Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2000

• de Luna, Xavier, 2000, "Prediction Inference for Time Series," Umeå Economic Studies, Umeå University, Department of Economics, number 519, Jan.
• Brännäs, Kurt & de Gooijer, Jan G., 2000, "ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH," Umeå Economic Studies, Umeå University, Department of Economics, number 535, May.
• Crespo-Cuaresma, Jesus, 2000, "Forecasting European GDP Using Self-Exciting Threshold Autoregressive Models. A Warning," Economics Series, Institute for Advanced Studies, number 79, Mar.
• Stavrev, Emil, 2000, "A Small Continuous Time Macro-Econometric Model of the Czech Republic," Transition Economics Series, Institute for Advanced Studies, number 18, Jul.
• Stavrev, Emil, 2000, "A Comparative Analysis of the Czech Republic and Hungary. Using small Continuous-Time Macroeconometric Models," Transition Economics Series, Institute for Advanced Studies, number 19, Jul.
• Danielsson, Jon & Morimoto, Yuji, 2000, "Forecasting Extreme Financial Risk: A Critical Analysis of Practical Methods for the Japanese Market," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 18, issue 2, pages 25-48, December.
• John Barkoulas & Christopher Baum & Nickolaos Travlos, 2000, "Long memory in the Greek stock market," Applied Financial Economics, Taylor & Francis Journals, volume 10, issue 2, pages 177-184, DOI: 10.1080/096031000331815.
• Aaron Schiff & Peter Phillips, 2000, "Forecasting New Zealand's real GDP," New Zealand Economic Papers, Taylor & Francis Journals, volume 34, issue 2, pages 159-181, DOI: 10.1080/00779950009544321.
• Kurt Brännäs & Jan G. de Gooijer, 2000, "Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-049/4, Jun.
• Massimo Bernaschi & Luca Grilli & Livio Marangio & Sauro Succi & Davide Vergni, 2000, "Statistical characterisation of Fixed Income market efficiency," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number qiac03-2000, May.
• Scheide, Joachim & Trabandt, Mathias, 2000, "Predicting inflation in Euroland: the Pstar approach," Kiel Working Papers, Kiel Institute for the World Economy, number 1019.
• Döpke, Jörg, 2000, "Macroeconomic Forecasts and the Nature of Economic Shocks in Germany," Kiel Working Papers, Kiel Institute for the World Economy, number 972.

1999

• Michael P. Clements & David F. Hendry, 1999, "On winning forecasting competitions in economics," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 2, pages 123-160.
• Clive W.J. Granger, 1999, "Outline of forecast theory using generalized cost functions," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 2, pages 161-173.
• Angel León & Juan Mora, 1999, "Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 3, pages 215-238.
• Klaassen, F.J.G.M., 1999, "Purchasing Power Parity : Evidence from a New Test," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-09.
• Klaassen, F.J.G.M., 1999, "Long Swings in Exchange Rates : Are They Really in the Data?," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-08.
• Klaassen, F.J.G.M., 1999, "Long Swings in Exchange Rates : Are They Really in the Data?," Other publications TiSEM, Tilburg University, School of Economics and Management, number a54d23f3-13a8-458c-9f80-2.
• Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1999, "Comparing predictions and outcomes : Theory and application to income changes," Other publications TiSEM, Tilburg University, School of Economics and Management, number d15d6d31-e2a9-40cb-98c6-e.
• Robert Pereira, 1999, "Forecasting Ability but No Profitability: an Empirical Evaluation of Genetic Algorithm-Optimized Technical Trading Rules," Working Papers, School of Economics, La Trobe University, number 1999.06.
• Ronald L. Moy, 1999, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Data Collection And Presentation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Frequency Distributions And Data Analyses," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Numerical Summary Measures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Probability Concepts And Their Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Discrete Random Variables And Probability Distributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "The Normal And Lognormal Distributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Sampling And Sampling Distributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Other Continuous Distributions And Moments For Distributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Estimation And Statistical Quality Control," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Hypothesis Testing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Analysis Of Variance And Chi-Square Tests," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Simple Linear Regression And The Correlation Coefficient," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Simple Linear Regression And Correlation: Analyses And Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Multiple Linear Regression," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Other Topics In Applied Regression Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Nonparametric Statistics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Time-Series: Analysis, Model, And Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Index Numbers And Stock Market Indexes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Sampling Surveys: Methods And Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Statistical Decision Theory: Methods And Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "Study Guide For Statistics For Business And Financial Economics".
• Ahrens, Ralf, 1999, "Improving market-based forecasts of short-term interest rates: Time-varying stationarity and the predictive content of switching regime-expectations," CFS Working Paper Series, Center for Financial Studies (CFS), number 1999/14.
• Ahrens, Ralf, 1999, "Predicting recessions with interest rate spreads: A multicountry regime-switching analysis," CFS Working Paper Series, Center for Financial Studies (CFS), number 1999/15.
• Ebling, Günther & Janz, Norbert, 1999, "Export and innovation activities in the German service sector: empirical evidence at the firm level," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 99-53.
• Robert Pereira, 1999, "Forecasting Ability but No Profitability: an Empirical Evaluation of Genetic Algorithm-Optimized Technical Trading Rules," Working Papers, School of Economics, La Trobe University, number 1999.06.
• Koehler, A.B. & Snyder, R.D. & Ord, J.K., 1999, "Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/99, Jan.
• Snyder, R.D. & Koehler, A. & Ord, K., 1999, "Forecasting for Inventory Control with Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/99, Aug.
• PERRON, Benoît, 1999, "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9901.
• Yin-Wong Cheung & Menzie D. Chinn, 1999, "Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys," NBER Working Papers, National Bureau of Economic Research, Inc, number 6926, Feb.
• Franck Moraux & Patrick Navatte & Christophe Villa, 1999, "The Predictive Power of the French Market Volatility Index: A Multi Horizons Study," Review of Finance, European Finance Association, volume 2, issue 3, pages 303-320.
• Lord, Montague, 1999, "The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 41166, Oct.
• Kuhlmann, Stefan & Boekholt, Patries & Georghiou, Luke & Guy, Ken & Heraud, Jean-Alain & Laredo, Philippe & Lemola, Tarmo & Loveridge, Denis & Luukkonen, Terttu & Moniz, António & Polt, Wolfgang & Rip, 1999, "Improving Distributed Intelligence in Complex Innovation Systems," MPRA Paper, University Library of Munich, Germany, number 6426, Jun, revised May 1999.
• Mariam, Yohannes, 1999, "Trends in Resource Extraction and Implications for Sustainability in Canada," MPRA Paper, University Library of Munich, Germany, number 669, Jan, revised 01 Jun 1999.
• Armstrong, J. Scott & Brodie, Roderick J., 1999, "Forecasting for Marketing," MPRA Paper, University Library of Munich, Germany, number 81690, Jan.
• Pereira, Robert, 1999, "Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules," MPRA Paper, University Library of Munich, Germany, number 9055.
• Kaushik Mitra & Seppo Honkapohja, 1999, "Learning with Bounded Memory in Stochastic Models," Computing in Economics and Finance 1999, Society for Computational Economics, number 221, Mar.
• Andrew Sharpe & Louis Grignon, 1999, "Symposium on Labour Force Participation in Canada in the 1990s: An Introduction and Overview," A Symposium on Canadian Labour Force Participation in the 1990s (Special Issue of Canadian Business Economics, Volume 7, Number 2, May 1999), Centre for the Study of Living Standards, in: Andrew Sharpe & Louis Grignon, "A Symposium on Canadian Labour Force Participation in the 1990s (Special Issue of Canadian Business Economics, Volume 7, Number 2, May 1999)".
• Mario Fortin & Pierre Fortin, 1999, "The Changing Labour Force Participation of Canadians, 1969-96: Evidence from a Panel of Six Demographic Groups," A Symposium on Canadian Labour Force Participation in the 1990s (Special Issue of Canadian Business Economics, Volume 7, Number 2, May 1999), Centre for the Study of Living Standards, in: Andrew Sharpe & Louis Grignon, "A Symposium on Canadian Labour Force Participation in the 1990s (Special Issue of Canadian Business Economics, Volume 7, Number 2, May 1999)".
• Paul Beaudry & Thomas Lemieux, 1999, "Evolution of the Female Labour Force Participation Rate in Canada, 1976-1994: a Cohort Analysis," A Symposium on Canadian Labour Force Participation in the 1990s (Special Issue of Canadian Business Economics, Volume 7, Number 2, May 1999), Centre for the Study of Living Standards, in: Andrew Sharpe & Louis Grignon, "A Symposium on Canadian Labour Force Participation in the 1990s (Special Issue of Canadian Business Economics, Volume 7, Number 2, May 1999)".
• Richard Archambault & Louis Grignon, 1999, "Decline in Youth Participation in Canada in the 1990s: Structural or Cyclical?," A Symposium on Canadian Labour Force Participation in the 1990s (Special Issue of Canadian Business Economics, Volume 7, Number 2, May 1999), Centre for the Study of Living Standards, in: Andrew Sharpe & Louis Grignon, "A Symposium on Canadian Labour Force Participation in the 1990s (Special Issue of Canadian Business Economics, Volume 7, Number 2, May 1999)".
• Helmut Herwartz, 1999, "Performance of periodic time series models in forecasting," Empirical Economics, Springer, volume 24, issue 2, pages 271-301.
• Purcell, Tim & Beard, Rodney & McDonald, Stuart, , "Walrasian and Marshallian stability: An application to the Australian pig industry," 1999 Conference (43th), January 20-22, 1999, Christchurch, New Zealand, Australian Agricultural and Resource Economics Society, number 124531, DOI: 10.22004/ag.econ.124531.
• Purcell, Tim, , "Forecasting Marketing Margins in the Australian Pig Industry," 1999 Conference (43th), January 20-22, 1999, Christchurch, New Zealand, Australian Agricultural and Resource Economics Society, number 124539, DOI: 10.22004/ag.econ.124539.
• West,K.D., 1999, "Encompassing tests when no model is encompassing," Working papers, Wisconsin Madison - Social Systems, number 36.
• Kapetanios, G., 1999, "Threshold Models for Trended Time Series," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9905, Jan.
• Stéphane Dées, 1999, "The Role of External Variables in the Chinese Economy," Working Papers, CEPII research center, number 1999-09, Jun.
• Benoit Perron, 2002, "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off," CIRANO Working Papers, CIRANO, number 2002s-88, Nov.
• Peter Christoffersen & Stefano Mazzotta, 2004, "The Informational Content of Over-the-Counter Currency Options," CIRANO Working Papers, CIRANO, number 2004s-16, Apr.
• Sébastien Laurent & Jeroen Rombouts & Francesco Violente, 2009, "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," CIRANO Working Papers, CIRANO, number 2009s-45, Nov.
• Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 1999, "A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation," CIRANO Working Papers, CIRANO, number 99s-48, Nov.
• Artis, Michael J & Marcellino, Massimiliano, 1999, "Fiscal Forecasting: the Track Record of the IMF, OECD, and EC," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2206, Aug.
• Yvon Fauvel & Alain Paquet & Christian Zimmermann, 1999, "A Survey on Interest Rate Forecasting," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 87, Jun.
• FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik, 1999, "Imperfect Market Monitoring and SOES Trading," HEC Research Papers Series, HEC Paris, number 671, Aug.
• F. Bec & M. Ben Salem & R. MacDonald, 1999, "Real exchange rates and real interest rates : A nonlinear perspective," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 99-17.
• Artis, M. & Marcellino, M., 1999, "Fiscal Forecasting: the Track Record of the IMF, OECD and EC," Economics Working Papers, European University Institute, number eco99/22.
• Viktor Kotlán, 1999, "Výnosová køivka v teorii a praxi èeského mezibankovního trhu (The Yield Curve in Theory and in Practice of the CZech Interbank Market)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 49, issue 7, pages 407-426, July.
• Alexei Onatski & James H. Stock, 1999, "Robust monetary policy under model uncertainty in a small model of the U.S. economy," Proceedings, Federal Reserve Bank of San Francisco.
• Bolgot, S. & Terraza, M., 1999, "Prevision des prix a terme du cacao et modeles ARMA non-lineaires," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99b02.
• Ghattas, B., 1999, "Previsions par arbres de classification," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99b03.
• Ghattas, B., 1999, "Previsions des pics d'ozone par arbres de regression, simples et agreges par bootstrap," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99b04.
• Ghattas, B., 1999, "Agregation d'arbres de classification," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99b05.
• Crama, Y. & Schyns, M., 1999, "Simulated Annealing for Complex Portfolio Selection Problems," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie, number 9911.
• Mitra, K., 1999, "Is More Data Better?," University of Helsinki, Department of Economics, Department of Economics, number 452.
• Honkapohja, S. & Mitra, K., 1999, "Learning with Bounded Memory in Stochastic Models," University of Helsinki, Department of Economics, Department of Economics, number 456.
• Cottrell, M. & Gaubert, P. & Rousset, P. & Letremy, P., 1999, "Analyzing and Representing Multidimentional Quantitative an Qualitative Data: Demographic Study of the Rhone Valley. The Domestic Consumption of the Canadian Families," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999-09.
• Bec, F. & Salem, M.B. & MacDonald, R., 1999, "Real Exchange Rates and Real Interest Rates: a nonlinear Perspective," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 99-17.
• Maheu, J.M. & McCurdy, T.H., 1999, "A Semi-Markov Approach to Modeling Volatility Dynamics," Rotman School of Management - Finance, Rotman School of Management, University of Toronto, number 99-004.
• Gilboa, I. & Schmeidler, D., 1999, "Inductive Inference: an Axiomatic Approach," Papers, Tel Aviv, number 29-99.
• Gilboa, I. & Schmeidler, D., 1999, "Cognitive Foundations of Probability," Papers, Tel Aviv, number 30-99.
• Karen Cabos & Michael Funke & Nikolaus A. Siegfried, 1999, "Some Thoughts on Monetary Targeting vs. Inflation Targeting," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 19912, Oct.
• Gustavsson, Patrik & Nordström, Jonas, 1999, "The Impact of Seasonal Unit Roots and Vector ARMA Modeling on Forecasting Monthly Tourism Flows," Working Paper Series, Trade Union Institute for Economic Research, number 150, Apr, revised 01 Jul 2000.
• Eliasson, Ann-Charlotte, 1999, "Smooth transitions in a UK consumption function," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 328, Aug.
• Löf, Mårten & Lyhagen, Johan, 1999, "Forecasting performance of seasonal cointegration models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 336, Oct.
• Bergman, U. Michael & Hansson, Jesper, 1999, "Real Exchange Rates and Switching Regimes," Working Papers, Lund University, Department of Economics, number 1999:4, Sep, revised 08 Jun 2000.
• Blix, Mårten, 1999, "Forecasting Swedish Inflation With a Markov Switching VAR," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 76, Jan.
• Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders, 1999, "A VAR Model for Monetary Policy Analysis in a Small Open Economy," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 77, Feb.
• Jumah, Adusei & Kunst, Robert M., 1999, "The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa," Economics Series, Institute for Advanced Studies, number 73, Oct.
• Skalin, Joakim & Terasvirta, Timo, 1999, "Another Look at Swedish Business Cycles, 1861-1988," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 14, issue 4, pages 359-378, July-Aug..
• Andres Peter & Spiwoks Markus, 1999, "Prognosequalitätsmatrix / Forecast Quality Matrix: Ein methodologischer Beitrag zur Beurteilung der Güte von Kapitalmarktprognosen / A Methodological Survey of Judging Forecast Quality of Capital Market Forecasts," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 5-6, pages 513-542, October, DOI: 10.1515/jbnst-1999-5-617.

1998

• Subrata Ghatak & George Manolas & Ioannis Vavouras, 1998, "Measuring Potential Output in the Agricultural Sector: The Case of Greece," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 26-40, July - Se.
• Gallo, G.M. & Pacini, B., 1998, "Early News Is Good News. The Effects of Market Opening on Market Volatility," Economics Working Papers, European University Institute, number eco98/3.
• Skouras, S., 1998, "Risk Neutral Forecasting," Economics Working Papers, European University Institute, number eco98/40.
• Christodoulakis, G.A. & Satchell, S.E., 1998, "Forecasting (LOG) Volatility Models," Discussion Papers, University of Exeter, Department of Economics, number 9814.
• Division des projections sur les professions et des etudes macroeconomiques, 1998, "Scenario de reference macroeconomique de 1998 du Systeme de projections des professions au Canada," Papers, Gouvernement du Canada - Human Resources Development, number t-98-2f.
• Mitra, K., 1998, "On the Relationship of Optimal Memory to Steady States, Cycles, Chaos," University of Helsinki, Department of Economics, Department of Economics, number 433.
• Ahlstedt, M., 1998, "Analysis of Financial Risks in a GARCH Framework," University of Helsinki, Department of Economics, Department of Economics, number e:11.
• Truchon, M., 1998, "Figure Skating and the Theory of Social Choice," Papers, Laval - Recherche en Politique Economique, number 9814.
• Kilian, L., 1998, "Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics," Papers, Michigan - Center for Research on Economic & Social Theory, number 98-04.
• Sbordone, A.M., 1998, "Prices and Unit Labor Costs: a New Test of Price Stickiness," Papers, Stockholm - International Economic Studies, number 653.
• Andersson, Michael K., 1998, "On the Effects of Imposing or Ignoring Long Memory when Forecasting," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 225, Feb.
• Andersson, Michael K., 1998, "Do Long-Memory Models Have Long Memory?," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 227, Feb, revised 16 Mar 2000.
• Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 1998, "Duration of consumer loans and bank lending policy: dormancy versus default risk," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 280, Nov.
• Eitrheim, O. & Husebo, T.A. & Nymoen, R., 1998, "Error-correction versus Differencing in Macroeconomic Forecasting," Memorandum, Oslo University, Department of Economics, number 01/1998.
• Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 1998, "Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 70, Jul.
• Brännäs, Kurt & Hellström, Jörgen, 1998, "Forecasting based on Very Small Samples and Additional Non-Sample Information," Umeå Economic Studies, Umeå University, Department of Economics, number 472, Aug.
• West, Kenneth D & McCracken, Michael W, 1998, "Regression-Based Tests of Predictive Ability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 4, pages 817-840, November.
• Andrew Sentance & Stephen Hall & John O'Sullivan, 1998, "Modelling and forecasting UK public finances," Fiscal Studies, Institute for Fiscal Studies, volume 19, issue 1, pages 63-81, February.
• Terry Barker & Jonathan Köhler, 1998, "Equity and ecotax reform in the EU: achieving a 10 per cent reduction in CO2 emissions using excise duties," Fiscal Studies, Institute for Fiscal Studies, volume 19, issue 4, pages 375-402, November.
• Tobias Rydén & Timo Teräsvirta & Stefan Åsbrink, 1998, "Stylized facts of daily return series and the hidden Markov model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 13, issue 3, pages 217-244.
• Seungjun Lee, 1998, "Money Growth Uncertainty and Real Output: Trivariate VAR GARCH-M Model," Korean Economic Review, Korean Economic Association, volume 14, pages 23-40.
• OUERFELLI, Chokri, 1998, "La demande touristique européenne en Tunisie," LATEC - Document de travail - Economie (1991-2003), LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne, number 1998-14, Nov.
• Truchon, Michel, 1998, "Figure Skating and the Theory of Social Choice," Cahiers de recherche, Université Laval - Département d'économique, number 9814.
• Henry, O.T. & Olekalns, N. & Summers, P.M., 1998, "Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian "Meltdown"," Department of Economics - Working Papers Series, The University of Melbourne, number 655.
• Americo Darío Quíntero González, 1998, "Metodología para la construcción de los indicadores de la gestión ambiental, municipio como unidad de aplicación Patterns in Neighboring Areas Colombia," Lúmina. Revista iberoamericana de Contabilidad, Administración y Economía, Facultad de Ciencias Contables, Económicas y Administrativas, Universidad de Manizales., volume 0, issue 2, pages 19-34, Diciembre.
• Shami, R.G. & Snyder, R.D., 1998, "Exponential Smoothing Methods of Forecasting and General ARMA Time Series Representations," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/98.
• Kenneth D. West & Michael W. McCracken, 1998, "Regression-Based Tests of Predictive Ability," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0226, Mar.
• Andrew Ang & Geert Bekaert, 1998, "Regime Switches in Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 6508, Apr.
• James Breece & Vincenzo Cassino, 1998, "The Forecasting and Policy System: demand-side satellite models," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number G98/3, May.
• Meyler, Aidan & Kenny, Geoff & Quinn, Terry, 1998, "Forecasting irish inflation using ARIMA models," MPRA Paper, University Library of Munich, Germany, number 11359, Dec.
• Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998, "Bayesian VAR Models for Forecasting Irish Inflation," MPRA Paper, University Library of Munich, Germany, number 11360, Dec.
• Lord, Montague, 1998, "Modeling the Open Macro-Economy of Vietnam," MPRA Paper, University Library of Munich, Germany, number 41164, Nov.
• Ayub, Mehar, 1998, "A simulation model of corporate finances: A study of the companies listed on Karachi stock exchange," MPRA Paper, University Library of Munich, Germany, number 443, revised 2001.
• Dikaios Tserkezos, 1998, "Turning-Point Diagnostics Accuracy Analysis of OECD Forecasts for Greece," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 51, issue 3, pages 429-436.
• Fullerton, Jr., Thomas M. & Taylor West, Carol A., 1998, "Regional Econometric Housing Start Forecast Accuracy in Florida," The Review of Regional Studies, Southern Regional Science Association, volume 28, issue 3, pages 15-42, Winter.
• Kamstra, M., 1998, "The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful?," Discussion Papers, Department of Economics, Simon Fraser University, number dp98-05.
• Walter KrÄmer, 1998, "Note Short-term predictability of German stock returns," Empirical Economics, Springer, volume 23, issue 4, pages 635-639.
• Klaassen, F.J.G.M., 1998, "Improving Garch Volatility Forecasts," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-52.
• Arturo Estrella & Frederic S. Mishkin, 1998, "Predicting U.S. Recessions: Financial Variables As Leading Indicators," The Review of Economics and Statistics, MIT Press, volume 80, issue 1, pages 45-61, February.
• Touhami Abdelkhalek & Jean-Marie Dufour, 1998, "Statistical Inference For Computable General Equilibrium Models, With Application To A Model Of The Moroccan Economy," The Review of Economics and Statistics, MIT Press, volume 80, issue 4, pages 520-534, November.
• Buscher, Herbert S. & Buslei, Hermann & Göggelmann, Klaus & Koschel, Henrike & Ramb, Fred & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 1998, "Empirical macromodels under test: a comparative simulation study of the employment effects of a revenue neutral cut in social security contributions," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 98-40.
• Jenny Williams & Robin C. Sickles, 1998, "On the Role of Social Capital in Youth Crime: A Dynamic Structural Approach," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 1998-02.
• Jenny Williams & Robin C. Sickles, 1998, "Intertemporal Model of Rational Criminal Choice," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 1998-03.
• Francis X. Diebold, 1998, "The Past, Present, and Future of Macroeconomic Forecasting," Journal of Economic Perspectives, American Economic Association, volume 12, issue 2, pages 175-192, Spring.
• Eva Ortega, 1998, "Assessing the Fit of Simulated Multivariate Dynamic Models," Working Papers, Banco de España, number 9821.
• Gallo Giampiero M. & Pacini Barbara, 1998, "Early News is Good News: The Effects of Market Opening on Market Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 2, issue 4, pages 1-19, January, DOI: 10.2202/1558-3708.1034.
• Zeng Tian & Swanson Norman R., 1998, "Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 2, issue 4, pages 1-21, January, DOI: 10.2202/1558-3708.1037.
• Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998, "Forecasting Irish inflation using ARIMA models," Research Technical Papers, Central Bank of Ireland, number 3/RT/98, Dec.
• Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998, "Bayesian VAR Models for Forecasting Irish Inflation," Research Technical Papers, Central Bank of Ireland, number 4/RT/98, Dec.
• Raúl Susmel, 1998, "Extreme Observations and Diversification in Latin American Emerging Equity Markets," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 138, Oct.
• Mikhail Chernov & Eric Ghysels, 1998, "What Data Should Be Used to Price Options?," CIRANO Working Papers, CIRANO, number 98s-22, Jun.
• Myles Callan & Eric Ghysels & Norman R. Swanson, 1998, "Monetary Policy Rules with Model and Data Uncertainty," CIRANO Working Papers, CIRANO, number 98s-40, Nov.
• Peter B. Dixon & Maureen T. Rimmer, 1998, "Forecasting and Policy Analysis with a Dynamic CGE Model of Australia," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number op-90, Jun.

1997

• West, K.D. & McCracken, M.W., 1997, "Regression-Based Tests of Predictive Ability," Working papers, Wisconsin Madison - Social Systems, number 9710.
• Reboredo, J.C., 1997, "A Markov Model for Risk Evaluation in Banking," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 383.97.
• Richard Black & David Rose, 1997, "Canadian Policy Analysis Model: CPAM," Staff Working Papers, Bank of Canada, number 97-16, DOI: 10.34989/swp-1997-16.
• Latha Ramchand & Raúl Susmel, 1997, "Variances and Covariances of Intemational Stock Returns: The International CAPM Revisited," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 124, Nov.
• Jakob B. MADSEN, 1997, "Forecasts with production expectations integrated into a macroeconomic model," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1997011, Mar.
• Granger, Clive W. J. & Swanson, Norman R., 1997, "An introduction to stochastic unit-root processes," Journal of Econometrics, Elsevier, volume 80, issue 1, pages 35-62, September.
• Seung-Rae Kim, 1997, "Energy Shocks and Macroeconomic Adjustment Policies for Korea," Korean Economic Review, Korean Economic Association, volume 13, issue 2, pages 91-110.
• Kilian, L., 1997, "Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions?," Working Papers, Research Seminar in International Economics, University of Michigan, number 401.
• Snyder, R. & Inder, B., 1997, "Trend Stability and Structural Change: An Extension to the M1 Forecasting Competition," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/97.
• ABDELKHALEK, Touhami & DUFOUR, Jean-Marie, 1997, "Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9713.
• Francis X. Diebold, 1997, "The Past, Present, and Future of Macroeconomic Forecasting," NBER Working Papers, National Bureau of Economic Research, Inc, number 6290, Nov.
• Keane, Michael, 1997, "Current Issues in Discrete Choice Modeling," MPRA Paper, University Library of Munich, Germany, number 52515.
• Mariam, Yohannes & Barre, Mike, 1997, "Statistical Time Series Analysis of Emission and Deposition of SO2 and NOx in Northeastern North America," MPRA Paper, University Library of Munich, Germany, number 663, revised 01 Jun 1997.
• Lopez, H & Ortega, E & Ubide, A, 1997, "Dating and Forecasting the Spanish Business Cycle," Economics Working Papers, European University Institute, number eco97/05.
• Jose A. Lopez & Christian Walter, 1997, "Is implied correlation worth calculating? Evidence from foreign exchange options and historical data," Research Paper, Federal Reserve Bank of New York, number 9730.
• Francis X. Diebold, 1997, "The past, present, and future of macroeconomic forecasting," Working Papers, Federal Reserve Bank of Philadelphia, number 97-20.
• Flam, S.D. & Evstigneev, I.V., 1997, "The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 171.
• Ghatak, A., 1997, "Vector Autoregression Modelling and Forecasting Growth of South Korea," Department of Economics, De Montford University, Department of Economics, De Montfort University, number 97-02.
• Cazals, C. & de Rycke, M. & Florens, J.-P., 1997, "Mesures d'efficacite et evaluation de regroupements de bureaux distributeurs," Papers, Toulouse - GREMAQ, number 97.458.
• Kilian, L. & Demiroglu, U., 1997, "Residual-Based Bootstrap Tests for Normality in Autoregressions," Papers, Michigan - Center for Research on Economic & Social Theory, number 97-14.
• Chao, J.C. & Swanson, N.R., 1997, "Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production," Papers, Pennsylvania State - Department of Economics, number 9-97-3.
• Zeng, T. & Swanson, N.R., 1997, "Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets," Papers, Pennsylvania State - Department of Economics, number 9-97-4.
• Kandel, E. & Simhon, A., 1997, "Simulaneous Search: Between Search and Walras," Papers, Rochester, Business - Financial Research and Policy Studies, number 97-04.
• Godby, R. & Stengos, T. & Wandsschneider, B., 1997, "Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market," Working Papers, University of Guelph, Department of Economics and Finance, number 1997-4.
• Gredenhoff, Mikael & Karlsson, Sune, 1997, "Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 177, Jun.
• Kadiyala, K Rao & Karlsson, Sune, 1997, "Numerical Methods for Estimation and Inference in Bayesian VAR-Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 12, issue 2, pages 99-132, March-Apr.
• Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997, "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-45.
• Banerjee, A.N., 1997, "Sensitivity of Univariate AR(1) Time-series Forecasts Near the Unit Root," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-88.
• Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997, "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6eef11dd-0ae4-4673-b8c0-2.
• Nankervis, J.C. & Savin, N.E. & Lobato, I., 1997, "Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test," Working Papers, University of Iowa, Department of Economics, number 97-14.
• Clements, M.P. & Krolzig, H.-M., 1997, "A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 489.

1996

• Chin-Shan Chuang, 1996, "Ergodic properties of conditional forecast functions of stable systems (☆)," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 8, issue 3, pages 521-530.
• Nielsen, Carsten Krabbe, 1996, "On Some Topological Properties of Stable Measures," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 8, issue 3, pages 531-553, October.
• Carsten Krabbe Nielsen, 1996, "On some topological properties of stable measures (*)," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 8, issue 3, pages 531-553.
• Einar Bowitz & Stein Inge Hove, 1996, "Business cycles and fiscal policy: Norway 1973-93," Discussion Papers, Statistics Norway, Research Department, number 178, Aug.
• Jan Jacobs & Albert van der Horst,, 1996, "VAR-ing the economy of the Netherlands," Working Papers, Centre for Economic Research, University of Groningen and University of Twente, number 24, Jan.