Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E1: General Aggregative Models
/ / / E17: Forecasting and Simulation: Models and Applications

2006

• Sergey Slobodyan & Anna Bogomolova, & Dmitri Kolyuzhnov, 2006, "Stochastic Gradient versus Recursive Least Squares Learning," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp309, Oct.
• Krueger, Dirk & Ludwig, Alexander, 2006, "On the Consequences of Demographic Change for Rates of Return to Capital, and the Distribution of Wealth and Welfare," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5834, Sep.
• Pesenti, Paolo & Laxton, Doug & N'Diaye, Papa, 2006, "Deflationary Shocks and Monetary Rules: An Open-Economy Scenario Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5997, Dec.
• Christian Dreger & Konstantin A. Kholodilin, 2006, "Prognosen der regionalen Konjunkturentwicklung," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 73, issue 34, pages 469-474.
• Diron, Marie, 2006, "Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data," Working Paper Series, European Central Bank, number 622, May.
• Dixon, Huw & Kara, Engin, 2006, "Understanding inflation persistence: a comparison of different models," Working Paper Series, European Central Bank, number 672, Sep.
• Cagas, Marie Anne & Ducanes, Geoffrey & Magtibay-Ramos, Nedelyn & Qin, Duo & Quising, Pilipinas, 2006, "A small macroeconometric model of the Philippine economy," Economic Modelling, Elsevier, volume 23, issue 1, pages 45-55, January.
• Laxton, Douglas & N'Diaye, Papa & Pesenti, Paolo, 2006, "Deflationary shocks and monetary rules: An open-economy scenario analysis," Journal of the Japanese and International Economies, Elsevier, volume 20, issue 4, pages 665-698, December.
• Heather M. Anderson & George Athanasopoulos & Farshid Vahid, 2006, "Nonlinear autoregressive leading indicator models of output in G-7 countries," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-14, Apr.
• Philip Liu, 2006, "Gains From Commitment Policy For A Small Open Economy: The Case Of New Zealand," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-25, Dec.
• Heij, C. & van Dijk, D.J.C. & Groenen, P.J.F., 2006, "Improved Construction of diffusion indexes for macroeconomic forecasting," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-03-REV, Feb.
• J. Knoben & M. Kerkhofs & J. Graafland, 2006, "Evaluation of Dutch Election Programs. The Impact of Parameter Uncertainty," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 1, pages 47-74.
• Riadh El Ferktaji & Ferhat Mihoubi, 2006, "Un modèle d’équilibre général dynamique pour une petite économie ouverte avec des effets Balassa-Samuelson," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 06-07.
• Ondřej Schneider, 2006, "Pension reform in the Czech Republic: Not a Lost Case?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2006/02, Jan, revised Jan 2006.
• Pär Österholm, 2006, "Incorporating judgement in fan charts," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-39.
• Patrick J. Kehoe, 2006, "How to advance theory with structural VARs: use the Sims-Cogley-Nason approach," Staff Report, Federal Reserve Bank of Minneapolis, number 379.
• Douglas Laxton & Papa N'Diaye & Paolo Pesenti, 2006, "Deflationary shocks and monetary rules: an open-economy scenario analysis," Staff Reports, Federal Reserve Bank of New York, number 267, Dec.
• Johansson, Lars, 2006, "Fiscal Implications of Aids in South Africa," Research Papers in Economics, Stockholm University, Department of Economics, number 2006:11, Dec.
• Österholm, Pär, 2006, "Incorporating Judgement in Fan Charts," Working Paper Series, Uppsala University, Department of Economics, number 2006:30, Nov.
• Andreja Pufnik & Davor Kunovac, 2006, "Short-Term Forecasting of Inflation in Croatia with Seasonal ARIMA Processes," Working Papers, The Croatian National Bank, Croatia, number 16, Dec.
• Meyer, Bernd & Lutz, Christian & Schnur, Peter & Zika, Gerd, 2006, "National economic policy simulations with global interdependencies : a sensitivity analysis for Germany," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200612.
• Kajal Lahiri & Gultekin Isiklar & Prakash Loungani, 2006, "How quickly do forecasters incorporate news? Evidence from cross-country surveys," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 6, pages 703-725, DOI: 10.1002/jae.886.
• Hyun Joung Jin & Won W. Koo & Bongsik Sul, 2006, "The Effects Of The Free Trade Agreement Among China, Japan And South Korea," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 31, issue 2, pages 55-72, December.
• Emanuel Leao & Pedro Leao, 2006, "Technological Innovations and the Interest Rate," Journal of Economics, Springer, volume 89, issue 2, pages 129-163, November, DOI: 10.1007/s00712-006-0205-7.
• Jakab M., Zoltán & Kovács, Mihály András & Kiss, Gergely, 2006, "Mit tanultunk?. A jegybanki előrejelzések szerepe az inflációs cél követésének első öt évében Magyarországon
  [What are we studying?. The role of central-bank forecasts in Hungarian inflation target," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 1101-1134.
• Dewa Ketut Sadra Swastika, 2006, "The Four Decades Journey and Future Prospects of Indonesia to Meet Its Demand for Maize," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 54, pages 27-50, April.
• Konstantins Benkovskis & Dainis Stikuts, 2006, "Latvia's Macroeconomic Model," Working Papers, Latvijas Banka, number 2006/02, Jun.
• Pesaran, M. Hashem & Schuermann, Til & Treutler, Bjorn-Jakob & Weiner, Scott M., 2006, "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 5, pages 1211-1261, August, DOI: 10.1353/mcb.2006.0074.
• Alexander Ludwig & Dirk Krüger, 2006, "On the Consequences of Demographic Change for Rates of Returns to Capital, and the Distribution of Wealth and Welfare," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 06103, Apr.
• Balázs Párkányi, 2006, "Myths and Maths: Macroeconomic Effects of Fiscal Adjustments in Hungary," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 1, issue 1, pages 34-40, June.
• Ágnes Horváth & Zoltán M. Jakab & Gábor P. Kiss & Balázs Párkányi, 2006, "Myths and Maths: Macroeconomic Effects of Fiscal Adjustments in Hungary," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/52.
• Szilárd Benk & Zoltán M. Jakab & Mihály András Kovács & Balázs Párkányi & Zoltán Reppa & Gábor Vadas, 2006, "The Hungarian Quarterly Projection Model (NEM)," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/60.
• Ludwig, Alexander & Krüger, Dirk, 2006, "On the consequences of demographic change for rates of return to capital, and the distribution of wealth and welfare," Papers, Sonderforschungsbreich 504, number 07-11.
• National Bank of Belgium, 2006, "Economic projections for Belgium – Autumn 2006," Economic Review, National Bank of Belgium, issue iii, pages 7-15, December.
• National Bank of Belgium, 2006, "Economic projections for Belgium – Spring 2006," Economic Review, National Bank of Belgium, issue i, pages 7-26, June.
• Kenneth D. West & Todd Clark, 2006, "Approximately Normal Tests for Equal Predictive Accuracy in Nested Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0326, Aug.
• Dirk Krueger & Alexander Ludwig, 2006, "On the Consequences of Demographic Change for Rates of Returns to Capital, and the Distribution of Wealth and Welfare," NBER Working Papers, National Bureau of Economic Research, Inc, number 12453, Aug.
• Patrick J. Kehoe, 2006, "How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 12575, Oct.
• Douglas Laxton & Papa N'Diaye & Paolo Pesenti, 2006, "Deflationary Shocks and Monetary Rules: an Open-Economy Scenario Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 12703, Nov.
• J.-F. Ouvrard & R. Rathelot, 2006, "Demographic change and unemployment: what do macroeconometric models predict?," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2006-04.
• Philip Liu, 2006, "A Small New Keynesian Model of the New Zealand economy," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2006/03, May.
• Gerhard Fenz & Martin Schneider, 2006, "Austria’s Economy Will Continue to Grow Dynamically in 2007," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 6-25.
• Efrem Castelnuovo, 2006, "Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0015, Apr.
• Feng, Dai & Yuan-Zheng, Zhong, 2006, "The Stochastic Advance-Retreat Course: An Approach to Analyse Social-Economic Evolution," MPRA Paper, University Library of Munich, Germany, number 117, Oct.
• Buldyrev, Sergey V. & Pammolli, Fabio & Riccaboni, Massimo & Yamasaki, Kazuko & Fu, Dongfeng & Matia, Kaushik & Stanley, H. Eugene, 2006, "A Generalized Preferential Attachment Model for Business Firms Growth Rates: II. Mathematical Treatment," MPRA Paper, University Library of Munich, Germany, number 15980, Aug.
• Pammolli, Fabio & Fu, Dongfeng & Buldyrev, Sergey V. & Riccaboni, Massimo & Matia, Kaushik & Yamasaki, Kazuko & Stanley, H. Eugene, 2006, "A Generalized Preferential Attachment Model for Business Firms Growth Rates: I. Empirical Evidence," MPRA Paper, University Library of Munich, Germany, number 15983, Aug.
• van de Coevering, Clement & Foster, Daniel & Haunit, Paula & Kennedy, Cathal & Meagher, Sarah & Van den Berg, Jennie, 2006, "Estimating economic and social welfare impacts of pension reform," MPRA Paper, University Library of Munich, Germany, number 1623, Nov.
• dong, congcong, 2006, "世界经济长波导论:对危机与萧条的研究及预测
  [An Introduction to World Economic Long Wave-Crises and Depressions: From Study to Anticipation]," MPRA Paper, University Library of Munich, Germany, number 2106, Feb, revised 01 Mar 2006.
• Isiklar, Gultekin & Lahiri, Kajal & Loungani, Prakash, 2006, "How quickly do forecasters incorporate news? Evidence from cross-country surveys," MPRA Paper, University Library of Munich, Germany, number 22065.
• Barnett, William A. & Seck, Ousmane, 2006, "Rotterdam vs Almost Ideal Models: Will the Best Demand Specification Please Stand Up?," MPRA Paper, University Library of Munich, Germany, number 417, Feb.
• Olenev, Nicholas, 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.1," MPRA Paper, University Library of Munich, Germany, number 7821, Dec.
• Rangan Gupta & Moses M. Sichei, 2006, "A BVAR Model for the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200612, Jun.
• Rangan Gupta, 2006, "Forecasting the South African Economy with VARs and VECMs," Working Papers, University of Pretoria, Department of Economics, number 200618, Aug.
• Guangling (Dave) Liu & Rangan Gupta, 2006, "A Small-Scale DSGE Model for Forecasting the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200621, Oct.
• Christopher A. Sims, 2006, "Improving Monetary Policy Models," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 74, May.
• Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Xinhua He & Rui Liu & Shiguo Liu & Nedelyn Magtibay-Ramos, 2006, "A Macroeconometric Model of the Chinese Economy," Working Papers, Queen Mary University of London, School of Economics and Finance, number 553, Mar.
• Geoffrey Ducanes & Marie Anne Cagas & Duo Qin & Pilipinas Quising & Mohammad Abdur Razzaque, 2006, "Macroeconomic Effects of Fiscal Policies: Empirical Evidence from Bangladesh, China, Indonesia and the Philippines," Working Papers, Queen Mary University of London, School of Economics and Finance, number 564, Sep.
• Wojciech Charemza & Svetlana Makarova & Yuriy Kharin & Vladimir Malugin & Aliaksandr Huryn & Julia Raskina, 2006, "On Building Economic Development Patterns for Russia and Belorussia on the Basis of LAM-3 Econometric Model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 2, issue 2, pages 124-139.
• Sergey Slobodyan & Anna Bogomolova & Dmitri Kolyuzhnov, 2006, "Stochastic Gradient versus Recursive Least Squares Learning," Computing in Economics and Finance 2006, Society for Computational Economics, number 446, Jul.
• Sergey Slobodyan & Atanas Christev, 2006, "On learnability of E–stable equilibria," Computing in Economics and Finance 2006, Society for Computational Economics, number 451, Jul.
• Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2006, "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," Computing in Economics and Finance 2006, Society for Computational Economics, number 47, Jul.
• M. Hashem Pesaran & Ron Smith, 2006, "Macroeconometric Modelling with a Global Perspective," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 06.43, Jan.
• Apostolos Serletis & Jagat Jit Virk, 2006, "Monetary aggregation, inflation, and welfare," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 7, pages 499-512, DOI: 10.1080/09603100600598064.
• Steven Kennedy & Jim Thomson & Petar Vujanovic, 2006, "A primer on the macroeconomic effects of an influenza pandemic," Treasury Working Papers, The Treasury, Australian Government, number 2006-01, Feb, revised Feb 2006.
• Vasily Astrov, 2006, "Wirtschaftswachstum hält in den MOEL an," wiiw Research Reports in German language, The Vienna Institute for International Economic Studies, wiiw, number 2006-05, May.
• P. Siklos, W. Enders & B. Falk, 2006, "A Threshold Model of Real US GDP and the Problem of Constructing Confidence Intervals in TAR Models," Working Papers, Wilfrid Laurier University, Department of Economics, number eg0052, revised 2006.
• Gultekin Isiklar & Kajal Lahiri & Prakash Loungani, 2006, "How quickly do forecasters incorporate news? Evidence from cross‐country surveys," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 6, pages 703-725, September, DOI: 10.1002/jae.886.
• Apostolos Serletis, 2006, "Money and the Economy," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6118, ISBN: ARRAY(0x6074d858), September.
• William A. Barnett & Douglas Fisher & Apostolos Serletis, 2006, "Consumer Theory and the Demand for Money," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Money And The Economy".
• Apostolos Serletis & David Krause, 2006, "Nominal Stylized Facts of U.S. Business Cycles," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Money And The Economy".
• Apostolos Serletis & Zisimos Koustas, 2006, "Monetary Aggregation and the Neutrality of Money," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Money And The Economy".
• Apostolos Serletis & Jagat Jit Virk, 2006, "Monetary Aggregation, Inflation, and Welfare," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Money And The Economy".
• Apostolos Serletis & Ioannis Andreadis, 2006, "Chaotic Analysis of U.S. Money and Velocity Measures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Money And The Economy".
• Apostolos Serletis & A. Leslie Robb, 2006, "Divisia Aggregation and Substitutability Among Monetary Assets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Money And The Economy".
• Douglas Fisher & Adrian R. Fleissig & Apostolos Serletis, 2006, "An Empirical Comparison of Flexible Demand System Functional Forms," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Money And The Economy".
• Apostolos Serletis & Asghar Shahmoradi, 2006, "Semi-Nonparametric Estimates of the Demand for Money in the United States," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Money And The Economy".
• Ludwig, Alexander & Krüger, Dirk, 2006, "On the Consequences of Demographic Change for Rates of Returns to Capital, and the Distribution of Wealth and Welfare," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 07-11, Apr.
• Krueger, Dirk & Ludwig, Alexander, 2006, "On the consequences of demographic change for rates of returns to capital, and the distribution of wealth and welfare," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/18.

2005

• Huan-Niemi, Ellen & Kerkela, Leena, 2005, "Reform in the EU Sugar Regime: Impact on the Global Sugar Markets," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24733, DOI: 10.22004/ag.econ.24733.
• Hareau, Guy Gaston & Mills, Bradford F. & Norton, George W., 2005, "Arroz Transgénico en Uruguay: un modelo de simulación para estimar los beneficios económicos potenciales," Serie Tecnica, Instituto Nacional de Investigacion Agropecuaria (INIA), number 121683, Dec, DOI: 10.22004/ag.econ.121683.
• Dongfeng Fu & Fabio Pammolli & S. V. Buldyrev & Massimo Riccaboni & Kaushik Matia & Kazuko Yamasaki & H. E. Stanley, 2005, "The Growth of Business Firms: Theoretical Framework and Empirical Evidence," Papers, arXiv.org, number physics/0512005, Dec.
• Marc-André Gosselin & René Lalonde, 2005, "MUSE: The Bank of Canada's New Projection Model of the U.S. Economy," Technical Reports, Bank of Canada, number 96, DOI: 10.34989/tr-96.
• Frédérick Demers & David Dupuis, 2005, "Forecasting Canadian GDP: Region-Specific versus Countrywide Information," Staff Working Papers, Bank of Canada, number 05-31, DOI: 10.34989/swp-2005-31.
• Volker Böhm & Carl Chiarella, 2005, "Mean Variance Preferences, Expectations Formation, And The Dynamics Of Random Asset Prices," Mathematical Finance, Wiley Blackwell, volume 15, issue 1, pages 61-97, January, DOI: 10.1111/j.0960-1627.2005.00211.x.
• Dimitrios Sideris & Nicholas G. Zonzilos, 2005, "The Greek Model of the European System of Central Banks Multi-Country Model," Working Papers, Bank of Greece, number 20, Feb.
• George A. Christodoulakis & Emmanuel C. Mamatzakis, 2005, "The European Union GDP Forecast Rationality under Asymmetric Preferences," Working Papers, Bank of Greece, number 30, Dec.
• Cédric Audenis & Julien Deroyon & Nathalie Fourcade, 2005, "L'impact des Nouvelles Technologies de l'Information et de la Communication sur l'économie française. Un bouclage macroéconomique," Revue économique, Presses de Sciences-Po, volume 56, issue 1, pages 99-125.
• Dees, S. & di Mauro, F. & Pesaran, M.H. & Smith, L.V., 2005, "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0518, May.
• Pesaran, M.H. & Smith, L.V. & Smith, R.P, 2005, "What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0528, May.
• Pesaran, M.H. & Schuermann, T. & Treutler, B-J., 2005, "The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0529, May.
• Evans, G.W. & Honkapohja ,S. & Williams, N., 2005, "Generalized Stochastic Gradient Learning," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0545, Oct.
• Javier J. Pérez & A. Jesús Sánchez, 2005, "Parameterized Expectations Algorithm and the Moving Bounds: a comment on convergence properties," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2005/12.
• Giovanni Di Bartolomeo & Jacob Engwerda & Joseph Plasmans & Bas van Aarle & Tomasz Michalak & Bas Van Aarle, 2005, "Macroeconomic Stabilization Policies in the EMU: Spillovers, Asymmetries, and Institutions," CESifo Working Paper Series, CESifo, number 1376.
• M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005, "Global Business Cycles and Credit Risk," CESifo Working Paper Series, CESifo, number 1548.
• George W. Evans & Seppo Honkapohja & Noah Williams, 2005, "Generalized Stochastic Gradient Learning," CESifo Working Paper Series, CESifo, number 1576.
• Serletis, Apostolos & Shahmoradi, Asghar, 2005, "Semi-Nonparametric Estimates Of The Demand For Money In The United States," Macroeconomic Dynamics, Cambridge University Press, volume 9, issue 4, pages 542-559, September.
• Enrico Tanuwidjaja & Choy Keen Meng, 2005, "Central Bank Credibility and Monetary Policy : Evidence from Small Scale Macroeconomic Model of Indonesia," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22576, Jan.
• Marcet, Albert & Nicolini, Juan Pablo, 2005, "Money and prices in models of bounded rationality in high inflation economies," Working Paper Series, European Central Bank, number 469, Apr.
• Dées, Stéphane & di Mauro, Filippo & Pesaran, Hashem & Smith, Vanessa, 2005, "Exploring the international linkages of the euro area: a global VAR analysis," Working Paper Series, European Central Bank, number 568, Dec.
• Rasmus Kattai, 2005, "EMMA - A Quarterly Model of the Estonian Economy," Bank of Estonia Working Papers, Bank of Estonia, number 2005-12, Dec, revised 12 Dec 2005.
• Chen, Hung-ju, 2005, "Educational systems, growth and income distribution: a quantitative study," Journal of Development Economics, Elsevier, volume 76, issue 2, pages 325-353, April.
• Viv B. Hall, 2005, "An Australasian Currency, New Zealand Adopting The Us Dollar, Or An Independent Monetary Policy?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-21, Sep.
• Emma Xiaoqin Fan & Jesus Felipe, 2005, "The diverging patterns of profitability, investment and growth of China and India, 1980-2003," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-22, Oct.
• Christopher A. Sims, 2005, "Improving monetary policy models," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
• Todd E. Clark & Kenneth D. West, 2005, "Approximately normal tests for equal predictive accuracy in nested models," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 05-05.
• Eric Meyermans & Patrick Van Brusselen, 2005, "Working Paper 02-05 - The NIME Economic Outlook for the World Economy 2005 - 2011 (Also in this issue: the Lisbon Strategy)," Working Papers, Federal Planning Bureau, Belgium, number 200502, Feb.
• Eric Meyermans & Patrick Van Brusselen, 2005, "Working Paper 17-05 - Monetary Policy, Asset Prices and Economic Growth in the World Economy over the 1995-2004 Period : A counterfactual simulation with the NIME Model," Working Papers, Federal Planning Bureau, Belgium, number 200517, Dec.
• Alain Sand, 2005, "Structural reforms, macroeconomic policies and the future of Kazakhstan," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0411, Nov.
• Hofer, Helmut & Url, Thomas, 2005, "Growth Effects of Age-related Productivity Differentials in an Ageing Society. A Simulation Study for Austria," Economics Series, Institute for Advanced Studies, number 179, Nov.
• Fujiwara, Ippei & Hara, Naoko & Hirose, Yasuo & Teranishi, Yuki, 2005, "The Japanese Economic Model (JEM)," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 23, issue 2, pages 61-142, May.
• Ivan O. Kitov, 2005, "Evolution of the personal income distribution in the USA: High incomes," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 02, Nov.
• Ivan O. Kitov, 2005, "A model for microeconomic and macroeconomic development," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 05, Nov.
• Ivan O. Kitov, 2005, "Modelling the overall personal income distribution in the USA from 1994 to 2002," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 07, Nov.
• Ivan O. Kitov, 2005, "Modelling the average income dependence on work experience in the USA from 1967 to 2002," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 11, Dec.
• Langmantel Erich, 2005, "Identifying the German Inventory Cycle: A Multivariate Structural Time Series Approach Using Survey Data," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 6, pages 675-687, December, DOI: 10.1515/jbnst-2005-0607.
• Werner Roeger, 2005, "International oil price changes: impact of oil prices on growth and inflation in the EU/OECD," International Economics and Economic Policy, Springer, volume 2, issue 1, pages 15-32, June, DOI: 10.1007/s10368-005-0027-z.
• Claudio H. Dos Santos & Gennaro Zezza, 2005, "A Simplified Stock-Flow Consistent Post-Keynesian Growth Model," Economics Working Paper Archive, Levy Economics Institute, number wp_421, Apr.
• Frank T. Denton & Byron G. Spencer, 2005, "Population Aging and the Macroeconomy: Explorations in the Use of Immigration as an Instrument of Control," Quantitative Studies in Economics and Population Research Reports, McMaster University, number 398, Oct.
• Frank T. Denton & Christine H. Feaver & Byron G. Spencer, 2005, "MEDS-E Users' Manual," Quantitative Studies in Economics and Population Research Reports, McMaster University, number 401, Oct.
• Frank T. Denton & Christine H. Feaver & Byron G. Spencer, 2005, "Population Aging in Canada: Software for Exploring the Implications for the Labour Force and the Productive Capacity of the Economy," Quantitative Studies in Economics and Population Research Reports, McMaster University, number 403, Dec.
• Frank T. Denton & Byron G. Spencer, 2005, "Population Aging and the Macroeconomy: Explorations in the Use of Immigration as an Instrument of Control," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 135, Oct.
• Frank T. Denton & Christine H. Feaver & Byron G. Spencer, 2005, "MEDS-E Users' Manual," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 138, Oct.
• Frank T Denton & Christine H Feaver & Byron G Spencer, 2005, "Population Aging in Canada: Software for Exploring the Implications for the Labour Force and the Productive Capacity of the Economy," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 146, Dec.
• Nicolas Hérault, 2005, "Building and Linking a Microsimulation Model to a CGE Model : the South African Microsimulation Model," Documents de travail, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV, number 114, Sep.
• Nicolas Ponty, 2005, "Un modèle MAcroDYNamique des économies des pays membres de l’UEMOA : MADYN," Documents de travail, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV, number 118, Oct.
• National Bank of Belgium, 2005, "Economic projections for Belgium - Autumn 2005," Economic Review, National Bank of Belgium, issue iv, pages 7-15, December.
• National Bank of Belgium, 2005, "Economic projections for Belgium – spring 2005," Economic Review, National Bank of Belgium, issue ii, pages 7-31, June.
• George W. Evans & Seppo Honkapohja & Noah Williams, 2005, "Generalized Stochastic Gradient Learning," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0317, Oct.
• James H. Stock & Mark W. Watson, 2005, "Implications of Dynamic Factor Models for VAR Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 11467, Jul.
• M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005, "Global Business Cycles and Credit Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11493, Jul.
• George W. Evans & Seppo Honkapohja & Noah Williams, 2005, "Generalized Stochastic Gradient Learning," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2005-17, Sep, revised 18 May 2008.
• John Creedy & Alan Duncan, 2005, "Aggregating Labour Supply and Feedback Effects in Microsimulation," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 8, issue 3, pages 277-290, September.
• Madden, Gary G & Coble-Neal, Grant, 2005, "Forecasting international bandwidth capability," MPRA Paper, University Library of Munich, Germany, number 10822.
• Fu, Dongfeng & Pammolli, Fabio & Buldyrev, Sergey V. & Riccaboni, Massimo & Matia, Kaushik & Yamasaki, Kazuko & Stanley, H. Eugene, 2005, "The Growth of Business Firms: Theoretical Framework and Empirical Evidence," MPRA Paper, University Library of Munich, Germany, number 15905.
• Arend, Mario & Norambuena, Vivian, 2005, "Análisis para Chile del efecto de un shock adverso de términos de intercambio sobre el tipo de cambio y la cuenta corriente
  [Analysis of the Effects of a Negative Terms-of-Trade Shock over the Real Exchange Rate and Current Account in Chile]," MPRA Paper, University Library of Munich, Germany, number 27175, Jun.
• Arslan, Mesut Murat, 2005, "Derivation and Estimation of a Phillips Curve with Sticky Prices and Sticky Information," MPRA Paper, University Library of Munich, Germany, number 5162, May, revised Sep 2007.
• Lee, Chin & M., Azali, 2005, "Exchange rate misalignments in ASEAN-5 countries," MPRA Paper, University Library of Munich, Germany, number 59169.
• Michal Slavík, 2005, "Úvod do moderních přístupů analýzy časových řad: Stavově prostorové modely a Kalmanův filtr
  [Introduction to time series modeling: State space models and Kalman filter]," Politická ekonomie, Prague University of Economics and Business, volume 2005, issue 1, DOI: 10.18267/j.polek.499.
• James H. James & Mark W. Watson, 2005, "Implications of Dynamic Factor Models for VAR Analysis," Working Papers, Princeton University. Economics Department., number 2005-2, Jun.
• Andrew Stone & Troy Wheatley & Louise Wilkinson, 2005, "A Small Model of the Australian Macroeconomy: An Update," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2005-11, Dec.
• Albert Marcet & Juan Pablo Nicolini, 2005, "Money and Prices in Models of Bounded Rationality in High Inflation Economies," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 8, issue 2, pages 452-479, April, DOI: 10.1016/j.red.2005.01.006.
• Geoffrey Ducanes & Marie Anne Cagas & Duo Qin & Pilipinas Quising & Nedelyn Magtibay-Ramos, 2005, "A Small Macroeconometric Model of the Philippine Economy," ADB Economics Working Paper Series, Asian Development Bank, number 62, Jan.
• Kevin Lee & Anthony Garratt, 2005, "Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts," Computing in Economics and Finance 2005, Society for Computational Economics, number 259, Nov.
• Marco Ratto & Werner Roeger, 2005, "An estimated open-economy model for the EURO area," Computing in Economics and Finance 2005, Society for Computational Economics, number 84, Nov.
• M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2005, "What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.24, May.
• M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005, "The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.25, May.
• María Inés Terra & Alvaro Forteza & Gabriel Katz & Andrés Pereyra, 2005, "Macroeconomic impacts of the reform of public services in Uruguay - A CGE analysis," Documentos de Trabajo (working papers), Department of Economics - dECON, number 2105, Dec.
• Albert Marcet & Juan Pablo Nicolini, 2005, "Money and prices in models of bounded rationality in high inflation economies," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 875, Jan.
• Vasily Astrov, 2005, "Unterschiedliche Einflüsse beschleunigen Wachstum in den MOEL," WIFO Monatsberichte (monthly reports), WIFO, volume 78, issue 5, pages 353-371, May.
• Vasily Astrov, 2005, "Unterschiedliche Einflüsse beschleunigen Wachstum in den MOEL," wiiw Research Reports in German language, The Vienna Institute for International Economic Studies, wiiw, number 2005-05, May.
• Marco Raberto & Andrea Teglio & Silvano Cincotti, 2005, "Multi-agent modeling and simulation of a sequential monetary production economy," Computational Economics, University Library of Munich, Germany, number 0503002, Mar.
• rea cipollini & giuseppe missaglia, 2005, "Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis," Finance, University Library of Munich, Germany, number 0502010, Feb.
• Yan Olszewski, 2005, "Building a Better Fund of Hedge Funds: A Fractal and Alpha - Stable Distribution Approach," Finance, University Library of Munich, Germany, number 0507018, Jul, revised 13 Dec 2005.
• Pawel Kowal, 2005, "An Algorithm for Solving Arbitrary Linear Rational Expectations Model," GE, Growth, Math methods, University Library of Munich, Germany, number 0501001, Jan, revised 12 Jun 2005.
• Ghazouani KAMEL, 2005, "Growth, private investment and reforms : A comparative perspective," GE, Growth, Math methods, University Library of Munich, Germany, number 0507012, Jul.
• jerome henry & sandro momigliano & pablo hernandez de cos, 2005, "The short-term impact of government budgets on prices Evidence from macroeconometric models," Macroeconomics, University Library of Munich, Germany, number 0501020, Jan.
• Claudio Dos Santos & Gennaro Zezza, 2005, "A Simplified Stock-Flow Consistent Post-Keynesian Growth Model," Macroeconomics, University Library of Munich, Germany, number 0504019, Apr.
• Pawel Kowal, 2005, "Solving Models with Imperfect and Asymmetric Information," Macroeconomics, University Library of Munich, Germany, number 0505025, May.
• Efrem Castelnuovo, 2005, "Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies," Macroeconomics, University Library of Munich, Germany, number 0506017, Jun.
• Männistö, Hanna-Leena, 2005, "Forecasting with a forward-looking DGE model: combining long-run views of financial markes with macro forecasting," Bank of Finland Research Discussion Papers, Bank of Finland, number 21/2005.
• Andras Margitay-Becht, 2005, "Agent Based Modelling of Aid," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 3, issue 2, pages 84-93.

2004

• Mariana Lopes & Erica Domingos, 2004, "Composição Ótima Para A Dívida Pública: Uma Análise Macro-Estrutural," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 036.
• Ángel Estrada & José Luis Fernández & Esther Moral & Ana V. Regil, 2004, "A quarterly macroeconometric model of the Spanish Economy," Working Papers, Banco de España, number 0413, Jul.
• Jérôme Henry & Pablo Hernández de Cos & Sandro Momigliano, 2004, "The short-term impact of government budgets on prices: evidence from macroeconometrics models," Working Papers, Banco de España, number 0418, Oct.
• Jerome Henry & Pablo Hernandez de Cos & Sandro Momigliano, 2004, "The short-term impact of government budgets on prices; evidence from macroeconometric models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 523, Oct.
• Pesaran M.H. & Schuermann T. & Weiner S.M., 2004, "Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Journal of Business & Economic Statistics, American Statistical Association, volume 22, pages 129-162, April.
• Mustapha Baghli & Véronique Brunhes-Lesage & Olivier de Bandt & Henry Fraisse & Jean-Pierre Villetelle, 2004, "MASCOTTE: Model for AnalySing and foreCasting shOrT TErm developments," Working papers, Banque de France, number 106.
• Juan Pablo Nicolini & Albert Marcet, 2015, "Money and Prices in Models of Bounded Rationality in High Inflation Economies," Working Papers, Barcelona School of Economics, number 172, Sep.
• Carlos Coimbra & Paulo Soares Esteves, 2004, "Oil price assumptions in macroeconomic forecasts: should we follow futures market expectations?," OPEC Energy Review, Organization of the Petroleum Exporting Countries, volume 28, issue 2, pages 87-106, June, DOI: 10.1111/j.0277-0180.2004.00129.x.
• Nicholas G. Zonzilos, 2004, "Econometric Modelling at the Bank of Greece," Working Papers, Bank of Greece, number 14, Jun.
• Ippei Fujiwara & Naoko Hara & Yasuo Hirose & Yuki Teranishi, 2004, "The Japanese Economic Model: JEM," Bank of Japan Working Paper Series, Bank of Japan, number 04-E-3, Mar.
• Bharat Barot, 2004, "How accurate are the Swedish forecasters on GDB-Growth, CPI-inflation and unemployment? (1993 - 2001)," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 47, issue 2, pages 249-278.
• Ahmed, S., 2004, "Modelling corporate tax liabilities using company accounts: a new framework," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0412, Jan.
• Rolf Strauch & Mark Hallerberg & Jürgen von Hagen, 2004, "Budgetary Forecasts in Europe – The Track Record of Stability and Convergence Programmes," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/42.
• M. Hashem Pesaran, 2000, "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," CESifo Working Paper Series, CESifo, number 345.
• M. Hashem Pesaran, 2000, "The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach," CESifo Working Paper Series, CESifo, number 346.
• Bas Van Aarle & Giovanni Di Bartolomeo & Jacob Engwerda & Joseph Plasmans, 2002, "Staying Together or Breaking Apart: Policy-makers’ Endogenous Coalitions Formation in the European Economic and Monetary Union," CESifo Working Paper Series, CESifo, number 748.
• Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & M. Hashem Pesaran, 2003, "Macroeconomic Dynamics and Credit Risk: A Global Perspective," CESifo Working Paper Series, CESifo, number 995.
• Héctor Manuel Zarate, 2004, "Modeling the distribution of exchange rate time series and measuring the tail area: an empirical application of the colombian flexible exchange rate," Revista de Economía del Rosario, Universidad del Rosario.
• Joseph Tham & Ignacio V√©lez-Pareja, 2004, "For finite cash flows, what is the correct formula for the return to levered equity?," Proyecciones Financieras y Valoración, Master Consultores, number 2734, May.
• Strauch, Rolf & Hallerberg, Mark & von Hagen, Jürgen, 2004, "Budgetary forecasts in Europe - the track record of stability and convergence programmes," Working Paper Series, European Central Bank, number 307, Feb.
• Vidal, Jean-Pierre & Fernández-Huertas Moraga, Jesús, 2004, "Fiscal sustainability and public debt in an endogenous growth model," Working Paper Series, European Central Bank, number 395, Oct.
• Henry, Jérôme & Hernández de Cos, Pablo & Momigliano, Sandro, 2004, "The short-term impact of government budgets on prices: evidence from macroeconomic models," Working Paper Series, European Central Bank, number 396, Oct.
• Junsoo Lee & Walter Enders, 2004, "Testing for a unit-root with a nonlinear Fourier function," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 457, Aug.
• Yuki Teranishi & Ippei Fujiwara & Naoko Hara, 2004, "The Japanese Economic Model: JEM," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 723, Aug.
• Brandt, M.W.Michael W. & Zeng, Qi & Zhang, Lu, 2004, "Equilibrium stock return dynamics under alternative rules of learning about hidden states," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 10, pages 1925-1954, September.