Research classified by Journal of Economic Literature (JEL) codes

2007

• Mohamed El Hedi Arouri & M. Bellalah & D. Nguyen, 2007, "The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries," Post-Print, HAL, number halshs-00207779, Nov.
• Claudia M. Buch & Gayle L. DeLong & Katja Neugebauer, 2007, "International Banking and the Allocation of Risk," IAW Discussion Papers, Institut für Angewandte Wirtschaftsforschung (IAW), number 32, May.
• Paul De Grauwe & Isabel Vansteenkiste, 2007, "Exchange rates and fundamentals: a non-linear relationship?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 12, issue 1, pages 37-54, DOI: 10.1002/ijfe.310.
• Raimundo Soto & Ibrahim A. Elbadawi, 2007, "Theory and Empirics of Real Exchange Rates in Developing Countries," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 324.
• Nobuaki Hamaguchi, 2007, "Agglomeration Economies and Formation of Skill," Kobe Economic & Business Review, Research Institute for Economics & Business Administration, Kobe University, volume 51, pages 33-47, February.
• Khokrishvili, Elguja, 2007, "Das georgische Steuersystem im Transformationsprozess," Finanzwissenschaftliche Diskussionsbeiträge : Special series. G, Arbeitspapiere des Deutsch-Georgischen Arbeitskreises für Finanz- und Sozialpolitik, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number G-4, Aug.
• Sieglinde Gstöhl, 2007, "Governance through government networks: The G8 and international organizations," The Review of International Organizations, Springer, volume 2, issue 1, pages 1-37, March, DOI: 10.1007/s11558-006-9004-8.
• Thijs Ten Raa & Amarendra Sahoo, 2007, "Competitive Pressure on the Indian Households: A General Equilibrium Approach," Economic Systems Research, Taylor & Francis Journals, volume 19, issue 1, pages 57-71, DOI: 10.1080/09535310601164781.
• Thijs Ten Raa & Jose Manuel Rueda-Cantuche, 2007, "A Generalized Expression for the Commodity and the Industry Technology Models in Input-Output Analysis," Economic Systems Research, Taylor & Francis Journals, volume 19, issue 1, pages 99-104, DOI: 10.1080/09535310601164849.
• Kurmas Akdogan & Yunus Aksoy, 2007, "Exchange Rates and Fundamentals : Is there a Role for Nonlinearities in Real Time?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0703.
• Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2007, "The Forward Premium Puzzle only emerges gradually," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-033/2, Mar.
• Pierre-Olivier Gourinchas & Hélène Rey, 2007, "International Financial Adjustment," Journal of Political Economy, University of Chicago Press, volume 115, issue 4, pages 665-703, August, DOI: 10.1086/521966.
• Bal??zs ??gert & Ev??en Kocenda, 2007, "Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp861, Mar.
• Stephen J Taylor, 2007, "Modelling Financial Time Series," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6578, ISBN: ARRAY(0x5fb43da0), September.
• Stephen J. Taylor, 2007, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Modelling Financial Time Series".
• Stephen J. Taylor, 2007, "Features of Financial Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Modelling Financial Time Series".
• Stephen J. Taylor, 2007, "Modelling Price Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Modelling Financial Time Series".
• Stephen J. Taylor, 2007, "Forecasting Standard Deviations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Modelling Financial Time Series".
• Stephen J. Taylor, 2007, "The Accuracy of Autocorrelation Estimates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Modelling Financial Time Series".
• Stephen J. Taylor, 2007, "Testing the Random Walk Hypothesis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Modelling Financial Time Series".
• Stephen J. Taylor, 2007, "Forecasting Trends in Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Modelling Financial Time Series".
• Stephen J. Taylor, 2007, "Evidence Against the Efficiency of Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Modelling Financial Time Series".
• Stephen J. Taylor, 2007, "Valuing Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Modelling Financial Time Series".
• Stephen J. Taylor, 2007, "Concluding Remarks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Modelling Financial Time Series".
• Funke, Michael & Gronwald, Marc, 2007, "The undisclosed renminbi basket: are the markets telling us something about where the renminbi - US dollar exchange rate is going?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 20/2007.
• Binder, Michael & Offermanns, Christian J., 2007, "International investment positions and exchange rate dynamics: a dynamic panel analysis," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,23.
• Binder, Michael & Offermanns, Christian J., 2007, "International investment positions and exchange rate dynamics: A dynamic panel analysis," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/23.
• Smith, Ron P. & Pesaran, Mohammad Hashem, 2007, "Monetary Policy Transmission and the Phillips Curve in a Global Context," Kiel Working Papers, Kiel Institute for the World Economy, number 1366.
• Knedlik, Tobias & Scheufele, Rolf, 2007, "Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 17/2007.

2006

• Hélène Rey & Philippe Martin, 2006, "Globalization and Emerging Markets: With or Without Crash?," American Economic Review, American Economic Association, volume 96, issue 5, pages 1631-1651, December, DOI: 10.1257/aer.96.5.1631.
• Clements, Michael P. & Galvao, Ana Beatriz & Kim, Jae H., , "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," Economic Research Papers, University of Warwick - Department of Economics, number 269747, DOI: 10.22004/ag.econ.269747.
• ZARZOSA VALDIVIA, Fernando Enrique, 2006, "Income distribution, Dutch disease and real exchange rate movements," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2006033, Dec.
• Maria Lehner & Monika Schnitzer, 2006, "Entry of Foreign Banks and their Impact on Host Countries," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 002, Jul.
• M. Hashem Pesaran & Ron Smith, 2006, "Macroeconometric Modelling With A Global Perspective," Manchester School, University of Manchester, volume 74, issue s1, pages 24-49, September, DOI: 10.1111/j.1467-9957.2006.00516.x.
• Wei Huang, 2006, "Emerging Markets, Financial Openness and Financial Development," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 06/588, Jul.
• Pesaran, M.H. & Smith, R., 2006, "Macroeconometric Modelling with a Global Perspective," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0604, Feb.
• Arghyrou, Michael G, 2006, "Monetary policy before and after the euro: Evidence from Greece," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/26, Nov.
• Paul De Grauwe & Agnieszka Markiewicz, 2006, "Learning to Forecast the Exchange Rate: Two Competing Approaches," CESifo Working Paper Series, CESifo, number 1717.
• Eric Jondeau & Michael Rockinger, 2006, "The Economic Value of Distributional Timing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-35, Nov.
• Alexis Derviz & Jiri Podpiera, 2006, "Cross-Border Lending Contagion in Multinational Banks," Working Papers, Czech National Bank, Research and Statistics Department, number 2006/9, Dec.
• Schnitzer, Monika & Lehner, Maria, 2006, "Entry of Foreign Banks and their Impact on Host Countries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5954, Nov.
• Christian Dreger & Georg Stadtmann, 2006, "What Drives Heterogeneity in Foreign Exchange Rate Expectations: Deep Insights from a New Survey," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 624.
• Oscar Bernal Diaz, 2006, "Do interactions between political authorities and central banks influence FX interventions? Evidence from Japan," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 06-03.RS, Apr.
• De Santis, Roberto A. & Gérard, Bruno, 2006, "Financial integration, international portfolio choice and the European Monetary Union," Working Paper Series, European Central Bank, number 626, May.
• De Santis, Roberto A., 2006, "The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks," Working Paper Series, European Central Bank, number 678, Sep.
• Andres Vesilind, 2006, "Profitability of simple trading strategies exploiting the forward premium bias in foreign exchange markets and the time premium in yield curves," Bank of Estonia Working Papers, Bank of Estonia, number 2006-04, Oct, revised 12 Oct 2006.
• Dominguez, Kathryn M.E. & Panthaki, Freyan, 2006, "What defines `news' in foreign exchange markets?," Journal of International Money and Finance, Elsevier, volume 25, issue 1, pages 168-198, February.
• Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja, 2006, "Robust lessons about practical early warning systems," Journal of Policy Modeling, Elsevier, volume 28, issue 2, pages 163-193, February.
• Marc Piazolo, 2006, "Why have official rating agencies failed in the past, and will they in the future?," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 9, issue 1, pages 3-20, Summer.
• Boer-Sorban, K. & Kaymak, U. & Spiering, J., 2006, "From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2006-009-LIS, Mar.
• William A. Barnett, Chang Ho Kwag, 2006, "Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 1, pages 29-48, June.
• Philippe Martin & Helene Rey, 2006, "Globalization and Emerging Markets: With or without Crash?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00176903, Dec, DOI: 10.1257/aer.96.5.1631.
• Philippe Martin & Hélène Rey, 2006, "Globalization and Emerging Markets: With or Without Crash?," Post-Print, HAL, number hal-01021349, Dec, DOI: 10.1257/aer.96.5.1631.
• Philippe Martin & Helene Rey, 2006, "Globalization and Emerging Markets: With or without Crash?," Post-Print, HAL, number halshs-00176903, Dec, DOI: 10.1257/aer.96.5.1631.
• Selander, Carina, 2006, "Chartist Trading in Exchange Rate Theory," Umeå Economic Studies, Umeå University, Department of Economics, number 698, Nov.
• Iwatsubo, Kentaro & 岩壷, 健太郎 & イワツボ, ケンタロウ & Inagaki, Kazuyuki & 稲垣, 一之 & イナガキ, カズユキ, 2006, "Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2006-14, Dec.
• Dirk Baur & Brian M. Lucey, 2006, "Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp122, Apr.
• Ms. Celine Rochon & Mr. Andrew Feltenstein, 2006, "Can Good Events Lead to Bad Outcomes? Endogenous Banking Crises and Fiscal Policy Responses," IMF Working Papers, International Monetary Fund, number 2006/263, Nov.
• Marco Fioramanti, 2006, "Predicting Sovereign Debt Crises Using Artificial Neural Networks: A Comparative Approach," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 72, Oct.
• Mendoza, Enrique G. & Oviedo, P. Marcelo, 2006, "Public Debt, Fiscal Solvency, and Macroeconomic Uncertainty in Latin America: The Cases of Brazil, Colombia, Costa Rica, and Mexico," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12700, Nov.
• Oviedo, P. Marcelo, 2006, "Sustainable Fiscal Policy with Rising Public Debt-To-Gdp Ratios," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12701, Nov.
• Ayla Ogus & Niloufer Sohrabji, 2006, "An Intertemporal Benchmark Model for Turkey’s Current Account," Working Papers, Izmir University of Economics, number 0601, Aug.
• Hideki Izawa, 2006, "An Empirical Test of the Efficiency Hypothesis on the Renminbi NDF in Hong Kong Market," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 196, Nov.
• Lehner, Maria & Schnitzer, Monika, 2006, "Entry of Foreign Banks and their Impact on Host Countries," Discussion Papers in Economics, University of Munich, Department of Economics, number 1208, Sep.
• Nicolas Berman & Antoine Berthou, 2006, "Financial market imperfections and the impact of exchange rate movements on exports," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla06055, Jul.
• Jae Kim & Param Silvapulle & Rob J. Hyndman, 2006, "Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/06, Jun.
• Ronald I. McKinnon, 2006, "Exchange Rates under the East Asian Dollar Standard: Living with Conflicted Virtue," MIT Press Books, The MIT Press, number 0262633418, edition 1, ISBN: ARRAY(0x6955bc10), December.
• 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.
• Benbouziane, Mohamed & Benamar, Abdelhak, 2006, "The Purchasing Power Parity in The Maghreb Countries : A Nonlinear Perspective," MPRA Paper, University Library of Munich, Germany, number 13853, revised 2007.
• Haselmann, Rainer & Pistor, Katharina & Vig, Vikrant, 2006, "How Law Affects Lending," MPRA Paper, University Library of Munich, Germany, number 157, Sep.
• Guilherme, Moura & Sergio, Da Silva, 2006, "Testing the Equilibrium Exchange Rate Model - Updated," MPRA Paper, University Library of Munich, Germany, number 1871.
• Mattarocci, Gianluca, 2006, "Market characteristics and chaos dynamics in stock markets: an international comparison," MPRA Paper, University Library of Munich, Germany, number 4296, Jun, revised Jun 2006.
• Hartmann, Daniel & Pierdzioch, Christian, 2006, "Nonlinear Links between Stock Returns and Exchange Rate Movements," MPRA Paper, University Library of Munich, Germany, number 558, Sep.
• L. Baele & K. Inghelbrecht, 2006, "Structural versus Temporary Drivers of Country and Industry Risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 06/413, Sep.
• Yunus Aksoy & Kurmas Akdogan, 2006, "Exchange Rates and Fundamentals: Is there a Role for Nonlinearities in Real Time?," Computing in Economics and Finance 2006, Society for Computational Economics, number 12, 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.
• Chandrima Sikdar & Thijs Ten Raa & Pierre Mohnen & Debesh Chakraborty, 2006, "Bilateral trade between India and Bangladesh: A general equilibrium approach," Economic Systems Research, Taylor & Francis Journals, volume 18, issue 3, pages 257-279, DOI: 10.1080/09535310600844250.
• Marije Schouwstra & Michael Ellman, 2006, "A New Explanatory Model for Policy Analysis and Evaluation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-063/2, Jul.
• John H. Munro, 2006, "South German Silver, European Textiles, and Venetian Trade with the Levant and Ottoman Empire, c. 1370 to c. 1720: A non-mercantilist approach," Working Papers, University of Toronto, Department of Economics, number tecipa-224, Apr.
• Lehner, Maria & Schnitzer, Monika, 2006, "Entry of Foreign Banks and their Impact on Host Countries," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 152, Jun.
• Jose Eduardo de A. Ferreira, 2006, "Effects of Fundamentals on the Exchange Rate: A Panel Analysis for a Sample of Industrialised and Emerging Economies," Studies in Economics, School of Economics, University of Kent, number 0603, Jul.
• Jose Eduardo de A. Ferreira, 2006, "Periodically Collapsing Rational Bubbles in Exchange Rates: A Markov-Switching Analysis for a Sample of Industrialised Markets," Studies in Economics, School of Economics, University of Kent, number 0604, Sep.
• BEN ALI Mohamed Sami, 2006, "Capital Account Liberalization And Exchange Rate Regime Choice, What Scope For Flexibility In Tunisia?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp815, Mar.
• Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2006, "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 777.
• Berthou, Antoine & Berman, Nicolas, 2006, "Financial Market Imperfections and the impact of exchange rate movements on exports," Proceedings of the German Development Economics Conference, Berlin 2006, Verein für Socialpolitik, Research Committee Development Economics, number 3.

2005

• Alessandro Maia Pinheiro & Mário Miguel Amin, 2005, "Fluxos De Capitais E Componentes Macroecômicos: Análise De Inter-Relações Através Da Aplicação De Um Modelo De Vetores Auto-Regressivos (Var)," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 036.
• Giordano Bruno Braz de Pinho Matos & Marco Flávio da Cunha Resende, 2005, "Determinantes Da Taxa De Câmbio Real No Brasil: 1971-2002," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 069.
• Enrico Vasconcelos & Maria Cristina Terra, 2005, "Efeito Da Abertura Comercial Na Variação Da Taxa De Câmbio Real Em Episódios De Sudden Stop," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 081.
• Alicia Garcia-Herrero, 2005, "Emerging Countries Sovereign Risk: Balance Sheets, Contagion and Risk Aversion," Working Papers, BBVA Bank, Economic Research Department, number 0501, Jun.
• Alicia Garcia-Herrero & Maria Soledad Martinez Peria, 2005, "The mix of international bank\'s foreign claims: Determinants and implications," Working Papers, BBVA Bank, Economic Research Department, number 0502, Jun.
• Alicia García-Herrero & María Soledad Martínez-Pería, 2005, "The mix of international banks'foreign claims: determinants and implications," Working Papers, Banco de España, number 0525, Aug.
• Sebastian Edwards, 2005, "Is the U.S. Current Account Deficit Sustainable? If Not, How Costly Is Adjustment Likely to Be?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 36, issue 1, pages 211-288.
• Maurice Obstfeld & Kenneth S. Rogoff, 2005, "Global Current Account Imbalances and Exchange Rate Adjustments," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 36, issue 1, pages 67-146.
• Gourinchas, Pierre-Olivier & Rey, Hélène, 2005, "International Financial Adjustment," Center for International and Development Economics Research, Working Paper Series, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley, number qt124628cx, Feb.
• Gourinchas, Pierre-Olivier & Rey, Hélène, 2005, "International Financial Adjustment," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt124628cx, Feb.
• Marco Flávio da Cunha Resende & Nara Rúbia Dante de Godoy, 2005, "Liquidez internacional e exportações brasileiras: 1960-2002," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number td247, Feb.
• Marco Flávio da Cunha Resende & Giordano Bruno Braz de Pinho Matos, 2005, "Determinantes da taxa de câmbio real no Brasil: 1971-2002," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number td252, Mar.
• Fernando A. Broner & Roberto Rigobon, 2005, "Why are Capital Flows so Much More Volatile in Emerging Than in Developed Countries?," Working Papers Central Bank of Chile, Central Bank of Chile, number 328, Sep.
• Rey, Hélène & Gourinchas, Pierre-Olivier, 2005, "International Financial Adjustment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4923, Feb.
• Martin, Philippe & Rey, Hélène, 2005, "Globalization and Emerging Markets: With or Without Crash?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5165, Aug.
• Bacchetta, Philippe & van Wincoop, Eric, 2005, "Rational Inattention: A Solution to the Forward Discount Puzzle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5261, Oct.
• Inoue, Atsushi & Rossi, Barbara, 2005, "Monitoring and Forecasting Currency Crises," Working Papers, Duke University, Department of Economics, number 05-02.
• Castrén, Olli & Mazzotta, Stefano, 2005, "Foreign exchange option and returns based correlation forecasts: evaluation and two applications," Working Paper Series, European Central Bank, number 447, Feb.
• Andres Vesilind & Toivo Kuus, 2005, "Application of investment models in foreign exchange reserve management in Eesti Pank," Bank of Estonia Working Papers, Bank of Estonia, number 2005-6, Oct, revised 10 Oct 2005.
• ten Raa, Thijs & Pan, Haoran, 2005, "Competitive pressures on China: Income inequality and migration," Regional Science and Urban Economics, Elsevier, volume 35, issue 6, pages 671-699, November.
• Mardi Dungey & Charles Goodhart & Demosthenes Tambakis, 2005, "The Us Treasury Market In August 1998: Untangling The Effects Og Hong Kong And Russia With High Frequency Data," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-24, Oct.
• Yifan Hu & Timothy Kam, 2005, "Ramsey Fiscal And Monetary Policy Under Sticky Prices And Liquid Bonds," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-25, Dec.
• Leonardo Burlamaqui & Jan Kregel, 2005, "Innovation, competition and financial vulnerability in economic development," Brazilian Journal of Political Economy, Center of Political Economy, volume 25, issue 2, pages 5-22.
• Philippe Bacchetta & Eric van Wincoop, 2005, "Rational Inattention: A Solution to the Forward Discount Puzzle," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp156, Sep.
• Alexis Derviz, 2005, "Cross-border Risk Transmission by a Multinational Bank," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 85, revised 2005.
• Pierre-Olivier Gourinchas & Helene Rey, 2005, "International financial adjustment," Proceedings, Federal Reserve Bank of San Francisco.
• 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.
• Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja, 2005, "Robust Lessons about Practical Early Warning Systems," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-322, Oct.
• Morris Goldstein, 2005, "What Might the Next Emerging-Market Financial Crisis Look Like?," Working Paper Series, Peterson Institute for International Economics, number WP05-7, Jul.
• Bugár, Gyöngyi & Uzsoki, Máté, 2005, "Nemzetközi részvény befektetési lehetőségek Közép- és Kelet-Európa új európai uniós tagállamainak szemszögéből
  [Opportunities for investing in international stocks, seen from the viewpoint of the n," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 576-598.
• Hans Keiding & Mette J. Knudsen, 2005, "Rational Fear of Floating: A Simple Model of Exchange Rates and Income Distribution," Discussion Papers, University of Copenhagen. Department of Economics, number 05-03, Feb.
• Kathryn Dominguez & Freyan Panthaki, 2005, "What Defines 'News' in Foreign Exchange Markets," Working Papers, Research Seminar in International Economics, University of Michigan, number 547.
• Kathryn Dominguez & Freyan Panthaki, 2005, "What Defines "News" in Foreign Exchange Markets?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11769, Nov.
• Lee, Chin & M., Azali, 2005, "Exchange rate misalignments in ASEAN-5 countries," MPRA Paper, University Library of Munich, Germany, number 59169.
• Gianna Boero & Emanuela Marrocu, 2005, "Evaluating non-linear models on point and interval forecasts: an application with exchange rates," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 58, issue 232, pages 91-120.
• Gianna Boero & Emanuela Marrocu, 2005, "Evaluating non-linear models on point and interval forecasts: an application with exchange rates," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 58, issue 232, pages 91-120.
• Helene Rey & Pierre Olivier Gourinchas, 2005, "International Financial Adjustment," 2005 Meeting Papers, Society for Economic Dynamics, number 169.
• Marin ANDREICA, 2005, "Procedural Model for Finance Strategy Simulation in International Businesses," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 8, issue 1, pages 16-25, July.
• Mathias Hoffmann, 2005, "Proprietary Income, Entrepreneurial Risk and the Predictability of U.S. Stock Returns," Computing in Economics and Finance 2005, Society for Computational Economics, number 229, Nov.
• Vitaliy Vandrovych, 2005, "Study of Nonlinearities in the Dynamics of Exchange Rates: Is There Any Evidence of Chaos?," Computing in Economics and Finance 2005, Society for Computational Economics, number 234, Nov.
• Oliver Russ & Günther Gebhardt, 2005, "Erklärungsfaktoren für den Einsatz von Währungsderivaten bei deutschen Unternehmen — eine empirische Logit-Analyse," Schmalenbach Journal of Business Research, Springer, volume 57, issue 7, pages 565-594, November, DOI: 10.1007/BF03377351.
• Pan, H. & Ten Raa, T., 2005, "Competitive pressure on China : Income inequality and migration," Other publications TiSEM, Tilburg University, School of Economics and Management, number a2d5e9b8-d5bb-42d2-9378-1.
• Charles Engel & Kenneth D. West, 2005, "Exchange Rates and Fundamentals," Journal of Political Economy, University of Chicago Press, volume 113, issue 3, pages 485-517, June, DOI: 10.1086/429137.
• Herrero, Alicia Garcia & Martinez Peria, Maria Soledad, 2005, "The mix of international banks'foreign claims : determinants and implications," Policy Research Working Paper Series, The World Bank, number 3755, Oct.
• Sawischlewski, Katja & Menkhoff, Lukas & Beckmann, Daniela, 2005, "Robust Lessons about Practical Early Warning Systems," Proceedings of the German Development Economics Conference, Kiel 2005, Verein für Socialpolitik, Research Committee Development Economics, number 3.

2004

• Marco Flávio da Cunha Resende, 2004, "Inserção internacional, arranjos financeiros e crescimento da economia brasileira: 1947-2003," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number td244, Dec.
• Espen Villanger, 2004, "Powerful donors and foreign policy: The role of multilateral financial institutions," CMI Working Papers, CMI (Chr. Michelsen Institute), Bergen, Norway, number WP 2004: 12.
• Paul D. McNelis & Guay C. Lim, 2004, "Inflation Targeting and Q Volatility in Small Open Economies," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 505, Aug.
• Roberto Rigobon & Marcio Garcia, 2004, "A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an application to Brazilian data," Econometric Society 2004 Latin American Meetings, Econometric Society, number 24, Aug.
• Assaf Razin & Yona Rubinstein & Efraim Sadka, 2004, "Fixed Costs and FDI: The Conflicting Effects of Productivity Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 10864, Nov.
• Imad A. Moosa, 2004, "Is Covered Interest Parity an Arbitrage or a Hedging Condition?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 2, pages 189-194.
• Paul McNelis & Guay Lim, 2004, "Inflation Targeting and Q Volatility in Small Open Economies," Computing in Economics and Finance 2004, Society for Computational Economics, number 254, Aug.
• Mikael Petitjean & Pierre Giot, 2004, "Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison," Computing in Economics and Finance 2004, Society for Computational Economics, number 6, Aug.
• Juan-Ángel Jiménez-Martín & Rafael Flores de Frutos, 2004, "The Fit of Dynamic Equilibrium Models of Exchange Rate," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0411.
• Juan-Ángel Jiménez-Martín & Rafael Flores de Frutos, 2004, "Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0413.
• Fernando Broner & Roberto Rigobon, 2004, "Why are capital flows so much more volatile in emerging than in developed countries?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 862, Oct.

2003

• Michel Beine & Agnès Bénassy-Quéré & Hélène Colas, 2003, "Imitation Amongst Exchange-Rate Forecasters: Evidence from Survey Data," Working Papers, CEPII research center, number 2003-08, Jul.
• Engel, Charles & West, Kenneth D., 2003, "Exchange rates and fundamentals," Working Paper Series, European Central Bank, number 248, Aug.
• Clarida, Richard H. & Sarno, Lucio & Taylor, Mark P. & Valente, Giorgio, 2003, "The out-of-sample success of term structure models as exchange rate predictors: a step beyond," Journal of International Economics, Elsevier, volume 60, issue 1, pages 61-83, May.
• Terra, Maria Cristina T. & Valladares, Frederico Estrella Carneiro, 2003, "Real exchange rate misalignments," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 493, Aug.
• Charles Engel & Kenneth D. West, 2003, "Exchange rates and fundamentals," Proceedings, Federal Reserve Bank of San Francisco, issue mar.
• Kwon Sik Kim, 2003, "Impacts of Korea's Exchange Rate Uncertainty on Exports," East Asian Economic Review, Korea Institute for International Economic Policy, volume 7, issue 2, pages 113-153, DOI: 10.11644/KIEP.JEAI.2003.7.2.109.
• Danilo Mercurio & Costanza Torricelli, 2003, "Estimation and arbitrage opportunities for exchange rate baskets," Applied Economics, Taylor & Francis Journals, volume 35, issue 15, pages 1689-1698, DOI: 10.1080/0003684032000095938.
• Thijs ten Raa & Jose Manuel Rueda-Cantuche, 2003, "The Construction of Input-Output Coefficients Matrices in an Axiomatic Context: Some Further Considerations," Economic Systems Research, Taylor & Francis Journals, volume 15, issue 4, pages 439-455, DOI: 10.1080/0953531032000152317.
• Mohnen, P. & Ten Raa, T., 2003, "Competition and Performance : The Different Roles of Capital and Labor," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-112.
• Mohnen, P. & Ten Raa, T., 2003, "Competition and Performance : The Different Roles of Capital and Labor," Other publications TiSEM, Tilburg University, School of Economics and Management, number 67be9955-aed2-4260-a38c-d.
• Mohnen, Pierre & Raa, Thijs ten, 2003, "Competition and Performance: The Different Roles of Capital and Labor," Research Memorandum, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT), number 034.
• Thijs ten Raa & Pierre Mohnen, 2003, "Competition and Performance: The Different Roles of Capital and Labor," ERSA conference papers, European Regional Science Association, number ersa03p10, Aug.

2002

• Campa, Jose M. & Chang, P. H. Kevin & Refalo, James F., 2002, "An options-based analysis of emerging market exchange rate expectations: Brazil's Real Plan, 1994-1999," Journal of Development Economics, Elsevier, volume 69, issue 1, pages 227-253, October.
• Eric Jondeau & Michael Rockinger, 2002, "Conditional Dependency of Financial Series: The Copula-GARCH Model," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp69, Dec.
• Leonardo Fernando Cruz Basso, 2002, "An Alternative Theory For Exchange Rate Determination," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 1, issue 2, pages 143-151, Junio 200.
• Thijs Raa & Pierre Mohnen, 2002, "Neoclassical Growth Accounting and Frontier Analysis: A Synthesis," Journal of Productivity Analysis, Springer, volume 18, issue 2, pages 111-128, September, DOI: 10.1023/A:1016558816247.
• Winston T. Lin & Hong-Jen Lin & Yueh H. Chen, 2002, "The Dynamics and Stochastics of Currency Betas Based on the Unbiasedness Hypothesis in Foreign Exchange Markets," Multinational Finance Journal, Multinational Finance Journal, volume 6, issue 3-4, pages 167-195, September.
• Ten Raa, T. & Mohnen, P., 2002, "Neoclassical growth accounting and frontier analysis : A synthesis," Other publications TiSEM, Tilburg University, School of Economics and Management, number b3c67537-f899-4cf5-a5cb-c.

2001

• Michael Rockinger & Eric Jondeau, 2001, "Conditional Dependency of Financial Series: An Application of Copulas," Working papers, Banque de France, number 82.
• Camilo E Tovar, 2008, "DSGE models and central banks," BIS Working Papers, Bank for International Settlements, number 258, Sep.
• Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009, "Private information, stock markets, and exchange rates," BIS Working Papers, Bank for International Settlements, number 271, Feb.
• Michael B Devereux & Gregor W Smith & James Yetman, 2009, "Consumption and real exchange rates in professional forecasts," BIS Working Papers, Bank for International Settlements, number 295, Dec.
• Munehisa Kasuya & Izumi Takagawa, 2001, "Model Uncertainty of Real Exchange Rate Forecast over Mid-term Horizons," Bank of Japan Working Paper Series, Bank of Japan, number Research and Statistics D, Dec.
• Paul De Grauwe & Isabel Vansteenkiste, 2001, "Exchange Rates and fundamentals - a Non-Linear Relationship?," CESifo Working Paper Series, CESifo, number 577.
• Michael Rockinger & Eric Jondeau, 2001, "Conditional Dependency of Financial Series: An Application of Copulas," Working Papers, HAL, number hal-00601478, Feb.
• Richard Clarida & Lucio Sarno & Mark Taylor & Giorgio Valente, 2001, "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," NBER Working Papers, National Bureau of Economic Research, Inc, number 8601, Nov.
• Carrera, Jorge Eduardo & Cusolito, Ana Paula & Féliz, Mariano & Panigo, Demian, 2001, "An econometric approach to macroeconomic risk. A cross country study," MPRA Paper, University Library of Munich, Germany, number 7846, revised 2001.
• Thijs Ten Raa & Pierre Mohnen, 2001, "The Location of Comparative Advantages on the Basis of Fundamentals Only," Economic Systems Research, Taylor & Francis Journals, volume 13, issue 1, pages 93-108, DOI: 10.1080/09535310120026265.
• Mercurio, Danilo & Torricelli, Costanza, 2001, "Estimation and arbitrage opportunities for exchange rate baskets," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,37.

2000

• Pierre Mohnen & Thijs Ten Raa, 2000, "Productivity Trends and Employment across Industries in Canada," CIRANO Working Papers, CIRANO, number 2000s-10, Mar.
• Hernán Rincón, 2000, "Efectividad del control a los flujos de capital: Un reexamen empírico de la experiencia reciente en Colombia," Revista de Economía del Rosario, Universidad del Rosario.
• Mohnen, Pierre & ten Raa, Thijs, 2000, "A general equilibrium analysis of the evolution of Canadian service productivity," Structural Change and Economic Dynamics, Elsevier, volume 11, issue 4, pages 491-506, December.
• Campa, J.M. & Chang, P.H.K. & Refalo, J.F., 2000, "An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1999," Papers, Centro de Estudios Monetarios Y Financieros-, number 0006.
• Morris Goldstein & Carmen M. Reinhart, 2000, "Assessing Financial Vulnerability: An Early Warning System for Emerging Markets," Peterson Institute Press: All Books, Peterson Institute for International Economics, number 100, ISBN: ARRAY(0x81963d40), October.
• Stephen G. Cecchetti & Nelson C. Mark & Robert J. Sonora, 2000, "Price Level Convergence Among United States Cities: Lessons for the European Central Bank," NBER Working Papers, National Bureau of Economic Research, Inc, number 7681, May.
• Marianne Bertrand & Erzo F. P. Luttmer & Sendhil Mullainathan, 2000, "Network Effects and Welfare Cultures," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 115, issue 3, pages 1019-1055.
• Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000, "Methodology for an Early Warning System: The Signals Approach," MPRA Paper, University Library of Munich, Germany, number 24576.
• Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000, "Early Warning System: Empirical Results from The Signals Approach," MPRA Paper, University Library of Munich, Germany, number 24577.
• Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000, "Early Warning System: An Assessment of Vulnerability," MPRA Paper, University Library of Munich, Germany, number 24579.
• Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000, "Some Policy Issues Regarding an Early Warning System," MPRA Paper, University Library of Munich, Germany, number 24580.
• Gianna Boero & Emanuela Marrocu, 2000, "Modelli non lineari per i tassi di cambio: un confronto previsivo con dati a diversa frequenza," Moneta e Credito, Economia civile, volume 53, issue 212, pages 385-415.
• Philippe Bacchetta & Eric van Wincoop & Toni Beutler, 2009, "Can Parameter Instability Explain the Meese-Rogoff Puzzle?," Working Papers, Swiss National Bank, Study Center Gerzensee, number 09.04, Aug.
• Ten Raa, T. & Mohnen, P., 2000, "Neoclassical Growth Accounting and Frontier Analysis : A Synthesis," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-67.
• Ten Raa, T. & Mohnen, P., 2000, "Neoclassical Growth Accounting and Frontier Analysis : A Synthesis," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0dd836d2-9efc-49d7-bac8-2.
• Mohnen, P. & Ten Raa, T., 2000, "A general equilibrium analysis of the evolution of Canadian service productivity," Other publications TiSEM, Tilburg University, School of Economics and Management, number aae1ef0b-8460-49d3-bb4e-8.

1999

• Hernán Rincón, 1999, "Efectividad del Control a los Flujos de Capital: Un Reexamen Empírico de la Experiencia Reciente en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 132, Sep, DOI: 10.32468/be.132.