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Citations for "Testing for Autocorrelation in Dynamic Linear Models"

by Breusch, T S

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  1. Katsouli, E. & Vogiatzis, A. & Manitsaris, A., 2002. "Linking consumer prices to wholesale prices: Error correction models for the case of Greece," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 3(1), January.
  2. Fukuta, Yuichi, 1995. "The benchmark issue premium in the Japanese government bond market: A re-examination," Japan and the World Economy, Elsevier, vol. 7(3), pages 291-307, September.
  3. Festic, Mejra & Repina, Sebastijan & Volcjak, Robert, 2010. "Estimating Coal Price Dynamics with the Principal Components Method," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 188-212, July.
  4. Anthony Rodrigues & Charles Engel, 1988. "A test of international CAPM," Research Paper 8822, Federal Reserve Bank of New York.
  5. Evans, Mark & Lewis, Andrew C., 2005. "Dynamic metals demand model," Resources Policy, Elsevier, vol. 30(1), pages 55-69, March.
  6. Kerry B. Hudson & Joaquin L. Vespignani, 2014. "Understanding the Deviations of the Taylor Rule: A New Methodology with an Application to Australia," CAMA Working Papers 2014-78, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  7. Won Koh & Byoung Cheol Jung & Badi H. Baltagi & Seuck Heun Song, 2004. "Testing for Serial Correlation, Spatial Autocorrelation and Random Effects," Econometric Society 2004 Australasian Meetings 338, Econometric Society.
  8. Erkki Koskela & Matti Virén, 1985. "On the role of inflation in consumption function," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 121(2), pages 252-260, June.
  9. Sotiris Tsolacos, 1999. "Retail Building Cycles: Evidence from Great Britain," Journal of Real Estate Research, American Real Estate Society, vol. 18(1), pages 197-218.
  10. Grant Kirkpatrick, 1981. "Further results on the time series analysis of real wages and employment for U. S. manufacturing, 1948–1977," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 117(2), pages 326-351, June.
  11. Kim, Byung-Yeon & Kim, Suk Jin & Lee, Keun, 2007. "Assessing the economic performance of North Korea, 1954-1989: Estimates and growth accounting analysis," Journal of Comparative Economics, Elsevier, vol. 35(3), pages 564-582, September.
  12. Cheung, C. Sherman & Miu, Peter, 2010. "Diversification benefits of commodity futures," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(5), pages 451-474, December.
  13. Christian Pierdzioch, 2000. "The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis," Kiel Working Papers 971, Kiel Institute for the World Economy.
  14. Mixon, Franklin Jr. & Upadhyaya, Kamal P., 2004. "Examining legislative challenges to central bank autonomy: macroeconomic and agency costs models," Journal of Economics and Business, Elsevier, vol. 56(5), pages 415-428.
  15. Antonelli, Cristiano & Fassio, Claudio, 2012. "University-industry relations and the evolution of knowledge governance. the italian evidence in the first part of the xx century," Department of Economics and Statistics Cognetti de Martiis LEI & BRICK - Laboratory of Economics of Innovation "Franco Momigliano", Bureau of Research in Innovation, Complexity and Knowledge, Collegio 201212, University of Turin.
  16. Burridge, Peter, 2011. "A research agenda on general-to-specific spatial model search," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 71-90.
  17. Mantalos, Panagiotis & Shukur, Ghazi, 2008. "Bootstrap methods for autocorrelation test with uncorrelated but not independent errors," Economic Modelling, Elsevier, vol. 25(5), pages 1040-1050, September.
  18. Tom Engsted & Bent Nielsen, 2010. "Testing for rational bubbles in a co-explosive vector autoregression," Economics Papers 2010-W06, Economics Group, Nuffield College, University of Oxford.
  19. Hein, Eckhard & Schoder, Christian, 2009. "Interest rates, distribution and capital accumulation: A Post-Kaleckian perspective on the US and Germany," IPE Working Papers 04/2009, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
  20. Hasan Engin Duran, 2014. "Short-Run Dynamics of Income Disparities and Regional Cycle Synchronization in the U.S," Growth and Change, Wiley Blackwell, vol. 45(2), pages 292-332, 06.
  21. Panagiotis Mantalos & Ghazi Shukur, 2005. "The effect of the GARCH(1, 1) on autocorrelation tests in dynamic systems of equations," Applied Economics, Taylor & Francis Journals, vol. 37(16), pages 1907-1913.
  22. Helge Berger & Jan-Egbert Sturm, 2006. "Does Money Matter in the ECB Strategy? New Evidence Based on ECB Communication," CESifo Working Paper Series 1652, CESifo Group Munich.
  23. Proïa, Frédéric, 2013. "Further results on the h-test of Durbin for stable autoregressive processes," Journal of Multivariate Analysis, Elsevier, vol. 118(C), pages 77-101.
  24. Minsoo Lee & Moonjoong Tcha, 2005. "Pass-Through Elasticity, Substitution and Market Share: the Case for Sheep Meat Exports," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 14(2), pages 209-228.
  25. McQuinn, Kieran & O'Reilly, Gerard, 2006. "Assessing the Role of Income and Interest Rates in Determining House Prices," Research Technical Papers 15/RT/06, Central Bank of Ireland.
  26. Frederick Wallace, 2013. "Cointegration tests of purchasing power parity," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 149(4), pages 779-802, December.
  27. Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007. "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets," CREATES Research Papers 2007-09, School of Economics and Management, University of Aarhus.
  28. Bharat Barot & Zan Yang, 2004. "House Prices and Housing Investment in Sweden and the UK. Econometric analysis for the period 1970-1998," Macroeconomics 0409022, EconWPA.
  29. Addison-Smyth, Diarmaid & McQuinn, Kieran & O' Reilly, Gerard, 2009. "Modelling Credit in the Irish Mortgage Market," Research Technical Papers 9/RT/09, Central Bank of Ireland.
  30. Ernst Juerg Weber, 2006. "Monetary policy in a heterogeneous monetary union: the Australian experience," Applied Economics, Taylor & Francis Journals, vol. 38(21), pages 2487-2495.
  31. Kahouli, Sondès, 2011. "Re-examining uranium supply and demand: New insights," Energy Policy, Elsevier, vol. 39(1), pages 358-376, January.
  32. Bharat Barot, 2004. "Growth and Business Cycles for the Swedish Economy 1963-1999," Macroeconomics 0409017, EconWPA.
  33. Sollis, Robert, 2011. "Spurious regression: A higher-order problem," Economics Letters, Elsevier, vol. 111(2), pages 141-143, May.
  34. Scott Schuh, 1996. "Evidence on the link between firm-level and aggregate inventory behavior," Finance and Economics Discussion Series 96-46, Board of Governors of the Federal Reserve System (U.S.).
  35. Art A. Durnev & Amrita S. Nain, 2004. "The Unanticipated Effects of Insider Trading Regulation," William Davidson Institute Working Papers Series 2004-695, William Davidson Institute at the University of Michigan.
  36. Desiraju, Ramarao & Nair, Harikesh S. & Chintagunta, Pradeep, 2004. "Diffusion of New Pharmaceutical Drugs in Developing and Developed Nations," Research Papers 1950, Stanford University, Graduate School of Business.
  37. Roberto Martínez-Espiñeira, 2007. "An estimation of residential water demand using co-integration and error correction tec hniques," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 161-184, May.
  38. R. Martínez-Espiñeira, 2003. "Estimating Water Demand under Increasing-Block Tariffs Using Aggregate Data and Proportions of Users per Block," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 26(1), pages 5-23, September.
  39. Guy Shaojia Liu & Haiyan Song, 2003. "A Dual-Price Demand Theory for Economies under Transition," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 1(2), pages 185-203.
  40. Jawad, Muhammad & Qayyum, Abdul, 2015. "Modeling the Impact of Policy Environment on Inflows of Worker’s Remittances in Pakistan: A Multivariate Analysis," MPRA Paper 62019, University Library of Munich, Germany, revised 2015.
  41. Kahouli, Sondès, 2011. "Effects of technological learning and uranium price on nuclear cost: Preliminary insights from a multiple factors learning curve and uranium market modeling," Energy Economics, Elsevier, vol. 33(5), pages 840-852, September.
  42. Mahmut GÜNAY & Cengiz CIHAN & Seref SAYGILI & Mesut SAYGILI & Azim ÖZDEMIER, . "Trade Block of Quarterly Macroeconometric Model of Turkey," EcoMod2008 23800048, EcoMod.
  43. Mezgebo, Taddese, 2009. "A multivariate approach for identification of optimal locations with in Ethiopia’s wheat market to tackle soaring inflation on food price (Extended version)," MPRA Paper 17960, University Library of Munich, Germany.
  44. Claessens, Stijn & Qian, Ying, 1995. "Bootstrapping options: An application to recapture clauses," Economics Letters, Elsevier, vol. 47(3-4), pages 377-384, March.
  45. Helge Berger & Jakob de Haan & Jan-Egbert Sturm, 2006. "Does Money Matter in the ECB Strategy? New Evidence Based on ECB Communication," KOF Working papers 06-125, KOF Swiss Economic Institute, ETH Zurich.
  46. Shakir Hussain & Ghazi Shukur, 2003. "Testing for autocorrelation in non-stationary dynamic systems of equations," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(4), pages 441-454.
  47. A. Frenzel Baudisch, 2006. "Continuous Market Growth Beyond Functional Satiation. Time-Series Analyses of U.S. Footwear Consumption, 1955-2002," Papers on Economics and Evolution 2006-03, Philipps University Marburg, Department of Geography.
  48. Bob Thompson & Sotiris Tsolacos, 1999. "Rent Adjustments and Forecasts in the Industrial Market," Journal of Real Estate Research, American Real Estate Society, vol. 17(2), pages 151-168.
  49. Lijuan Huo & Tae-Hwan Kim & Yunmi Kim & Dong Jin Lee, 2014. "Testing for Autocorrelation in Quantile Regression Models," Working papers 2014rwp-76, Yonsei University, Yonsei Economics Research Institute.
  50. Sadorsky, Perry, 2002. "Time-varying risk premiums in petroleum futures prices," Energy Economics, Elsevier, vol. 24(6), pages 539-556, November.
  51. Dragos Stefan Oprea & Laura Brad, 2014. "Investor Sentiment and Stock Returns: Evidence from Romania," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 4(2), pages 19-25, April.
  52. Robert Thompson & Sotiris Tsolacos, 2000. "Projections in the Industrial Property Market using a Simultaneous Equation System," Journal of Real Estate Research, American Real Estate Society, vol. 19(2), pages 165-188.
  53. Krämer, Jörg W., 1994. "Zinsgewichtete Geldmengenaggregate und Preisniveau," Kiel Working Papers 635, Kiel Institute for the World Economy.
  54. Ignazio Angeloni & Alessandro Prati, 1996. "The identification of liquidity effects in the EMS: Italy 1991–1992," Open Economies Review, Springer, vol. 7(3), pages 275-293, July.
  55. Yongmiao Hong, 2013. "Serial Correlation and Serial Dependence," Papers 2013-10-14, Working Paper.
  56. Hartmann, Matthias & Conrad, Christian, 2014. "Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100477, Verein für Socialpolitik / German Economic Association.
  57. Harald Badinger, 2005. "Growth Effects of Economic Integration: Evidence from the EU Member States," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 141(1), pages 50-78, April.
  58. Katos, A. & Pallis, D. & Katsouli, E., 2004. "System Estimates of Cyclical Unemployment and Cyclical Output in the 15 European Union Member-States, 1961-1999," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(4), pages 5-26.
  59. Krämer, Jörg W., 1996. "Determinants of the expected real long-term interest rates in the G7-countries," Kiel Working Papers 751, Kiel Institute for the World Economy.
  60. Eric M. Leeper & David B. Gordon, 1991. "In search of the liquidity effect," International Finance Discussion Papers 403, Board of Governors of the Federal Reserve System (U.S.).
  61. Hatemi-J, Abdulnasser, 2004. "Multivariate tests for autocorrelation in the stable and unstable VAR models," Economic Modelling, Elsevier, vol. 21(4), pages 661-683, July.
  62. Hassan, Faiza & Qayyum, Abdul, 2013. "Modelling the Demand for Bank Loans by Private Business Sector in Pakistan," MPRA Paper 55366, University Library of Munich, Germany, revised Apr 2014.
  63. Joyce, Theodore, 1990. "A time-series analysis of unemployment and health : The case of birth outcomes in New York city," Journal of Health Economics, Elsevier, vol. 8(4), pages 419-436, February.
  64. George Hondroyiannis & Sophia Lazaretou, 2007. "Inflation persistence during periods of structural change: an assessment using Greek data," Empirica, Springer, vol. 34(5), pages 453-475, December.
  65. Hartmann, Matthias & Roestel, Jan, 2013. "Inflation, output and uncertainty in the era of inflation targeting – A multi-economy view on causal linkages," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 98-112.
  66. Carlsson, M., 2000. "Measures of Technology and the Short-Run Responses to Technology Shocks - Is the RBC-Model Consistent with Swedish Manufacturing Data?," Papers 2000-20, Uppsala - Working Paper Series.
  67. Bartsch, Elga, 1997. "Economic consequences of the German environmental liability act: Capital market response for the chemical industry," Kiel Working Papers 822, Kiel Institute for the World Economy.
  68. Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2006. "The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps," Working Papers 1188, Queen's University, Department of Economics.
  69. Kieran McQuinn, 2005. "Dynamic Factor Demands in a Changing Economy - An Irish Application," The Economic and Social Review, Economic and Social Studies, vol. 36(2), pages 109-126.
  70. Andreas Krause, 2000. "Microstructure Effects on Daily Return Volatility in Financial Markets," Papers cond-mat/0011295, arXiv.org.
  71. Guy Debelle & James Vickery, 1998. "The Macroeconomics of Australian Unemployment," RBA Annual Conference Volume, in: Guy Debelle & Jeff Borland (ed.), Unemployment and the Australian Labour Market Reserve Bank of Australia.
  72. Chen Zhuo & Yang Yuhong, 2007. "Time Series Models for Forecasting: Testing or Combining?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(1), pages 56-90, March.
  73. Herwartz, Helmut & Walle, Yabibal M., 2013. "State dependence in the finance-growth nexus: A functional coefficient approach," Center for European, Governance and Economic Development Research Discussion Papers 156, University of Goettingen, Department of Economics.
  74. Vittorio Grilli, 1989. "Managing Exchange Rate Crises: Evidence from the 1890's," NBER Working Papers 3068, National Bureau of Economic Research, Inc.
  75. Krämer, Jörg W. & Scheide, Joachim, 1994. "Geldpolitik: zurück zur Potentialorientierung," Kiel Discussion Papers 235, Kiel Institute for the World Economy (IfW).
  76. Wilmar Cabrera & Javier Gutiérrez Rueda & Juan Carlos Mendoza, . "Credit Risk Stress Testing: An Exercise for Colombian Banks," Temas de Estabilidad Financiera 073, Banco de la Republica de Colombia.
  77. Alper, Ahmet Murat & Civcir, İrfan, 2012. "Can overvaluation prelude to crisis and harm growth in Turkey," Journal of Policy Modeling, Elsevier, vol. 34(1), pages 112-131.
  78. Denise R. Osborn & Paul W. Simpson, 2000. "Forecasting UK Industrial Production Over the Business Cycle," Econometric Society World Congress 2000 Contributed Papers 1059, Econometric Society.
  79. Dahalan, Jauhari & Sharma, Subhash C. & Sylwester, Kevin, 2005. "Divisia monetary aggregates and money demand for Malaysia," Journal of Asian Economics, Elsevier, vol. 15(6), pages 1137-1153, January.
  80. Khaleel, Tarek Mohamed & Shehata, Emad Abd Elmessih, 2004. "دراسة قياسية للنماذج الديناميكية مع تطبيقها على التنبؤ بالعمالة فى مصر
    [An Econometric Study of Dynamic Models with Application on Forecasting Labor in Egypt]
    ," MPRA Paper 43442, University Library of Munich, Germany, revised Apr 2004.
  81. Zhenhui Xu & Melissa Birch, 1999. "The Economic Performance of State-owned Enterprises in Argentina an Empirical Assessment," Review of Industrial Organization, Springer, vol. 14(4), pages 355-375, June.
  82. Dragos Stefan Oprea, 2014. "The Halloween Effect Evidence from Romania," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(7), pages 463-471, July.
  83. Samih Azar, 2011. "Retesting the CCAPM Euler equations," International Journal of Managerial Finance, Emerald Group Publishing, vol. 7(4), pages 324-346, September.
  84. Mc Quinn, Kieran, 2003. "Alternative Models of the Irish Supply Side," Research Technical Papers 2/RT/03, Central Bank of Ireland.
  85. Fitzpatrick, Trevor & McQuinn, Kieran, 2004. "House Prices and Mortgage Credit: Empirical Evidence for Ireland," Research Technical Papers 5/RT/04, Central Bank of Ireland.
  86. Bob Thompson & Sotiris Tsolacos, 2001. "Industrial Land Values — A Guide to Future Markets?," Journal of Real Estate Research, American Real Estate Society, vol. 21(1/2), pages 55-76.
  87. Romacho, Joao Carlos & Cortez, Maria Ceu, 2006. "Timing and selectivity in Portuguese mutual fund performance," Research in International Business and Finance, Elsevier, vol. 20(3), pages 348-368, September.
  88. Fukuta, Yuichi, 1996. "Rational bubbles and non-risk neutral investors in Japan," Japan and the World Economy, Elsevier, vol. 8(4), pages 459-473, December.
  89. Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2005. "Forecasting Exchange Rate Volatility in the Presence of Jumps," Working Papers 1187, Queen's University, Department of Economics.
  90. Gabriele Fiorentini & Enrique Sentana, 2014. "Neglected Serial Correlation Tests In Ucarima Models," Working Papers wp2014_1406, CEMFI.
  91. repec:eap:articl:v:43:y:2013:i:3:p:249-264 is not listed on IDEAS
  92. Joan Ramon Borrell Arque, 1997. "Prices of Medicines a Case-Study on the impact of the rate-of-return regulation in the United Kingdom," Working Papers in Economics 21, Universitat de Barcelona. Espai de Recerca en Economia.
  93. Nicos Christodoulakis & Vassilis Sarantides, 2011. "External asymmetries in the euro area and the role of foreign direct investment," Working Papers 132, Bank of Greece.
  94. Bel, K. & Paap, R., 2013. "Modeling the impact of forecast-based regime switches on macroeconomic time series," Econometric Institute Research Papers EI 2013-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  95. Liu, Heping & Erdem, Ergin & Shi, Jing, 2011. "Comprehensive evaluation of ARMA-GARCH(-M) approaches for modeling the mean and volatility of wind speed," Applied Energy, Elsevier, vol. 88(3), pages 724-732, March.
  96. Warther, Vincent A., 1995. "Aggregate mutual fund flows and security returns," Journal of Financial Economics, Elsevier, vol. 39(2-3), pages 209-235.
  97. McAleer, Michael, 1994. " Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-70, December.
  98. Gençay, Ramazan & Signori, Daniele, 2015. "Multi-scale tests for serial correlation," Journal of Econometrics, Elsevier, vol. 184(1), pages 62-80.
  99. Godfrey, L.G. & Tremayne, A.R., 2005. "The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 377-395, April.
  100. Satya P. Das & Mausumi Das & Thomas B. Fomby, 2004. "Decreasing marginal impatience, income distribution and demand for money: Theory and evidence," Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers 04-04, Indian Statistical Institute, New Delhi, India.
  101. Sáenz-Royo, Carlos & Salas-Fumás, Vicente, 2014. "Long- and short-term efficiency in an automobile factory: An econometric case study," International Journal of Production Economics, Elsevier, vol. 156(C), pages 98-107.
  102. Kaboudan, M. A., 2001. "Genetically evolved models and normality of their fitted residuals," Journal of Economic Dynamics and Control, Elsevier, vol. 25(11), pages 1719-1749, November.
  103. Bermingham, Colin, 2008. "Quantifying the Impact of Oil Prices on Inflation," Research Technical Papers 8/RT/08, Central Bank of Ireland.
  104. James Mitchell & Richard J. Smith & Martin R. Weale, 2002. "Quantification of Qualitative Firm-Level Survey Data," Economic Journal, Royal Economic Society, vol. 112(478), pages C117-C135, March.
  105. Klaus Grobys, 2015. "Size distortions of the wild bootstrapped HCCME-based LM test for serial correlation in the presence of asymmetric conditional heteroskedasticity," Empirical Economics, Springer, vol. 48(3), pages 1189-1202, May.
  106. Eduardo Walker, 2002. "The Chilean Experience in Completing Markets with Financial Indexation," Central Banking, Analysis, and Economic Policies Book Series, in: Fernando Lefort & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Serie (ed.), Indexation, Inflation and Monetary Policy, edition 1, volume 2, chapter 9, pages 259-294 Central Bank of Chile.
  107. Bharat Barot, 2001. "An Econometric Demand�Supply Model For Swedish Private Housing," European Journal of Housing Policy, Taylor and Francis Journals, vol. 1(3), pages 417-444, December.
  108. Wadud, Zia, 2015. "Imperfect reversibility of air transport demand: Effects of air fare, fuel prices and price transmission," Transportation Research Part A: Policy and Practice, Elsevier, vol. 72(C), pages 16-26.
  109. Watson, John & Wickramanayake, J., 2012. "The relationship between aggregate managed fund flows and share market returns in Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 451-472.
  110. Dastoor, Naorayex, 2009. "The perceived framework of a classical statistic: Is the non-invariance of a Wald statistic much ado about null thing?," Working Papers 2009-25, University of Alberta, Department of Economics.
  111. David A. Belsley, 1996. "A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions," Boston College Working Papers in Economics 331., Boston College Department of Economics.
  112. Marc Lavoie & Gabriel Rodriguez & Mario Seccareccia, 2004. "Similitudes and Discrepancies in Post-Keynesian and Marxist Theories of Investment: A Theoretical and Empirical Investigation," International Review of Applied Economics, Taylor & Francis Journals, vol. 18(2), pages 127-149.
  113. Godfrey, L.G., 2007. "Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3282-3295, April.
  114. Dobrescu, Emilian & Gaftea, Viorel & Scutaru, Cornelia, 2010. "Using the Leontief Matrix to Estimate the Impact of Investments upon the Global Output," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 176-187, July.
  115. J. Miguel Marín & M. T. Rodríguez Bernal & Eva Romero, 2013. "Data cloning estimation of GARCH and COGARCH models," Statistics and Econometrics Working Papers ws132723, Universidad Carlos III, Departamento de Estadística y Econometría.
  116. Suardi, Sandy, 2008. "Central bank intervention, threshold effects and asymmetric volatility: Evidence from the Japanese yen-US dollar foreign exchange market," Economic Modelling, Elsevier, vol. 25(4), pages 628-642, July.
  117. George Athanasopoulos & Rob J. Hyndman, 2006. "Modelling and forecasting Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers 19/06, Monash University, Department of Econometrics and Business Statistics.
  118. Krämer, Jörg W., 1994. "Zinsgewichtete Geldmengenaggregate und wirtschaftliche Aktivität," Kiel Working Papers 656, Kiel Institute for the World Economy.
  119. Dritsakis, Nikolaos, 2007. "Seasonal Analysis of Tourist Revenues: An Empirical Research for Greece," MPRA Paper 25363, University Library of Munich, Germany, revised 25 Feb 2008.
  120. Helmut Herwartz & Henning Weber, 2007. "Exchange Rate Uncertainty and Trade Growth - A Comparison of Linear and Nonlinear (Forecasting) Models," SFB 649 Discussion Papers SFB649DP2007-042, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  121. Bernhard Pfaff, . "VAR, SVAR and SVEC Models: Implementation Within R Package vars," Journal of Statistical Software, American Statistical Association, vol. 27(i04).
  122. Solveen, Ralph, 1996. "Verhindert die Unabhängigkeit der Zentralbank politische Konjunkturzyklen?," Kiel Working Papers 747, Kiel Institute for the World Economy.
  123. McAvinchey, Ian D., 2003. "Modelling and forecasting in an energy demand system with high and low frequency information," Economic Modelling, Elsevier, vol. 20(1), pages 207-226, January.
  124. Matthias Hartmann & Helmut Herwartz & Yabibal M. Walle, 2012. "Where enterprise leads, finance follows. In-sample and out-of-sample evidence on the causal relation between finance and growth," Economics Bulletin, AccessEcon, vol. 32(1), pages 871-882.
  125. Douglas Shaller & Tsunemasa Shiba, 1989. "Price smoothing and demand noise: On business behavior and macromodels," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 125(1), pages 83-96, March.
  126. Alan King, 2001. "A Two-Regime Model of Exports: U.K. Manufactures, 1980–1996," Open Economies Review, Springer, vol. 12(1), pages 75-94, January.
  127. Brunhart, Andreas, 2012. "Identification of Liechtenstein's Historic Economic Growth and Business Cycles by Econometric Extensions of Data Series," MPRA Paper 44628, University Library of Munich, Germany.
  128. repec:wyi:journl:002087 is not listed on IDEAS
  129. Chavas, Jean-Paul, 2013. "On Demand Analysis and Dynamics: A Benefit Function Approach," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149683, Agricultural and Applied Economics Association.
  130. Ge, Dingkun & Mahoney, James M. & Mahoney, Joseph T., 2005. "New Venture Valuation by Venture Capitalists: An Integrative Approach," Working Papers 05-0124, University of Illinois at Urbana-Champaign, College of Business.
  131. Dale Bremmer & Randy Kesselring, 2004. "Divorce and female labor force participation: Evidence from times-series data and cointegration," Atlantic Economic Journal, International Atlantic Economic Society, vol. 32(3), pages 175-190, September.
  132. De Arce Borda, R., 2004. "20 años de modelos ARCH: una visión de conjunto de las distintas variantes de la familia/20 Years of Arch Modelling: a Survey of Different Models in the Family," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 27, Abril.
  133. Fattouh, Bassam, 2010. "The dynamics of crude oil price differentials," Energy Economics, Elsevier, vol. 32(2), pages 334-342, March.
  134. Stern, David I., 2002. "Explaining changes in global sulfur emissions: an econometric decomposition approach," Ecological Economics, Elsevier, vol. 42(1-2), pages 201-220, August.
  135. Kamakshya Trivedi, 2006. "Educational human capital and levels of income: Evidence from states in India, 1965�-�92," Journal of Development Studies, Taylor & Francis Journals, vol. 42(8), pages 1350-1378.
  136. McGuirk, Anya M. & Spanos, Aris, 2004. "Revisiting Error Autocorrelation Correction: Common Factor Restrictions And Granger Causality," 2004 Annual meeting, August 1-4, Denver, CO 20176, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  137. Barot, Bharat & Yang, Zan, 2002. "House Prices and Housing Investment in Sweden and the United Kingdom: Econometric Analysis for the Period 1970-1998," Working Paper 80, National Institute of Economic Research.
  138. repec:hur:ijaraf:v:4:y:2014:i:2:p:23-29 is not listed on IDEAS
  139. David Zimmer, 2015. "Time-Varying Correlation in Housing Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 51(1), pages 86-100, July.
  140. Jean Luc De Meulemeester & Denis Rochat, 1995. "A causality analysis of the link between higher education and economic development," ULB Institutional Repository 2013/1573, ULB -- Universite Libre de Bruxelles.
  141. Naci H. Mocan, 1989. "Business Cycles and Fertility Dynamics in the U.S.: A Vector-Autoregressive Model," NBER Working Papers 3177, National Bureau of Economic Research, Inc.
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