Causality
    by Vinod Mishra & Ingrid Nielsen & Russell Smyth

  • 2006 Nonparametric Tests for Treatment Effect Heterogeneity
    by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

  • 2006 Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand
    by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

  • 2006 What do “residuals” from first-order conditions reveal about DGE models?
    by Alok Johri and Marc-André Letendre

  • 2006 The Distributional Impact of Healthcare Financing in Nigeria: A Case Study of Enugu State
    by Hyacinth Ementa Ichoku & William Munpuibeyi Fonta

  • 2006 Variance Estimation in a Random Coefficients Model
    by Schlicht, Ekkehart & Ludsteck, Johannes

  • 2006 Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes
    by Rodney W. Strachan & Herman K. van Dijk

  • 2006 Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models
    by Ilias Lekkos & Costas Milas & Theodore Panagiotidis

  • 2006 Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange
    by Paul Alagidede & Theodore Panagiotidis

  • 2006 Testing the Conditional Mean Function of Autoregressive Conditional Duration Models
    by Nikolaus Hautsch

  • 2006 Testing Preference Axioms in Discrete Choice experiments: A Reappraisal
    by Jens Leth Hougaard & Tue Tjur & Lars Peter Østerdal

  • 2006 Commuting, Externalities, and the Geographical Sizes of Metropolitan Areas
    by Eckhardt Bode

  • 2006 The Complex Response of Monetary Policy to the Exchange Rate
    by Ram Sharan Kharel & Christopher Martin & Costas Milas

  • 2006 The Impact of Uncertainty on Monetary Policy Rules in the UK
    by Christopher Martin & Costas Milas

  • 2006 Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models
    by Costas Milas & Ilias Lekkos & Theodore Panagiotidis

  • 2006 Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand
    by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens

  • 2006 Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand
    by Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A.

  • 2006 Testing Dependence among Serially Correlated Multi-Category Variables
    by Pesaran, M. Hashem & Timmermann, Allan

  • 2006 Testing Dependence among Serially Correlated Multi-Category Variables
    by M. Hashem Pesaran & Allan Timmermann

  • 2006 Nonparametric Tests for Treatment Effect Heterogeneity
    by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

  • 2006 Nonparametric Tests for Treatment Effect Heterogeneity
    by Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A.

  • 2006 'Making Work Pay' in a Rationed Labour Market
    by Olivier Bargain & Marco Caliendo & Peter Haan & Kristian Orsini

  • 2006 'Making Work Pay' in a Rationed Labour Market
    by Bargain, Olivier & Caliendo, Marco & Haan, Peter & Orsini, Kristian

  • 2006 Variance Estimation in a Random Coefficients Model
    by Schlicht, Ekkehart & Ludsteck, Johannes

  • 2006 Variance Estimation in a Random Coefficients Model
    by Ekkehart Schlicht & Johannes Ludsteck

  • 2006 Beans for Breakfast? How Exportable Is the British Workfare Model?
    by Olivier Bargain & Kristian Orsini

  • 2006 Beans for Breakfast? How Exportable Is the British Workfare Model?
    by Bargain, Olivier & Orsini, Kristian

  • 2006 Tenure Profiles and Efficient Separation in a Stochastic Productivity Model
    by Sebastian Buhai & Coen Teulings

  • 2006 Tenure Profiles and Efficient Separation in a Stochastic Productivity Model
    by Buhai, Sebastian & Teulings, Coen

  • 2006 Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply
    by Rolf Aaberge & Ugo Colombino & Tom Wennemo

  • 2006 Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply
    by Aaberge, Rolf & Colombino, Ugo & Wennemo, Tom

  • 2006 Consistent Specification Test For Ordered Discrete Choice Models
    by Juan Mora & Ana I. Moro

  • 2006 On the Specification of Propensity Scores: with an Application to the WTO-Environment Debate
    by Daniel Millimet & Rusty Tchernis

  • 2006 Simulation based selection of competing structural econometric models
    by Tong Li

  • 2006 Nonparametric Density Estimation for Positive Time Series
    by Taoufik Bouezmarni & Jeroen V.K. Rombouts

  • 2006 Regime switching GARCH models
    by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

  • 2006 Evaluating alternative representations of the choice sets in models of labour supply
    by Rolf Aaberge & Ugo Colombino & Tom Wennemo

  • 2006 Skewness Premium with Lévy Processes
    by José Fajardo & Ernesto Mordecki

  • 2006 Formative Measurement Models in Covariance Structure Analysis: Specification and Identification
    by Dirk Temme & Lutz Hildebrandt

  • 2006 Probleme der Validierung mit Strukturgleichungsmodellen
    by Lutz Hildebrandt & Dirk Temme

  • 2006 On the Appropriateness of Inappropriate VaR Models
    by Wolfgang Härdle & Zdenek Hlavka & Gerhard Stahl

  • 2006 Identifying Strategic Interactions in Swedish Local Income Tax Policies
    by Edmark, Karin & Ågren, Hanna

  • 2006 Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices
    by Brännäs, Kurt & Soultanaeva, Albina

  • 2006 A Generalized Knowledge Production Function
    by Heshmati, Almas

  • 2006 U.S. natural rate dynamics reconsidered
    by Bårdsen, Gunnar & Nymoen, Ragnar

  • 2006 Backhauling in forest transportation - models, methods and practical usage
    by Carlsson, Dick & Rönnqvist, Mikael

  • 2006 An empirically based implementation and evaluation of a network model for commuting flows
    by Gitlesen, Jens Petter & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan

  • 2006 Using internal replication to establish a treatment effect
    by Johansson, Per

  • 2006 Taking the temperature – forecasting GDP growth for mainland China
    by Curran, Declan & Funke, Michael

  • 2006 Forecast errors and the macroeconomy — a non-linear relationship?
    by Ulrich Fritsche & Joerg Doepke

  • 2006 Taking the Temperature - Forecasting GDP Growth for Mainland China
    by Declan Curran & Michael Funke

  • 2006 Stability Tests for Heterogeneous Panel Data
    by Felix Chan Tommaso Mancini-Griffoli Laurent L. Pauwels

  • 2006 Explaining the Euro's Effect on Trade? Interest Rates in an Augmented Gravity Equation
    by Tommaso Mancini Griffoli

  • 2006 Super-Consistent Tests of Lp-Functional Form
    by Jonathan Hill

  • 2006 Asymptotically Nuisance-Parameter-Free Consistent Tests of Lp-Functional Form
    by Jonathan Hill

  • 2006 Business Cycle Analysis and VARMA models
    by Christian Kascha & Karel Mertens

  • 2006 A Mixture Multiplicative Error Model for Realized Volatility
    by Markku Lanne

  • 2006 Forecasting Realized Volatility by Decomposition
    by Markku Lanne

  • 2006 The Long-Run Phillips Curve and Non-Stationary Inflation
    by Bill Russell, Anindya Banerjee

  • 2006 Model uncertainty and Bayesian model averaging in vector autoregressive processes
    by Strachan, R.W. & van Dijk, H.K.

  • 2006 Desarrollo financiero y volatilidad del crecimiento económico: Evidencia para México y Estados Unidos
    by Rodolfo Cermeño & María José Roa García & Claudio González Vega

  • 2006 How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?
    by Julien Matheron & Céline Poilly

  • 2006 Yapisal Kirilma Altinda Para Talebinin Istikrari: Türkiye Örnegi
    by Nazif Catik

  • 2006 The Stability Of The Turkish Phillips Curve And Alternative Regime Shifting Models
    by Özlem Önder

  • 2006 Tests of Independence in Separable Econometric Models: Theory and Application
    by Donald J. Brown & Rahul Deb & Marten H. Wegkamp

  • 2006 Tests of Independence in Separable Econometric Models: Theory and Application
    by Donald J. Brown & Rahul Deb & Marten H. Wegkamp

  • 2006 Specification and Informational Issues in Credit Scoring
    by Kiefer, Nicholas M. & Larson, C. Erik

  • 2006 A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition
    by Kiefer, Nicholas M. & Larson, C. Erik

  • 2006 Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy
    by Choi, Hwan-sik & Kiefer, Nicholas M.

  • 2006 Non-Stationary Inflation and the Markup: an Overview of the Research and some Implications for Policy
    by Bill Russell

  • 2006 Detecting and Predicting Forecast Breakdowns
    by Rossi, Barbara & Giacomini, Raffaella

  • 2006 Misspecifiation of the Panzar-Rosse Model: Assessing Competition in the Banking Industry
    by Jacob Bikker & Laura Spierdijk & Paul Finnie

  • 2006 Investigating M3 Money Demand in the Euro Area: New Evidence Based on Standard Models
    by Christian Dreger & Jürgen Wolters

  • 2006 Apply with Caution: Introducing UK-Style In-work Support in Germany
    by Peter Haan & Michal Myck

  • 2006 Do Euro-Med agreements improve democracy and the quality of institutions in EU partner countries ?
    by Duc, Cindy & Lavallée, Emmanuelle

  • 2006 Understanding the Fine Structure of Electricity Prices
    by Geman, Hélyette & Roncoroni, Andréa

  • 2006 Multivariate mixed normal conditional heteroskedasticity
    by Luc, BAUWENS & C.M., HAFNER & J.V.K., ROMBOUTS

  • 2006 Regime switching GARCH models
    by Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS

  • 2006 Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU
    by Nikolaos Giannellis & Athanasios Papadopoulos

  • 2006 International Stock Return Comovements
    by Bekaert, Geert & Hodrick, Robert J & Zhang, Xiaoyan

  • 2006 Tenure Profiles and Efficient Separation in a Stochastic Productivity Model
    by Buhai, Ioan Sebastian & Teulings, Coen N

  • 2006 Multivariate mixed normal conditional heteroskedasticity
    by BAUWENS, Luc & HAFNER, Christian & ROMBOUTS, Jeroen

  • 2006 Regime switching GARCH models
    by BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen

  • 2006 Valor en Riesgo: Evaluación del desempeño de diferentes metodologías para 7 países latinoamericanos
    by Julio César Alonso & Mauricio Alejandro Arcos

  • 2006 Una Aproximación a La Dinámica de las Tasas de Interés de Corto Plazo en Colombia a través de Modelos GARCH Multivariados
    by Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo

  • 2006 Spillovers From Foreign Direct Investment:Within Or Between Industries?
    by Maurice Kugler

  • 2006 Modelling autoregressive processes with a shifting mean
    by Timo Terasvirta & Andrés González

  • 2006 Identifying Fiscal Policy Shocks In Chile And Colombia
    by Jorge E. Restrepo & Hernán Rincón

  • 2006 Issues in Adopting DSGE Models for Use in the Policy Process
    by Martin Fukac & Adrian Pagan

  • 2006 An Econometric Analysis of Emission Trading Allowances
    by Marc S. Paoletta & Luca Taschini

  • 2006 What Jump Process to use to Model S&P500 Returns?
    by Maria Semenova

  • 2006 Dynamic modeling under linear-exponential loss
    by Stanislav Anatolyev

  • 2006 Nonparametric retrospection and monitoring of predictability of financial returns
    by Stanislav Anatolyev

  • 2006 How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World
    by Lubos Briatka

  • 2006 Monetary policy before and after the euro: Evidence from Greece
    by Arghyrou, Michael G

  • 2006 Current Account Imbalances and Real Exchange Rates in the Euro Area
    by Arghyrou, Michael G & Chortareas, Georgios

  • 2006 Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study
    by Bond, Derek & Harrison, Michael J & O’Brien, Edward J.

  • 2006 Testing Dependence Among Serially Correlated Multi-category Variables
    by Pesaran, M.H. & Timmermann, A.

  • 2006 Testing the New Keynesian Phillips Curve through Vector Autoregressive models : Results from the Euro area
    by Luca Fanelli

  • 2006 Inflation Forecasts and the New Keynesian Phillips Curve
    by Sophocles N. Brissimis & Nicholas S. Magginas

  • 2006 Regime Switching Garch Models
    by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

  • 2006 Monetary Policy Inertia or Persistent Shocks?
    by Carrillo, J. & Fève, P. & Matheron, J.

  • 2006 How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?
    by Matheron, J. & Poilly, C.

  • 2006 Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of Garch, Option Implied and Composite Forecast Models
    by Guillermo Benavides

  • 2006 Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada
    by Lynda Khalaf & Maral Kichian

  • 2006 Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion
    by Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon

  • 2006 The Federal Reserve's Dual Mandate: A Time-Varying Monetary Policy Priority Index for the United States
    by René Lalonde & Nicolas Parent

  • 2006 On determining the importance of a regressor with small and undersized samples
    by Peter Sandholt Jensen & Allan H. Würtz

  • 2006 Semiparametric Construction of Spatial Generalized Hedonic Models for Private Properties
    by Stefan Sebastian Fahrländer

  • 2006 Macroeconomic effects resulting from the incentives of the Economic and Tax Regime in the Canary Islands between 1994 and 2013
    by Sosvilla Rivero, Simón & Martínez Budría , Eduardo & Navarro Ibáñez , Manuel

  • 2006 Learning-by-Doing or Habit Formation?
    by Hafedh Bouakez & Takashi Kano

  • 2006 An Investigation of the German Dominance Hypothesis in the Context of Eastern Enlargement of the EU
    by Mete Feridun

  • 2006 Forecasting Inflation: An Art as Well as a Science!
    by Ard Reijer & Peter Vlaar

  • 2006 U.S. Wage and Price Dynamics: A Limited-Information Approach
    by Argia M. Sbordone

  • 2006 Has the Stock Market Integration Between the Asian and OECD Countries Improved After the Asian Crisis?
    by Girijasankar Mallik

  • 2006 Economic Growth Before and After Reform: The Case of Egypt, 1973-2002
    by Kamaly, A.

  • 2006 The Moroccan Monetary and Financial Structure Reforms and Economic Agents´Behaviour
    by El Bouhadi, A. & Benali, M.

  • 2006 Australia and New Zealand CER agreement and breakpoints in bilateral trade: an application of the Wald-type test
    by Jayanthakumaran, K. & Pahlavani, M.

  • 2006 Implication of the Taylor Rule on Real Exchange Rate Movement in Kenya
    by Nandwa, B.

  • 2006 Empirical Evidence For A Money Demand Function: A Panel Data Analysis Of 27 Countries In 1988-98
    by GARCIA-HIERNAUX, Alfredo & CERNO, Leonel

  • 2006 ¿Existe el canal del crédito bancario?: evidencia para Colombia en el período 1995-2005
    by María Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa

  • 2006 Foreign outsourcing, labour demand and the choice of functional form
    by Michel Dumont

  • 2006 Une étude économétrique du nombre d'accidents dans le secteur de l'assurance automobile
    by María Del Carmen Melgar & José Antonio Ordaz & Flor María Guerrero

  • 2006-09 Auswahl von Wertpapieren bei kurzfristigem Zeithorizont (2)
    by Scholtz, Hellmut D.

  • 2005 Testing for Structural Breaks in Covariance: Exchange Rate Pass-Through in Canada
    by Maral Kichian & Lynda Khalaf

  • 2005 A Limited Information Approach to the Simultaneous Estimation of Wage and Price Dynamics
    by Argia M. Sbordone

  • 2005 Bootstrap inference on a nonlinear time series model of advertising effects
    by Miguel A. Arranz

  • 2005 Estimating the Interest Rate Rule with Open Market Operations or Lump-Sum Transfers of Money
    by Filippo Ochinno & John Landon-Lane

  • 2005 Stochastic and deterministic unit root models: problem of dominance
    by Svetlana Makarova & Wojciech Charemza

  • 2005 Learning-by-doing or Habit Formation?
    by Takashi Kano & Hafedh Bouakez

  • 2005 Simulation-based finite-sample linearity test against smooth transition models
    by González, Andrés & Teräsvirta, Timo

  • 2005 Univariate nonlinear time series models
    by Teräsvirta, Timo

  • 2005 Testing the Null of Co-integration in the Presence of Variance Breaks
    by Giuseppe Cavaliere and A M Robert Taylor

  • 2005 Combining The Forecasts Using A Statistical Approach
    by Dospinescu, Andrei Silviu

  • 2005 Impact Of Collinearity On The Estimated Parameters And Classical Statistical Tests Values Of Multifactorial Linear Regressions In Conditions Of O.L.S
    by Pavelescu, Florin Marius

  • 2005 Avoiding Data Snooping in Multilevel and Mixed Effects Models
    by David Afshartous & Michael Wolf

  • 2005 Formalized Data Snooping Based on Generalized Error Rates
    by Joseph P & Romano & Azeem M. Shaikh & Michael Wolf

  • 2005 How to prioritise policies for poverty reduction: Applying Bayesian Model Averaging to Vietnam
    by Klump, Rainer & Prüfer, Patricia

  • 2005 The Role of Asset Prices in Euro Area Monetary Policy: Specification and Estimation of Policy Rules and Implications for the European Central Bank
    by Bohl, Martin T. & Siklos, Pierre L.

  • 2005 The volatility of realized volatility
    by Corsi, Fulvio & Kretschmer, Uta & Mittnik, Stefan & Pigorsch, Christian

  • 2005 The forecast ability of risk-neutral densities of foreign exchange
    by Craig, Ben R. & Keller, Joachim

  • 2005 The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation
    by Memmel, Christoph & Wehn, Carsten

  • 2005 Demand and productivity components of business cycles: Estimates and implications
    by Dufourt

  • 2005 Trade Potential In An Enlarged European Union: A Recent Approach
    by Enrique Martínez-Galán & Maria-Paula Fontoura & Isabel Proença

  • 2005 The Behavioral Equilibrium Exchange Rate of the Czech Koruna
    by Martin Melecky & Lubos Komarek

  • 2005 Early Locking to the Euro: Some Estimates for the New EU Countries based on Equilibrium Exchange Rates
    by Martin Melecky

  • 2005 Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability
    by Barbara Rossi

  • 2005 Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality
    by Viktor Winschel

  • 2005 Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading
    by Gonzalo Cortazar & Alejandro Bernales & Diether Beuermann

  • 2005 Market Efficiency and the Euro: The case of the Athens Stock Exchange
    by Theodore Panagiotidis

  • 2005 From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices
    by Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil

  • 2005 Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate
    by Sutthisit Jamdee & Cornelis A. Los

  • 2005 Socio-Economic Development : Mathematical Models By Dr.Vsrs
    by DR.VSR.SUBRAMANIAM

  • 2005 A Quarterly Econometric Model of the Slovenian Economy
    by Miroslav Verbic

  • 2005 The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications
    by Oleg Korenok & Stanislav Radchenko

  • 2005 Parametric and semiparametric specification tests for binary choice models: a comparative simulation study
    by Isabel Proenca & Joao Santos Silva

  • 2005 Econometric Modeling of Business Telecommunications Demand using RETINA and Finite Mixtures
    by Massimiliano Marinucci & Teodosio Pérez-Amaral

  • 2005 Oil And Gas Markets In The Uk: Evidence For From A Cointegrating Approach
    by Theodore Panagiotidis & Emilie Rutledge

  • 2005 Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models
    by Arnab Bhattacharjee

  • 2005 Evidence on the Incentive Properties of Share Contracts
    by Luis H.B. Braido

  • 2005 Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability
    by Barbara Rossi

  • 2005 The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications
    by Oleg Korenok & Stanislav Radchenko

  • 2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations
    by Annastiina Silvennoinen & Timo Teräsvirta

  • 2005 Panel Smooth Transition Regression Models
    by Andres Gonzalez & Timo Terasvirta & Dick van Dijk

  • 2005 Back to square one: Identification issues in DSGE models
    by Fabio Canova & Luca Sala

  • 2005 The Australian Dollar's Long-Term Fluctuations and Trend: The Commodity Prices-cum-Economic Cycles Hypothesis
    by Sanidas, Elias

  • 2005 The Relationship Between Trade and Economic Growth in Iran: An Application of a New Cointegration Technique in the Presence of Structural Breaks
    by Pahlavani, Mosayeb

  • 2005 Analysing the Trade-GDP Nexus in Iran: A Bounds Testing Approach
    by Pahlavani, Mosayeb

  • 2005 Multiple Structural Breaks in Australia's Macroeconomic Data: An Application of the Lumsdaine and Papell Test
    by Valadkhani, Abbas & Layton, Allan P. & Pahlavani, Mosayeb

  • 2005 Macroeconometric Modelling: Approaches and Experiences in Developing Countries
    by Valadkhani, Abbas

  • 2005 Structural Changes in the Iranian Economy: An Empirical Analysis with Endogenously Determined Breaks
    by Pahlavani, Mosayeb & Wilson, Ed & Valadkhani, Abbas

  • 2005 A Consistent Diagnostic Test for Regression Models Using Projections
    by Juan Carlos Escanciano

  • 2005 On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions
    by Juan Carlos Escanciano

  • 2005 Doctors’ Fees in Ireland Following the Change in Reimbursement - Did They Jump?
    by David Madden

  • 2005 Econometric modeling of business Telecommunications demand using Retina and Finite Mixtues
    by Massimiliano Marinucci & Teodosio Pérez-Amaral

  • 2005 Different Modeling Strategies for Discrete Choice Models of Female Labour Supply: Estimates for Switzerland
    by Reto Nyffeler

  • 2005 Semiparametric Construction of Spatial Generalized Hedonic Models for Private Properties
    by Stefan Sebastian Fahrlaender

  • 2005 No One True Path: Uncovering the Interplay between Geography, Institutions, and Fractionalization in Economic Development
    by Chih Ming Tan

  • 2005 Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study
    by Derek Bond & Michael J. Harrison & Edward J. O'Brien

  • 2005 Exchange Rate Pass-through in a Small Open Economy
    by Pål Boug & Ådne Cappelen & Torbjørn Eika

  • 2005 Identifying Structural Breaks in Cointegrated VAR Models
    by Håvard Hungnes

  • 2005 Unit Root Tests With Markov-Switching
    by Xiao Qin & Gee Kwang Randolph Tan

  • 2005 Making a match: combining theory and evidence in policy-oriented macroeconomic modelling
    by Alasdair Scott & George Kapetanios & Adrian Pagan

  • 2005 Extracting expectations from currency option prices: a comparison of methods
    by Marian Micu

  • 2005 Changing Effects of Monetary Policy in the U.S. –Evidence from a Time-Varying Coefficient VAR
    by Christian Melzer & Thorsten Neumann

  • 2005 Market consumpition and hidden consumption. A test for substitutability
    by Bruno Chiarini & Elisabetta Marzano

  • 2005 Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models
    by Arnab Bhattacharjee

  • 2005 Estimation and Evaluation of a Segmented Markets Monetary Model
    by John Landon-Lane & Filippo Occhino

  • 2005 Impacts of Employment Regulation: Towards an Evaluation Framework
    by Borland, Jeff

  • 2005 Assessing the Usefulness of Structural Vector Autoregressions
    by Lawrence Christiano & Martin Eichenbaum

  • 2005 Learning-by-Doing or Habit Formation?
    by Takashi Kano & Hafedh Bouakez

  • 2005 A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models
    by Filippo Occhino & John Landon-Lane

  • 2005 Usando información adicional en la estimación de la brecha producto en el Perú: una aproximación multivariada de componentes no observados
    by Gonzalo Llosa & Shirley Miller

  • 2005 Using additional information in estimating the output gap in Peru: a multivariate unobserved component approach
    by Gonzalo Llosa & Shirley Miller

  • 2005 Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?
    by Jorge Selaive & Vicente Tuesta R

  • 2005 Size Matters: Covariance Matrix Estimation Under the Alternative
    by Jason Allen

  • 2005 Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?
    by Leeb, Hannes & Pötscher, Benedikt M.

  • 2005 Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area
    by Fanelli, Luca

  • 2005 Assessing the Number of Components in Mixture Models: a Review
    by Ana Oliveira-Brochado & Francisco Vitorino Martins

  • 2005 Testing Alternative Dynamic Systems for Modelling Tourism Demand
    by Maria M. De Mello & Natércia Fortuna

  • 2005 The Empirical Trap of Sign Reversals with Equality Restrictions
    by Stephen E. Haynes

  • 2005 Measures of human capital: A review of the literature
    by Trinh Le & John Gibson & Les Oxley

  • 2005 A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism
    by Thomas A Lubik

  • 2005 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
    by Clive G. Bowsher

  • 2005 Monetary policy and asset prices: To respond or not?
    by Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim

  • 2005 Detecting Neglected Parameter Heterogeneity with Chow Tests
    by Joachim Zietz

  • 2005 Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis
    by DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral

  • 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
    by DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda

  • 2005 Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics
    by DUFOUR, Jean-Marie

  • 2005 Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis
    by DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral

  • 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
    by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda

  • 2005 Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics
    by DUFOUR, Jean-Marie

  • 2005 Another Look at Measures of Forecast Accuracy
    by Rob J. Hyndman & Anne B. Koehler

  • 2005 Rana, Formichiere o un Milione di Euro? UnÕanalisi delle scelte in condizioni di incertezza in un esperimento naturale
    by Fabrizio Botti & Anna Conte & Daniela T. Di Cagno & Carlo D'Ippoliti

  • 2005 Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options
    by Ruijun Bu & Kaddour Hadri

  • 2005 On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models
    by Ilias Lekkos & Costas Milas & Theodore Panagiotidis

  • 2005 The latent factor VAR model: Testing for a common component in the intraday trading process
    by Nikolaus Hautsch

  • 2005 The Response of Monetary Policy to Uncertainty: Theory and Empirical Evidence for the US
    by Christopher Martin & Costas Milas

  • 2005 On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models
    by Ilias Lekkos & Costas Milas & Theodore Panagiotidis

  • 2005 Uncertainty and UK Monetary Policy
    by Christopher Martin & Costas Milas

  • 2005 Uncertainty and Monetary Policy Rules in the United States
    by Christopher Martin & Costas Milas

  • 2005 The price-dividend relationship in inflationary and deflationary regimes
    by Jakob B Madsen & Costas Milas

  • 2005 Non-linear real exchange rate effects in the UK labour market
    by Gabriella Legrenzi & Costas Milas

  • 2005 Non-linear adjustments in fiscal policy
    by Gabriella Legrenzi & Costas Milas

  • 2005 Asymmetries in the Growth of Governments
    by Gabriella Legrenzi

  • 2005 Sensitivity of Propensity Score Methods to the Specifications
    by Zhong Zhao

  • 2005 Sensitivity of Propensity Score Methods to the Specifications
    by Zhao, Zhong

  • 2005 Cooperative Models in Action: Simulation of a Nash-Bargaining Model of Household Labor Supply with Taxation
    by Bargain, Olivier & Moreau, Nicolas

  • 2005 Cooperative Models in Action: Simulation of a Nash-Bargaining Model of Household Labor Supply with Taxation
    by Bargain, Olivier & Moreau, Nicolas

  • 2005 On Modeling Household Labor Supply with Taxation
    by Bargain, Olivier

  • 2005 On Modeling Household Labor Supply with Taxation
    by Bargain, Olivier

  • 2005 Modelos De Estimacion De La Probabilidad De Negociacion Informada: Una Comparacion Metodologica En El Mercado Español
    by David Abad & Antonio Rubia

  • 2005 German Exports to the Euro Area - A Cointegration Approach
    by Sabine Stephan

  • 2005 Can the Kydland-Prescott Model Pass the Cogley-Nason Test?
    by Fève, Patrick & Matheron, Julien

  • 2005 A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function
    by Atanas Christev & Allen Featherstone

  • 2005 The Impact of Macroeconomic and Regulatory Factors on Bank Efficiency: A Non-Parametric Analysis of Hong Kong's Banking System
    by Leigh M. Drake & Maximilian J. B. Hall & Richard Simper

  • 2005 Forecast Combination and Model Averaging using Predictive Measures
    by Eklund, Jana & Karlsson, Sune

  • 2005 Panel Smooth Transition Regression Models
    by González, Andrés & Teräsvirta, Timo & van Dijk, Dick

  • 2005 Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels
    by He, Changli & Sandberg, Rickard

  • 2005 Inference for Unit Roots in a Panel Smooth Transition Autoregressive Model where the Time Dimension is Fixed
    by He, Changli & Sandberg, Rickard

  • 2005 Dickey-Fuller Type of Tests against Nonlinear Dynamic Models
    by He, Changli & Sandberg, Rickard

  • 2005 Testing Parameter Constancy in Unit Root Autoregressive Models Against Continuous Change
    by He, Changli & Sandberg, Rickard

  • 2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations
    by Silvennoinen, Annastiina & Teräsvirta, Timo

  • 2005 Comparing alternative Phillips curve specifications: European results with survey-based expectations
    by Paloviita , Maritta

  • 2005 The role of expectations in euro area inflation dynamics
    by Paloviita, Maritta

  • 2005 Tenure Profiles and Efficient Separation in a Stochastic Productivity Model
    by Buhai, Sebastian & Teulings, Coen

  • 2005 Threshold Effects and Regional Economic Growth-Evidence from West Germany
    by Michael Funke & Annekatrin Niebuhr

  • 2005 Mankiw's Puzzle on Consumer Durables: A Misspecification
    by Tam Bang Vu

  • 2005 Konjunkturprognosen – Verfahren, Erfolgskontrolle und Prognosefehler
    by Michael Groemling

  • 2005 Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Strochastic Processes with an Application
    by Jonathan B. Hill

  • 2005 On Tail Index Estimation Using Dependent,Heterogenous Data
    by Jonathan B. Hill

  • 2005 Modeling Factor Demands with SEM and VAR: An Empirical Comparison
    by Matteo Manera

  • 2005 A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements
    by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER

  • 2005 Estimation of Jump-Diffusion Process vis Empirical Characteristic Function
    by Michael Rockinger & Maria Semenova

  • 2005 Crescimento Económico e Ciclos Partidários: Uma Clarificação da Relação Existente
    by António Caleiro

  • 2005 Following the High Road or Not: What Does It Imply for Firms As to WTR Implementation
    by Fabrice Gilles

  • 2005 Testing Heterogeneity within the Euro Area Using a Structural Multi-Country Model
    by Eric Jondeau & Jean-Guillaume Sahuc

  • 2005 On the Design of Artificial Stock Markets
    by Boer-Sorban, K. & de Bruin, A. & Kaymak, U.

  • 2005 Weakly informative priors and well behaved Bayes factors
    by Strachan, R.W. & van Dijk, H.K.

  • 2005 Testable implications of forecast optimality
    by Andrew J. Patton & Allan Timmermann

  • 2005 A method of moments estimator for semiparametric index models
    by Bas Donkers & Marcia M. A. Schafgans

  • 2005 International Stock Return Comovements
    by Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan

  • 2005 How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?
    by Rossi, Barbara & Giacomini, Raffaella

  • 2005 The Synchronisation of European Labour Markets: An Analysis Using Aggregate Philips Curves
    by Nicolien Schermer

  • 2005 Financing development: debt versus equity
    by Jo�l van der Weele

  • 2005 Privatisation and Economic Growth
    by Margaret McKenzie

  • 2005 'Making Work Pay' in a Rationed Labour Market: The Mini-Job Reform in Germany
    by Olivier Bargain & Marco Caliendo & Peter Haan & Kristian Orsini

  • 2005 Forecast Errors and the Macroeconomy: A Non-Linear Relationship?
    by Ulrich Fritsche & Jörg Döpke

  • 2005 A Matter of Principal
    by Lautier, Delphine

  • 2005 Real Options : Still looking for Evidence ?
    by Philippe, Henri

  • 2005 Les impôts locaux sont-ils gaspillés?
    by Marc BAUDRY

  • 2005 Estimating the Equilibrium Effective Exchange Rate for Potential EMU members
    by Nikolaos Giannellis & Athanasios Papadopoulos

  • 2005 Mean and variance causality between the Cyprus Stock Exchange and major equity markets
    by Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas

  • 2005 Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias
    by Kleck, Gary & Kovandzic, Tomislav & Schaffer, Mark E

  • 2005 How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation
    by Inoue, Atsushi & Kilian, Lutz

  • 2005 Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management
    by Pesaran, M Hashem & Zaffaroni, Paolo

  • 2005 Forecast Combination and Model Averaging Using Predictive Measures
    by Eklund, Jana & Karlsson, Sune

  • 2005 Bayesian Analysis of DSGE Models
    by An, Sungbae & Schorfheide, Frank

  • 2005 Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations
    by Mencía, Javier & Sentana, Enrique

  • 2005 A model selection method for S-estimation
    by PREMINGER, Arie & SAKATA, Shinichi

  • 2005 The Behavioural Equilibrium Exchange Rate of the Czech Koruna
    by Lubos Komarek & Martin Melecky

  • 2005 Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis
    by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

  • 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
    by Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf

  • 2005 Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics
    by Jean-Marie Dufour

  • 2005 Inflation Expectations in the Czech Interbank Market
    by Martin Fukac

  • 2005 A method of moments estimator for semiparametric index models
    by Bas Donkers & Marcia M Schafgans

  • 2005 Testable Implications of Forecast Optimality
    by Andrew J. Patton & Allan Timmermann

  • 2005 Jointness of Growth Determinants
    by Doppelhofer, G. & Weeks, M.

  • 2005 An empirical evaluation of structural credit risk models
    by Nikola A. Tarashev

  • 2005 The Fed and the Question of Financial Stability: An Empirical Investigation
    by Grunspan, T.

  • 2005 Can the Kydland--Prescott Model Pass the Cogley--Nason Test?
    by Fève, P. & Matheron, J.

  • 2005 Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area
    by Marcello Pericoli

  • 2005 Intertemporal Substitution in Macroeconomics: Evidence from a Two-Dimensional Labour Supply Model with Money
    by Ali Dib & Louis Phaneuf

  • 2005 Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis
    by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

  • 2005 Learning-by-Doing or Habit Formation?
    by Hafedh Bouakez & Takashi Kano

  • 2005 Financial Crises and Money Demand in Jamaica
    by Fiona Atkins

  • 2005 A Quarterly Macroeconometric Model of the Turkish Economy
    by Cem Aysoy & Ahmet N. Kipici

  • 2005 The impact of budget deficit onto the exchange rate
    by Karel Vít

  • 2005 Financial Crisis Prediction: Specification of Pre-crisis Periods in Turkey, Argentina and Thailand
    by Petr Hájek

  • 2005 Los siniestros en el seguro del automóvil: un análisis econométrico aplicado/The accidents in the automobile insurance: an applied econometric analysis
    by MELGAR HIRALDO, M.C. & GUERRERO CASAS, F.M.

  • 2005 European Economic Policies at Work : the costs of Price Stability and Budget Consolidation
    by Carlo Altavilla & Ugo Marani

  • 2005 Identifying the German Inventory Cycle, A Multivariate Structural Time Series Approach Using Survey Data
    by Erich Langmantel

  • 2005 Some approachs to forecasting economic indicators
    by Marina Turuntseva & Sergey Drobyshevsky & Pavel Kadochnnikov

  • 2005 Do the Measurements of Financial Market Inflation Expectations Yield Relevant Macroeconomic Information?
    by Martin Fukaè

  • 2005 Cointegration and Structural Change in the Exports-Gdp Nexus: The Case of Iran, 1960-2003
    by Pahlavani, M.

  • 2005 Multiple Structural Breaks In Australia’S Macroeconomic Data: An Application Of The Lumsdaine And Papell Test
    by VALADKHANI, A. & LAYTON, Allan P. & PAHLAVANI, M.

  • 2005 Sources Of Economic Growth In Iran: A Cointegration Analysis In The Presence Of Structural Breaks, 1960-2003
    by Pahlavani, M.

  • 2005 Macroeconomic Modelling: Approaches and Experiences in Development Countries
    by Valadkhani, A.

  • 2005 Una evaluación de los pronósticos de inflación en Colombia bajo el esquema de inflación objetivo
    by Héctor Mauricio Nuñez Amortegui

  • 2005 Estimación de la estructura a plazos de las tasas de interés en Colombia por medio del método de funciones B-spline cúbicas
    by Diego Mauricio Vásquez & Luis Fernando Melo

  • 2005 A note on the Bandwidth choice when the null hypothesis is semiparametric
    by Jorge Barrientos Marín

  • 2005 Community tax evasion models: A stochastic dominance test
    by Néstor Gandelman

  • 2005 The empirics of the Solow growth model: Long-term evidence
    by Milton Barossi-Filho & Ricardo Gonçalves Silva & Eliezer Martins Diniz

  • 2005 Structural models of default: lessons from firm-level data
    by Nikola Tarashev

  • 2005 Explanation of Economic Growth Differences in the CEE Countries: Importance of the BOP Constraint
    by Virmantas Kvedaras

  • 2005 Sales Forecasting Using Artificial Neural Networks
    by Marusia Ivanova

  • 2005-11 Auswahl von Wertpapieren bei kurzfristigem Zeithorizont - Ein geeigneter Ansatz für die Altersversorgung?
    by Scholtz, Hellmut D.

  • 2005-05 Altersvorsorge mit einem Mix aus Exchange Traded Funds und Optionsscheinen
    by Scholtz, Hellmut D.

  • 2004 Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison
    by Mikael Petitjean & Pierre Giot

  • 2004 Are New Keynesian Phillips Curves Identified ?
    by Maral Kichian & Jean-Marie Dufour & Lynda Khalaf

  • 2004 A Specification Search Algorithm for Cointegrated Systems
    by Jerzy Mycielski & Michal Kurcewicz

  • 2004 Estimation of the fractionally integrated process with Missing Values: Simulation and Application
    by Valderio A. Reisen, UFES, Brazil. & Carlos Feitosa Luna & Manoel R. Sena Jr.

  • 2004 Semi-parametric procedures for Unit root and fractional cointegration tests
    by Valderio A. Reisen, DEST-UFES, Brazil & Luz A. M. Santander & GET-UFF

  • 2004 Elements in the Design of an Early Warning System for Sovereign Default
    by Ana-Maria Fuertes & Elena Kalotychou

  • 2004 Modified Hiemstra-Jones Test for Granger Non-causality
    by Cees Diks & Valentyn Panchenko

  • 2004 Are New Keynesian Phillips Curves Identified ?
    by Maral Kichian & Jean-Marie Dufour & Lynda Khalaf

  • 2004 Stylized Facts of Financial Time Series and Three Popular Models of Volatility
    by Malmsten, Hans & Teräsvirta, Timo

  • 2004 Dynamic asymmetries in US unemployment
    by Gary Koop & Simon M. Potter

  • 2004 Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions
    by Tae-Hwy Lee & Yongmiao Hong

  • 2004 Expected Value Models: A New Approach
    by Nour Meddahi

  • 2004 Testing Asset Pricing Model with Coskweness
    by Giovanni Urga & Giovanni Barone Adesi & Patrick Gagliardini

  • 2004 An Empirical Investigation of Habit-Based Asset Pricing Models
    by Sydney C. Ludvigson & Xiaohong Chen

  • 2004 Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated
    by Norman R. Swanson & Valentina Corradi

  • 2004 Monetary Rules for Emerging Market Economies
    by Alessandro Rebucci

  • 2004 Are New Keynesian Phillips Curves Identified ?
    by Maral Kichian & Jean-Marie Dufour & Lynda Khalaf

  • 2004 Evaluating The Performance Of Non-Experimental Estimators: Evidence From A Randomized Ui Program
    by Jose Galdo

  • 2004 End-of-Sample Conintegratio Breakdown Tests
    by Donald Andrews & Jae-Young Kim

  • 2004 Option pricing under NIG distribution: --- The empirical analysis of Nikkei 225 option ----
    by Koichi Maekawa & Ken-ichi Kawai

  • 2004 A conditional distribution model for limited stock index returns
    by Walter G. Sanddorf-Koehle & Ralph Friedmann

  • 2004 Monetary Policy and Capital Accumulation Processes :How did the FED react to the Transition Phases ?
    by Paolucci Frank

  • 2004 Another Characterization of Long Memory Behavior
    by Jerome J Collet & Dominique Guegan

  • 2004 Forecasting US Inflation Using Model Averaging
    by Dick van Dijk

  • 2004 Testing for Structural Stability of the Demand for Subscription Television Service in the United States
    by Uri , Noel D.

  • 2004 Reweighting Household Surveys for Tax Microsimulation Modelling: An Application to the New Zealand Household Economic Survey
    by John Creedy & Ivan Tuckwell

  • 2004 Volatilidad del mercado accionario y la crisis asiática. Evidencia internacional de asimetrías
    by Johnson, Christian A. & Soriano, Fabián A.

  • 2004 Pricing of options under different volatility models
    by Herzberg, Markus & Sibbertsen, Philipp

  • 2004 Nonparametric Analysis of Covariance : the Case of Inhomogeneous and Heteroscedastic Noise
    by Scholz, Achim & Neumeyer, Natalie & Munk, Axel

  • 2004 Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
    by Liesenfeld, Roman & Richard, Jean-François

  • 2004 Testing for Causality in Variance using Multivariate GARCH Models
    by Hafner, Christian M. & Herwartz, Helmut

  • 2004 Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey
    by Knetsch, Thomas A.

  • 2004 On the Empirical Content of Quantal Response Equilibrium
    by Philip A. Haile & Ali Hortacsu & Grigory Kosenok

  • 2004 End-of-Sample Cointegration Breakdown Tests
    by Donald W.K. Andrews & Jae-Young Kim

  • 2004 Diffusion of ISO 9000 Standards and International Trade
    by Michal Grajek

  • 2004 Redefined Productivity & Socio-Economic Development Oriented Management Decisions
    by DR.VSR.SUBRAMANIAM

  • 2004 Preferencias inciertas y modelo Spike en la valoración del patrimonio natural
    by José María Casado García & Jesus Barreiro & Luis Perez y Perez

  • 2004 Consumer Surveys and Reality
    by Maurizio Bovi

  • 2004 Inflation dynamics in the euro area and the role of expectations
    by Maritta Paloviita

  • 2004 Accelerate Your Socio-Economic Development – An Eccentric Bicircualr Model & Solutions
    by DR. VSR. SUBRAMANIAM

  • 2004 Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach
    by Fabio Milani

  • 2004 System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets
    by Cornelis A Los

  • 2004 Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?
    by Jorge Selaive & Vicente Tuesta

  • 2004 Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds
    by jose ramos pires manso

  • 2004 Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds
    by jose r. p. manso

  • 2004 Asymmetry, Persistence And Non-Linearity Of Spanish Unemployment Rates
    by Jose Maria Casado Garcia & Javier Trivez Bielsa

  • 2004 The Empirics of the Solow Growth Model: Long-Term Evidence
    by Milton Barossi-Filho & Ricardo Gonçalves Silva & Eliezer Martins Diniz

  • 2004 Proxying for Expected Returns with Price Earnings Ratios
    by Charlotte S. Hansen & Bjorn E. Tuypens

  • 2004 Long-Term Dependence Characteristics of European Stock Indices
    by CORNELIS A. LOS & JOANNA M. LIPKA

  • 2004 Static Hedging of Standard Options
    by Peter Carr & Liuren Wu

  • 2004 Non-stationarities in financial time series, the long range dependence and the IGARCH effects
    by Thomas Mikosch & Catalin Starica

  • 2004 Long range dependence effects and ARCH modelling
    by Thomas Mikosch & Catalin Starica

  • 2004 Changes of structure in financial time series and the GARCH model
    by Thomas Mikosch & Catalin Starica

  • 2004 Is it really long memory we see in financial returns?
    by Thomas Mikosch

  • 2004 Non-stationarities in stock returns
    by Catalin Starica & Clive Granger

  • 2004 Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application
    by Jonathan B. Hill

  • 2004 Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption
    by Philip Kostov & John Lingard

  • 2004 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power
    by Evzen Kocenda & Lubos Briatka

  • 2004 On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates
    by Paulo M. M. Rodrigues & Antonio Rubia

  • 2004 Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?
    by Artur C. B. da Silva Lopes

  • 2004 Asimetría, Persistencia Y No Linealidad De La Tasa De Desempleo Español
    by José María Casado García & F.Javier Trívez

  • 2004 Consistent Model Specification Tests Against Smooth Transition Alternatives
    by Jonathan B. Hill

  • 2004 A Structural Model of the Inflation Process in South Africa
    by Janine Aron & John Muellbauer & Benjamin Smit

  • 2004 A Framework for Forecasting the Components of the Consumer Price
    by Janine Aron & John Muellbauer & Coen Pretorius

  • 2004 Inflation and Endogenous Growth in Underground Economies
    by Dario Cziraky & Max Gillman

  • 2004 Modelling Stock Returns in the G-7 and in Selected CEE Economies: A Non-linear GARCH Approach
    by Balázs Égert & Yosra Koubaa

  • 2004 A Model Selection Test for Bivariate Failure-Time Data
    by Xiaohong Chen & Yanqin Fan

  • 2004 A multifactor model of stock returns with endogenous regime switching
    by Patrick Coggi & Bogdan Manescu

  • 2004 Australia-Thailand Free Trade Agreement: Challenges and Opportunities for Bilateral Trade Policy and Closer Economic Relations
    by Tran Van Hoa

  • 2004 Testing the Markov property with ultra-high frequency financial data
    by Matos, Joao Amaro de & Fernandes, Marcelo

  • 2004 An Alternative Asymptotic Analysis of Residual-Based Statistics
    by Andreou, E. & Werker, B.J.M.

  • 2004 Firm Size and Short-Term Dynamics in Aggregate Entry and Exit
    by Manjon, M.C.

  • 2004 Econometric Modelling in Blockholder Systems of Corporate Governance
    by Manjon, M.C.

  • 2004 Local Sensitivity and Diagnostic Tests
    by Magnus, J.R. & Vasnev, A.L.

  • 2004 Estimating Underlying Energy Demand Trends using UK Annual Data
    by John Dimitropoulos & Lester C Hunt & Guy Judge

  • 2004 Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management
    by M. Hashem Pesaran & Paolo Zaffaroni

  • 2004 Can Long-Run Restrictions Identify Technology Shocks?
    by Christopher J. Erceg & Luca Guerrieri

  • 2004 Density Estimation and Combination under Model Ambiguity
    by Stefania D'Amico

  • 2004 Forecasting inflation: An art as well as a science!
    by Peter Vlaar & Ard den Reijer

  • 2004 New Phenomena Identified in a Stochastic Dynamic Macroeconometric Model: A Bifurcation Perspective
    by William A. Barnett & Yijun He

  • 2004 A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models
    by John Landon-Lane & Filippo Occhino

  • 2004 A Statistical Evaluation of Atmosphere-Ocean General Circulation Models: Complexity vs. Simplicity
    by Robert K. Kaufmann & David I. Stern

  • 2004 Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models
    by Sydney Ludvigson & Xiaohong Chen

  • 2004 Normal Mixture GARCH (1,1): Application to Exchange Rate Modelling
    by Carol Alexandra & Emese Lazar

  • 2004 Is the Currency Risk Priced in Equity Markets?
    by Francesco Giurda & Elias Tzavalis

  • 2004 A P* Model of Inflation in Puerto Rico
    by Rodríguez, Carlos A.

  • 2004 Evaluation of Dutch election programs: The impact of parameter uncertainty
    by Knoben, J. & Kerkhofs, M. & Graafland, J.J.

  • 2004 A Structural Model of the Inflation Process in South Africa
    by Janine Aron & John Muellbauer & Benjamin W. Smit

  • 2004 A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa
    by Janine Aron & John Muellbauer & Coen Pretorius

  • 2004 `Weak` trends for inference and forecasting in finite samples
    by Guillaume Chevillon

  • 2004 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Model
    by Clive Bowsher

  • 2004 Forecasting Austrian Inflation
    by Gabriel Moser & Fabio Rumler & Johann Scharler

  • 2004 Modelling inflation in the Euro Area
    by Eilev S. Jansen

  • 2004 Elements of a Theory of Design Limits to Optimal Policy
    by William A. Brock & Steven N. Durlauf

  • 2004 Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model
    by D. S. Poskitt & C. L. Skeels

  • 2004 Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors
    by Xibin Zhang & Maxwell L. King

  • 2004 Estimating Components in Finite Mixtures and Hidden Markov Models
    by D.S. Poskitt & Jing Zhang

  • 2004 Nonlinear inflation dynamics: evidence from the UK
    by Christopher Martin & Michael Arghyrou & Costas Milas

  • 2004 Inferences for the Extremum of Quadratic Regression Models
    by Joseph G. Hirschberg & Jenny N. Lye

  • 2004 Dealing with Limited Overlap in Estimation of Average Treatment Effects
    by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

  • 2004 Oil and gas market in the UK: evidence from a cointegration approach
    by Theodore Panagiotidis & Emilie Rutledge

  • 2004 On Priors on Cointegrating Spaces
    by Rodney W. Strachan

  • 2004 Exceptions to Bartlett’s Paradox
    by Rodney W. Strachan & Herman K. van Dijk

  • 2004 The Value of Structural Information in the VAR Model
    by Rodney W. Strachan & Herman K. van Dijk

  • 2004 Bayesian Model Selection with an Uninformative Prior
    by Rodney W. Strachan & Herman K. van Dijk

  • 2004 In-Work Policies in Europe: Killing Two Birds with One Stone?
    by Bargain, Olivier & Orsini, Kristian

  • 2004 In-Work Policies in Europe: Killing Two Birds with One Stone?
    by Bargain, Olivier & Orsini, Kristian

  • 2004 Unemployment in the OECD: Models and Mysteries
    by Junankar, Pramod N. (Raja) & Madsen, Jakob B.

  • 2004 Unemployment in the OECD: Models and Mysteries
    by Junankar, P. N. (Raja) & Madsen, Jakob B.

  • 2004 Real Time Econometrics
    by Pesaran, M. Hashem & Timmermann, Allan

  • 2004 Real Time Econometrics
    by Pesaran, M. Hashem & Timmermann, Allan

  • 2004 Estimating The Probability Of Informed Trading: Further Evidence From An Order-Driven Market
    by David Abad & Antonio Rubia

  • 2004 Counts With An Endogenous Binary Regressor: A Series Expansion Approach
    by Andrés Romeu & Marcos Vera-Hernández

  • 2004 On The Small Sample Properties Of Dickey Fuller And Maximum Likelihood Unit Root Tests On Discrete-Sampled Short-Term Interest Rates
    by Paulo M.M. Rodrigues & Antonio Rubia

  • 2004 Vector-Autoregression Approach to Forecast Italian Imports
    by Carmine Pappalardo & Gianfranco Piras

  • 2004 Does trading volume really explain stock returns volatility?
    by Thierry Ané & Loredana Ureche-Rangau

  • 2004 Factor Demand and Market Power
    by Sjöström, Magnus

  • 2004 A Bayesian Approach to Modelling Graphical Vector Autoregressions
    by Corander, Jukka & Villani, Mattias

  • 2004 A smooth permanent surge process
    by González Gómez, Andrés

  • 2004 Evaluating exponential GARCH models
    by Malmsten, Hans

  • 2004 Evaluating models of autoregressive conditional duration
    by Meitz, Mika & Teräsvirta, Timo

  • 2004 Inflation dynamics in the euro area and the role of expectations: further results
    by Paloviita , Maritta

  • 2004 A flexible prior distribution for Markov switching autoregressions with Student-t errors
    by Deschamps, Philippe J.

  • 2004 Some Statistical Pitfalls In Copula Modeling For Financial Applications
    by Jean-David FERMANIAN & Olivier SCAILLET

  • 2004 Binary models with misclassification in the variable of interest
    by Esmeralda Ramalho

  • 2004 Covariate Measurement Error in Endogenous Stratified Samples
    by Esmeralda Ramalho

  • 2004 Competition, the Lisbon Strategy and the Euro
    by Anindya Banerjee & Bill Russell

  • 2004 Valuing structure, model uncertainty and model averaging in vector autoregressive processes
    by Strachan, R.W. & van Dijk, H.K.

  • 2004 Testing for causality in variance using multivariate GARCH models
    by Hafner, C.M. & Herwartz, H.

  • 2004 Improper priors with well defined Bayes Factors
    by Strachan, R.W. & van Dijk, H.K.

  • 2004 Estimation and testing of dynamic models with generalised hyperbolic innovations
    by Javier F. Mencia & Enrique Sentana

  • 2004 Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates
    by Xiaohong Chen & Yanqin Fan & Andrew J. Patton

  • 2004 Two Cheers for the Aggregated (S, s) Model!
    by Richard Holt

  • 2004 Market Price of Risk Specifications for Affine Models: Theory and Evidence
    by Patrick Cheridito & Damir Filipovic

  • 2004 The empirical relevance of the New Keynesian Phillips curve
    by Ragnar Nymoen & Gunnar Bardsen & Eilev S. Jansen

  • 2004 Properties of Optimal Forecasts
    by Allan Timmermann & Andrew J. Patton

  • 2004 Interpreting Permanent and Transitory Shocks to Output When Aggregate Demand May Not Be Neutral in the Long-run
    by John Keating

  • 2004 Efficient Semiparametric Estimation of Quantile Treatment Effects
    by Sergio Firpo

  • 2004 The Value of Structural Information in the VAR Model
    by Rodney W. Strachan & Herman K. van Dijk

  • 2004 Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives
    by Jonathan B. Hill

  • 2004 The New Keynesian Phillips Curve: An empirical assessment
    by Florian PELGRIN & Alain GUAY & Richard LUGER

  • 2004 Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data
    by Aurobindo Ghosh & Anil K. Bera

  • 2004 Bootstrapping the HEGY Seasonal Unit Root Tests
    by Robert Taylor & Peter Burridge

  • 2004 Bagging Time Series Models
    by Lutz Kilian & Atsushi Inoue

  • 2004 Using additional information in estimating output gap in Peru: a multivariate unobserved component approach
    by Gonzalo Llosa/Shirley Miller

  • 2004 La demanda de dinero en Uruguay: 1980.1-2002.4
    by Elizabeth Bucacos & Gerardo Licandro

  • 2004 Legitimacy, Local Participation, and Compliance in the Galapagos Marine Reserve
    by Carlos Chavez & César Viteri

  • 2004 Forecasting Value-at-Risk Using the Markov-Switching ARCH Model
    by Wei-Ting Tang & Yin-Feng Gau

  • 2004 Structural Error Correction Model: A Bayesian Perspective
    by Chew Lian Chua & Peter Summers

  • 2004 Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity
    by Stan Hurn

  • 2004 A Smooth Test for Density Forecast Evaluation
    by Aurobindo Ghosh & Anil K. Bera

  • 2004 Sensitivity of OLS estimates against ARFIMA error process as small sample Test for long memory
    by Anurag Banerjee

  • 2004 Are There Any Class Size Effects on Early Career Earnings in West Germany?
    by Hans J. Baumgartner

  • 2004 Growth and Inflation Forecasts for Germany: An Assessment of Accuracy and Dispersion
    by Jörg Döpke & Ulrich Fritsche

  • 2004 Discrete Choice Labor Supply: Conditional Logit vs. Random Coefficient Models
    by Peter Haan

  • 2004 La volatilité des prix des matières premières
    by Lautier, Delphine & Simon, Yves

  • 2004 A Structural Model of the Inflation Process in South Africa
    by Janine Aron & John Muellbauer & B. Smit

  • 2004 A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa
    by Janine Aron & John Muellbauer & Coen Pretorius

  • 2004 Innovation Complimentarity and Scale of Production
    by Miravete, Eugenio J & Pernías, Jose C

  • 2004 Real Time Econometrics
    by Pesaran, M Hashem & Timmermann, Allan G

  • 2004 Bagging Time Series Models
    by Inoue, Atsushi & Kilian, Lutz

  • 2004 A full heteroscedastic one-way error components model allowing for unbalanced panel : Pseudo-maximum likelihood estimation and specification testing
    by LEJEUNE, Bernard

  • 2004 Los ciclos ganaderos en Colombia, 1950--2001
    by Gerson Javier Pérez V

  • 2004 Estimation And Testing Of Dynamic Models With Generalised Hyperbolic Innovations
    by Francisco Javier Mencía & Enrique Sentana

  • 2004 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power
    by Evzen Kocenda & Lubos Briatka

  • 2004 An Empirical Investigation of Biased Survey Data and an Attempted Cure
    by James E. Prieger

  • 2004 ‘Real Time Econometrics’
    by Pesaran, M.H. & Timmermann, A.

  • 2004 A Simple Test for the Absence of Covariate Dependence in Duration Models
    by Bhattacharjee, A.

  • 2004 Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan
    by Dimitrios Sideris

  • 2004 Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model
    by Moyen, S. & Sahuc, J-G.

  • 2004 Analysis of Optimal Bids in the Primary Auction of Mexican Federal Government Bonds: Results of a Structural Econometric Modeling Approach
    by Sara Gabriela Castellanos Pascacio & Marco Oviedo

  • 2004 Aggregation bias in macro models: does it matter foir the euro area?
    by Libero Monteforte

  • 2004 Business cycle non-linearities and productivity shocks
    by Paolo Piselli

  • 2004 Structural Change and Forecasting Long-Run Energy Prices
    by Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian

  • 2004 The U.S. New Keynesian Phillips Curve: An Empirical Assessment
    by Alain Guay & Florian Pelgrin

  • 2004 Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates
    by Richard Luger

  • 2004 Estimating New Keynesian Phillips Curves Using Exact Methods
    by Lynda Khalaf & Maral Kichian

  • 2004 O Papel Da Oferta De Trabalho No Comportamento Dos Retornos À Educação No Brasil
    by Alexandre Augusto Seijas de Andrade & Naércio Aquino Menezes-Filho

  • 2004 Monetary Policy And External Vulnerability In Brazil
    by Carlos Fernando Lagrota R. Lopes

  • 2004 Identificando Bolhas Especulativas Racionais No Ibovespa (Pós-Plano Real), A Partir De Regimes Markovianos De Conversão
    by Diógenes Manoel Leiva Martin & Herbert Kimura & Wilson Toshiro Nakamura & Eduardo Kazuo Kayo

  • 2004 Country pair-correlations as a measure of financial integration: the case of the Euro equity markets
    by Manuela CROCI

  • 2004 Seasonal Unit Root Testing Based on the Temporal Aggregation of Seasonal Cycles
    by Gabriel Pons Rotger

  • 2004 Sample Selection in Models of Academic Performance
    by Matthew J. Cushing & Mary G. McGarvey

  • 2004 Curva de rendimientos y crecimiento de la producción real en la UEM: eficiencia y estabilidad predictiva./Yield Curve and Real Output Growth in the EMU: Efficiency and Predictive Stability
    by DUARTE, A. & VENETIS, I. & PAYÁ, I.

  • 2004 20 años de modelos ARCH: una visión de conjunto de las distintas variantes de la familia/20 Years of Arch Modelling: a Survey of Different Models in the Family
    by DE ARCE BORDA, R.

  • 2004 Habit Formation And Precautionary Saving: Evidence From The Korean Household Panel Studies
    by Wooheon Rhee

  • 2004 Usos y limitaciones de los procesos estocásticos en el tratamiento de distribuciones de rendimientos con colas gordas
    by José Carlos Ramirez Sánchez

  • 2004 The Applied Econometrics: Theory and Praxis (Roman Hušek and Jan Pelikán) (in Czech)
    by Jan Kodera

  • 2004 Size Matters: The Standard Error of Regressions in the American Economic Review
    by Stephen T. Ziliak & Deirdre N. McCloskey

  • 2004 A Comparison of Causality Tests Applied to the Bilateral Relationship between Consumption and GDP in the USA and Mexico
    by Guisan, M.Carmen

  • 2004 Dynamic Relations Between Macroeconomic Factors and the Jordanian Stock Market
    by Al-Sharkas, A.A.

  • 2004 Cuenta Corriente Yrestriccion Presupuestaria Intertemporal: Un Contraste De La Viabilidaddel Financieamientoexterno
    by JUAN CARLOS VARGASBERDUGO

  • 2004 What makes reforms likely: Political economy determinants of reforms in Latin America
    by Eduardo Lora & Mauricio Olivera

  • 2004 Evolution and structure of unemployment in the metropolitan area of Cali 1988-1998. Does the unemployment rate present hysteresis?
    by Carlos Castellar & Jose Ignacio Uribe

  • 2004 Output Variability and Economic Growth: the Japanese Case
    by Stilianos Fountas & Menelaos Karanasos & Alfonso Mendoza

  • 2004 Economic Aspects of the Appraisal and Selection of Engineering Projects
    by Nadya Marinova

  • 2004 Models for Optimization Logistic Decisions (On The Example of the Bulgarian Army)
    by Vania Banabakova

  • 2004 Identificando Bolhas Especulativas Racionais no IBOVESPA (Pós-Plano Real), a partir de Regimes Markovianos de Conversão
    by Diógenes Manoel Leiva Martin & Eduardo Kazuo Kayo & Herbert Kimura & Wilson Toshiro Nakamura

  • 2003 Estimating nonlinear dynamic economies: A likelihood approach
    by Jesus Fernandez-Villaverde & Juan Rubio-Ramirez

  • 2003 Adaptive Learning, Model Uncertainty and Monetary Policy Inertia in a Large Information Environment
    by Fabio Milani

  • 2003 Asymptotic Principal Components Estimation of Large Factor Models
    by Victor Solo & Chris Heaton

  • 2003 A time series model for an exchange rate in a target zone with applications
    by Lundbergh, Stefan & Teräsvirta, Timo

  • 2003 Structural Change and Small-Sample Inference in a Long-Run Structural Var Model of UK Aggregate Demand
    by Dimitrios Papaikonomou

  • 2003 The Connection of Stock Markets Between Germany and the USA: New Evidence From a Co-integration Study
    by Eberts, Elke

  • 2003 Exchange and Interest Rates prior to EMU: The Case of Greece
    by Antzoulatos, Angelos A. & Wilfling, Bernd

  • 2003 Measuring the Discriminative Power of Rating Systems
    by Engelmann, Bernd & Hayden, Evelyn & Tasche, Dirk

  • 2003 The Forecasting Performance of German Stock Option Densities
    by Keller, Joachim & Glatzer, Ernst & Craig, Ben R. & Scheicher, Martin

  • 2003 Spatial Analysis Of Employment And Population Density: The Case Of The Agglomeration Of Dijon, 1999
    by Catherine Baumont & Cem Ertur & Julie Le Gallo

  • 2003 Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective
    by Slim CHAOUACHI & Gilles DUFRENOT & Val=E9rie MIGNON

  • 2003 Are There Any Class Size Effects On Early Career Earnings In West Germany?
    by Hans J. Baumgartner

  • 2003 Tests of Conditional Predictive Ability
    by Raffaella Giacomini & Halbert White

  • 2003 Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach
    by Ryan SULEIMANN

  • 2003 New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach
    by Ryan SULEIMANN

  • 2003 The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach
    by Ryan SULEIMANN

  • 2003 Testing for Unit Roots: Mexico's GDP
    by Alejandro Diaz-Bautista & Ramon A. Castillo Ponce

  • 2003 The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico
    by Carlos A. Rodríguez Ramos

  • 2003 An Alternative to the BDS Test: Integration Across The Correlation Integral
    by Evzen Kocenda

  • 2003 An efficiency analysis of banking systems: a comparison of European and United States large commercial banks using different functional forms
    by Bernardo Maggi & Stefania P. S. Rossi

  • 2003 Some Finite Sample Results On Testing For Granger Noncausality
    by Judith A. Clarke & Sadaf Mirza

  • 2003 Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?
    by Joachim Grammig & Erik Theissen

  • 2003 Using composite estimators to improve both domain and total area estimation
    by Àlex Costa & Albert Satorra & Eva Ventura

  • 2003 Stepwise multiple testing as formalized data snooping
    by Joseph P. Romano & Michael Wolf

  • 2003 An empirical evaluation of small area estimators
    by Àlex Costa & Albert Satorra & Eva Ventura

  • 2003 New Asian Regionalism: Evidence of ASEAN+3 Free Trade Agreement From Extended Gravity Theory and New Modelling Approach
    by Tran Van Hoa

  • 2003 Growth of Asian Regional Trade and Income Convergence: Evidence from ASEAN+3 Based on Extended Helpman-Krugman Hypothesis and Flexible Modelling Approach
    by Tran Van Hoa

  • 2003 Fractional Integration and the Dynamics of UK Unemployment
    by Luis A. Gil-Alana & S.G. Brian Henry

  • 2003 A Simple Asymptotic Analysis of Residual-Based Statistics
    by Andreou, E. & Werker, B.J.M.

  • 2003 Validity of Discrete-Choice Experiments - Evidence for Health Risk Reduction
    by Harry Telser & Peter Zweifel

  • 2003 Growth and Inequality: Model Evaluation Based on an Estimation-Calibration Strategy
    by Hyeok Jeong & Robert M. Townsend

  • 2003 A Test for Comparing Multiple Misspecified Conditional Distributions
    by Valentina Corradi & Norman R. Swanson

  • 2003 Regional differences in small firm development: the case of Poland
    by Mulhern, Alan

  • 2003 Regional Development of Small Firms in Poland
    by Ghatak, Subrata & Mulhern, Alan & Stewart, Chris

  • 2003 Identifying growth characteristics in the Polish small firm stratum
    by Mulhern, Alan

  • 2003 Symmetric Normal Mixture GARCH
    by Carol Alexandra & Emese Lazar

  • 2003 Optimal f and Portfolio Return Optimisation in US Futures Markets
    by John Anderson & Robert W Faff

  • 2003 Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests
    by George Kapetanios & Melvyn Weeks

  • 2003 Nonlinearities over the Business Cycle: an Application of the Smooth Transition Autoregressive Model to characterize GDP dynamics for the Euro-area and Portugal
    by Francisco Craveiro Dias

  • 2003 Test de l’effet de stabilisation automatique par la modélisation SVAR sans contrainte de long terme
    by Ghassan, Hassan B.

  • 2003 A Range-Based GARCH Model for Forecasting Volatility
    by Mapa, Dennis S.

  • 2003 Indicator Models of Real GDP Growth in Selected OECD Countries
    by Franck Sédillot & Nigel Pain

  • 2003 Can population projections be used for sensitivity tests on policy models?
    by John Bryant

  • 2003 Modelling structural change: the case of New Zealand
    by Olivier Basdevant & David Hargreaves

  • 2003 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
    by Clive G. Bowsher

  • 2003 Empirical Information Criteria for Time Series Forecasting Model Selection
    by Md B. Billah & R.J. Hyndman & A.B. Koehler

  • 2003 Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation
    by Xibin Zhang & Maxwell L. King

  • 2003 Employer Learning and Schooling-Related Statistical Discrimination in Britain
    by Galindo-Rueda, Fernando

  • 2003 Employer Learning and Schooling-Related Statistical Discrimination in Britain
    by Galindo-Rueda, Fernando

  • 2003 Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence
    by Antonio Rubia Serrano & Trino-Manuel Ñíguez

  • 2003 Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria
    by Trino-Manuel Ñíguez

  • 2003 Monetary Policy Shocks and Business Cycle Fluctuations in a Small Open Economy: Sweden 1986-2002
    by Lindé, Jesper

  • 2003 Testing the New Keynesian Phillips curve
    by Bårdsen, Gunnar & Jansen, Eilev S. & Nymoen, Ragnar

  • 2003 Testing constancy of the error covariance matrix in vector models
    by Eklund, Bruno & Teräsvirta, Timo

  • 2003 A nonlinear alternative to the unit root hypothesis
    by Eklund, Bruno

  • 2003 Testing the unit root hypothesis against the logistic smooth transition autoregressive model
    by Eklund, Bruno

  • 2003 Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach
    by Ericsson, Johan & Karlsson, Sune

  • 2003 Maximum Likelihood Ratio based small-sample tests for random coefficients in linear regression
    by Petzold, Max & Jonsson, Robert

  • 2003 Efficiency losses in milk marketing boards – the importance of exports
    by Brunstad, Rolf Jens & Gaasland, Ivar

  • 2003 On the Economic Impact of Modeling Non-Linearities: The Asset Pricing Example
    by Prasad Bidarkota

  • 2003 STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US
    by Giorgio Busetti & Matteo Manera

  • 2003 The value of structural information in the VAR model
    by Strachan, R.W. & van Dijk, H.K.

  • 2003 Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy
    by van Dijk, D.J.C. & Franses, Ph.H.B.F.

  • 2003 Output dynamics in an endogenous growth model
    by Moral Zuazo, María Paz & Barañano Mentxaka, Ilaski

  • 2003 The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico
    by Carlos A. Rodríguez Ramos

  • 2003 Employer Learning and Schooling-Related Statistical Discrimination in Britain
    by Galindo-Rueda, Fernando

  • 2003 Some million thresholds: Nonlinearity and cross-country growth regressions
    by Cuaresma, Jesus Crespo

  • 2003 Does the Purchasing Power Parity Hold in Emerging Markets? Evidence from Black Market Exchange Rates
    by Cerrato, Mario & Nicholas Sarantis

  • 2003 The Effect of Skill shortages on Unemployment and Real Wage Growth: A Simultaneous Equation Approach
    by Wallis, Gavin

  • 2003 US Monetary Policy Rules: the Case for Asymmetric Preferences
    by Surico, Paolo

  • 2003 Causality Tests, Interdependence and Model Selection: Aplication to OECD countries 1960-97
    by Guisan, M.Carmen

  • 2003 Recursive Predictability Tests for Real-Time Data
    by Rossi, Barbara & Inoue, Atsushi

  • 2003 Forecasting Inflation in the Netherlands and the Euro Area
    by A.H.J. den Reijer & P.J.G. Vlaar

  • 2003 Forecasting inflation: An art as well as a science!
    by P.J.G. Vlaar & A.H.J. den Reijer

  • 2003 On the Empirical Content of Quantal Response Equilibrium
    by Philip A. Haile & Ali Hortacsu & Grigory Kosenok

  • 2003 End-of-Sample Cointegration Breakdown Tests
    by Donald W.K. Andrews & Jae-Young Kim

  • 2003 Properties of Optimal Forecasts
    by Patton, Andrew J & Timmermann, Allan G

  • 2003 On the Selection of Forecasting Models
    by Inoue, Atsushi & Kilian, Lutz

  • 2003 Market risk in commodity markets: a VaR approach
    by GIOT, Pierre & LAURENT, Sébastien

  • 2003 Real-Time Tests of the Leading Economic Index: Do Changes in the Index Composition Matter?
    by Robert H. McGuckin & Ataman Ozyildirim

  • 2003 Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests
    by Kapetanios, G. & Weeks, M.

  • 2003 Changes in Financial Structure and Asset Price Substitutability: A Test of the Bank Lending Channel
    by Sophocles N. Brissimis & Nicholas S. Magginas

  • 2003 Evaluation and Combination of Conditional Quantile Forecasts
    by Raffaella Giacomini & Ivana Komunjer

  • 2003 Long-Memory Forecasting of U.S. Monetary Indices
    by John Barkoulas & Christopher F. Baum

  • 2003 Stepwise Multiple Testing as Formalized Data Snooping
    by Joseph P. Romano & Michael Wolf

  • 2003 What is this thing called confidence? A comparative analysis of consumer confidence indices in eight major countries
    by Roberto Golinelli & Giuseppe Parigi

  • 2003 Testing the Stability of the Canadian Phillips Curve Using Exact Methods
    by Lynda Khalaf & Maral Kichian

  • 2003 The Canadian Phillips Curve and Regime Shifting
    by Frédérick Demers

  • 2003 A Stochastic Simulation Framework for the Government of Canada's Debt Strategy
    by David Jamieson Bolder

  • 2003 Are One Factor Logarithmic Volatility Models Useful to Fit the Features of Financial Data? An Application to Microsoft Data
    by Maria Helena Lopes Moreira da Veiga

  • 2003 An empirical analysis of international equity market co-movements: implications for informational efficiency
    by Manuela CROCI

  • 2003 Modeling the Demand for Currency Issued in Turkey
    by Ozge Akinci

  • 2003 Can pro-natalist policy be effective?
    by Marek Loužek

  • 2003 Makroelemzők inflációs várakozásai Magyarországon
    by Krekó, Judit & Vonnák, Balázs

  • 2003 Evaluation Of Equity Mutual Funds’ Performance Using A Multicriteria Methodology
    by K. Pendaraki & C. Zopounidis

  • 2003 Capital Flight In The 1990s – Lessons From E. Europe
    by Angelos A. Antzoulatos & Theodosios Sampaniotis

  • 2003 An International Comparison Of Long-Run Consumer Behaviour
    by Chris Stewart

  • 2003 Trade Policy and its Impact On Economic Growth: The Chilean Experience in the Period of 1960 to 1998
    by Nowak-Lehmann D., Felicitas

  • 2003 Implications des chocs communs et specifiques pour le federalisme budgetaire europeen
    by Alexis Garatti

  • 2002 Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models
    by Pierre Giot & Sébastien Laurent

  • 2002 A New Class of Multivariate skew Densities, with Application to GARCH Models
    by Luc Bauwens & Sébastien Laurent

  • 2002 Exact Testing of the Stability of the Phillips Curve
    by Lynda Khalaf & Maral Kichian

  • 2002 Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices
    by Denis Bolduc & Dimitri Sanga

  • 2002 Modeling and forecasting Brazilian industrial production: unit roots, seasonality and non-linearity
    by Filipe R. Campante & Luciano Vereda & Marcelo C. Medeiros

  • 2002 Structural Change Testing in Stochastic Volatility Models
    by J. del Hoyo & J.-Guillermo Llorente

  • 2002 The UK Personal Sector Demand for Risky Money
    by Binner, Jane & Elger, Thomas

  • 2002 A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models
    by Hjelm, Göran & Johansson, Martin W

  • 2002 Testing parameter constancy in stationary vector autoregressive models against continuous change
    by He, Changli & Teräsvirta, Timo & González, Andres

  • 2002 EUROMON-Scenarios for the Euro Area Economy
    by P.J.A. van Els & S.G. Grob

  • 2002 Forecasting economic activity in Germany: how useful are sentiment indicators?
    by Schröder, Michael & Hüfner, Felix P.

  • 2002 The persistence and asymmetry of time-varying correlations
    by Baur, Dirk

  • 2002 Monitoring structural change in dynamic econometric models
    by Zeileis, Achim & Leisch, Friedrich & Kleiber, Christian & Hornik, Kurt

  • 2002 Testing the diffusion coefficient
    by Kleinow, Torsten

  • 2002 Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
    by Kilian, Lutz & Gonçalves, Sílvia

  • 2002 Evaluating Density Forecasts with an Application to Stock Market Returns
    by Raunig, Burkhard & de Raaij, Gabriela

  • 2002 The Empirical Performance of Option Based Densities of Foreign Exchange
    by Keller, Joachim G. & Craig, Ben R.

  • 2002 Comparing the Predictive Information Content of College Football Rankings
    by Ray C. Fair & John F. Oster

  • 2002 Canadian Money Demand Functions Cointegration¨CRank Stability
    by Alfred A. Haug

  • 2002 Modeling electricity loads in California: ARMA models with hyperbolic noise
    by Joanna Nowicka-Zagrajek & Rafal Weron

  • 2002 Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology
    by Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey

  • 2002 Uncovering Policy Makers' Loss Function
    by Paolo Surico

  • 2002 Labor-Supply Shifts and Economic Fluctuations
    by Yongsung Chang & Frank Schorfheide

  • 2002 Learning by Doing as a Propagation Mechanism
    by Yongsung Chang & Joao Gomes & Frank Schorfheide

  • 2002 Information, Alternative Markets, and Security Price Processes: A Survey of Literature
    by Rafiqul Bhuyan

  • 2002 What Type of Process Underlies Options? A Simple Robust Test
    by Peter Carr & Liuren Wu

  • 2002 Some million thresholds: Nonlinearity and cross-country growth regressions
    by Jesús Crespo Cuaresma

  • 2002 On the Futility of Testing the Error Term Assumptions in a Spurious Regression
    by David E. A. Giles

  • 2002 Evaluating Density Forecasts via the Copula Approach
    by Xiaohong Chen & Yanqin Fan

  • 2002 Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets
    by Pat Wilson & Ralf Zurbruegg & Richard Gerlach

  • 2002 A Score Test for Discreteness in GARCH Models
    by Henrik Amilon

  • 2002 International Real Business Cycles: A comparison of competing models using likelihood techniques
    by Joann Bangs & John Landon-Lane

  • 2002 International Real Business Cycles and Increasing Returns to Scale: A Formal Analysis using Likelihood Methods
    by John Landon-Lane & Joann Bangs

  • 2002 Evaluating Dynamic Stochastic General Equilibrium Models using Likelihood
    by John Landon-Lane

  • 2002 Identifying potential fast growth firms in the Polish small firm stratum
    by Mulhern, Alan & Ghatak, Subrata

  • 2002 Polish small firms: structure, expectations and optimism
    by Ghatak, Subrata & Mulhern, Alan

  • 2002 Building Neural Network Models for Time Series: A Statistical Approach
    by Marcelo C. Medeiros & Timo Terasvirta & Gianluigi Rech

  • 2002 Evaluating the performance of GARCH models using White´s Reality Check
    by Leonardo Souza & Alvaro Veiga & Marcelo C. Medeiros

  • 2002 Augoregressive Conditional Kurtosis
    by Chris Brooks & Simon P. Burke & Gita Persand

  • 2002 Time-Varying Market, Interest Rate and Exchange Rate Risk in Australian Bank Portfolio Stock Returns: A Garch-M Approach
    by Susan Ryan & Andrew C. Worthington

  • 2002 Modeling the Macro-Economy of Bangladesh
    by Lord, Montague J.

  • 2002 Evaluating Density Forecasts with an Application to Stock Market Returns
    by Gabriela de Raaij & Burkhard Raunig

  • 2002 The Aggregate Consumption Puzzle In Singapore
    by Tilak ABEYSINGHE & CHOY Keen Meng

  • 2002 The Empirical (ir)Relevance of the New Keynesian Phillips Curve
    by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen

  • 2002 A smooth-transition model of the Australian unemployment rate
    by Gunnar Bårdsen & Stan Hurn & Zoë McHugh

  • 2002 Residual-based tests for cointegration and multiple regime shifts
    by Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis

  • 2002 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices
    by C.S. Forbes & G.M. Martin & J. Wright

  • 2002 Influence Diagnostics in GARCH Processes
    by Xibin Zhang & Maxwell L. King

  • 2002 A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options
    by Jun Yu & Zhenlin Yang & Xibin Zhang

  • 2002 Parametric Pricing of Higher Order Moments in S&P500 Options
    by G.C. Lim & G.M. Martin & V.L. Martin

  • 2002 Macroeconomic instability, capital accumulation and growth: The case of Turkey 1963-1999
    by Mustafa Ismihan & Kivilcim Metin-Özcan & Aysit Tansel

  • 2002 Analyzing I(2) Systems by Transformed Vector Autoregressions
    by Hans Christian Kongsted & Heino Bohn Nielsen

  • 2002 Testing the Nominal-to-Real Transformation
    by Hans Christian Kongsted

  • 2002 Tail-Dependence in Stock-Return Pairs
    by Fortin, Ines & Kuzmics, Christoph

  • 2002 Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach
    by Jacobson, Tor & Karlsson, Sune

  • 2002 Regime Switches in Swedish Interest Rates
    by Erlandsson, Ulf

  • 2002 Building neural network models for time series: A statistical approach
    by Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi

  • 2002 Inflation dynamics in the euro area and the role of expectations
    by Paloviita , Maritta

  • 2002 Inflation Differentials before and after the EMU
    by Giovanni Arese-Visconti

  • 2002 A Note on Ending Inventory Valuation in Multiperiod Production Scheduling
    by van den Heuvel, W. & Wagelmans, A.P.M.

  • 2002 The impact of wealth on consumption and retirement behaviour in the UK
    by David Blake

  • 2002 State-of-art on PLS Path Modeling through the available software
    by TENENHAUS, Michel & CHATELIN, Yves-Marie & ESPOSITO VINZI, Vincenzo

  • 2002 Causalidad y cointegracion en modelos econometricos: Aplicaciones a los paises de la OCDE y limitaciones de los tests de cointegracion
    by Guisan, M.Carmen

  • 2002 Optimal Tests for Nested Model Selection with Underlying Parameter Instability
    by Rossi, Barbara

  • 2002 Alternative Models for Stock Price Dynamic
    by Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George

  • 2002 Alternative Measures of the Explanatory Power of Multivariate Probit Models with Continuous or Ordinal Responses
    by Martin Spieß & Gerhard Tutz

  • 2002 German Exports to the Euro Area
    by Sabine Stephan

  • 2002 Appréciation économétrique de la solvabilité des sociétés d'assurance non-vie
    by Hsini, Ridha

  • 2002 Testing for a New Economy in the 1990s
    by Ray C. Fair

  • 2002 College Football Rankings and Market Efficiency
    by Ray C. Fair & John F. Oster

  • 2002 End-of-Sample Instability Tests
    by Donald W.K. Andrews

  • 2002 Consistent Testing for Stochastic Dominance: A Subsampling Approach
    by Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae

  • 2002 Wavelets in Economics and Finance: Past and Future
    by Ramsey, J.B.

  • 2002 VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models
    by Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca

  • 2002 In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
    by Inoue, Atsushi & Kilian, Lutz

  • 2002 Learning by Doing as a Propagation Mechanism
    by Chang, Yongsung & Gomes, Joao F & Schorfheide, Frank

  • 2002 An Evaluation Framework for Alternative VaR Models
    by Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C

  • 2002 Factor Forecasts for the UK
    by Artis, Michael J & Banerjee, Anindya & Marcellino, Massimiliano

  • 2002 Bubbles and long-range dependence in asset prices volatilities
    by KIRMAN, Alan & TEYSSIÈRE, Gilles

  • 2002 The information content of implied volatility in agricultural commodity markets
    by GIOT, Pierre

  • 2002 A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data
    by LEJEUNE, Bernard

  • 2002 A new class of multivariate skew densities, with application to GARCH models
    by BAUWENS, Luc & LAURENT, Sébastien

  • 2002 Analytic Evaluation of Volatility Forecasts
    by Torben G. Andersen & Tim Bollerslev & Nour Meddahi

  • 2002 Alternative Models for Stock Price Dynamics
    by Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen

  • 2002 Testing for Drift in a Time Series
    by Busettti, F. & Harvey, A.

  • 2002 Generalised Mean-Variance Analysis and Robust Portfolio Diversification
    by Wright, S.M. & Satchell, S.E.

  • 2002 Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?
    by Joachim Grammig & Erik Theissen

  • 2002 Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods
    by Raffaella Giacomini

  • 2002 Macroeconomic Instability, Capital Accumulation and Growth : The Case of Turkey 1963-1999
    by Mustafa Ismihan & Aysit Tansel & Kivilcim Metin-Ozcan

  • 2002 Evaluating the Quarterly Projection Model: A Preliminary Investigation
    by Robert Amano1 & Kim McPhail & Hope Pioro & Andrew Rennison

  • 2002 Herramientas estadisticas para el estudio de perfiles de riesgo
    by Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori

  • 2002 Sensitivity of Simulation Results to Competing SAM Updates
    by M. Alejandro Cardenete & Ferran Sancho

  • 2002 Hausman Tests for Inefficient Estimators: Application to Demand for Health Care Service (revised)
    by Michael Creel

  • 2002 Weak exogeneity in partially nonstationary models
    by Antonio Aznar & Manuel Salvador

  • 2002 Testing misspecified non-nested factor demand systems: Some Monte Carlo results
    by Matteo Manera

  • 2002 Estimation of an effectively globally regular demand system: An application to United States meat consumption
    by Anitoliy Skripnichenko & Kevin Chen

  • 2002 Improving GARCH volatility forecasts with regime-switching GARCH
    by Franc Klaassen

  • 2002 Stima del Value-at-Risk con il Filtro di Kalman
    by Cristina Sommacampagna

  • 2002 Small is Beautiful?-Entwicklungslinien im Makroökonometrischen Modellbau
    by Ullrich Heilemann

  • 2002 Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen: Ein ökonometrischer Vergleich
    by Felix Hüfner & Michael Schröder

  • 2002 Testing for Structural Changes in the Presence of Long Memory
    by Walter Kramer & Philipp Sibbertsen

  • 2002 Una nota metodológica acerca de aplicaciones del filtro de Kalman a las calibraciones en modelos de ciclo real
    by Jesús Ruiz

  • 2002 Trend Estimation And De-Trending Using Bidirectional Filtering
    by D.S.G. Pollock

  • 2002 Modelling Investment Decisions though Logistic Regressions (using data on mass privatisation)
    by Aleksandar Tsvetkov & Mariana Kotseva

  • 2001 Return Interval, Dependence Structure and Multivariate Normality
    by Thierry Ané & Chiraz Labidi

  • 2001 Value-At-Risk For Long And Short Trading Positions
    by Pierre Giot and S»bastien Laurent

  • 2001 Using High Frequency Data to Calculate, Model and Forecast Realized Volatility
    by Roel Oomen

  • 2001 Normal versus Student in Measuring Value at Risk. An Empirical Bayesian Overview
    by Gonzalo GarcÃa-Donato, Pedro Gento and Juan Ortega, University of Castilla-La Mancha

  • 2001 Bootstrap LR Tests for Sign and Amplitude Asymmetries
    by Jerry Coakley; Ana-Maria Fuertes

  • 2001 Microeconomic Models for Long-Memory in the Volatility of Financial Time Series
    by Alan P. Kirman, Gilles Teyssiere

  • 2001 Modelling Business Cycle Features Using Switching Regime Models
    by Clements, M.C. & Krolzig, H.-M.

  • 2001 An Eigenfunction Approach for Volatility Modeling
    by Meddahi, N.

  • 2001 A Theoretical Comparison Between Integrated and Realized Volatilies
    by Meddahi, N.

  • 2001 Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions
    by Dufour, J.M. & Farhat, A.

  • 2001 Conditional Skewness Modelling for Stock Returns
    by Brännäs, Kurt & Nordman, Niklas

  • 2001 An Alternative Conditional Asymmetry Specification for Stock Returns
    by Brännäs, Kurt & Nordman, Niklas

  • 2001 A Neural Network Versus Black-Scholes: A Comparison of Pricing and Hedging Performances
    by Amilon, Henrik

  • 2001 Predicting Corporate Failure in the UK: A Multidimensional Scaling Approach
    by Neophytou, E. & Molinero, C.M.

  • 2001 Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows?
    by Karame, F.

  • 2001 A fast Subsampling Method for Nonlinear Dynamic Models
    by Hong, H. & Scaillet, O. & Tamer, E.

  • 2001 The Two-Fixed Point Lemma
    by Oleg Kozlovski & Sebastien van Strien & Robin de Vilder

  • 2001 Models implementation: A state of the art
    by David, Albert

  • 2001 Unternehmens- versus Analystenbefragungen: Zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen
    by Hüfner, Felix P. & Schröder, Michael

  • 2001 Semiparametric diffusion estimation and application to a stock market index
    by Härdle, Wolfgang & Kleinow, Torsten & Korostelev, Alexander P. & Logeay, Camille & Platen, Eckhard

  • 2001 Interest rate volatility prior to monetary union under alternative pre-switch regimes
    by Wilfling, Bernd

  • 2001 Econometric application of linear programming: a model of Russian large-scale farm (the case of the Moscow Region)
    by Nikolai Svetlov

  • 2001 Bayesian Modelling of Catch in a Northwest Atlantic Fishery
    by Carmen Fernandez & Eduardo Ley & Mark Steel

  • 2001 Model uncertainty in cross-country growth regressions
    by Carmen Fernandez & Eduardo Ley & Mark Steel

  • 2001 Lag Length Estimation in Large Dimensional Systems
    by Jesus Gonzalo & Jean-Yves Pitarakis

  • 2001 Rate-optimal data-driven specification testing in regression models
    by Emmanuel Guerre & Pascal Lavergne

  • 2001 Model Selection and Simplification Using Lattices
    by Jaromir Antoch & Jan Hanousek

  • 2001 Expenditure Levels, Prices and Consumption Patterns in a Cross-Sectioin of Countries
    by Robert Stehrer

  • 2001 Testing for Time Dependence in Parameters
    by Ralf Becker & Walter Enders & A. Stan Hurn

  • 2001 Semiparametric Diffusion Estimation and Application to a Stock Market Model
    by Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen

  • 2001 Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
    by Olivier Ledoit & Michael Wolf

  • 2001 The Contingent Valuation Method in Health Care: An Economic Evaluation of Alzheimer's Disease
    by Dario Bonato & Sandra Nocera & Harry Telser

  • 2001 Estimating and Restricting Growth Rates and Cointegration Means With Applications to Consumption and Money Demand
    by Håvard Hungnes

  • 2001 Are Predicted Lifetime Consumption Profiles Robust with respect to Model Specifications?
    by Tom Kornstad

  • 2001 European Enlargement and Expansion of Polish SMEs
    by Ghatak, Subrata & Mulhern, Alan & Stewart, Chris

  • 2001 Statistical methods for modelling neural networks
    by Marcelo C. Medeiros & Timo Terasvirta

  • 2001 Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function
    by Maria José Salgado & Márcio Gomes Pinto Garcia & Marcelo C. Medeiros

  • 2001 International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks
    by Chris Brooks & Sotiris Tsolacos

  • 2001 Macroeconomic Policies for Poverty Reduction in Cambodia
    by Lord, Montague J.

  • 2001 Introduction into macroeconomic modeling foundations
    by Dobrescu, Emilian

  • 2001 One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels
    by Wang, Hung-jen & Schmidt, Peter

  • 2001 Economic Forecasting: Some Lessons from Recent Research
    by David Hendry & Michael P. Clements

  • 2001 Modelling Business Cycle Features Using Switching Regime Models
    by Hans-Martin Krolzig & Michael P. Clements

  • 2001 A simple method for testing cointegration subject to regime changes
    by Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis

  • 2001 Inflation and Output Growth Uncertainty and their Relationship with Inflation and Output Growth
    by Fountas, Stilianos & Karanasos,Menelaos

  • 2001 An Eigenfunction Approach for Volatility Modeling
    by MEDDAHI, Nour

  • 2001 A Theoretical Comparison Between Integrated and Realized Volatilies
    by MEDDAHI, Nour

  • 2001 Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions
    by DUFOUR, Jean-Marie & FARHAT, Abdeljelil

  • 2001 On the Nature and Role of Hypothesis Tests
    by McLean, A.

  • 2001 Labour Market Dynamics in RBC Models
    by A. Johri & M-A. Letendre

  • 2001 How to Deal with Structural Breaks in Practical Cointegration Analysis
    by Roselyne Joyeux

  • 2001 Space-time analysis of GDP disparities among European regions: A Markov chains approach
    by LE GALLO, Julie

  • 2001 Assessing Monetary Rules Performance across EMU Countries
    by Carlo Altavilla

  • 2001 Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy
    by Jan Gottschalk & Florian Höppner

  • 2001 Empirical Performance of the Czech and Hungarian Index Options under Jump
    by Lee, Gabriel S. & Boss, Michael & Klisz, Chris

  • 2001 Graphical diagnostics of endogeneity
    by de Luna, Xavier & Johansson, Per

  • 2001 Clustering and Joint Marketing in Retail Trade
    by Bohlin, Nils

  • 2001 The Empirical Relevance of Simple Forward- and Backward-looking Models: A View from a Dynamic General Equilibrium Model
    by Lindé, Jesper

  • 2001 Estimating New-Keynesian Phillips Curves: A Full Information Maximum Likelihood Approach
    by Lindé, Jesper

  • 2001 Is the Short-run Phillips Curve Nonlinear? Empirical Evidence for Australia, Sweden and the United States
    by Eliasson, Ann-Charlotte

  • 2001 TAR models and real exchange rates
    by Johansson, Martin

  • 2001 GARCH Estimation and Discrete Stock Prices
    by Amilon, Henrik

  • 2001 The Dynamic Response of the Budget Balance to Tax, Spending and Output Shocks: Does Model Specification Matter?
    by Hjelm, Göran

  • 2001 Testing exogeneity under distributional misspecification
    by de Luna, Xavier & Johansson, Per

  • 2001 The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
    by van Dijk, Dick & Strikholm, Birgit & Teräsvirta, Timo

  • 2001 Dollarization in Lithuania: An Econometric Approach
    by Vetlov, Igor

  • 2001 Econometric Analysis of the Market Share Attraction Model
    by Fok, D. & Franses, Ph.H.B.F. & Paap, R.

  • 2001 Does Demand and Price Uncertainty affect Belgian and Spanish Corporate Investment?
    by Marga PEETERS

  • 2001 An Exploration into Pigou's Theory of Cycles
    by Beaudry, Paul & Portier, Franck

  • 2001 Modelling Scale-Consistent VaR with the Truncated Lévy Flight
    by Lehnert, Thorsten & Wolff, Christian C

  • 2001 Value-at-risk for long and short trading positions
    by GIOT, Pierre & LAURENT, Sébastien

  • 2001 On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach
    by Ana María Iregui & Costas Milas & Jesús Otero

  • 2001 Forecasting the spot prices of various coffee types using linear and non-linear error correction models
    by Costas Milas & Jesus Otero & Theodore Panagiotidis

  • 2001 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects
    by Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf

  • 2001 A Consistent Test for the Martingale Difference Hypothesis
    by Manuel A. Dominguez & Ignacio N. Lobato

  • 2001 An Exploratory Analysis of the Effect of Current Income on the Relative Change in Aggregate Consumption: A Heterogeneous Household Approach
    by Manisha Chakrabarty & Anke Schmalenbach

  • 2001 Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy
    by Jan Gottschalk & Florian Höppner

  • 2001 International Shocks and the Role of Domestic Policy in Australia
    by Mardi Dungey

  • 2001 Inference about predictive ability
    by McCracken,M.W. & West,K.D.

  • 2001 Apparent scaling
    by Ole E. Barndorff-Nielsen & Karsten Prause

  • 2001 A small continuous time macro-econometric model of the Czech Republic
    by Emil Stavrev

  • 2001 Unobserved components in an error-correction model of consumption for Southern European countries
    by Nicholas Sarantis & Chris Stewart

  • 2001 The treatment of seasonality in error correction models as unobserved component: a case study for an Austrian consumption function
    by Michael Wüger & Gerhard Thury

  • 2001 Integrated Conditional Moment testing of quantile regression models
    by Herman J. Bierens & Donna K. Ginther

  • 2001 Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio
    by Asmara Jamaleh

  • 2001 Modeling the IMF's Statistical Discrepancy in the Global Current Account
    by Jaime Marquez & Lisa Workman

  • 2001 Can Currency Demand Be Stable Under a Financial Crisis? The Case of Mexico
    by By May Khamis & Alfredo M. Leone

  • 2001 Las importaciones de mercancías en la economía española
    by RAMIL DÍAZ, Mª

  • 2001 Estacionariedad en torno a un nivel con ruptura. Un estudio de simulación
    by PRESNO CASQUERO, Mª J. & LÓPEZ MENÉNDEZ, A.J.

  • 2001 Structual Break: Tests of the Present-Value Government Borrowing Constraint and Stability of Debt-GDP Ratio in the UK: 1970-2000
    by Ghatak A.

  • 2001 An International Comparison of Long-Run Consumer Behaviour
    by Stewart C.

  • 2001 Long-Term Trends and Short-Run Dynamics in International Stock Markets
    by Harissis H. & Mesomeris S. & Staikouras S.

  • 2001 A Consistent Test for the Parametric Specification of the Hazard Function
    by Yanqin Fan & Paul Rilstone

  • 2001 Bayesian estimation and model selection for the weekly Colombian exchange rate
    by Norberto Rodríguez

  • 2001 Monetary aggregates as indicators of economic activity in Canada: empirical evidence
    by Pierre L. Siklos & Andrew G. Barton

  • 2000 ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH
    by Brännäs, Kurt & de Gooijer, Jan G.

  • 2000 Forecasting with smooth transition autoregressive models
    by Lundbergh, Stefan & Teräsvirta, Timo

  • 2000 Time-Varying Smooth Transition Autoregressive Models
    by Lundbergh, Stefan & Teräsvirta, Timo & van Dijk, Dick

  • 2000 Underlying Trends and Seasonality in UK Energy Demands: A Sectorial Analysis
    by Hunt, L.C. & Judge, G. & Ninomiya, Y.

  • 2000 Labor Adjustment Costs and Endogenous Cycling in Dynamic General Equilibrium Models
    by Fairise, X. & Feve, P.

  • 2000 Economies of Scale and Food Consumption : a Reappraisal of the Deaton-Paxson Paradox
    by Gardes, F. & Starzec, C.

  • 2000 Testing Restrictions in Nonparametric Efficiency Models
    by Simar, L. & Wilson, P.W.

  • 2000 On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests
    by Saphores, J.D. & Khalaf, L. & Pelletier, D.

  • 2000 Combining Modelling Strategies to Analyse Teaching Styles Data
    by Spencer, N.H.

  • 2000 Testing for the Cointegrating Rank of a Conditional Vector Autoregressive Process with a Linear Time Trend
    by Kauppi, H.

  • 2000 The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations
    by Lastrapes, W.D.

  • 2000 The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality
    by Fiorentini, G. & Sentana, E. & Calzolari, G.

  • 2000 The Relationship between the Markup and Inflation in the G7 plus One Economies
    by Banerjee, A. & Russell, B.

  • 2000 Non-Parametric Specification Tests for Conditional Duration Models
    by Fernandes, M. & Grammig, J.

  • 2000 Industry Structure and the Dynamics of Price Adjustment
    by Banerjee, A. & Russell, B.

  • 2000 The Markup and the Business Cycle Reconsidered
    by Banerjee, A. & Russell, B.

  • 2000 A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model
    by Johansen, S.

  • 2000 An Optimal Test against a Random Walk Component in a Non-Orthogonal Unobserved Components Model
    by Bailey, R.W. & Taylor, A.M.R.

  • 2000 Medium-Run Scenarios Of The Romanian Economy
    by Dobrescu, Emilian

  • 2000 The Role of Fundamentalists and Technicians in Exchange Rate Determination
    by Moosa , Imad A. & Korczak, Marta

  • 2000 Dealing with Methodological Problems when Testing for Purchasing Power Parity: Evidence from Greece
    by Sideris, Dimitrios

  • 2000 Sources of Output Volatility in Greece
    by George Hondroyiannis & Evangelia Papapetrou

  • 2000 The impact of non-profit temping agencies on individual labour market success in the West German state of Rhineland-Palatinate
    by Lechner, Michael & Pfeiffer, Friedhelm & Spengler, Hannes & Almus, Matthias

  • 2000 Unemployment and input prices: A fractional cointegration approach
    by Caporale, Guglielmo Maria & Gil-Alaña, Luis A.

  • 2000 Fractional integration and the dynamics of UK unemployment
    by Gil-Alaña, Luis A. & Henry, Brian

  • 2000 Spatial R&D spillovers and economic growth : evidence from West Germany
    by Funke, Michael & Niebuhr, Annekatrin

  • 2000 Convergence and the effects of spatial interaction
    by Niebuhr, Annekatrin

  • 2000 A Simple Cointegrating Rank Test Without Vector Autoregression
    by Mototsugu Shintani

  • 2000 Should the Dea's Stride Data Be Used for Economic Analyses of Markets for Illegal Drugs?
    by Horowitz, Joel L.

  • 2000 Assortment Variety : Attribute versus Product-Based
    by van Herpen, H.W.I. & Pieters, R.

  • 2000 Modelling Technical Progress: An Application of the Stochastic Trend Model to UK Energy Demand
    by Lester C. Hunt & Guy Judge & Yashushi Ninomiya

  • 2000 An Empirical Analysis of the Long-run Energy Demand in Japan: 1887 -1998
    by Yasushi Ninomiya

  • 2000 Expectations in Export Price Formation Tests using Cointegrated VAR Models
    by Pål Boug & Ådne Cappelen & Anders R. Swensen

  • 2000 Option Pricing with a Dividend General Equilibrium Model
    by Kyriakos Chourdakis & Elias Tzavalis

  • 2000 Time series modelling and forecasting of Sarawak black pepper price
    by Liew, Venus Khim-Sen & Shitan, Mahendran & Hussain, Huzaimi

  • 2000 Partially linear models
    by Hardle, Wolfgang & LIang, Hua & Gao, Jiti

  • 2000 Testing Steady-State Implications for the NAIRU
    by Gunnar Bårdsen & Ragnar Nymoen

  • 2000 Model Specification and Inflation Forecast Uncertainty
    by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen

  • 2000 The Forecast Performance of Long Memory and Markov Switching Models
    by Vasco J. Gabriel & Luis F. Martins

  • 2000 The Properties of Cointegration Tests in Models with Structural Change
    by Vasco J. Gabriel & Luis F. Martins

  • 2000 Valid Bayesian Estimation of the Cointegrating Error Correction Model
    by Strachan, R.

  • 2000 Wage Function: Australian Estimates Using the Income Distribution Survey
    by Creedy, J. & Duncan, A.S. & Harris, M.N. & Scutella, R.

  • 2000 Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity
    by Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François

  • 2000 On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests
    by Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis

  • 2000 Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis : the Case of Jumps Tests in Model with Conditional Heteroskedasticity
    by Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François

  • 2000 On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests
    by Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis

  • 2000 The Vector Floor and Ceiling Model
    by Gary Koop & Simon Potter

  • 2000 Econométrie spatiale 2 -Hétérogénéité spatiale
    by LE GALLO, Julie

  • 2000 Econométrie spatiale 1 -Autocorrélation spatiale
    by LE GALLO, Julie

  • 2000 Macroeconomic Forecasts and the Nature of Economic Shocks in Germany
    by Jörg Döpke

  • 2000 The Score Of Conditionally Heteroskedastic Dynamic Regression Models With Student T Innovations, An Lm Test For Multivariate Normality
    by Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari

  • 2000 A Comparative Analysis of the Czech Republic and Hungary. Using small Continuous-Time Macroeconometric Models
    by Stavrev, Emil

  • 2000 A Small Continuous Time Macro-Econometric Model of the Czech Republic
    by Stavrev, Emil

  • 2000 Forecasting European GDP Using Self-Exciting Threshold Autoregressive Models. A Warning
    by Crespo-Cuaresma, Jesus

  • 2000 Monetary Policy Analysis in Backward-Looking Models
    by Lindé, Jesper

  • 2000 Testing for the Lucas Critique: A Quantitative Investigation
    by Lindé, Jesper

  • 2000 Progress from forecast failure : the Norwegian consumption function
    by Eitrheim,O. & Jansen,E.S. & Nymoen,R.

  • 2000 Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market
    by Byström , Hans

  • 2000 Testing exogeneity in cross-section regression by sorting data
    by de Luna, Xavier & Johansson, Per

  • 2000 Smooth Transition Autoregressive Models - A Survey of Recent Developments
    by van Dijk, Dick & Teräsvirta, Timo & Franses, Philip Hans

  • 2000 Equity in Swedish Health Care Reconsidered: New Results based on the Finite Mixture Model
    by Gerdtham, Ulf-G. & Trivedi, Pravin K.

  • 2000 Semi-parametric indirect inference
    by Ramdan Dridi & Eric Renault

  • 2000 Simulated asymptotic least squares theory
    by Ramdan Dridi

  • 2000 Germany and the euro area: differences in the transmission process of monetary policy
    by K.S.E.M. Hubrich & P.J.G. Vlaar

  • 2000 Estimer la relation entre invalidité et emploi dans le cas de Madagascar
    by Jean-Christophe Dumont

  • 2000 Estimer la relation entre invalidité et emploi dans le cas de Madagascar
    by Dumont, Jean-Christophe

  • 2000 Measuring Predictability: Theory And Macroeconomic Applications
    by Diebold, Francis X & Kilian, Lutz

  • 2000 A comparison of financial duration models via density forecasts
    by BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David

  • 2000 Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools
    by LUBRANO, Michel

  • 2000 Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions
    by Jean-Marie Dufour & Lynda Khalaf

  • 2000 No Need to Run Millions of Regressions
    by Jan-Egbert Sturm

  • 2000 Model Selection and Simplification Using Lattices
    by Jan Hanousek & Jaromir Antoch

  • 2000 Decision Structures and Discrete Choices: An Application to Labour Market Participation and Fertility
    by Di Tommaso, M.L. & Weeks, M.

  • 2000 Small Scale Bayesian VAR Modeling of the Japanese Macro Economy Using the Posterior Information Criterion and Monte Carlo Experiments
    by Munehisa Kasuya & Tomoki Tanemura

  • 2000 Monetary Rules for Emerging Market Economies
    by Fabio Ghironi & Alessandro Rebucci

  • 2000 A re-evaluation of empirical tests of the Fisher hypothesis
    by Basma Bekdache & Christopher F. Baum

  • 2000 Alternative Monetary Rules for a Small Open Economy: The Case of Canada
    by Fabio Ghironi

  • 2000 Some Explorations, Using Canadian Data, of the S-Variable in Akerlof, Dickens, and Perry (1996)
    by Seamus, Hogan & Pichette, Lise

  • 2000 Asymmetries In The Capacity-Inflation Trade-Off
    by PEDRO PABLO ALVAREZ LOIS

  • 2000 International Linkages in Short- and Long-Term Interest Rates
    by Guglielmo Maria Caporale & Geoffrey Williams

  • 2000 A monetary analysis of the Drachma/ECU exchange rate determination, 1980-1991
    by George Zis & Athanasios P. Papadopoulos

  • 2000 Diagnosing Shocks in Stock Market Returns of Greater China
    by W.C Lo & W.S. Chan

  • 2000 Comparación de la capacidad predictiva de los modelos de coeficientes fijos frente a variables en los modelos econométricos regionales: un análisis para Cataluña
    by RAMOS LOBO, R. & CLAR LÓPEZ, M. & SURIÑACH CARALT, J.

  • 2000 Monetary and Fiscal Policies' Efficiency and the Determination of a Nominal Equilibrium Exchange Rate
    by Emil Stavrev

  • 2000 Volatility Behaviour in Emerging Markets: A Case Study of the Athens Stock Exchange, Using Daily and Intra-Daily Data
    by Kyrtsou, C. & Terraza, V.

  • 2000 Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices
    by Jushan Bai

  • 2000 Phases of the Canadian business cycle
    by Philip M. Bodman & Mark Crosby

  • 1999 Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models
    by Brooks, C. & Henry, O.T.

  • 1999 The Net Barter Terms Of Trade : A Smooth Transition Approach
    by Persson, Anna & Teräsvirta, Timo

  • 1999 A Semi-Markov Approach to Modeling Volatility Dynamics
    by Maheu, J.M. & McCurdy, T.H.

  • 1999 A Semi-Markov Approach to Modeling Volatility Dynamics
    by Maheu, J.M. & McCurdy, T.H.

  • 1999 Dynamique d'adoption de standards et test de non-coordination spaciale
    by Bouzitat, C. & Hardouin, C. & Guyon, X.

  • 1999 Dynamique d'adoption de standards et test de non-coordination spaciale
    by Bouzitat, C. & Hardouin, C. & Guyon, X.

  • 1999 Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study
    by Kilian, L. & Bergean, I.

  • 1999 Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective
    by Kilian, L. & Ohanian, L.E.

  • 1999 On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series
    by Berkowitz, J. & Birgean, I. & Kilian, L.

  • 1999 Maximum Likelihood in the Frequency Domain: a Time to Build Example
    by Christiano, L.J. & Vigfusson, R.J.

  • 1999 Maximum Likelihood in the Frequency Domain: a Time to Build Example
    by Christiano, L.J. & Vigfusson, R.J.

  • 1999 GIS-Based Simulation of Accessibility to Enhance Hedonic Modeling and Property Value Appraisal: An Application to Quebec City Metropolitan Area
    by Theriault, M. & Des Rosier, F. & Vandersmissen, M.H.

  • 1999 How Sure are we About PPP Panel Evidence with the Null of Stationary Real Exchange Rates
    by Kuo, B.-S. & Mikkola, A.

  • 1999 Testing for Non-Linearity in Intra-Day Financial Series : The Cases of Two French Stocks
    by Chauveau, T. & Damon, J. & Guegan, D.

  • 1999 Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case
    by Milas, C. & Otero, J.

  • 1999 Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions
    by Nikolaus Hautsch

  • 1999 Model uncertainty in cross-country growth regressions
    by Carmen Fernandez & Eduardo Ley & Mark Steel

  • 1999 Some Pretesting Issues on Testing for Granger Noncausality
    by Judith A. Giles & Sadaf Mirza

  • 1999 Evaluating Theories of Income Dynamics: A Probabilistic Approach
    by Robert Aebi & Klaus Neusser & Peter Steiner

  • 1999 Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model
    by Klaassen, F.J.G.M.

  • 1999 Long Swings in Exchange Rates : Are They Really in the Data?
    by Klaassen, F.J.G.M.

  • 1999 Purchasing Power Parity : Evidence from a New Test
    by Klaassen, F.J.G.M.

  • 1999 A re-evaluation of empirical tests of the Fisher hypothesis
    by Basma Bekdache & Christopher F. Baum

  • 1999 Методологические Основы Системного Анализа Социально-Экономических Процессов
    by Kaluzhsky, Mikhail

  • 1999 The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate
    by Lord, Montague J.

  • 1999 Paretian Quasi-Orders: Two Agents
    by SPRUMONT, Yves

  • 1999 Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions
    by Nikolaus Hautsch

  • 1999 A VAR Model for Monetary Policy Analysis in a Small Open Economy
    by Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders

  • 1999 Efficient estimation of price adjustment coefficients
    by Lyhagen, Johan

  • 1999 Is the short-run Phillips curve nonlinear? Empirical evidence for Australia, Sweden and the United States
    by Eliasson, Ann-Charlotte

  • 1999 Smooth transitions in a UK consumption function
    by Eliasson, Ann-Charlotte

  • 1999 Testing for the Lucas Critique: A Quantitative Investigation
    by Lindé, Jesper

  • 1999 Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models
    by Donald W.K. Andrews & Biao Lu

  • 1999 Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices
    by Jushan Bai

  • 1999 Bartlett Identities Tests
    by Chesher, Andrew & Dhaene, Geert & Gouriéroux, Christian & Scaillet, Olivier

  • 1999 Modelling and Identifying Central Banks' Preferences
    by Favero, Carlo A. & Rovelli, Riccardo

  • 1999 How Sure Are We About PPP? Panel Evidence with the Null of Stationary Real Exchange Rates
    by Kuo, Biing-Shen & Mikkola, Anne

  • 1999 Bartlett identities tests
    by CHESHER, Andrew & DHAENE, Geert & GOURIEROUX, Christian & SCAILLET, Olivier

  • 1999 A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation
    by Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen

  • 1999 Non-nested Hypothesis Testing: An Overview
    by Pesaran, M. H. & Weeks, M.

  • 1999 Model Selection in Threshold Models
    by Kapetanios, G.

  • 1999 A Method for Taking Models to the Data
    by Peter N. Ireland

  • 1999 Estimating One-Factor Models of Short-Term Interest Rates
    by Mc Manus, Des & Watt, David

  • 1999 Encompassing tests when no model is encompassing
    by West,K.D.

  • 1999 Selecting the Order of an ARCH Model
    by Anthony W. Hughes & Maxwell L. King & Kwek Kian Teng

  • 1999 Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index
    by Angel León & Juan Mora

  • 1999 articles: Welfare reform and spatial matchingbetween clients and jobs
    by Ashish Sen & Paul Metaxatos & Siim Sööt & Vonu Thakuriah

  • 1999 Statistical and mathematical sources of regional science theory: Map pattern analysis as an example
    by Daniel A. Griffith

  • 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
    by Abul M. M. Masih & Rumi Masih

  • 1999 Stock market prices and long-range dependence
    by Murad S. Taqqu & Vadim Teverovsky & Walter Willinger

  • 1999 Spurious deterministic seasonality and autocorrelation corrections with quarterly data: Further Monte Carlo results
    by Artur C. B. da Silva Lopes

  • 1999 Performance of periodic time series models in forecasting
    by Helmut Herwartz

  • 1999 Estimation of a German money demand system - a long-run analysis
    by Kirstin Hubrich

  • 1999 Encompassing and rational expectations: How sequential corroboration can imply refutation
    by David F. Hendry & Neil R. Ericsson

  • 1999 Análisis de la Función de Producción Agraria para distintos niveles de Agregación
    by CEPAS LÓPEZ, S. & DIOS PALOMARES, R.

  • 1999 Estimaciones paramétricas y no paramétricas del ingreso de los ocupados del Gran Buenos Aires
    by Patricia Botargués & Diego Petrecolla

  • 1999 Forecast Quality Matrix: A Methodological Survey of Judging Forecast Quality of Capital Market Forecasts
    by Peter Andres & Markus Spiwoks

  • 1999 Specification Search and Levels of Significance in Econometric Models
    by Steven B. Caudill & Randall G. Holcombe

  • 1998 Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment
    by Clements, M.P. & Smith J.

  • 1998 Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions
    by Laskar, M.R. & King, M.L.

  • 1998 Testing Convergence in Economic Growth for OECD Countries
    by Nahar, S. & Inder, B.

  • 1998 The Australian Business Cycle: Job Palooka or Dead Cat Bounce?
    by Bodman, P.M. & Crosby, M.

  • 1998 Phases of the Canadian Business Cycle
    by Bodman, P.M. & Crosby, M.

  • 1998 Encompassing the VAR: A Formalization of Seasonal Encompassing with an Application on a German Macromodel
    by Andreas Beyer

  • 1998 Evaluating GARCH models
    by Lundbergh, Stefan & Teräsvirta, Timo

  • 1998 Nonlinear error-correction and the UK demand for broad money, 1878-1993
    by Teräsvirta, Timo & Eliasson, Ann-Charlotte

  • 1998 Do Long-Memory Models Have Long Memory?
    by Andersson, Michael K.

  • 1998 Statistical Inference in Micro Simulation Models: Incorporationg External Information
    by Klevmarken, N.A.

  • 1998 Interaction entre taux d'interet allemands et francais: Un reexamen de l'hypothese de dominance allemande
    by Podevin, M.

  • 1998 La methode d'estimation des moindres carres modifies ou fully modified
    by Hurlin, C. & MB.P. N'Diaye, P.

  • 1998 Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics
    by Kilian, L.

  • 1998 Bayesian Analysis of Road Accidents: A General Framework for Multinominal Case
    by Bolduc, D. & Bonin, S.

  • 1998 Multivalued Stochastic Dominance to Determine the Efficient Set of Assets: Evidence from the Warsow Stock Market
    by Trzpiot, G.

  • 1998 Compatibilite et contradiction entre systemes lineaires theoriques et experimentaux; principes mathematiques de l'analyse en composantes principales sous contraintes
    by Rolle, J.-D.

  • 1998 Forecasting (LOG) Volatility Models
    by Christodoulakis, G.A. & Satchell, S.E.

  • 1998 Effet des modes de négociation sur les échanges
    by Gouriéroux, Christian & Le Fol, Gaëlle

  • 1998 The Good News and the Bad News about Long-run Stock Market Returns
    by Robertson, Donald & Wright, Stephen

  • 1998 Teaching Groups as Foci for Evaluating GCE Advanced Level Cost-Effectiveness : Some Practical Methodological Innovations
    by Fielding, A.

  • 1998 Why Use Arbitrary Points Scores: Ordered Categories in Models of Educational Progress
    by Fielding, A.

  • 1998 Comparing Evaluation Methodologies for Stochastic Dynamic General Equilibrium Models
    by Eva Ortega

  • 1998 Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis
    by Claudio Morana

  • 1998 Die gemeinnützige Arbeitnehmerüberlassung in Rheinland-Pfalz: Eine ökonometrische Analyse des Wiedereingliederungserfolgs
    by Almus, Matthias & Egeln, Jürgen & Lechner, Michael & Pfeiffer, Friedhelm & Spengler, Hannes

  • 1998 An equality test across nonparametric regressions
    by Lavergne, Pascal

  • 1998 Nonparametric significance testing
    by Lavergne, Pascal & Vuong, Quang

  • 1998 Non-uniformity of job-matching in a transition economy: A nonparametric analysis for the Czech Republic
    by Profit, Stefan & Sperlich, Stefan

  • 1998 Economia sintetica
    by Luis Vildosola

  • 1998 Impulse Response Priors for Discriminating Structural Vector Autoregressions
    by Mark Dwyer

  • 1998 A Pedagogical Note on the Long Run of Macro Economic Models
    by Peter McAdam

  • 1998 Improving Garch Volatility Forecasts
    by Klaassen, F.J.G.M.

  • 1998 Price Sensitivity of Residential Energy Consumption in Norway
    by Runa Nesbakken

  • 1998 Rational Expectations in Price Setting. Tests Based on Norwegian Export Prices
    by Ingvild Svendsen

  • 1998 Asymmetric Volatility Dynamics: Evidence From the Istanbul Stock Exchange
    by Okay, Nesrin

  • 1998 Regression-Based Tests of Predictive Ability
    by Kenneth D. West & Michael W. McCracken

  • 1998 Simulation-Based Finite-Sample Normality Tests in Linear Regressions
    by DUFOUR, Jean-Marie & FARHAT, Abdeljelil & GARDIOL, Lucien

  • 1998 An I(2) Cointegration Analysis of Small-Country Import Price Determination
    by Hans Christian Kongsted

  • 1998 Statistical Inference in Micro Simulation Models: Incorporating external information
    by Klevmarken, N. Anders

  • 1998 Modelling economic high-frequency time series with STAR-STGARCH models
    by Lundbergh, Stefan & Teräsvirta, Timo

  • 1998 Robust Testing for Fractional Integration Using the Bootstrap
    by Andersson, Michael K. & Gredenhoff, Mikael P.

  • 1998 Regression Analysis and Time Use Data A Comparison of Microeconometric Approaches with Data from the Swedish Time Use Survey (HUS)
    by Flood, Lennart & Gråsjö, Urban

  • 1998 Innovation Complementarity and Scale of Production
    by Miravete, Eugenio J. & Pernias, Jose C.

  • 1998 Unemployment Durations of French Young People
    by d’Addio, Anna Cristina

  • 1998 Demand-Supply Interactions and Unemployment Dynamics: Can there be Path Dependency ? The Case of Belgium, 1955-1994
    by Shadman-Mehta, Fatemeh & Sneessens, Henri R.

  • 1998 Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election
    by Coutant, Sophie & Jondeau, Eric & Rockinger, Michael

  • 1998 Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities
    by Jondeau, Eric & Rockinger, Michael

  • 1998 How Efficient are Firms in Transition Countries? Firm-Level Evidence from Bulgaria and Romania
    by Konings, Jozef & Repkin, Alexander

  • 1998 Estimation from cross-sections of integrated time-series
    by Adda, Jérôme & Robin, Jean-Marc

  • 1998 Unemployment durations of French young people
    by D’ADDIO, Anna Christina

  • 1998 What Data Should Be Used to Price Options?
    by Mikhail Chernov & Eric Ghysels

  • 1998 Modeling fixed income excess returns
    by Basma Bekdache & Christopher F. Baum

  • 1998 Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean
    by Robin L. Lumsdaine & Serena Ng

  • 1998 Fractional Monetary Dynamics
    by John Barkoulas & Christopher F. Baum & Mustafa Caglayan

  • 1998 Testing for Structural Change in Conditional Models
    by Bruce E. Hansen

  • 1998 Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election
    by Coutant, S. & Jondeau, E. & Rockinger, M.

  • 1998 Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral
    by Jondeau, E. & Rockinger, M.

  • 1998 On the Nature of Dependence in the Volatility of US Stock Returns
    by Michelle L. Barnes

  • 1998 Non-linear Threshold Relationships between Inflation and Nominal Returns: A Time Series Approach to 39 Different Countries
    by Michelle L. Barnes

  • 1998 Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom
    by David F. Hendry & Kevin M. Prestwich & Neil R. Ericsson

  • 1998 The stability of German money demand: Not just a myth
    by Michael Scharnagl

  • 1998 Stability of the demand for M1 and harmonized M3 in Finland
    by Antti Ripatti

  • 1998 Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK
    by Grayham E. Mizon & David F. Hendry

  • 1998 Implicaciones en la utilización de una variable agregada para medir la producción de los aeropuertos españoles
    by Roberto Rendeiro Martín-Cejas

  • 1997 A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP
    by Clements, M.P. & Krolzig, H.-M.

  • 1997 Seasonality, Cointegration, and the Forecasting of Energy Demand
    by Clements, M.P. & Madlener, R.

  • 1997 The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data
    by Lee, H.S. & Siklos, P.L.

  • 1997 Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test
    by Nankervis, J.C. & Savin, N.E. & Lobato, I.

  • 1997 The Power of Hessian and Outer Product Based Wald and LM Tests
    by Parks, R.W. & Savin, N.E. & Wurtz, A.H.

  • 1997 Testing the Consumption-Capm in Developing Equity Markets
    by Cashin, P. & McDermott, C. J.

  • 1997 Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions?
    by Kilian, L.

  • 1997 Testing Linearity against Nonlinear Moving Average Models
    by Brännäs, Kurt & de Gooijer, Jan G. & Teräsvirta, Timo

  • 1997 Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market
    by Godby, R. & Stengos, T. & Wandsschneider, B.

  • 1997 Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation
    by Stengos, T. & Sun, Y.

  • 1997 Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates
    by Elvezio Ronchetti & Fabio Trojani

  • 1997 Measurement of Perceived Environmental Uncertainties: Response and Extension
    by Miller, K.D.

  • 1997 Residual-Based Bootstrap Tests for Normality in Autoregressions
    by Kilian, L. & Demiroglu, U.

  • 1997 Test du CAPM pour le marche des actions suisses
    by Isakov, D

  • 1997 L'effet de levier
    by Thibierge, C & Thomas, P.

  • 1997 Dynamic Labour Market Behaviour in the British Household Panel Survey : The Effects of Recall Bias and Panel Attrition
    by Paull, G

  • 1997 Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model
    by Sentana, E. & Fiorentini, G.

  • 1997 The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics
    by Flam, S.D. & Evstigneev, I.V.

  • 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?
    by Tzavalis, Elias

  • 1997 The Choice of the Working Sector in Italy
    by Bardasi, E. & Monfardini, C.

  • 1997 Forecasting Seasonal UK Consumption Components
    by Clements, M.P. & Smith, J.

  • 1997 Application of Neural Networks to House Pricing and Bond Rating
    by Daniëls, H.A.M. & Kamp, B. & Verkooijen, W.J.H.

  • 1997 Comparing Predictions and Outcomes : Theory and Application to Income Changes
    by Das, J.W.M. & Dominitz, J. & van Soest, A.H.O.

  • 1997 Introduction to the JBES Special Issue on Structural Estimation in Applied Microeconomics
    by Keane, Michael & Wolpin, Kenneth

  • 1997 A measure of monetary conditions
    by Richard Dennis

  • 1997 Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts
    by Torben G. Andersen & Tim Bollerslev

  • 1997 Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy
    by ABDELKHALEK, Touhami & DUFOUR, Jean-Marie

  • 1997 Bootstrap Testing for Fractional Integration
    by Andersson, Michael K. & Gredenhoff, Mikael P.

  • 1997 Modeling Nordic Stock Returns with Asymmetric GARCH models
    by Hagerud, Gustaf E.

  • 1997 Limited and Full Information Estimation of the Rational Expectations Demand for Money Model: Application to Finnish M1
    by Ripatti, Antti

  • 1997 Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market
    by Coppejans, Mark & Domowitz, Ian

  • 1997 Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
    by Donald W.K. Andrews

  • 1997 Forecasts with production expectations integrated into a macroeconomic model
    by Jakob B. MADSEN

  • 1997 The Behaviour of the Real Exchange Rate: A Re-examination Using Finite Sample Approach
    by Kuo, Biing-Shen & Mikkola, Anne

  • 1997 How to deal with unobservable variables in economics
    by Krelle, Wilhelm

  • 1997 A Simple Regime-Switching Model for Stochastic Volatilities
    by Christopeit, Norbert & Axel Cron

  • 1997 An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics
    by John Fitzgerald & Peter Gottschalk & Robert Moffitt

  • 1997 Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money
    by Christopher F. Baum & Clifford F. Thies

  • 1997 A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap
    by Chantal Dupasquier & Alain Guay & Pierre St-Amant

  • 1997 La courbe de Phillips au Canada : un examen de quelques hypothèses
    by Jean-François Fillion & André Léonard

  • 1997 Menu Costs, Relative Prices, and Inflation: Evidence for Canada
    by Robert A. Amano & R. Tiff Macklem

  • 1997 What Does Downward Nominal-Wage Rigidity Imply for Monetary Policy?
    by Seamus Hogan

  • 1997 A Consistent Nonparametric Test of Ergodicity for Time Series with Applications
    by Domowitz, I. & El-Gamal, M.A.

  • 1997 Regression-Based Tests of Predictive Ability
    by West, K.D. & McCracken, M.W.

  • 1997 A Bayesian Interpretation of Extremim Estimators
    by El-Gamal, M.A.

  • 1997 A Monte Carlo Study of Ec-Estimation in Panel Data Models with Limited Dependent Variables and Heterogeneity
    by El-Gamal, M.A.

  • 1997 Selección de modelos no anidados. Un estudio de Monte Carlo
    by Pons Novell, Jordi

  • 1996 Evaluating the Rationality of Fixed-Event Forecasts
    by Clements, M.C.

  • 1996 Monotonic Extension on Economic Domains
    by Thomson, W.

  • 1996 Skewness of Earnings and the Believability Hypothesis : How Does the Financial Market Discount Accounting Earnings Disclosures?
    by Krishnan, M & Sankaraguruswamy, S & Song Shin, H

  • 1996 Cognition in Seemingly Riskless Choices and Judgments
    by Levy-Garboua, L. & Montmarquette, C.

  • 1996 Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations
    by Hao, K.

  • 1996 Trends, Lead Times and Forecasting
    by Saligari, G.R. & Snyder, R.D.

  • 1996 Conditional Independance in Sample Selection Models
    by Angrist, J.D.

  • 1996 Trend-Stationarity in the I(2) Cointegration Model
    by Clara Jørgensen & Hans Christian Kongsted & Anders Rahbek

  • 1996 Modelling the Demand for M3 in the unified Germany
    by Wolters, Jürgen & Teräsvirta, Timo & Lütkepohl, Helmut

  • 1996 Two Stylized Facts and the Garch (1,1) Model
    by Teräsvirta, Timo

  • 1996 Testing Linearity against Nonlinear Moving Average Models
    by Brännäs, Kurt & Gooijer, Jan G. de & Teräsvirta, Timo

  • 1996 Power Properties of Linearity Tests for Time Series
    by Teräsvirta, Timo

  • 1996 A Note on the Interpretation of the Rational Addiction Model
    by Ferguson, B

  • 1996 Robust Inference: The Approach Based on Influence Functions
    by M. Markatou & Elvezio Ronchetti

  • 1996 Forecasting Private Consumption Structure in European Countries: SKIM Model Results and Comparison with other Approaches
    by Arranz, M.

  • 1996 Pricing-to-Market in the Presence of Freight Rate and Exchange Rate Changes: Evidence from Canadian Data
    by Bryan, I.

  • 1996 Forecasting Using First Available Versus Fully Revised Economic Time Series data
    by Swanson, N.R.

  • 1996 Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection
    by Swanson, N.R. & Zeng, T.

  • 1996 Identifying Outlier Firms in Multiple Output Efficiency Models
    by Hill, R.J. & Fox, K.J.

  • 1996 Informational Complexity Criteria For Regression Models
    by Bozdogan, H. & Haughton, D.

  • 1996 Testing the CCAPM on Spanish Data: A New Approach
    by Rubio, E.M.

  • 1996 Tabu Search in Audit Scheduling
    by Dodin, B. & Elimam, A.A. & Rolland, E.

  • 1996 Testing the Long Run Effect of Investment on Output in the Presence of Cointegration
    by Lau, S.H.P.

  • 1996 Un regard epistemologique sur la pratique econometrique contemporaine
    by Ado, I. & Boughrara, A.

  • 1996 Auction Theory and Practice Evidence from the Market for Jewellery
    by Chanel, O. & Gerard-Varet, L.A.

  • 1996 A Simple Test for Spatial Correlation in Probit Models
    by Pinkse, J. & Slade, M.

  • 1996 A Conformity Test for Cointegration
    by Dhrymes, P.J.

  • 1996 A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models
    by J M C Santos Silva

  • 1996 On the Corrections to Information Matrix Tests
    by Francisco Cribari-Neto

  • 1996 Shortages, interest rates, and money demand in Poland, 1969-1995
    by Erwin Nijsse & Elmer Sterken,

  • 1996 Testing calibrated general equilibrium models
    by Fabio Canova & Eva Ortega

  • 1996 Forecast Comparison in L2
    by Bruce Mizrach

  • 1996 Cognition in Seemingly Riskless Choices and Judgments
    by Levy-Garboua, L. & Montmarquette, C.

  • 1996 On the Use of Multivariate Cointegration Analysis in Residential Energy Demand Modelling
    by Madlener, Reinhard

  • 1996 Stability of the Demand for M1 and Harmonized M3 in Finland
    by Ripatti, Antti

  • 1996 Conditional Independence Restrictions: Testing and Estimation
    by Oliver Linton & Pedro Gozalo

  • 1996 Can animal spirits explain the dynamics of European unemployment?
    by Patrick FÈVE & François LANGOT

  • 1996 Does Modern Econometrics replicate the Phillips Curve?
    by Shadman-Mehta, Fatemeh

  • 1996 Estimation of TAR Models
    by Bruce E. Hansen

  • 1996 Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate
    by John Barkoulas & Christopher F. Baum & Joseph Onochie

  • 1996 Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates
    by John Barkoulas & Christopher F. Baum

  • 1996 Fractional Cointegration Analysis of Long Term International Interest Rates
    by John Barkoulas & Christopher F. Baum & Gurkan S. Oguz

  • 1996 Time-Varying Risk Premia in the Foreign Currency Futures Basis
    by John Barkoulas & Christopher F. Baum

  • 1995 Loansable Funds, Endogenous Money, and Minsky's Financial Fragility Hypothesis
    by Lavoie, M

  • 1995 Investigating Stability and Linearity of a German M1 Money Demand Function
    by Lütkepohl, Helmut & Teräsvirta, Timo & Wolters, Jürgen

  • 1995 Testing Parameter Constancy and super Exogeneity in Econometric Equations
    by Jansen, Eilev S. & Teräsvirta, Timo

  • 1995 Using Mixture Models to Detect Sex Bias in Health Outcomes in Bangladesh
    by Morduch, J. & Stern, H.S.

  • 1995 Using Mixtures Models to Detect Sex Bias in Health Outcome in Bangladesh
    by Morduch, J.

  • 1995 Detecting Nonlinearity by Modelling the Differenced Series
    by Aprahamian, F. & Peguin-Feissolle, A.

  • 1995 Forecasting Inflation from the Term Structure
    by Tzavalis, E. & Wickens, M.R.

  • 1995 Heterogeneity, Matching, and Endogenous Labour Market Segmentation
    by Rioux, L.

  • 1995 Agreement and Disagreement Between Unit Root Tests
    by Boero, K.L.A.G. & Burridge, P. & Sheldon, M.

  • 1995 A Test for Independence Based on the Correlation Dimension
    by Brock, W.A. & Dechert, W.D. & LeBaron, B. & Scheinkman, J.A.

  • 1995 Import Price Formation and Pricing to Market: A Test on Norwegian Data
    by Bjørn E. Naug & Ragnar Nymoen

  • 1995 Multivariate unit root tests
    by Renato Flôres & Pierre-Yves Preumont & Ariane Szafarz

  • 1995 Reliability of the Translog Cost Function : Some Theory & an Application to the Demand of Energy in French Manufacturing
    by Baccar, Sourour

  • 1995 A Factor-Analytic Probit Model for Representing the Market Structure in Panel Data
    by Elrod, Terry & Keane, Michael

  • 1995 Household Energy Demand Analysis: An Empirical Application of the Closure Test Principle
    by Madlener, Reinhard

  • 1995 Prediction Risk and the Forecasting of Stock Market Indexes
    by Haefke, Christian & Helmenstein, Christian

  • 1995 Testing Additivity in Generalized Nonparametric Regression Models
    by Oliver Linton & Pedro Gozalo

  • 1995 Capital, Labour, Materials and Additional R&D Investment in Japan. The Issue of (Double-) Counting
    by Peeters, Marga & Ghijsen, Paul

  • 1995 Predictive Tests for Structural Change with Unknown Breakpoint
    by Eric Ghysels & Alain Guay & Alastair Hall

  • 1995 Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models
    by René Garcia

  • 1994 Are Real Wages and Unemployment Related?
    by Jacobson, Tor & Vredin, Anders & Warne, Anders

  • 1994 The Persistence in Volatility of the US Term Premium 1970-1986
    by Tzavalis, E. & Wickens, M.R.

  • 1994 The Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence
    by Tzavalis, Elias & Wickens, Micheal

  • 1994 To fine or to punish in the Late Middle Ages. A Time Series Analysis of Justice Administration in Nivelles, 1424-1536
    by de la Croix, David & Rousseaux, Xavier & Urbain, Jean-Pierre

  • 1994 Dynamic Specification and Testing for Unit Roots and Co-Integration
    by Anindya Banerjee

  • 1994 A Macroeconomic Model for Romania's Flexible Exchange Rate System
    by Lord, Montague J.

  • 1994 An empirical derivation of the industry wage equation
    by Mason, Patrick L.

  • 1994 The Predictive Ability of Several Models of Exchange Rate Volatility
    by Kenneth D. West & Dongchul Cho

  • 1994 Comovements in Large Systems
    by GONZALO, Jesus & PITARAKIS, Jean-Yves

  • 1993 Testing Between Alternative Wage-Employment Bargaining Models Using Belgian Aggreggate Data
    by Vannetelbosch, Vincent J.

  • 1993 Exploration of economic systems in the transition period
    by Albu, Lucian-Liviu

  • 1992 La quasi marche aléatoire
    by Alexandre, Hervé

  • 1992 Dynamic effects of tariff liberalization: An intertemporal CGE approach
    by Keuschnigg,Christian & Kohler,Wilhelm

  • 1992 Union Membership in the United States: The Decline Continues
    by Henry S. Farber & Alan Krueger

  • 1992 Posterior Odds Testing for a Unit Root with Data-Based Model Selection
    by Peter C.B. Phillips & Werner Ploberger

  • 1992 The Forecasting Accuracy of Crude Oil Futures Prices
    by Manmohan S. Kumar

  • 1992 Other Things Equal
    by Donald N. McCloskey

  • 1991 Testing for Structural Breaks
    by Allan W. Gregory & James M. Nason

  • 1991 Dynamic Structural Models: Problems and Prospects. Mixed Continuous Discrete Controls and Market Interactions
    by Ariel Pakes

  • 1991 Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations
    by Peter C.B. Phillips & Werner Ploberger

  • 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?
    by Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt

  • 1991 The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study
    by Hiro Y. Toda & Peter C.B. Phillips

  • 1991 Vector Autoregression and Causality
    by Hiro Y. Toda & Peter C.B. Phillips

  • 1991 The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence
    by Peter C.B. Phillips

  • 1990 Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK
    by Søren Johansen & Katarina Juselius

  • 1988 Il problema della coerenza delle previsioni nei modelli econometrici non lineari
    by Calzolari, Giorgio & Panattoni, Lorenzo

  • 1986 Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models
    by Bianchi, Carlo & Calzolari, Giorgio & Weihs, Claus

  • 1986 Forecasts and constraints on policy actions: the reliability of alternative instruments
    by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio

  • 1986 On The Use and Misuse of Input-Output Based Impact Analysis in Evaluation
    by Grady, Patrick & Muller, R. Andrew

  • 1986 Generalized autoregressive conditional heteroskedasticity
    by Tim Bollerslev

  • 1985 Effectiveness versus reliability of policy actions under government budget constraint: the case of France
    by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio

  • 1985 The state of the art in Canadian macroeconomic modelling
    by Grady, Patrick

  • 1984 Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS
    by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio

  • 1984 Information Criterion and Estimation of Misspecified Qualitative Choice Models
    by Brownstone, David

  • 1982 Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana
    by Bianchi, Carlo & Calzolari, Giorgio & Sartori, Franco

  • 1982 Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods
    by Bianchi, Carlo & Calzolari, Giorgio

  • 1982 Morbidity and pollution: model specification analysis for time-series data on hospital admissions
    by Krumm, Ronald J. & Graves, Philip E.

  • 1977 Stochastic simulation as a validation tool for econometric models
    by Calzolari, Giorgio & Corsi, Paolo

  • 1976 Simulation properties of alternative methods of estimation: an application to a model of the Italian economy
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

  • 1902 Forecasting with VAR Models: Fat Tails and Stochastic Volatility
    by Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter

  • Robust Estimation and Inference for Threshold Models with Integrated Regressors
    by Haiqiang Chen

  • Beta Regimes for the Yield Curve
    by Francesco Audrino & Enrico De Giorgi

  • Reevaluating Terrorism and Economic Growth: Dynamic Panel Analysis and Cross-Sectional Dependence
    by Khusrav Gaibulloev & Todd Sandler & Donggyu Sul

  • The Italian Treasury Econometric Model (ITEM)
    by Claudio Cicinelli & Andrea Cossio & Francesco Nucci & Ottavio Ricchi & Cristian Tegami

  • A new index of financial conditions
    by Gary Koop & Dimitris Korobilis

  • Testing Equality of Covariance Matrices via Pythagorean Means
    by Jin Seo Cho & Peter C.B. Phillips

  • Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets
    by Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET

  • Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets
    by Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET

  • Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
    by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER

  • Look-Ahead Benchmark Biasin Portfolio Performance Evaluation
    by Gilles DANIEL & Didier SORNETTE & Peter WOHRMANN

  • Identifying Fiscal Policy Shocks In Chile And Colombia
    by Jorge E. Restrepo & Hernán Rincón

  • Spillovers from Foreign Direct Investment: Within or between Industries?
    by Maurice Kugler

  • Una aproximación a la dinámica de las tasas de interés de corto plazo en Colombia a través de modelos GARCH multivariados
    by Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo

  • Capital Account Controls, Bank’s Efficiency, Growth and Macroeconomic Volatility in the FLAR’s Member Countries?
    by Humberto Mora & Hernán Rincón

  • Medidas de Riesgo, Características y Técnicas de Medición: Una Aplicación del VAR y el ES a la Tasa Interbancaria de Colombia
    by Luis Fernando Melo Velandia & Oscar reinaldo Becerra Camargo

  • Exchange Rate Pass-Through Effects: A Disaggregate Analysis of Colombian Imports of Manufactured Goods
    by Hernán Rincón & Edgar Caicedo & Norberto Rodríguez

  • Un Pronóstico no Paramétrico de la Inflación Colombiana
    by Norberto Rodríguez N. & Patricia Siado C.

  • Expansions and Contractions in Some Latin American Countries: A view Throught Non-Linear Models
    by Luis Eduardo Arango & Luis Fernando Melo

  • Returns and Interest Rate: A Nonlinear Relationship in the Bogotá Stock Market
    by Luis Eduardo Arango & Andrés González & Carlos Esteban Posada

  • Relación entre el Índice de Precios del Productor (IPP) y el Indice de Precios al Consumidor
    by Carlos Huertas & Munir A. Jalil

  • A Nonlinear Specification of Demand for Narrow Money in Colombia
    by Luis Eduardo Arango & Andrés González

  • Testing the Short-Long-Run Exchange Rate Effects on Trade Balance: The Case of Colombia
    by Hernán Rincón

  • Testing for Seasonal Unit Roots with Temporally Aggregated Time Series
    by Rotger, Gabriel Pons

  • This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.