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Content
April 1998, Volume 3, Issue 1
- 1-22 The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income
by Ramsey James B. & Lampart Camille - 1-24 Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?
by van Norden Simon & Vigfusson Robert
January 1998, Volume 2, Issue 4
- 1-8 Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules
by Franses Philip Hans & van Griensven Kasper - 1-10 The Current Depth-of-Recession and Unemployment-Rate Forecasts
by Parker Randall E. & Rothman Philip - 1-16 Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods
by Chao John C. & Chiao Chaoshin - 1-19 Early News is Good News: The Effects of Market Opening on Market Volatility
by Gallo Giampiero M. & Pacini Barbara - 1-19 GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model
by Ghysels Eric & Jasiak Joanna - 1-21 Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets
by Zeng Tian & Swanson Norman R.
October 1997, Volume 2, Issue 3
- 1-18 Nonlinearity and Endogeneity in Macro-Asset Pricing
by Hiemstra Craig & Kramer Charles - 1-20 EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments
by van der Sluis Pieter J.
July 1997, Volume 2, Issue 2
- 1-9 A Fast Algorithm for the BDS Statistic
by LeBaron Blake - 1-14 Technical Trading Rules and the Size of the Risk Premium in Security Returns
by Gencay Ramazan & Stengos Thanasis - 1-19 Finite Sample Properties of the Efficient Method of Moments
by Chumacero Rómulo A.
April 1997, Volume 2, Issue 1
- 1-10 Investigating Cyclical Asymmetries
by Randal Verbrugge Randal Verbrugge - 1-16 Inference in TAR Models
by Hansen Bruce E.
January 1997, Volume 1, Issue 4
- 1-8 FORTRAN Programs for Running the TR Test: A Guide and Examples
by Rothman Philip - 1-13 Endogenous Cycles in Competitive Models: An Overview
by Reichlin Pietro - 1-17 A Nonlinear Analysis of Forward Premium and Volatility
by Hsu Chiente & Kugler Peter
October 1996, Volume 1, Issue 3
- 1-9 SIMANN: A Global Optimization Algorithm using Simulated Annealing
by Goffe William L. - 1-12 The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms
by Gencay Ramazan & Dechert W. Davis - 1-15 Detecting Asymmetries in Observed Linear Time Series and Unobserved Disturbances
by Kim Jeong-Ryeol & Mittnik Stefan & Rachev Svetlozar T. - 1-16 Tests for Nonlinearity in EMS Exchange Rates
by Vilasuso Jon & Cunningham Steve
July 1996, Volume 1, Issue 2
- 1-14 A Kernel Test for Neglected Nonlinearity
by Bradley Ralph & McClelland Robert - 1-16 Saddle Path Stability, Fluctuations, and Indeterminacy in Economic Growth
by Greiner Alfred & Semmler Willi - 1-19 A Random Walk or Color Chaos on the Stock Market? Time-Frequency Analysis of S&P Indexes
by Chen Ping - 1-24 If Nonlinear Models Cannot Forecast, What Use Are They?
by Ramsey James B.
April 1996, Volume 1, Issue 1
- 1-4 On Cycles and Chaos in Economics
by Benhabib Jess - 1-8 Estimation of the Stochastic Volatility Models by Simulated Maximum Likelihood: C++ Code
by Daníelsson Jón - 1-10 Power Properties of Linearity Tests for Time Series
by Teräsvirta Timo - 1-14 A Check on the Robustness of Hamilton's Markov Switching Model Approach to the Economic Analysis of the Business Cycle
by Boldin Michael D. - 1-20 Optimal Cycles and Chaos: A Survey
by Nishimura Kazuo & Sorger Gerhard - 1-20 Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data
by Swanson Norman