Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C52: Model Evaluation, Validation, and Selection

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This JEL code is mentioned in the follow RePEc Biblio entries:

1. > Econometrics > Forecasting

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This topic is covered by the following reading lists:

1. SOEP based publications
2. Socio-Economics of Innovation

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Most recent items first, undated at the end.

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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

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2012 Volatility Swings in the US Financial Markets
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2012 Realized Volatility and Change of Regimes
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2012 Inflation forecasting and the crisis: assessing the impact on the performance of different forecasting models and methods
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2012 Marginal Likelihood Estimation with the Cross-Entropy Method
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2012 Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
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2012 Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State
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2012 Comparing Labor Supply Elasticities in Europe and the US: New Results
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2012 Measuring Vulnerability to Poverty Using Long-Term Panel Data
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2012 How important is the credit channel? An empirical study of the US banking crisis
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2012 Testing macroeconomic models by indirect inference on unfiltered data
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2012 What causes banking crises? An empirical investigation
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2012 Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments
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2012 Endogenous Product Choice: A Progress Report
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2012 Wealth, Credit Conditions and Consumption: Evidence from South Africa
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2012 Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms
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2012 Prior Selection for Vector Autoregressions
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2012 The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options
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2012 The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options
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2012 Model Adequacy Checks for Discrete Choice Dynamic Models
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2012 Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
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2012 Forecasting GDP at the Regional Level with Many Predictors
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2012 Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Prescott Filter
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2012 How important is the credit channel? An empirical study of the US banking crisis
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2012 Testing macroeconomic models by indirect inference on unfiltered data
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2012 Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments
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2012 What causes banking crises? An empirical investigation
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2012 When Credit Bites Back: Leverage, Business Cycles and Crises
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2012 Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments
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2012 Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework
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2012 Nowcasting German GDP: A comparison of bridge and factor models
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2012 Selecting predictors by using Bayesian model averaging in bridge models
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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
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2012 Which model to match?
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2012 Institutional Heterogeneity in Social Dilemma Games: A Bayesian Examination
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2012 Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis
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2012 Modelling conditional correlations of asset returns: A smooth transition approach
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2012 Modelling Changes in the Unconditional Variance of Long Stock Return Series
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2012 Commodity derivatives pricing with inventory effects
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2012 The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options
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2012 Comment justifier la multibancarité au sein des PME ?
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2012 Cross-country growth empirics and model uncertainty: An overview
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2012 Multidimensional Health Modelling: Association between Socioeconomic Factors and Health in Latvia
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2012 Estimating the Impact of the Balassa-Samuelson Effect in Central and Eastern European Countries: A Revised Analysis of Panel Data Cointegration Tests
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2012 Using Fuzzy Logic for Evaluating the Level of Countries’ (Regions’) Economic Development
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2012 The Impact Of Growth On Biodiversity: An Empirical Assessment
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2012 Determination of bank risk indicators and macroeconomic conditions in Venezuela (1997-2009)
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2012 The Harberger-Laursen-Metzler Effect in Poland
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2012 The Harberger-Laursen-Metzler Effect in Poland
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2012 Surprising Comparative Properties of Monetary Models: Results from a New Model Database
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2012 Forecasting the Bankruptcy Risk on the Example of Romanian Enterprises
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2012 The Macromodel of the Moldovan Economy Medium-Term Forecast for Moldova
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2012 The Demand for Money in China: A Reassessment Using the Bounds Testing Approach
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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
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2012 A Structural Model Describe Chinese Tradesmen Attitudes Towards Greek Students Consumption Behavior
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2012 Using VARs and TVP-VARs with Many Macroeconomic Variables
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2012 Econometric Model Concerning The Status and Evolution of The Automotive Industry in Romania
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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
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2012 On the Existence of a Unit Root in the Time Series of Monthly Electricity Prices in Colombia
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2012 The Factors That Influence Success of BMT Berkah Madani Cimanggis
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2012 Bayesian estimation of Persistent Income Inequality using the Lognormal Stochastic Volatility Model
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2012 Diferencia de gastos según tamaño y composición familiar: una aplicación para Ecuador usando escalas de equivalencia
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2012 A Mate-Matching Algorithm for Continuous-Time Microsimulation Models
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2012 The productivity advantages of spatial concentration: evidence from Italian Industrial districts and cities
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2012 WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia
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2012 An Out-of-sample Analysis of Mean-Variance Portfolios with Orthogonal GARCH Factors
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2012 Supplement to "Race, Ethnicity, and Baseball Card Prices: A Replication, Correction, and Extension of Hewitt, Muñoz, Oliver, and Regoli"
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2012 Beyond Race Cards in America’s Pastime: An Appreciative Reply to Findlay and Santos
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2012 Race, Ethnicity, and Baseball Card Prices: A Replication, Correction, and Extension of Hewitt, Muñoz, Oliver, and Regoli
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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
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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
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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
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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
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2012 Confronting model misspecification in macroeconomics
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2012 Optimal comparison of misspecified moment restriction models under a chosen measure of fit
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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
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2012 In-sample tests of predictive ability: A new approach
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2012 Model selection when there are multiple breaks
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2012 Comparison of misspecified calibrated models: The minimum distance approach
by Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao

2012 Statistical tests for multiple forecast comparison
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2012 Bayesian averaging, prediction and nonnested model selection
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2012 A simple test for regression specification with non-nested alternatives
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2012 A new test for monopoly with limited cost data
by Moul, Charles C.

2012 Testing forecasting model versatility
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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
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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
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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
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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
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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
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2012 Stochastic Models For Credit Risk
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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
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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
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2011 Estimation of the Cost of Equity by Considering the Interdependences between Capital Markets
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2011 Behavioral Finance and Technical Analysis
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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

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2009 Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
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2009 Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment
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2009 Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty
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2009 Estimating Output Gap, Core Inflation, and the NAIRU for Peru
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2009 Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru
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2009 Have European Unemployment Rates Converged?
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2009 Structural Macro-Econometric Modelling in a Policy Environment
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2009 Detecting Common Dynamics in Transitory Components
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2009 Local Identification in DSGE Models
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2009 Introducing the GED-Copula with an application to Financial Contagion in Latin America
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2009 Análise da Dinâmica do Modelo IS-MP para a Economia Brasileira Contemporânea
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2009 Multidimensional health modeling: Association between socioeconomic and psychosocial factors and health in Latvia
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2009 A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns
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2009 Allocative Efficiency among Fadama Fluted Pumkin Farmers in Imo State, Nigeria
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2009 Multidimensional health modeling: Association between socioeconomic and psychosocial factors and health in Latvia
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2009 Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models
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2009 Evaluating alternative methods for testing asset pricing models with historical data
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2009 Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features
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2009 Hidden Markov models with t components. Increased persistence and other aspects
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2009 VAR forecasting using Bayesian variable selection
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2009 Teste de Modelos Estatísticos para a Estrutura a Termo no Brasil
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2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
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2009 External Shocks and the Indian Economy: Analyzing through a Small, Structural Quarterly Macroeconometric Model
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2009 The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?
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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
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2009 Normal versus Noncentral Chi-square Asymptotics of Misspecified Models
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2009 Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn
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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
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2009 The Multistep Beveridge-Nelson Decomposition
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2009 The Volatility of Thai Rice Price
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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
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2009 Testing Predictive Ability and Power Robustification
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2009 Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling
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2009 Testing Unilateral and Bilateral Link Formation
by Marcel Fafchamps & Margherita Comola

2009 Some Issues in Modeling and Forecasting Inflation in South Africa
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2009 Impulse Response Identification in DSGE Models
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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
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2009 Risk Price Dynamics
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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
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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
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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
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2007 Econometric analysis of Labour Market in Bulgaria - 1991-2006
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2007 Strategic Solutions for Combining of Marketing Mix Elements
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2007 Does Interest Rate Liberalisation Really Improve the Allocative Efficiency of Investment? Kenya's Experience
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2007 Return Dynamics in North African Stock Markets
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2006 Joint Diagnostic Tests for Conditional Mean and Variance Specifications
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2006 Using State Administrative Data to Measure Program Performance
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2006 Prioritizing Policies for Pro-Poor Growth : Applying Bayesian Model Averaging to Vietnam
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2006 Goodness-of-Fit Tests in Nonparametric Regression
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2006 Tests for Independence in Nonparametric Regression
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2006 The New Keynesian Phillips Curve for a Small Open Economy
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2006 Impact of oil prices in an estimated EU12 open economy model
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2006 Comparing Value-at-Risk Methodologies
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2006 GMM Based Tests for Locally Misspecified Models
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2006 Public Policy Framework for the New Zealand Innovation System
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2006 Market Consumption and Hidden Consumption: A Test for Substitutability
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2006 Does Consumer Confidence Forecast Household Spending? The Euro Area Case (Appendix to the main text)
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2006 Does Consumer Confidence Forecast Household Spending? The Euro Area Case
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2006 Does Consumer Confidence Forecast Household Spending?
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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
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2006 Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models
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2006 Macroeconomic Determinants Of The Investment Funds Market. The Romanian Case
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2006 Tax Buoyancy Estimates for Indian States
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2006 Macroeconometric Modelling in an Oil-Exporting Country: The case of Iran
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2006 A Dynamic Approach to Demand for Energy in Turkey
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2006 Exploring the Usefulness of a Non-Random Holdout Sample for Model Validation: Welfare Effects on Female Behavior
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2006 Stock Market Volatility And The Forecasting Accuracy Of Implied Volatility Indices
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2006 Forecasting Monthly GDP for Canada
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2006 Two Flaws In Business Cycle Accounting
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2006 How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach
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2006 Testing Portfolio Efficiency with Conditioning Information
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2006 On the Failure of the Bootstrap for Matching Estimators
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2006 Nonparametric Tests for Treatment Effect Heterogeneity
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2006 Markov-switching Unit Root Test: A study of the Property Price Bubbles in Hong Kong and Seoul
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2006 Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles
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2006 Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity
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2006 The Relationship Between Female Labour Force Participation And Fertility In G7 Countries: Evidence From Panel Cointegration And Granger Causality
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2006 Nonparametric Tests for Treatment Effect Heterogeneity
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2006 Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand
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2006 The Distributional Impact of Healthcare Financing in Nigeria: A Case Study of Enugu State
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2006 Variance Estimation in a Random Coefficients Model
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2006 Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes
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2006 Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models
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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
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2006 Testing Preference Axioms in Discrete Choice experiments: A Reappraisal
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2006 Commuting, Externalities, and the Geographical Sizes of Metropolitan Areas
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2006 The Complex Response of Monetary Policy to the Exchange Rate
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2006 The Impact of Uncertainty on Monetary Policy Rules in the UK
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2006 Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models
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2006 Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand
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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
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2006 Testing Dependence among Serially Correlated Multi-Category Variables
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2006 Nonparametric Tests for Treatment Effect Heterogeneity
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2006 Nonparametric Tests for Treatment Effect Heterogeneity
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2006 'Making Work Pay' in a Rationed Labour Market
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2006 'Making Work Pay' in a Rationed Labour Market
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2006 Variance Estimation in a Random Coefficients Model
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2006 Variance Estimation in a Random Coefficients Model
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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?
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2006 Tenure Profiles and Efficient Separation in a Stochastic Productivity Model
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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
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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
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2006 Nonparametric Density Estimation for Positive Time Series
by Taoufik Bouezmarni & Jeroen V.K. Rombouts

2006 Regime switching GARCH models
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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
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2006 Formative Measurement Models in Covariance Structure Analysis: Specification and Identification
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2006 Probleme der Validierung mit Strukturgleichungsmodellen
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2006 On the Appropriateness of Inappropriate VaR Models
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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
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2006 U.S. natural rate dynamics reconsidered
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2006 Backhauling in forest transportation - models, methods and practical usage
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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
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2006 Taking the temperature – forecasting GDP growth for mainland China
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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
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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
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2006 Asymptotically Nuisance-Parameter-Free Consistent Tests of Lp-Functional Form
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2006 Business Cycle Analysis and VARMA models
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2006 A Mixture Multiplicative Error Model for Realized Volatility
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2006 Forecasting Realized Volatility by Decomposition
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2006 The Long-Run Phillips Curve and Non-Stationary Inflation
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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
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2006 A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition
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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
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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
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2006 Regime switching GARCH models
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2006 Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU
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2006 International Stock Return Comovements
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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
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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
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2006 An Econometric Analysis of Emission Trading Allowances
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2006 What Jump Process to use to Model S&P500 Returns?
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2006 Dynamic modeling under linear-exponential loss
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2006 Nonparametric retrospection and monitoring of predictability of financial returns
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2006 How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World
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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
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2006 Inflation Forecasts and the New Keynesian Phillips Curve
by Sophocles N. Brissimis & Nicholas S. Magginas

2006 Regime Switching Garch Models
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2006 Monetary Policy Inertia or Persistent Shocks?
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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
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2006 On determining the importance of a regressor with small and undersized samples
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2006 Semiparametric Construction of Spatial Generalized Hedonic Models for Private Properties
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2006 Macroeconomic effects resulting from the incentives of the Economic and Tax Regime in the Canary Islands between 1994 and 2013
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2006 Learning-by-Doing or Habit Formation?
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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!
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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
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2006 The Moroccan Monetary and Financial Structure Reforms and Economic Agents´Behaviour
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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
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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
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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)
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2005 Testing for Structural Breaks in Covariance: Exchange Rate Pass-Through in Canada
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2005 A Limited Information Approach to the Simultaneous Estimation of Wage and Price Dynamics
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2005 Bootstrap inference on a nonlinear time series model of advertising effects
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2005 Estimating the Interest Rate Rule with Open Market Operations or Lump-Sum Transfers of Money
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2005 Stochastic and deterministic unit root models: problem of dominance
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2005 Learning-by-doing or Habit Formation?
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2005 Simulation-based finite-sample linearity test against smooth transition models
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2005 Univariate nonlinear time series models
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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
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2005 Impact Of Collinearity On The Estimated Parameters And Classical Statistical Tests Values Of Multifactorial Linear Regressions In Conditions Of O.L.S
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2005 Avoiding Data Snooping in Multilevel and Mixed Effects Models
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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
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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
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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
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2005 A Quarterly Econometric Model of the Slovenian Economy
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2005 The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications
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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
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2005 Evidence on the Incentive Properties of Share Contracts
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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