This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Research classified by
Journal of
Economic Literature (JEL) codes Top JEL C: Mathematical and Quantitative MethodsC3: Multiple or Simultaneous Equation Models; Multiple VariablesC32: Time-Series Models; Dynamic Quantile Regressions
This topic is covered by the following reading lists: SOEP based publications
2009 The Universal Shape of Economic Recession and Recovery after a Shock by Challet, Damien & Solomon, Sorin & Yaari, Gur [Downloadable!] 2009 The Bank Lending Channel: a FAVAR Analysis by Chetan Dave & Scott J. Dressler & Lei Zhang [Downloadable!] 2009 Multiple filtering devices for the estimation of cyclical DSGE models by Fabio Canova & Filippo Ferroni [Downloadable!] 2009 The Deaton paradox in a long memory context with structural breaks by Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho [Downloadable!] 2009 Fractional Integration and Structural Breaks in U.S. Macro Dynamics by Luis A. Gil-Alana & Antonio Moreno [Downloadable!] 2009 La substituabilité des filières universitaires dans les choix d’études : une analyse en termes de prestige social by Magali Jaoul-Grammare [Downloadable!] 2009 Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model by Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller [Downloadable!] 2009 Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States by Rangan Gupta & Alain Kabundi & Stephen M. Miller [Downloadable!] 2009 The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market by Rangan Gupta & Stephen M. Miller [Downloadable!] 2009 "Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix by Rangan Gupta & Stephen M. Miller [Downloadable!] 2009 Analyzing and Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore by Hwee Kwan Chow & Keen Meng Choy [Downloadable!] 2009 Global Liquidity and Commodity Prices – A Cointegrated VAR Approach for OECD Countries by Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks [Downloadable!] 2009 Using Backward Means to Eliminate Individual Effects from Dynamic Panels by G. EVERAERT [Downloadable!] 2009 A State Space Approach to Extracting the Signal from Uncertain Data by Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard [Downloadable!] 2009 Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model by Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller [Downloadable!] 2009 Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States by Rangan Gupta & Alain Kabundi & Stephen M. Miller [Downloadable!] 2009 The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach by Rangan Gupta & Alain Kabundi & Emmanuel Ziramba [Downloadable!] 2009 The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market by Rangan Gupta & Stephen M. Miller [Downloadable!] 2009 The Effect Of Monetary Policy On Real House Price Growth In South Africa: A Factor Augmented Vector Autoregression (Favar) Approach by Rangan Gupta & Alain Kabundi [Downloadable!] 2009 The Effect Of Monetary Policy On House Price Inflation: A Factor Augmented Vector Autoregression (Favar) Approach by Rangan Gupta & Alain Kabundi [Downloadable!] 2009 “Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix by Rangan Gupta & Stephen M. Miller [Downloadable!] 2009 Performance of combined double seasonal univariate time series models for forecasting water consumption by Caiado, Jorge [Downloadable!] 2009 Exchange Market Pressure in Central Europe: An Application of the Girton-Roper Model by Stavarek, Daniel & Dohnal, Marek [Downloadable!] 2009 A fundamental power price model with oligopolistic competition representation by Vazquez, Miguel & Barquín, Julián [Downloadable!] 2009 Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change by Marçal , Emerson F. & Valls Pereira , Pedro L. & Abbara, Omar [Downloadable!] 2009 Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen by Liew, Venus Khim-Sen [Downloadable!] 2009 Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand by Holt, Matthew T. & Balagtas, Joseph V. [Downloadable!] 2009 Comparison of time series with unequal length in the frequency domain by Caiado, Jorge & Crato, Nuno & Peña, Daniel [Downloadable!] 2009 Identifying common dynamic features in stock returns by Caiado, Jorge & Crato, Nuno [Downloadable!] 2009 Hyper-spherical and Elliptical Stochastic Cycles by Luati, Alessandra & Proietti, Tommaso [Downloadable!] 2009 Estimating structural VARMA models with uncorrelated but non-independent error terms by Boubacar Mainassara, Yacouba & Francq, Christian [Downloadable!] 2009 The Almost Ideal and Translog Demand Systems by Holt, Matthew T. & Goodwin, Barry K. [Downloadable!] 2009 FDI and Economic Growth in Malaysia by Karimi, Mohammad Sharif & Yusop, Zulkornain [Downloadable!] 2009 Balanced growth and structural breaks: Evidence for Germany by Herzer, Dierk & Kemper, Niels & Zamparelli, Luca [Downloadable!] 2009 Invoice currencies, import prices, and inflation by Ono, Masanori [Downloadable!] 2009 Introduction to Measurement with Theory by Barnett, William A. & Diewert, W. Erwin & Zellner, Arnold [Downloadable!] 2009 Consumer Confidence, News and Consumption Stimulation by Guo, Xinqiang & Xu, Zhiwei [Downloadable!] 2009 Oil Prices and Exchange Rates in Oil-Exporting Countries: Evidence from TAR and M-TAR Models by Mohammadi, Hassan & Jahan-Parvar, Mohammad R. [Downloadable!] 2009 International Output Convergence, Breaks, and Asymmetric Adjustment by Dimitris , Chrsitopoulos & Miguel , Leon-Ledesma [Downloadable!] 2009 Trend agnostic one step estimation of DSGE models by Ferroni, Filippo [Downloadable!] 2009 Asymmetric cointegration relationship between real exchange rate and trade variables: The case of Malaysia by Duasa, Jarita [Downloadable!] 2009 Foreign Exchange Market Pressure and Monetary Policy: An Empirical Study Based on China’s Data by Liu, L. & Ni, Y.J [Downloadable!] 2009 Endogenous Money, Output and Prices in India by Das, Rituparna [Downloadable!] 2009 Interest rate transmission mechanism of the monetary policy in the selected EMU candidate countries (SVAR approach) by Mirdala, Rajmund [Downloadable!] 2009 Unit Roots in White Noise by Onatski, Alexei & Uhlig, Harald [Downloadable!] 2009 Australian and American tariffs policies: do they rock or tango? by Cassette, Aurélie & Farvaque, Etienne [Downloadable!] 2009 Australian and American tariffs policies: do they rock or tango? by Cassette, Aurélie & Farvaque, Etienne [Downloadable!] 2009 A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects by Hurvich, Clifford & Wang, Yi [Downloadable!] 2009 Risk Matters: The Real Effects of Volatility Shocks by Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramírez & Martin Uribe [Downloadable!] 2009 A Likelihood Analysis of Models with Information Frictions by Leonardo Melosi [Downloadable!] 2009 Causal Linkages Between Domestic Terrorism and Economic Growth by Thomas Gries & Tim Krieger & Daniel Meierrieks [Downloadable!] 2009 Regional Housing Price Cycles: A Spatio-Temporal Analysis Using Us State Level by Todd H. Kuethe & Valerien Pede [Downloadable!] 2009 Structured Multivariate Volatility Models by Massimiliano Caporin & Paolo Paruolo [Downloadable!] 2009 Leader of the Pack? German Monetary Dominance in Europe Prior to EMU by J. James Reade & Ulrich Volz [Downloadable!] 2009 Analysing wage and price dynamics in New Zealand by Ashley Dunstan & Troy Matheson & Hamish Pepper [Downloadable!] 2009 Using wavelets to measure core inflation: the case in New Zealand by David Baqaee [Downloadable!] 2009 Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States by Rangan Gupta & Alain Kabundi & Stephen M. Miller [Downloadable!] 2009 The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market by Rangan Gupta & Stephen M. Miller [Downloadable!] 2009 Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited by WenShwo Fang & Stephen M. Miller [Downloadable!] 2009 The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis by WenShwo Fang & Stephen M. Miller & ChunShen Lee [Downloadable!] 2009 "Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix by Rangan Gupta & Stephen M. Miller [Downloadable!] 2009 Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes by Juan Carlos Cuestas & Luís A. Gil-Alana [Downloadable!] 2009 Inflation persistence and asymmetries: evidence for African countries by Juan Carlos Cuestas & Estefanía Mourelle [Downloadable!] 2009 Further evidence on the Real Interest Rate Parity hypothesis in Central and Eastern European Countries: unit roots and nonlinearities by Juan Carlos Cuestas & Barry Harrison [Downloadable!] 2009 News, Noise, and Fluctuations: An Empirical Exploration by Olivier J. Blanchard & Jean-Paul L'Huillier & Guido Lorenzoni [Downloadable!] 2009 Bayesian and Frequentist Inference in Partially Identified Models by Hyungsik Roger Moon & Frank Schorfheide [Downloadable!] 2009 Risk Matters: The Real Effects of Volatility Shocks by Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-RamÃrez & MartÃn Uribe [Downloadable!] 2009 DSGE Model-Based Forecasting of Non-modelled Variables by Frank Schorfheide & Keith Sill & Maxym Kryshko [Downloadable!] 2009 Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions by George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid [Downloadable!] 2009 A Risk Management Approach for Portfolio Insurance Strategies by Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent [Downloadable!] 2009 D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ? by Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet [Downloadable!] 2009 The impact of the European Union emission trading scheme on electricity generation sectors by Djamel Kirat & Ibrahim Ahamada [Downloadable!] 2009 Breaks or long memory behaviour : An empirical investigation by Lanouar Charfeddine & Dominique Guegan [Downloadable!] 2009 Polish households' behavior in the regular and informal economies by François Gardes & Christophe Starzec [Downloadable!] 2009 On Some Neglected Implications of the Fisher Effect by Antonio Ribba [Downloadable!] 2009 A joint macroeconomic-yield curve model for Hungary by Zoltán Reppa [Downloadable!] 2009 What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks by Giancarlo Corsetti & Panagiotis Th. Konstantinou [Downloadable!] 2009 Credit Spread Changes within Switching Regimes by Olfa Maalaoui & Georges Dionne & Pascal François [Downloadable!] 2009 Estimation of the Euro Area Output Gap Using the NAWM by Günter Coenen & Frank Smets & Igor Vetlov [Downloadable!] 2009 On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations by Søren Johansen & Anders Rygh Swensen [Downloadable!] 2009 Exchange Rate, Expected Profit, and Capital Stock Adjustment: Japanese Experience by Yoichi Matsubayashi [Downloadable!] 2009 International Business Cycle Spillovers by Kamil Yilmaz [Downloadable!] 2009 Explaining shifts in the unemployment rate with productivity slowdowns and accelerations: a co-breaking approach by Sven Schreiber [Downloadable!] 2009 The Dynamics of Entrepreneurship: Hysteresis, Business Cycles and Government Policy by Congregado, Emilio & Golpe, Antonio A. & Parker, Simon C. [Downloadable!] 2009 Business cycle volatility and inventories behavior:new evidence for the Euro Area by Tatiana Cesaroni & Louis Maccini & Marco Malgarini [Downloadable!] 2009 Determinants of Households' Inflation Expectations by Kozo Ueda [Downloadable!] 2009 Consistent Estimation of Global VAR Models by Mutl, Jan [Downloadable!] 2009 On the Existence of the Moments of the Asymptotic Trace Statistic by Deniz Dilan Karaman Örsal & Bernd Droge [Downloadable!] 2009 Mortality modeling: Lee-Carter and the macroeconomy by Katja Hanewald [Downloadable!] 2009 Combination of multivariate volatility forecasts by Alessandra Amendola & Giuseppe Storti [Downloadable!] 2009 A General Framework for Observation Driven Time-Varying Parameter Models by Drew Creal & Siem Jan Koopman & Andre Lucas [Downloadable!] 2009 A High-Low Model of Daily Stock Price Ranges by Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan [Downloadable!] 2009 Estimating the Swedish and Norwegian international tourism demand using (ISUR) technique by Salman, A. Khalik & Arnesson, Leif & Sörensson, Anna & Shukur, Ghazi [Downloadable!] 2009 On risk prediction by Lönnbark, Carl [Downloadable!] 2009 Common Trends and Shocks to Top Incomes – A Structural Breaks Approach by Roine, Jesper & Waldenström, Daniel [Downloadable!] 2009 Is U.S. Money Causing China'S Output? by Johansson, Anders C. 2009 An Analysis Of Dynamic Risk In The Greater China Equity Markets by Johansson, Anders C. 2009 The Effect of Equity Market Integration on the Transmission Monetary Policy. Evidence from Australia by Cinzia Alcidi [Downloadable!] 2009 Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector by Andrea Bastianin [Downloadable!] 2009 Forecasting Levels of log Variables in Vector Autoregressions by Gunnar Bardsen & Helmut Luetkepohl [Downloadable!] 2009 Forecasting Aggregated Time Series Variables: A Survey by Helmut Luetkepohl [Downloadable!] 2009 Structural Vector Autoregressions with Markov Switching by Markku Lanne & Helmut Luetkepohl & Katarzyna Maciejowska [Downloadable!] 2009 Limited participation or sticky prices? New evidence from firm entry and failures by Lenno Uusküla [Downloadable!] 2009 Une mesure financière de l’importance de la prime de risque de change dans la prime de risque boursière by Salem Boubakri [Downloadable!] 2009 Monetary Transmission in three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions by Zsolt Darvas [Downloadable!] 2009 Global Liquidity and Commodity Prices : A Cointegrated VAR Approach for OECD Countries by Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks [Downloadable!] 2009 Liquidity and Asset Prices : How Strong Are the Linkages? by Christian Dreger & Jürgen Wolters [Downloadable!] 2009 Monetary Policy Transmission and House Prices : European Cross Country Evidence by Kai Carstensen & Oliver Hülsewig & Timo Wollmershäuser [Downloadable!] 2009 Forecasting Productivity Using Information from Firm-Level Data by Eric J. Bartelsman & Zoltán Wolf [Downloadable!] 2009 Social Security And Economic Performance In Portugal: After All That Has Been Said And Done How Much Has Actually Changed? by Alfredo M. Pereira & Jorge M. Andraz [Downloadable!] 2009 Dynamic Misspecification in Nonparametric Cointegrating Regression by Ioannis Kasparis & Peter C.B. Phillips [Downloadable!] 2009 Cointegrating Rank Selection in Models with Time-Varying Variance by Xu Cheng & Peter C. B. Phillips [Downloadable!] 2009 Threshold Quantile Autoregressive Models by Antonio F. Galvao, Jr. & Gabriel V. Montes-Rojas & Jose Olmo [Downloadable!] 2009 Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns by Antonio F. Galvao, Jr. & Gabriel V. Montes-Rojas & Gabriel Sung Y. Park [Downloadable!] 2009 Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks by Kilian, Lutz & Vigfusson, Robert J. [Downloadable!] 2009 Do Local Projections Solve the Bias Problem in Impulse Response Inference? by Kilian, Lutz & Kim, Yun Jung [Downloadable!] 2009 Risk Matters: The Real Effects of Volatility Shocks by Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramirez, Juan Francisco & Uribe, Martín [Downloadable!] 2009 The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks by Smith, Peter N & Sorensen, Steffen & Wickens, Michael R [Downloadable!] 2009 What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks by Corsetti, Giancarlo & Konstantinou, Panagiotis T [Downloadable!] 2009 Dependence Structure and Extreme Comovements in International Equity and Bond Markets by René Garcia & Georges Tsafack [Downloadable!] 2009 Testing Predicitive Ability of Business Cycle Indicators for the Euro Area by Christina Ziegler [Downloadable!] 2009 The Virtues of VAR Forecast Pooling – A DSGE Model Based Monte Carlo Study by Steffen Henzel & Johannes Mayr [Downloadable!] 2009 Una metodología unificada para el cálculo de elasticidades críticas, la definición de mercados y la simulación de fusiones horizontales by Germán Coloma [Downloadable!] 2009 Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael [Downloadable!] 2009 Causality Along Subspaces: Theory by Al-Sadoon, M.M. [Downloadable!] 2009 The role of house prices in the monetary policy transmission mechanism in small open economies by Hilde C. Bjørnland & Dag Henning Jacobsen [Downloadable!] 2009 The Factor-Spline-GARCH Model for High and Low Frequency Correlations by Jose Gonzalo Rangel & Robert F. Engle [Downloadable!] 2009 Oil and the macroeconomy: a quantitative structural analysis by Francesco Lippi & Andrea Nobili [Downloadable!] 2009 Assessing the risk-return trade-off in loans portfolios by Javier Mencía [Downloadable!] 2009 Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation by Javier Mencía & Enrique Sentana [Downloadable!] 2009 Empirical Demand Analysis For Long - Length Roundwood (Sawlogs) In Greece by Stathis Klonaris & Garyfallos Arabatzis [Downloadable!] 2009 Overvaluation In Australian Housing And Equity Markets: Wealth Effects Or Monetary Policy? by Renee A. Fry & Vance L. Martin & Nicholas Voukelatos [Downloadable!] 2009 Modelling Change In Financial Market Integration: Eastern Europe by Nektarios Aslanidis & Mardi Dungey & Christos S. Savva [Downloadable!] 2009 A Meta-Distribution for Non-Stationary Samples by Dominique Guégan [Downloadable!] 2009 Co-integration Rank Testing under Conditional Heteroskedasticity by Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor [Downloadable!] 2009 On a numerical and graphical technique for evaluating some models involving rational expectations by Søren Johansen & Anders Rygh Swensen [Downloadable!] 2009 Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise by Ingmar Nolte & Valeri Voev [Downloadable!] 2009 Testing Conditional Factor Models by Dennis Kristensen & Andrew Ang [Downloadable!] 2009 First and second order non-linear cointegration models by Theis Lange [Downloadable!] 2009 Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders by Morten Ørregaard Nielsen [Downloadable!] 2009 Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership by Jusélius, Katarina & Ordóñez, Javier [Downloadable!] 2009 Biased Estimation in a Simple Extension of a Standard Error Correction Model by Christian Müller-Kademann 2009 External Macroeconomic Factors and the Link between Short- and Long-Run European Interest Rates: A Note by Mariam Camarero & Javier Ordonez & Cecilio Tamarit 2009 Bayesian Model Selection in the Analysis of Cointegration by Justyna Wróblewska [Downloadable!] 2009 Behavioral and Permanent Zloty/Euro Equilibrium by Joanna Beza-Bojanowska [Downloadable!] 2009 Transmisión de Tasas de Interés bajo el Esquema de Metas de Inflación: Evidencia para Colombia by Óscar Reinaldo Becerra & Luis Fernando Melo Velandia. [Downloadable!] 2009 Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking by Hyun Shin & Reint Gropp [Downloadable!] 2009 The Mid 1990s Peso Crisis in Mexico: An Application of the Girton-Roper Model by Edward E. Ghartey [Downloadable!] 2009 Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy by Cyril Caillault, Dominique Guégan [Downloadable!] 2009 Neural Networks to Detect Nonlinearities in Time Series: Analysis of Business Cycle in France and the United Kingdom by Kiani, K.M. [Downloadable!] 2009 VAR Analysis of the Monetary Transmission Mechanism in Vietnam by Le Viet, H. & Pfau, W.D. [Downloadable!] 2009 Financial Development and Economic Growth in Sri Lanka by Perera, N. & Paudel, R.C. [Downloadable!] 2009 Productivity Growth in Germany : No Sustainable Economic Recovery in Sight by Georg Erber & Ulrich Fritsche [Downloadable!] 2009 Konjunkturelle Frühindikatoren in der Krise : weiche Faktoren stärker als harte by Konstantin A. Kholodilin & Stefan Kooths [Downloadable!] 2009 Geldpolitik und Vermögensmärkte by Christian Dreger & Jürgen Wolters [Downloadable!] 2008 A Critical Note on the Forecast Error Variance Decomposition by Seymen, Atilim [Downloadable!] 2008 A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988 by Seymen, Atilim [Downloadable!] 2008 The “Credit–Cost Channel” of Monetary Policy. A Theoretical Assessment by Tamborini, Roberto [Downloadable!] 2008 The Effects of the Real Exchange Rate Volatility and Misalignments on Foreign Trade Flows in Uzbekistan by Olimov, Ulugbek & Sirajiddinov, Nishanbay [Downloadable!] 2008 Testing the New Keynesian Model on U.S. and Euro Area Data by Juselius, Mikael [Downloadable!] 2008 Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model by Møller, Niels Framroze [Downloadable!] 2008 Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership by Jusélius, Katarina & Ordóñez, Javier [Downloadable!] 2008 Evaluating the New Keynesian Phillips Curve under VAR-Based Learning by Fanelli, Luca [Downloadable!] 2008 Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model by Giese, Julia V. [Downloadable!] 2008 On the Explosive Nature of Hyper-Inflation Data by Nielsen, Bent [Downloadable!] 2008 Global business cycles: convergence or decoupling? by Kose, M. Ayhan & Otrok, Christopher M. & Prasad, Eswar S. [Downloadable!] 2008 Estimation of weights for the Monetary Conditions Index in Poland by Andrzej Toroj [Downloadable!] 2008 Larger crises cost more: impact of banking sector instability on output growth by Dobromil Serwa [Downloadable!] 2008 Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems by Nedeljkovic, Milan [Downloadable!] 2008 Time-Deformation Modeling Of Stock Returns Directed By Duration Processes by Dingan Feng & Peter X.-K. Song & Tony S. Wirjanto [Downloadable!] 2008 Monetary Integration Issues in Latin America: A Multivariate Assessment by Jean-Pierre Allegret & Alain Sand-Zantman [Downloadable!] 2008 The Dynamics of Parallel Economies. Measuring the Informal Sector in México by José Brambila Macias & Guido Cazzavillan [Downloadable!] 2008 Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems by D. Aristei & Luca Pieroni [Downloadable!] 2008 The Spectral Representation of Markov-Switching Arma Models by Beatrice Pataracchia [Downloadable!] 2008 Infinitesimal Robustness for Diffusions by Davide La Vecchia & Fabio Trojani [Downloadable!] 2008 Crude Oil and Stock Markets: Stability, Instability, and Bubbles by J. Isaac Miller & Ronald Ratti [Downloadable!] 2008 On the Periodicity of Inventories by Katsuyuki Shibayama [Downloadable!] 2008 The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis by WenShwo Fang & Stephen M. Miller & ChunShen Lee [Downloadable!] 2008 Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited by WenShwo Fang & Stephen M. Miller [Downloadable!] 2008 Is the Great Moderation Ending? UK and US Evidence by Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard [Downloadable!] 2008 Priors from DSGE Models for Dynamic Factor Analysis by Gregor Bäurle [Downloadable!] 2008 The Role of Sectoral Shifts in the Great Moderation by Daniel Burren [Downloadable!] 2008 Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence by Fabio C. Bagliano & Claudio Morana [Downloadable!] 2008 Do high-frequency measures of volatility improve forecasts of return distributions? by John M Maheu & Thomas H McCurdy [Downloadable!] 2008 Improving Forecasts of Inflation using the Term Structure of Interest Rates by Alonso Gomez & John M Maheu & Alex Maynard [Downloadable!] 2008 Is volatility good for growth? Evidence from the G7 by Andreou Elena & Pelloni Alessandra & Sensier Marianne [Downloadable!] 2008 Out-of-sample comparison of copula specifications in multivariate density forecasts by Cees Diks & Valentyn Panchenko & Dick van Dijk [Downloadable!] 2008 Econometric Analysis of Structural Systems with Permanent and Transitory Shocks by Adrian R. Pagan & M. Hashem Pesaran [Downloadable!] 2008 The Financial Accelerator: Evidence using a procedure of Structural Model Design by Roger Hammersland and Dag Henning Jacobsen [Downloadable!] 2008 Classical identification: A viable road for data to inform structural modeling by Roger Hammersland [Downloadable!] 2008 A Demand System for Input Factors when there are Technological Changes in Production by Håvard Hungnes [Downloadable!] 2008 Scope of Electricity Efficiency Improvement in Switzerland until 2035 by Boris Krey [Downloadable!] 2008 Efficient Electricity Portfolios for the United States and Switzerland: An Investor View by Boris Krey & Peter Zweifel [Downloadable!] 2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models by Thomas Flury & Neil Shephard [Downloadable!] 2008 Modelling and measuring volatility by Ole E. Barndorff-Nielsen & Neil Shephard [Downloadable!] 2008 Fitting vast dimensional time-varying covariance models by Robert Engle & Neil Shephard & Kevin Shepphard [Downloadable!] 2008 Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard [Downloadable!] 2008 Testing a DSGE model of the EU using indirect inference by David Meenagh & Patrick Minford & Michael Wickens [Downloadable!] 2008 Identifying Sources of Business Cycle Fluctuations in Germany 1975–1998 by Oliver Holtemöller & Torsten Schmidt [Downloadable!] 2008 The Microstructure of a U.S. Treasury ECN: The Brokertec Platform by Michael Fleming & Bruce Mizrach 2008 Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling by Gianluca Cubadda & Alain Hecq & Franz C. Palm [Downloadable!] 2008 Is Volatility Good for Growth? Evidence from the G7 by Elena Andreou & Alessandra Pelloni & Marianne Sensier [Downloadable!] 2008 Common Shocks, Common Dynamics, and the International Business Cycle by Marco Centoni & Gianluca Cubadda & Alain Hecq [Downloadable!] 2008 Is Volatility Good for Growth? by Elena Andreou & Marianne Sensier & Alessandra Pelloni [Downloadable!] 2008 Dynamic probabilities of restrictions in state space models: An application to the Phillips curve by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan [Downloadable!] 2008 On the Evolution of Monetary Policy by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan [Downloadable!] 2008 Bayesian Inference in the Time Varying Cointegration Model by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan [Downloadable!] 2008 The Finite-Sample E ects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators by Steve Lawford & Michalis P. Stamatogiannis [Downloadable!] 2008 EU-ETS and Nordic Electricity: A CVAR Approach by Fell, Harrison [Downloadable!] 2008 The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics by Alexander Mihailov & Fabio Rumler & Johann Scharler [Downloadable!] 2008 Discrete time-series models when counts are unobservable by T M Christensen & A. S. Hurn & K A Lindsay [Downloadable!] 2008 Monetary Transmission Mechanism in a Small Open Economy: A Bayesian Structural VAR Approach by Rokon Bhuiyan [Downloadable!] 2008 The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets by Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen [Downloadable!] 2008 Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders by Morten Ørregaard Nielsen [Downloadable!] 2008 Tobacco Substitution and the Poor by Steven F. Koch & Gauthier Tshiswaka-Kashalala [Downloadable!] 2008 Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation by Rangan Gupta & Josine Uwilingiye [Downloadable!] 2008 Market Microstructure Approach to the Exchange Rate Determination Puzzle by Thabo Mokoena & Rangan Gupta & Renee Van Eyden 2008 Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa by Kasai Ndahiriwe & Rangan Gupta 2008 Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue? by Rangan Gupta & Kibii Komen 2008 Cambio fundamental o especulación financiera en los mercados de commodities? Un modelo con ajuste no lineal al equilibrio by Bastourre, Diego [Downloadable!] 2008 Tourist Arrivals And Economic Growth In Sarawak by Lau, Evan & Oh, Swee-Ling & Hu, Sing-Sing [Downloadable!] 2008 The Effects of the Real Exchange Rate Volatility and Misalignments on Foreign Trade Flows in Uzbekistan by Olimov, Ulugbek & Sirajiddinov, Nishanbay [Downloadable!] 2008 Impact of Trade Liberalization on External Debt Burden: Econometric Evidence from Pakistan by Zafar, Sabahat & Butt, Muhammad Sabihuddin [Downloadable!] 2008 Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia [Downloadable!] 2008 Speculation, Futures Prices, and the U.S. Real Price of Crude Oil by Stevans, Lonnie & Sessions, David [Downloadable!] 2008 Do macroeconomic variables play any role in the stock market movement in Ghana? by Adam, Anokye M. & Tweneboah , George [Downloadable!] 2008 Do macroeconomic variables play any role in the stock market movement in Ghana? by Adam, Anokye M. & Tweneboah , George [Downloadable!] 2008 Inference regarding multiple structural changes in linear models estimated via two stage least squares by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia [Downloadable!] 2008 The Causal Relationship Between Government Revenue and Expenditure in Namibia by Eita, Joel Hinaunye & Mbazima, Daisy [Downloadable!] 2008 Short-term evolution of forward curves and volatility in illiquid power markets by Vázquez, Miguel & Sánchez-Úbeda, Eugenio F. & Berzosa, Ana & Barquín, Julián [Downloadable!] 2008 Forecasting Demand for Electricity: Some Methodological Issues and an Analysis by Pillai N., Vijayamohanan [Downloadable!] 2008 The US Dollar and the Euro: Deus Ex-Machina by Lorca-Susino, Maria [Downloadable!] 2008 A model of growth and finance: FIML estimates for India by Rao, B. Bhaskara & Tamazian, Artur [Downloadable!] 2008 Demanda de dinero y liberalizacion financiera en Mexico: Un enfoque de cointegracion by L. Arnaut, Javier [Downloadable!] 2008 The Dynamics of Parallel Economies. Measuring the Informal Sector in México by Brambila Macias, Jose [Downloadable!] 2008 Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times by Laakkonen, Helinä & Lanne, Markku [Downloadable!] 2008 Modeling International Financial Returns with a Multivariate Regime Switching Copula by Chollete, Loran & Heinen, Andreas & Valdesogo, Alfonso [Downloadable!] 2008 Monetary exchange rate model: supportive evidence from nonlinear testing procedures by Liew , Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Habibullah, Muzafar Shah & Midi, Habshah [Downloadable!] 2008 What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns? by Vargas, Gregorio A. [Downloadable!] 2008 Empirical Evidence Of The Balance Of Payments Constrained Growth In Cuba. The Effects Of Comercial Regimes Since 1960 by Fugarolas Álvarez-Ude, Guadalupe & Mañalich Gálvez, Isis & Matesanz Gómez, David [Downloadable!] 2008 Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components by Proietti, Tommaso [Downloadable!] 2008 Structural Time Series Models for Business Cycle Analysis by Proietti, Tommaso [Downloadable!] 2008 The long-term decline of internal migration in Canada – Ontario as a case study by Basher, Syed A. & Fachin, Stefano [Downloadable!] 2008 Identifying the evolution of stock markets stochastic structure after the euro by Caiado, Jorge & Crato, Nuno [Downloadable!] 2008 Testing the Hypothesis of Contagion using Multivariate Volatility Models by Marçal, Emerson F. & Valls Pereira , Pedro L. [Downloadable!] 2008 A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles by Chauvet, Marcelle & Senyuz, Zeynep [Downloadable!] 2008 Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics by Mendonca, Gui Pedro [Downloadable!] 2008 SPATIAL integration of the rice market: emprirical evidence from mid-west and far-west Nepal and the Nepalese-Indian border by Sanogo, Issa [Downloadable!] 2008 Who drives the Market? Estimating a heterogeneous Agent-based Financial Market Model using a Neural Network Approach by Klein, Achim & Urbig, Diemo & Kirn, Stefan [Downloadable!] 2008 Bayesian Analysis of DSGE Models with Regime Switching by Eo, Yunjong [Downloadable!] 2008 Comparing the accuracy of density forecasts from competing GARCH models by Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi [Downloadable!] 2008 Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach by Jahan-Parvar, Mohammad R. & Mohammadi, Hassan [Downloadable!] 2008 Herd behaviour in Malaysian capital market: An empirical analysis by Duasa, Jarita & Kassim, Salina [Downloadable!] 2008 Real time estimation of potential output and output gap for theeuro-area: comparing production function with unobserved componentsand SVAR approaches by Lemoine , Matthieu & Mazzi , Gian Luigi & Monperrus-Veroni , Paola & Reynes, Frédéric [Downloadable!] 2008 Economic convergence and the fundamental equilibrium exchange rate in Poland by Rubaszek, Michał [Downloadable!] 2008 Hot money and economic performance: An empirical analysis by Duasa, Jarita & Kassim, Salina [Downloadable!] 2008 Shocks and rigidities as determinants of CEE labor markets' performance. A panel SVECM approach by Bukowski, Maciej & Koloch, Grzegorz & Lewandowski, Piotr [Downloadable!] 2008 An analysis of the role of liking on the memorial response to advertising by Sergio, Brasini & Marzia, Freo & Giorgio, Tassinari [Downloadable!] 2008 Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis by Rossi, Eduardo & Spazzini, Filippo [Downloadable!] 2008 Exchange Market Pressure in Central European Countries from the Eurozone Membership Perspective by Stavarek, Daniel [Downloadable!] 2008 Short and long run tests of the expectations hypothesis: the Portuguese case by Silva Lopes, Artur C. B. da & Monteiro, Olga Susana [Downloadable!] 2008 Causal Relationship Between Exports and Agricultural GDP in Pakistan by Memon, Manzoor Hussain & Baig, Waqar Saleem & Ali, Muhammad [Downloadable!] 2008 An empirical analysis of the curvature factor of the term structure of interest rates by Modena, Matteo [Downloadable!] 2008 Macro-finance VARs and bond risk premia: a caveat by Taboga, Marco [Downloadable!] 2008 Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity by Lucchetti, Riccardo & Palomba, Giulio [Downloadable!] 2008 The Impact of Yuan/Ringgit on Bilateral Trade Balance of China and Malaysia by Hooy, Chee Wooi & Chan, Tze-Haw [Downloadable!] 2008 Exchange rate pass-through and volatility: Impacts on domestic prices in four Asian countries by Sek, Siok Kun & Kapsalyamova, Zhanna [Downloadable!] 2008 Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes by Griffin, Jim & Steel, Mark F.J. [Downloadable!] 2008 Forecasting macroeconomic variables using a structural state space model by de Silva, Ashton [Downloadable!] 2008 Panel Cointegration and the Monetary Exchange Rate Model by Basher, Syed A. & Westerlund, Joakim [Downloadable!] 2008 Testando A Hipótese De Contágio A Partir De Modelos Multivariados De Volatilidade by Marçal, Emerson F. & Valls Pereira, Pedro L. [Downloadable!] 2008 Aluminium market and the macroeconomy by Melisso Boschi & Luca Pieroni [Downloadable!] 2008 Financial Deepening, Trade Openness and Economic Growth in Latin America and the Caribbean by Thomas Gries & Manfred Kraft & Daniel Meierrieks [Downloadable!] 2008 Linkages between Financial Deepening,Trade Openness and Economic Development: Causality Evidence from Sub-Saharan Africa by Thomas Gries & Manfred Kraft & Daniel Meierrieks [Downloadable!] 2008 Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise by S. Sanfelici & M. E. Mancino [Downloadable!] 2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models by Thomas Flury & Neil Shephard [Downloadable!] 2008 Fitting vast dimensional time-varying covariance models by Robert F. Engle & Neil Shephard & Kevin Sheppard [Downloadable!] 2008 Stochastic Volatility: Origins and Overview by Neil Shephard & Torben G. Andersen [Downloadable!] 2008 Measuring downside risk - realised semivariance by Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard [Downloadable!] 2008 Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation by Fabio Rumler & Maria Teresa Valderrama [Downloadable!] 2008 Transmission of business cycle shocks between the US and the euro area by Martin Schneider & Gerhard Fenz [Downloadable!] 2008 The tax system and housing demand in New Zealand by David Hargreaves [Downloadable!] 2008 How do Housing Wealth, Financial Wealth and Consumption Interact? Evidence from New Zealand by Emmanuel De Veirman & Ashley Dunstan [Downloadable!] 2008 Changes in the transmission mechanism of monetary policy in New Zealand by Özer Karagedikli & Rishab Sethi & Christie Smith & Aaron Drew [Downloadable!] 2008 Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard [Downloadable!] 2008 Transmission Channels Linking Real Estate Shocks with Macroeconomic Performance: Evidence from Malaysia by Hon-Chung Hui [Downloadable!] 2008 Is the Great Moderation Ending? UK and US Evidence by Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard [Downloadable!] 2008 The Macroeconomic Effects of Fiscal Policy by Ricardo M. Sousa & António Afonso [Downloadable!] 2008 Fiscal Policy, Housing and Stock Prices by Ricardo M. Sousa & António Afonso [Downloadable!] 2008 Nonlinearities in real exchange rate determination: do African exchange rates follow a radom walk? by Juan Carlos Cuestas & Estefania Mourelle [Downloadable!] 2008 Testing for PPP in Australia: evidence from unit root tests against nonlinear trend stationarity alternatives by Juan Carlos Cuestas & Paulo Jose Regis [Downloadable!] 2008 Forecast Evaluation of Small Nested Model Sets by Kirstin Hubrich & Kenneth D. West [Downloadable!] 2008 What are the Effects of Fiscal Policy Shocks? by Andrew Mountford & Harald Uhlig [Downloadable!] 2008 Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory? by V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan [Downloadable!] 2008 Using Samples of Unequal Length in Generalized Method of Moments Estimation by Anthony W. Lynch & Jessica A. Wachter [Downloadable!] 2008 Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production by Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson [Downloadable!] 2008 Global Business Cycles: Convergence or Decoupling? by M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad [Downloadable!] 2008 Inflation-Gap Persistence in the U.S by Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent [Downloadable!] 2008 Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities) by Marco Del Negro & Frank Schorfheide [Downloadable!] 2008 Global Forces and Monetary Policy Effectiveness by Jean Boivin & Marc Giannoni [Downloadable!] 2008 Forecast with judgment and models by Francesca Monti [Downloadable!] 2008 Multivariate structural time series models with dual cycles : implications for measurement of output gap and potential growth by Philippe Moës [Downloadable!] 2008 A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model by Ralph D. Snyder & Anne B. Koehler [Downloadable!] 2008 Option pricing under GARCH models with generalized hyperbolic innovations (I) : methodology by Christophe Chorro & Dominique Guegan & Florian Ielpo [Downloadable!] 2008 Non-stationarity and meta-distribution by Dominique Guegan [Downloadable!] 2008 Pricing bivariate option under GARCH processes with time-varying copula by Jing Zhang & Dominique Guegan [Downloadable!] 2008 Effect of noise filtering on predictions : on the routes of chaos by Dominique Guegan [Downloadable!] 2008 On the non-convergence of energy intensities: evidence from a pair-wise econometric approach by Yannick LE PEN & Benoît SEVI [Downloadable!] 2008 The dynamic e ects of monetary policy: A structural factor model approach by Mario Forni & Luca Gambetti [Downloadable!] 2008 Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis by Andrea Cipollini & George Kapetanios [Downloadable!] 2008 Measuring bank capital requirements through Dynamic Factor analysis by Andrea Cipollini & Giuseppe Missaglia [Downloadable!] 2008 Macro stress testing with sector specific bankruptcy models by Marianna Valentinyi-Endrész & Zoltán Vásáry [Downloadable!] 2008 Leveraged carry trade portfolios by Zsolt Darvas [Downloadable!] 2008 Milan’s Cycle as an Accurate Leading Indicator for the Italian Business Cycle by Matteo Pelagatti & Valeria Negri [Downloadable!] 2008 On the stability of domestic financial market linkages in the presence of time-varying volatility by Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis [Downloadable!] 2008 Detecting shift and pure contagion in East Asian equity markets: A Unified Approach by Thomas J. flavin & Ekaterini Panopoulou [Downloadable!] 2008 The Information Content of Implied Probabilities to Detect Structural Change by Alain Guay & Jean-François Lamarche [Downloadable!] 2008 Macroeconomic Effects of Terrorist Shocks in Israel by Denis Larocque & Geneviève Lincourt & Michel Normandin [Downloadable!] 2008 Fluctuations in the Foreign Exchange Market: How Important are Monetary Policy Shocks? by Hafedh Bouakez & Michel Normandin [Downloadable!] 2008 Dynamic Factor Models in Forecasting Latvia's Gross Domestic Product by Viktors Ajevskis & Gundars Davidsons [Downloadable!] 2008 Trend Extraction From Time Series With Structural Breaks and Missing Observations by Schlicht, Ekkehart [Downloadable!] 2008 Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility by Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor [Downloadable!] 2008 Malthus in Cointegration Space: A new look at living standards and population in pre-industrial England by Niels Framroze Møller & Paul Sharp [Downloadable!] 2008 Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area by Andreas Beyer & Katarina Juselius [Downloadable!] 2008 Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model by Christian Conrad & Menelaos Karanasos [Downloadable!] 2008 Understanding Output and Price Dynamics in Japan: Why Have Japan's Price Movements Been Relatively Stable Since the 1990s? by Masahiko Shibamoto & Ryuzo Miyao [Downloadable!] 2008 How Resilient is the German Banking System to Macroeconomic Shocks? by Jonas Dovern & Carsten-Patrick Meier & Johannes Vilsmeier [Downloadable!] 2008 Predicting Growth Rates and Recessions. Assessing U.S. Leading Indicators Under Real-Time Conditions by Jonas Dovern & Christina Ziegler [Downloadable!] 2008 The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics by Alexander Mihailov & Fabio Rumler & Johann Scharler [Downloadable!] 2008 Causality Relationships between Total Exports with Agricultural and Manufacturing GDP in Tanzania by Shombe, Nicolaus Herman [Downloadable!] 2008 Tax Rates and Tax Evasion: An Empirical Analysis of the Structural Aspects and Long-Run Characteristics in Italy by Chiarini, Bruno & Marzano, Elisabetta & Schneider, Friedrich [Downloadable!] 2008 Global Business Cycles: Convergence or Decoupling? by Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar [Downloadable!] 2008 Identification of New Keynesian Phillips Curves from a Global Perspective by Dees, Stephane & Pesaran, Hashem & Smith, L. Vanessa & Smith, Ron P. [Downloadable!] 2008 Wage, price and unemployment dynamics in the Spanish transition to EMU membership by Javier Ordoñez & Katarina Juselius [Downloadable!] 2008 Are There Waves in Merger Activity After All? by Dennis L. Gärtner & Daniel Halbheer [Downloadable!] 2008 Macroeconomic Rates of Return of Public and Private Investment: Crowding-in and Crowding-out Effects by António Afonso & Miguel St.Aubyn [Downloadable!] 2008 Fiscal Policy, Housing and Stock Prices by António Afonso & Ricardo M. Sousa [Downloadable!] 2008 The Macroeconomic Effects of Fiscal Policy by António Afonso & Ricardo M. Sousa [Downloadable!] 2008 The Informational Content of Trades on the EuroMTS Platform by Alessandro Girardi [Downloadable!] 2008 Economic integration and industrial sector fluctuations: evidence from Italy by Tatiana Cesaroni [Downloadable!] 2008 The contribution of domestic, regional, and international factors to Latin America’s business cycle by Melisso Boschi & Alessandro Girardi [Downloadable!] 2008 Panel Data Stochastic Convergence Analysis of the Mexican Regions by Josep Lluís Carrion-i-Silvestre & Vicente German-Soto [Downloadable!] 2008 The vanishing role of money in the macroeconomy: An Empirical investigation based on spectral and wavelet analysis by D.M. Nachane & Amlendu Kumar Dubey [Downloadable!] 2008 Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging by Jumah, Adusei & Kunst, Robert M. [Downloadable!] 2008 Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure by Costantini, Mauro & Pappalardo, Carmine [Downloadable!] 2008 Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption? by Chew Lian Chua & Sarantis Tsiaplias [Downloadable!] 2008 Testing directional forecast value in the presence of serial correlation by Oliver Blaskowitz & Helmut Herwartz [Downloadable!] 2008 Common Influences, Spillover and Integration in Chinese Stock Markets by Enzo Weber & Yanqun Zhang [Downloadable!] 2008 Structural Dynamic Conditional Correlation by Enzo Weber [Downloadable!] 2008 A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure by Oliver Blaskowitz & Helmut Herwartz [Downloadable!] 2008 The Influence of the Business Cycle on Mortality by Wolfgang H. Reichmuth & Samad Sarferaz [Downloadable!] 2008 Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality by Wolfgang Reichmuth & Samad Sarferaz [Downloadable!] 2008 Simultaneous Stochastic Volatility Transmission Across American Equity Markets by Enzo Weber [Downloadable!] 2008 Macro Wine in Financial Skins: The Oil-FX Interdependence by Enzo Weber [Downloadable!] 2008 Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models by Nikolaus Hautsch & Vahidin Jeleskovic [Downloadable!] 2008 Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation by Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer [Downloadable!] 2008 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models by Viktor Winschel & Markus Krätzig [Downloadable!] 2008 Beyond the business cycle - factors driving aggregate mortality rates by Katja Hanewald [Downloadable!] 2008 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality by Viktor Winschel & Markus Krätzig [Downloadable!] 2008 Adaptive Forecasting of the EURIBOR Swap Term Structure by Oliver Blaskowitz & Helmut Herwatz [Downloadable!] 2008 Structural Constant Conditional Correlation by Enzo Weber [Downloadable!] 2008 Value-at-Risk and Expected Shortfall when there is long range dependence by Wolfgang Härdle & Julius Mungo [Downloadable!] 2008 Return, Trading Volume, and Market Depth in Currency Futures Markets by Ai-ru (Meg) Cheng & Yin-Wong Cheung [Downloadable!] 2008 Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models by Tom Pak-wing Fong & Chun-shan Wong [Downloadable!] 2008 What Prompts the People's Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model by Dong He & Laurent Pauwels [Downloadable!] 2008 Impact of Political News on the Baltic State Stock Markets by Soultanaeva, Albina [Downloadable!] 2008 A Corrected Value-at-Risk Predictor by Lönnbark, Carl [Downloadable!] 2008 Shifting sentiments in Firm Investment: An Application to the Oil Industry by Mohn, Klaus & Misund, Bård [Downloadable!] 2008 Macroeconomic Impact on Expected Default Frequency by Åsberg Sommar, Per & Shahnazarian, Hovick [Downloadable!] 2008 Treating missing values in INAR(1) models by Andersson, Jonas & Karlis, Dimitris [Downloadable!] 2008 Modeling International Financial Returns with a Multivariate Regime Switching Copula by Chollete, Lorán & Heinen, Andréas & Valdesogo, Alfonso [Downloadable!] 2008 Panel Cointegration of Chinese A and B Shares by Ahlgren, Niklas & Sjö, Bo & Zhang, Jianhua [Downloadable!] 2008 The co-movements along the forward curve of natural gas futures: a structural view by Spargoli, Fabrizio & Zagaglia, Paolo [Downloadable!] 2008 Money-market segmentation in the Euro area: what has changed during the turmoil? by Zagaglia, Paolo [Downloadable!] 2008 Trade linkages and macroeconomic effects of the price of oil by Korhonen, Iikka & Ledyaeva, Svetlana [Downloadable!] 2008 Price convergence and geographic dimension of market integration: Evidence from China by Ritola, Maria [Downloadable!] 2008 International linkage of the Russian market and the Russian financial crisis: A multivariate GARCH analysis by Saleem, Kashif [Downloadable!] 2008 The Relationship between the Hybrid New Keynesian Phillips Curve and the NAIRU over Time by Lena Vogel [Downloadable!] 2008 Analysing Convergence in Europe Using a Non-linear Single Factor Model by Ulrich Fritsche & Vladimir Kuzin [Downloadable!] 2008 Estimating fundamental cross-section dispersion from fixed event forecasts by Jonas Dovern & Ulrich Fritsche [Downloadable!] 2008 Estimating the Speed of Convergence in the Neoclassical Growth Model: An MLE Estimation of Structural Parameters Using the Stochastic Neoclassical Growth Model, Time-Series Data, and the Kalman Filter by Daniel G. Swaine [Downloadable!] 2008 Leveraged Carry Trade Portfolios by Zsolt Darvas [Downloadable!] 2008 Exchange Rate and Interest Rate Volatility in a Target Zone: The Portuguese Case by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte [Downloadable!] 2008 An Empirical Analysis of the Curvature Factor of the Term Structure of Interest Rates by Matteo Modena [Downloadable!] 2008 Les Modes de Rémunération comme Mécanismes Sélectifs de la Main d’oeuvre : Fondements Théoriques et Estimations Empiriques by Sabrina Teyssier [Downloadable!] 2008 Foreign Direct Investment, Macroeconomic Instability And Economic Growth in MENA Countries by Mustapha Sadni Jallab & Monnet Benoît Patrick Gbakou & René Sandretto [Downloadable!] 2008 Does a Monetary Union protect again foreign shocks? An assessment of Latin American integration using a Bayesian VAR by Jean-Pierre Allégret & Alain Sand-Zantman [Downloadable!] 2008 Inflation Persistence: Is It Similar in the New EU Member States and the Euro Area Members? by Michal Franta & Branislav Saxa & Katerina Smidkova [Downloadable!] 2008 Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models by Vít Bubák [Downloadable!] 2008 Is Fuel-Switching a No-Regrets Environmental Policy? VAR Evidence on Carbon Dioxide Emissions, Energy Consumption and Economic Performance in Portugal by Alfredo Marvão Pereira & Rui Manuel Marvão Pereira [Downloadable!] 2008 Uma Análise de Causalidade entre o número de Casamentos e de Nascimentos em Portugal by António Caleiro [Downloadable!] 2008 Path Forecast Evaluation by Òscar Jordà & Massimiliano Marcellino [Downloadable!] 2008 Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis by Markku Lanne & Helmut Luetkepohl [Downloadable!] 2008 Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term by Matei Demetrescu & Helmut Luetkepohl & Pentti Saikkonen [Downloadable!] 2008 A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks by Markku Lanne & Helmut Luetkepohl [Downloadable!] 2008 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change by Anindya Banerjee & Massimiliano Marcellino & Igor Masten [Downloadable!] 2008 Factor-augmented Error Correction Models by Anindya Banerjee & Massimiliano Marcellino [Downloadable!] 2008 Another Look to the Price-Dividend Ratio: A Markov-Switching Approach by Juan M. Londoño & Marta Regulez & Jesús Vázquez [Downloadable!] 2008 The Comovement between Monetary and Fiscal Policy Instruments: Post-War Period in US by Jesús Vázquez [Downloadable!] 2008 Term Structure and the Estimated Monetary Policy Rule in the Eurozone by Ramón María-Dolores & Jesús Vázquez [Downloadable!] 2008 Forecasting economic activity for Estonia : The application of dynamic principal component analyses by Christian Schulz [Downloadable!] 2008 Liquidity and productivity shocks: A look at sectoral firm creation by Lenno Uusküla [Downloadable!] 2008 Path Forecast Evaluation by Jorda, Oscar & Marcellino, Massimiliano [Downloadable!] 2008 A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models by Catherine Doz & Domenico Giannone & Lucrezia Reichlin [Downloadable!] 2008 Testing Conditional Dynamics in Asymmetry. A Residual-Based Approach by Philippe Lambert & Sébastien Laurent [Downloadable!] 2008 A Monthly Volatility Index for the US Economy by Cecilia Frale & David Veredas [Downloadable!] 2008 Modelling Thirty Five Years Of Coffee Prices In Brazil, Guatemala And India by Sushil Mohan & Bill Russell [Downloadable!] 2008 Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition? by Christian Dreger [Downloadable!] 2008 Estimating Fundamental Cross-Section Dispersion from Fixed Event Forecasts by Jonas Dovern & Ulrich Fritsche [Downloadable!] 2008 Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition? by Christian Dreger [Downloadable!] 2008 Spline Smoothing over Difficult Regions by Siem Jan Koopman & Soon Yip Wong [Downloadable!] 2008 A General Framework for Observation Driven Time-Varying Parameter Models by Drew Creal & Siem Jan Koopman & André Lucas [Downloadable!] 2008 Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk by Rodney W. Strachan & Herman K. van Dijk [Downloadable!] 2008 Global Loss Diversification in the Insurance Sector by Oleg Sheremet & André Lucas [Downloadable!] 2008 Structural Differences in Economic Growth by Nalan Basturk & Richard Paap & Dick van Dijk [Downloadable!] 2008 The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model by Drew Creal & Siem Jan Koopman & Eric Zivot [Downloadable!] 2008 Likelihood Functions for State Space Models with Diffuse Initial Conditions by Marc K. Francke & Siem Jan Koopman & Aart de Vos [Downloadable!] 2008 Parameter Driven Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood Estimation by André A. Monteiro [Downloadable!] 2008 An Hourly Periodic State Space Model for Modelling French National Electricity Load by V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet [Downloadable!] 2008 The determinants of the outward foreign direct investment of China and India: Whither the home country? by Tolentino, Paz Estrella [Downloadable!] 2008 Is Fuel-Switching a No-Regrets Environmental Policy? VAR Evidence on Carbon Dioxide Emissions, Energy Consumption and Economic Performance in Portugal by Alfredo M. Pereira & Rui Manuel Marvão Pereira [Downloadable!] 2008 On the Regional Incidence of Public Investment in Highways in the USA by Alfredo M. Pereira & Jorge M. Andraz [Downloadable!] 2008 Semiparametric Cointegrating Rank Selection by Xu Cheng & Peter C.B. Phillips [Downloadable!] 2008 Long Memory and Long Run Variation by Peter C.B. Phillips [Downloadable!] 2008 Modelling international financial returns with a multivariate regime switching copula by Loran , CHOLLETTE & Andreas , HEINEN & Alfonso , VALDESOGO [Downloadable!] 2008 Seasonal dynamic factor analysis and bootstrap inference : application to electricity market forecasting by andrés M. Alonso & Carolina Garcia-Martos & Julio Rodriguez & Maria Jesus Sanchez [Downloadable!] 2008 Short and long run causality measures: theory and inference by Jean-Marie Dufour & Abderrahim Taamouti [Downloadable!] 2008 Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from UK and US by Nikolaos Giannellis & Athanasios Papadopoulos & Angelos Kanas [Downloadable!] 2008 The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach by Forni, Mario & Gambetti, Luca [Downloadable!] 2008 Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices by Kilian, Lutz & Vega, Clara [Downloadable!] 2008 Path Forecast Evaluation by Jordà, Òscar & Marcellino, Massimiliano [Downloadable!] 2008 Testing a Model of the UK by the Method of Indirect Inference by Meenagh, David & Minford, Patrick & Theodoridis, Konstantinos [Downloadable!] 2008 Testing a DSGE Model of the EU Using Indirect Inference by Meenagh, David & Minford, Patrick & Wickens, Michael R [Downloadable!] 2008 Oil and the Macroeconomy: A Structural VAR Analysis with Sign Restrictions by Lippi, Francesco & Nobili, Andrea [Downloadable!] 2008 Factor-augmented Error Correction Models by Banerjee, Anindya & Marcellino, Massimiliano [Downloadable!] 2008 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor [Downloadable!] 2008 Macroeconomic resilience in a DSGE model by Adam Elbourne & Debby Lanser & Bert Smid & Martin Vromans [Downloadable!] 2008 Modeling international financial returns with a multivariate regime switching copula by CHOLLETE, Loran & HEINEN, AndrŽas & VALDESOGO, Alfonso [Downloadable!] 2008 A Realistic Model for Official Interest Rates by J. de Dios Tena & Edoardo Otranto [Downloadable!] 2008 The Effects of Exchange Rate Uncertainty on Exports by Sajjadur Rahman & Apostolos Serletis 2008 Contagion in the Credit Default Swap Market: the case of the GM and Ford Crisis in 2005 by Virginie Coudert & Mathieu Gex [Downloadable!] 2008 Multivariate Regime–Switching GARCH with an Application to International Stock Markets by Markus Haas & Stefan Mittnik [Downloadable!] 2008 Multivariate Regime–Switching GARCH with an Application to International Stock Markets by Markus Haas & Stefan Mittnik [Downloadable!] 2008 Asymmetric Multivariate Normal Mixture GARCH by Markus Haas & Stefan Mittnik & Mark S. Paolella [Downloadable!] 2008 Asymmetric Multivariate Normal Mixture GARCH by Markus Haas & Stefan Mittnik & Mark S. Paolella [Downloadable!] 2008 Asymmetric Multivariate Normal Mixture GARCH by Markus Haas & Stefan Mittnik & Mark S. Paolella [Downloadable!] 2008 Learning Trend Inflation – Can Signal Extraction Explain Survey Forecasts? by Steffen Henzel [Downloadable!] 2008 Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis by Markku Lanne & Helmut Luetkepohl [Downloadable!] 2008 A High-Low Model of Daily Stock Price Ranges by Yan-Leung Cheung & Yin-Wong Cheung & Alan T.K. Wan [Downloadable!] 2008 Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach by Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi [Downloadable!] 2008 Optimal Asset Allocation with Factor Models for Large Portfolios by M. Hashem Pesaran & Paolo Zaffaroni [Downloadable!] 2008 A VECX Model of the Swiss Economy by Katrin Assenmacher-Wesche & M. Hashem Pesaran [Downloadable!] 2008 Forecasting Economic and Financial Variables with Global VARs by M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith [Downloadable!] 2008 Public and private sector wages:comovement and casuality by Ana Lamo & Javier J. Pérez & Ludger Schuknecht [Downloadable!] 2008 How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael [Downloadable!] 2008 Testing a DSGE model of the EU using indirect inference by Meenagh, David & Minford, Patrick & Wickens, Michael [Downloadable!] 2008 Constructing Structural VAR Models with Conditional Independence Graphs by Les Oxley & Marco Reale & Granville Tunnicliffe Wilson [Downloadable!] 2008 Estimating the Structural Demand for Irish Housing by Addison-Smyth, Diarmaid & McQuinn, Kieran & O' Reilly, Gerard [Downloadable!] 2008 Optimal Asset Allocation with Factor Models for Large Portfolios by Pesaran, M.H. & Zaffaroni, P. [Downloadable!] 2008 A VECX* Model of the Swiss Economy by Assenmacher-Wesche, K. & Pesaran, M.H. [Downloadable!] 2008 Model Averaging in Risk Management with an Application to Futures Markets by Pesaran, M.H. & Schleicher, C. & Zaffaroni, P. [Downloadable!] 2008 Forecasting Economic and Financial Variables with Global VARs by Pesaran, M.H. & Schuermann, T. & Smit, L.V. [Downloadable!] 2008 Identification of New Keynesian Phillips Curves from a Global Perspective by Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P. [Downloadable!] 2008 Real Exchange Rates over a Century: The Case of the Drachma/Sterling Rate, 1833-1939 by Dimitrios Sideris [Downloadable!] 2008 The role of house prices in the monetary policy transmission mechanism in the U.S by Hilde C. Bjørnland & Dag Henning Jacobsen [Downloadable!] 2008 Oil Price Shocks and Stock Market Booms in an Oil Exporting Country by Hilde C. Bjørnland [Downloadable!] 2008 How does monetary policy respond to exchange rate movements? New international evidence by Hilde C. Bjørnland & Jørn I. Halvorsen [Downloadable!] 2008 Combining forecast densities from VARs with uncertain instabilities by Anne-Sofie Jore & James Mitchell & Shaun P. Vahey [Downloadable!] 2008 Estimating New Keynesian import price models by Ida Wolden Bache & Bjørn E. Naug [Downloadable!] 2008 Assessing estimates of the exchange rate pass-through by Ida Wolden Bache [Downloadable!] 2008 Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models by Idier, J. [Downloadable!] 2008 International Evidence on Stochastic and Deterministic Monetary Neutrality by Antonio E. Noriega & Luis M. Soria & Ramón Velázquez [Downloadable!] 2008 Temporal aggregation of univariate and multivariate time series models: A survey by Andrea Silvestrini & David Veredas [Downloadable!] 2008 Term structure and the estimated monetary policy rule in the eurozone by Ramón María-Dolores & Jesús Vázquez [Downloadable!] 2008 Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: the UECCC GARCH Model by Christian Conrad & Menelaos Karanasos [Downloadable!] 2008 The Contribution Of Domestic, Regional And International Factors To Latin America'S Business Cycle by Melisso Boschi & Alessandro Girardi [Downloadable!] 2008 An Unobserved Components Common Cycle For Australia? Implications For A Common Currency by Viv Hall & John McDermott [Downloadable!] 2008 Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard [Downloadable!] 2008 Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution by Thomas Q. Pedersen [Downloadable!] 2008 Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood by Dennis Kristensen & Yongseok Shin [Downloadable!] 2008 Maximum likelihood estimation of fractionally cointegrated systems by Katarzyna Lasak [Downloadable!] 2008 Likelihood based testing for no fractional cointegration by Katarzyna Lasak [Downloadable!] 2008 Optimal inference in dynamic models with conditional moment restrictions by Bent Jesper Christensen & Michael Sørensen [Downloadable!] 2008 Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility by Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor [Downloadable!] 2008 Modelling and Forecasting Multivariate Realized Volatility by Roxana Chiriac & Valeri Voev [Downloadable!] 2008 Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data by Dennis Kristensen [Downloadable!] 2008 Estimating High-Frequency Based (Co-) Variances: A Unified Approach by Ingmar Nolte & Valeri Voev [Downloadable!] 2008 Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model by Tom Engsted & Thomas Q. Pedersen [Downloadable!] 2008 Parametric inference for discretely sampled stochastic differential equations by Michael Sørensen [Downloadable!] 2008 Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach by Jie Zhu [Downloadable!] 2008 An analysis of the indicator saturation estimator as a robust regression estimator by Søren Johansen & Bent Nielsen [Downloadable!] 2008 Multivariate GARCH models by Annastiina Silvennoinen & Timo Teräsvirta [Downloadable!] 2008 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model by Annastiina Silvennoinen & Timo Teräsvirta [Downloadable!] 2008 Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate by Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg [Downloadable!] 2008 Reduced-Rank Regression: A Useful Determinant Identity by Peter Reinhard Hansen [Downloadable!] 2008 Efficient estimation for ergodic diffusions sampled at high frequency by Michael Sørensen [Downloadable!] 2008 Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model by Møller, Niels Framroze [Downloadable!] 2008 Evaluating New Keynesian Phillips Curve under VAR-Based Learning by Fanelli, Luca [Downloadable!] 2008 Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model by Giese, Julia V. [Downloadable!] 2008 Testing the New Keynesian Model on U.S. and Euro Area Data by Juselius, Mikael [Downloadable!] 2008 On the Explosive Nature of Hyper-Inflation Data by Nielsen, Bent [Downloadable!] 2008 A Long-Run Structural Macroeconometric Model for Germany: An Empirical Note by Schneider, Elena & Chen, Pu & Frohn, Joachim [Downloadable!] 2008 Explaining The Great Moderation: It Is Not The Shocks by Domenico Giannone & Michele Lenza & Lucrezia Reichlin [Downloadable!] 2008 Modeling Monetary Transmission in Switzerland with a Structural Cointegrated VAR Model by Katrin Assenmacher-Wesche 2008 Deficits, Explicit Debt, Implicit Debt, and Interest Rates: Some Empirical Evidence by Zijun Wang & Andrew J. Rettenmaier 2008 The Great Moderation and The Relationship between Output Growth and Its Volatility by Wen-Shwo Fang & Stephen M. Miller 2008 Spurious Regression And Cointegration. Numerical Example: Romania’S M2 Money Demand by Ruxanda, Gheorghe & Botezatu, Andreea [Downloadable!] 2008 Polynomial Interpolation and Applications to Autoregressive Models by Mateescu, George Daniel [Downloadable!] 2008 Different indexes for forecasting economic activity in Russia (in Russian) by Oleg Demidov [Downloadable!] 2008 Declining German Export Prices Due To Increased Competition From Newly Industrializing Countries - Evidence From Germany And The Ceecs by Sebastian Gundel [Downloadable!] 2008 Rural Labour Market Developments, Agricultural Productivity, and Real Wages in Bangladesh, 1950–2006 by Akhand Akhtar Hossain [Downloadable!] 2008 Interest rate expectations and macroeconomic shocks affecting the yield curve by Zoltán Reppa [Downloadable!] 2008 Turkiye Ekonomisinde Butce Aciginin Surdurulebiliriliginin Analizi by Ozlem Goktas [Downloadable!] 2008 Modeling Short-Term Interest Rate Spreads in the Euro Money Market by Nuno Cassola & Claudio Morana [Downloadable!] 2008 Rejim degisikligi, islem motivasyonu ve doviz talebi: Turkiye ornegi by Cafer KAPLAN & Ferhan SALMAN 2008 Turkiye'de parasal aktarim mekanizmalarinin makroekonomik etkileri by Bulent GULOGLU & Sevinc ORHAN 2008 On the Identification of Monetary (and Other) Shocks by Martin Menner & Hugo Rodríguez Mendizábal [Downloadable!] 2008 The Role of Inflation Expectations in the New EU Member States: Consumer Survey Based Results by Konstantīns Benkovskis [Downloadable!] 2008 Sincronización del empleo manufacturero en México y Estados Unidos by Edna Fragoso Pastrana & Jorge Herrera Hernández & Ramón A. Castillo Ponce [Downloadable!] 2008 Efectos de los cambios de la política monetaria en las dinámicas del tipo de cambio, el dinero y los precios en México (1945-2000) by Garcés Díaz, Daniel Guillermo 2008 Traditional Export Demand Relation: A Cointegration and Parameter Constancy Analysis by Jamal HUSEIN [Downloadable!] 2008 Competition And Growth: A Time Series Analysis For South Korea by LEE, Jae-Hyung & RHEE, Young-Hoon [Downloadable!] 2008 The Relationship Between Wages and Productivity: TAR Unit Root and TAR Cointegration Approach by Bildirici, Melike & Alp, Aykaç [Downloadable!] 2008 Economic Integration In North America by Ramon A. CASTILLO PONCE & Ramon de Jesus RAMIREZ ACOSTA [Downloadable!] 2008 HEALTH, EDUCATION AND ECONOMIC GROWTH: TESTING FOR LONG-RUN RELATIONSHIPS AND CAUSAL LINKS in the United States by Aka, Bédia F. & Dumont, J.C. [Downloadable!] 2008 Trade Balances and the Terms of Trade in G-7 Countries: Penal Cointegration Approach by Shigeyuki HAMORI [Downloadable!] 2008 Are Indian Exports And Imports Cointegrated? by KONYA, Laszlo & SINGH, Jai Pal [Downloadable!] 2008 Produktivitätswachstum in Deutschland : kein nachhaltiger Aufschwung in Sicht by Georg Erber & Ulrich Fritsche [Downloadable!] 2008 Assessing the sustainability of fiscal policies: Empirical evidence from the Euro Area and the United States by Luigi Landolfo & [Downloadable!] 2008 Dynamic modelling of the demand for money in Latvia by Boriss Siliverstovs [Downloadable!] 2008 A Criticism of the Concept and Measure for Total Factor Productivity by Rossitsa Rangelova [Downloadable!] 2008 Fiscal Policy Sustainability In Romania by Ioan Talpos & Cosmin Enache [Downloadable!] 2008 A Semi-Structural Method to Estimate the NATREX for a Small Open Economy. The Case of Finland by Isabell Koske 2007 Price Discovery for Cross-Listed Securities from Emerging Eastern European Countries by Wölfle, Marco [Downloadable!] 2007 A Long Run Structural Macroeconometric Model for Germany by Schneider, Elena & Chen, Pu & Frohn, Joachim [Downloadable!] 2007 Asymmetry and Spillover Effects in the North American Equity Markets by Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K. [Downloadable!] 2007 Long Run Macroeconomic Relations in the Global Economy by Dees, Stephane & Holly, Sean & Pesaran, M. Hashem & Smith, L. Vanessa [Downloadable!] 2007 Taking a DSGE Model to the Data Meaningfully by Juselius, Katarina & Franchi, Massimo [Downloadable!] 2007 Solution of RE Models with Anticipated Shocks and Optimal Policy by Wohltmann, Hans-Werner & Winkler, Roland [Downloadable!] 2007 The yield spread and GDP growth - Time Varying Leading Properties and the Role of Monetary Policy by Hogrefe, Jens [Downloadable!] 2007 Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery by Dötz, Niko [Downloadable!] 2007 Assessing the Relation between Equity Risk Premium and Macroeconomic Volatilities in the UK by Renatas Kizys & Peter Spencer [Downloadable!] 2007 The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) by Peter N Smith & Steffen Sorensen & Mike Wickens [Downloadable!] 2007 Can a simple DSGE model outperform Professional Forecasters? by Michal Rubaszek & Pawel Skrzypczynski [Downloadable!] 2007 A turning point chronology for the Euro-zone by Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca [Downloadable!] 2007 Business Cycle Analysis with Multivariate Markov Switching Models by Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca [Downloadable!] 2007 Market linkages, variance spillovers and correlation stability: empirical evidences of financial contagion by Monica Billio & Massimiliano Caporin [Downloadable!] 2007 The Effects of Small Sample Bias in Threshold Autoregressive Models by Yamin Ahmad [Downloadable!] 2007 Unbiased covariance estimation with interpolated data by Taro Kanatani & Roberto Reno' [Downloadable!] 2007 Carry Trades: Betting Against Safe Haven by Daniel Kohler [Downloadable!] 2007 Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error by J. Isaac Miller [Downloadable!] 2007 Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models by WenShwo Fang & Stephen M. Miller & ChunShen Lee [Downloadable!] 2007 The Great Moderation and the Relationship between Output Growth and Its Volatility by WenSho Fang & Stephen M. Miller [Downloadable!] 2007 Index Numbers by Diewert, Erwin [Downloadable!] 2007 Environmental Efficiency Measurement with Translog Distance Functions: A Parametric Approach by Cuesta, Rafael A. & Knox, C.A. & Zofío, José Luis [Downloadable!] 2007 Investors Facing Risk II: Loss Aversion and Wealth Allocation When Utility Is Derived From Consumption and Narrowly Framed Financial Investments by Erick W. Rengifo & Emanuela Trifan [Downloadable!] 2007 Investors Facing Risk: Loss Aversion and Wealth Allocation Between Risky and Risk-Free Assets by Erick W. Rengifo & Emanuela Trifan [Downloadable!] 2007 Forecasting key macroeconomic variables from a large number of predictors: A state space approach by Arvid Raknerud, Terje Skjerpen and Anders Rygh Swensen [Downloadable!] 2007 Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States by Morten O. Ravn & Saverio Simonelli [Downloadable!] 2007 Testing a DSGE model of the EU using indirect inference by David Meenagh & Patrick Minford & Michael Wickensy [Downloadable!] 2007 Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods by G. EVERAERT [Downloadable!] 2007 Technology shocks, structural breaks and the effects on the business cycle by Vincenzo Atella & Marco Centoni & Gianluca Cubadda [Downloadable!] 2007 A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series by Gianluca Cubadda [Downloadable!] 2007 Free Trade and New Economic Powers: The Worldview of Peter Mandelson by Fiorella Triscritti [Downloadable!] 2007 Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks by Gabriele Fiorentini & Giorgio Calzolari & Enrique Sentana [Downloadable!] 2007 Identifying the Shocks Driving Inflation in China by Pierre L. Siklos & Yang Zhang [Downloadable!] 2007 The FedÕs Reaction to the Stock Market During the Great Depression: Fact or Artefact? by Pierre L. Siklos [Downloadable!] 2007 Bayesian Inference in a Cointegrating Panel Data Model by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan [Downloadable!] 2007 Hedging and Cross-hedging ETFs by Carol Alexander & Andreza Barbosa [Downloadable!] 2007 Proyecciones desagregadas de inflación con modelos Sparce VAR robustos by Barrera Carlos [Downloadable!] 2007 A Test for Serial Dependence Using Neural Networks by George Kapetanios [Downloadable!] 2007 Testing for Strict Stationarity by George Kapetanios [Downloadable!] 2007 A Simple Test of the New Keynesian Phillips Curve by Andrea Carriero [Downloadable!] 2007 Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model by Albert H. De Wet & Renee´ Van Eyden & Rangan Gupta 2007 Temporal Causality between Taxes and Public Expenditures: The Case of South Africa by Kasai Ndahiriwe & Rangan Gupta [Downloadable!] 2007 Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa by Josine Uwilingiye & Rangan Gupta 2007 Practical Volatility Modeling for Financial Market Risk Management by Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi [Downloadable!] 2007 Correlation dynamics between Asia-Pacific, EU and US stock returns by Hyde, Stuart J & Bredin, Don P & Nguyen, Nghia [Downloadable!] 2007 Speed of Adjustment in Cointegrated Systems by Fanelli, Luca & Paruolo, Paolo [Downloadable!] 2007 A new Model for Stock Price Movements by Venier, Guido [Downloadable!] 2007 Özel Sektör Tasarruflarında Mali Politika Etkileri by Erdogdu, Oya Safinaz [Downloadable!] 2007 Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen by Wagatha, Matthias [Downloadable!] 2007 Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen by Wagatha, Matthias [Downloadable!] 2007 Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies by Proietti, Tommaso & Riani, Marco [Downloadable!] 2007 Estimating Central Bank Behavior in Emerging Markets: The Case of Turkey by Hatipoglu, Ozan & Alper, C. Emre [Downloadable!] 2007 Exchange Rate Determination In Pakistan: Evidence Based On Purchasing Power Parity Theory by Khan, Muhammad Arshad & Qayyum, Abdul [Downloadable!] 2007 Identifying common spectral and asymmetric features in stock returns by Caiado, Jorge & Crato, Nuno [Downloadable!] 2007 Comparison of time series with unequal length by Caiado, Jorge & Crato, Nuno & Peña, Daniel [Downloadable!] 2007 Are Exports Causing Growth? Evidence On International Trade Expansion In Cuba, 1960-2004 by Fugarolas, Guadalupe & Mañalich, Isis & Matesanz , David [Downloadable!] 2007 Joint Modeling of Call and Put Implied Volatility by Ahoniemi, Katja & Lanne, Markku [Downloadable!] 2007 Regional and Outward Economic Integration in South-East Asia by Weber, Enzo [Downloadable!] 2007 Romanian Capital Market And The Informational Efficiency by Dima, Bogdan & Barna, Flavia & Pirtea, Marilen [Downloadable!] 2007 Balance of payments constrained growth model: evidence for Bolivia 1953-2002 by Arevilca Vasquez, Bismarck Javier & Risso Charquero, Adrian Winston [Downloadable!] 2007 The Relationship Among African American Male Earnings, Employment, Incarceration and Immigration: A Time Series Approach by Stevans, Lonnie [Downloadable!] 2007 Testing Export-led Growth Hypothesis in Kenya: An ADRL Bounds Test Approach by Mohan, Ramesh & Nandwa, Boaz [Downloadable!] 2007 A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya by Nandwa, Boaz & Mohan, Ramesh [Downloadable!] 2007 A multivariate innovations state space Beveridge Nelson decomposition by de Silva, Ashton [Downloadable!] 2007 The Effects of Energy Imports: The Case of Turkey by erdogdu, oya safinaz [Downloadable!] 2007 FDI-trade nexus: empirical analysis on ASEAN-5 by Kueh, Jerome Swee-Hui & Puah, Chin-Hong & Lau, Evan & Abu Mansor, Shazali [Downloadable!] 2007 The Implications Of Emergence Of China Towards Asean-5: Fdi-Gdp Perspective by Puah, Chin-Hong & Kueh, Jerome Swee-Hui & Lau, Evan [Downloadable!] 2007 Larger crises cost more: impact of banking sector instability on output growth by Serwa, Dobromił [Downloadable!] 2007 Who Leads Financial Markets? by Weber, Enzo [Downloadable!] 2007 Economic Integration and the Foreign Exchange by Weber, Enzo [Downloadable!] 2007 The possible impacts of energy imports in the economic growth of USA by Pereira, Vitor [Downloadable!] 2007 Comparative analysis of the exchange market pressure in Central European countries with the Eurozone membership perspective by Stavarek, Daniel [Downloadable!] 2007 Technology Shocks, Statistical Models, and The Great Moderation by Fuentes-Albero, Cristina [Downloadable!] 2007 The expectations hypothesis of the term structure: some empirical evidence for Portugal by Silva Lopes, Artur C. & M. Monteiro, Olga Susana [Downloadable!] 2007 Filtered Extreme Value Theory for Value-At-Risk Estimation by Ozun, Alper & Cifter, Atilla & Yilmazer, Sait [Downloadable!] 2007 Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data by Westerlund, Joakim & Basher, Syed A. [Downloadable!] 2007 Mixed Signals Among Tests for Panel Cointegration by Westerlund, Joakim & Basher, Syed A. [Downloadable!] 2007 The Taylor Effect on the Performances of the Red Devils’ Football Brand by Leitão, João [Downloadable!] 2007 Macro Economic Uncertainty of 1990s and Volatility at Karachi Stock Exchange by Mamoon, Dawood [Downloadable!] 2007 Is Latin America an Optimal Currency Area? Evidence from a Structural Vector Auto-regression analysis by Foresti, Pasquale [Downloadable!] 2007 Relationship between inflation, unemployment and labor force change rate in France: cointegration test by Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana [Downloadable!] 2007 Inflation as a function of labor force change rate: cointegration test for the USA by Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana [Downloadable!] 2007 The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey by Cifter, Atilla & Ozun, Alper [Downloadable!] 2007 Nonlinear Combination of Financial Forecast with Genetic Algorithm by Ozun, Alper & Cifter, Atilla [Downloadable!] 2007 Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006) by Cifter, Atilla & Ozun, Alper [Downloadable!] 2007 Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey by Cifter, Atilla & Ozun, Alper [Downloadable!] 2007 The Taylor rule and interest rate uncertainty in the U.S. 1955-2006 by Mandler, Martin [Downloadable!] 2007 Central bank intervention, sterilization and monetary independence: the case of Pakistan by Waheed, Muhammad [Downloadable!] 2007 Impact du Commerce bilatéral Intra-Zone dans la zone UEMOA et CEMAC: Approche par les VAR Structurels by Dramani, Latif & Laye, Oumy [Downloadable!] 2007 A GARCH-based method for clustering of financial time series: International stock markets evidence by Caiado, Jorge & Crato, Nuno [Downloadable!] 2007 Evaluating the New Keynesian Phillips Curve under VAR-based learning by Fanelli, Luca [Downloadable!] 2007 Descomposición Estructural de las Series de Desempleo: Una Aplicación para las Ciudades de la Región del Bío Bío by Pino, Osvaldo & Contreras, Sergio & Acuña, Andrés [Downloadable!] 2007 Decomposing Federal Funds Rate forecast uncertainty using real-time data by Mandler, Martin [Downloadable!] 2007 An Explicit Solution for the Price of Index Options by Chilarescu, Constantin [Downloadable!] 2007 The Analysis of the Bucharest Stock Exchange Financial Sector by Dima, Bogdan & Pirtea, Marilen & Barna, Flavia & Murgea, Aurora & Nachescu, Miruna [Downloadable!] 2007 On The Road to Monetary Union – Do Arab Gulf Cooperation Council Economies React in the same way to United States' Monetary Policy Shocks? by Louis, Rosmy & Osman, Mohammad & Balli, FAruk [Downloadable!] 2007 Terá a política monetária do Banco Central Europeu sido adequada para Portugal (1999-2007)? by Manuel Mota Freitas Martins [Downloadable!] 2007 Impact of Export Subsidies on Pakistan’s Exports by Nadeem Ul Haque & M. Ali Kemal [Downloadable!] 2007 The IGARCH e®ect: Consequences on volatility forecasting and option trading by Stefano HERZEL & Catalin STARICA & Thomas NORD [Downloadable!] 2007 Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation by Jennifer L. Castle & David F. Hendry [Downloadable!] 2007 The Dynamic Welfare Cost of Stagnation: An Alternative Measure to the Lucas-Obstfeld Model by Tatsuyoshi Miyakoshi & Masakatsu Okubo & Junji Shimada [Downloadable!] 2007 The Dynamic Welfare Costs of the 1997 Asian Crisis by Tatsuyoshi Miyakoshi & Masakatsu Okubo & Junji Shimada [Downloadable!] 2007 Transmission of business cycle shocks between unequal neighbours: Germany and Austria by Gerhard Fenz & Martin Schneider [Downloadable!] 2007 The Relative Importance of Symmetric and Asymmetric Shocks: the Case of United Kingdom and Euro Area by Gert Peersman [Downloadable!] 2007 Governments and the Market for Longevity-Indexed Bonds by Pablo Antolín & Hans Blommestein [Downloadable!] 2007 Longevity Risk and Private Pensions by Pablo Antolín [Downloadable!] 2007 Which nonlinearity in the Phillips curve? The absence of accelerating deflation in Japan by Emmanuel De Veirman [Downloadable!] 2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment by Fernando Alexandre & Vasco J. Gabriel & Pedro Bação [Downloadable!] 2007 A New Approach to Drawing States in State Space Models by William J. McCausland & Shirley Miller & Denis Pelletier [Downloadable!] 2007 What You Match Does Matter: The Effects of Data on DSGE Estimation by Pablo A. Guerron [Downloadable!] 2007 Non-Nested Testing in Models Estimated via Generalized Method of Moments by Alastair R. Hall & Denis Pelletier [Downloadable!] 2007 Testing for convergence among Mercosur countries by Juan Carlos Cuestas & Javier Ordóñez [Downloadable!] 2007 Relative Goods' Prices and Pure Inflation by Ricardo Reis & Mark W. Watson [Downloadable!] 2007 Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset by Jon Faust & Jonathan H. Wright [Downloadable!] 2007 Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? by Jessica A. Wachter & Missaka Warusawitharana [Downloadable!] 2007 Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments by Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev [Downloadable!] 2007 Monetary Policy Analysis with Potentially Misspecified Models by Marco Del Negro & Frank Schorfheide [Downloadable!] 2007 Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models by Torben G. Andersen & Luca Benzoni [Downloadable!] 2007 Beliefs, Doubts and Learning: Valuing Economic Risk by Lars Peter Hansen [Downloadable!] 2007 Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments by Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev [Downloadable!] 2007 Optimal combination forecasts for hierarchical time series by Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos [Downloadable!] 2007 The vector innovation structural time series framework: a simple approach to multivariate forecasting by Ashton de Silva & Rob J. Hyndman & Ralph D. Snyder [Downloadable!] 2007 A Comparison of Methods for Forecasting Demand for Slow Moving Car Parts by Ralph D. Snyder & Adrian Beaumont [Downloadable!] 2007 Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form by George Athanasopoulos & D.S. Poskitt & Farshid Vahid [Downloadable!] 2007 Which is the best model for the US inflation rate : a structural changes model or a long memory by Lanouar Charfeddine & Dominique Guégan [Downloadable!] 2007 A note on self-similarity for discrete time series by Dominique Guégan & Zhiping Lu [Downloadable!] 2007 Global and local stationary modelling in finance : theory and empirical evidence by Dominique Guégan [Downloadable!] 2007 Technology shocks, structural breaks and the effects on the business cycle by Atella, Vincenzo & Centoni, Marco & Cubadda, Gianluca [Downloadable!] 2007 Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling by Andrea Cipollini & Giuseppe Missaglia [Downloadable!] 2007 Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU by Nikolaos Giannellis & Athanasios P. Papadopoulos [Downloadable!] 2007 Explaining the gaps in labour productivity in some developed countries by Weshah Razzak [Downloadable!] 2007 Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took up the Challenge by Vincent Bouvatier [Downloadable!] 2007 A robust multivariate long run analysis of European electricity prices by Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi [Downloadable!] 2007 The Expectations Hypothesis of Term Structure of Interest Rates Revisited by Fabrizio Casalin [Downloadable!] 2007 On the robustness of international portfolio diversification benefits to regime-switching volatility by Thomas J.Flavin & Ekaterini Panopoulou [Downloadable!] 2007 Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend by Chihwa Kao & Lorenzo Trapani & Giovanni Urga [Downloadable!] 2007 Testing Market Efficiency and Price Discovery in European Carbon Markets by George Milunovich & Roselyne Joyeux [Downloadable!] 2007 Testing Market Efficiency and Price Discovery in European Carbon Markets by George Milunovich & Roselyne Joyeux [Downloadable!] 2007 The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach by Patrick Fève & Alain Guay [Downloadable!] 2007 Identification of Technology Shocks in Structural VARs by Patrick Fève & Alain Guay [Downloadable!] 2007 Trend Extraction From Time Series With Missing Observations by Schlicht, Ekkehart [Downloadable!] 2007 Trend Extraction From Time Series With Structural Breaks by Schlicht, Ekkehart [Downloadable!] 2007 Evaluating the Synchronisation of the Eurozone Business Cycles using Multivariate Coincident Macroeconomic Indicators by Xiaoshan Chen [Downloadable!] 2007 Testing for cointegration using the Johansen approach: Are we using the correct critical values? by Paul Turner [Downloadable!] 2007 Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations by Taro Kanatani [Downloadable!] 2007 Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression by Kevin D. Hoover & Katarina Juselius & Søren Johansen [Downloadable!] 2007 Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate by Søren Johansen & Katarina Juselius & Roman Frydman & Michael Goldberg [Downloadable!] 2007 The PPP Puzzle: What the Data Tell when Allowed to Speak Freely by Katarina Juselius [Downloadable!] 2007 Some Identification Problems in the Cointegrated Vector Autoregressive Model by Søren Johansen [Downloadable!] 2007 Do Magazines' ”Companion Websites” Cannibalize the Demand for the Print Version? by Ulrich Kaiser & Hans Christian Kongsted [Downloadable!] 2007 Estimating High-Frequency Based (Co-) Variances: A Unified Approach by Ingmar Nolte & Valeri Voev [Downloadable!] 2007 Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform by Ingmar Nolte & Sandra Lechner [Downloadable!] 2007 Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market¤ by Ingmar Nolte & Valeri Voev [Downloadable!] 2007 Monetary Policy Transmission and the Phillips Curve in a Global Context by Ron Smith & M. Hashem Pesaran [Downloadable!] 2007 Measuring changes in the value of the numeraire by Ricardo Reis & Mark W. Watson [Downloadable!] 2007 Changes in the Balance of Power Between the Wage and Price Setters and the Central Bank: Consequences for the Phillips Curve and the NAIRU by Jürgen Kromphardt & Camille Logeay [Downloadable!] 2007 Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows by Katrin Assenmacher-Wesche & M. Hashem Pesaran [Downloadable!] 2007 The Shape of Things to Come? Assessing the Effectiveness of Suicide Attacks and Targeted Killings by David A. Jaeger & M. Daniele Paserman [Downloadable!] 2007 On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables by Adrian Pagan & M. Hashem Pesaran [Downloadable!] 2007 The Effect Of The Emu On Short And Long-Run Stock Market Dynamics: New Evidence On Financial Integration by Juan A. Lafuente & Javier Ordoñez [Downloadable!] 2007 Volatility Transmission Patterns And Terrorist Attacks by Helena Chuliá Soler & Pilar Soriano Felipe & Francisco Climent & Hipòlit Torró [Downloadable!] 2007 Purchasing Power Parity In Central And Eastern European Countries: An Analysis Of Unit Roots And Nonlinearities by Juan Carlos Cuestas [Downloadable!] 2007 Inspecting the cyclical properties of the Italian Manufacturing Business survey data by Tatiana Cesaroni [Downloadable!] 2007 National accounts, fiscal rules and fiscal policy. Mind the hidden gaps by Maurizio Bovi [Downloadable!] 2007 Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence by Syed A. Basher & Josep Lluís Carrion-i-Silvestre [Downloadable!] 2007 Oil Price Shocks, Monetary Policy and Aggregate Demand in Ghana by Jumah, Adusei & Pastuszyn, Georg [Downloadable!] 2007 What is Learned from a Currency Crisis, Fear of Floating or Hollow Middle? Identifying Exchange Rate Policy in Recent Crisis Countries by Soyoung Kim [Downloadable!] 2007 Potential Growth and Business Cycle in the Spanish Economy: Implications for Fiscal Policy by Rafael Domenech & Ángel Estrada & Luis González-Calbet [Downloadable!] 2007 Comovements in Volatility in the Euro Money Market by Nuno Cassola & Claudio Morana [Downloadable!] 2007 A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors by Sarantis Tsiaplias [Downloadable!] 2007 Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily by Alexander Meyer-Gohde [Downloadable!] 2007 Modelling Financial High Frequency Data Using Point Processes by Luc Bauwens & Nikolaus Hautsch [Downloadable!] 2007 Correlation vs. Causality in Stock Market Comovement by Enzo Weber [Downloadable!] 2007 Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model by Nikolaus Hautsch [Downloadable!] 2007 Tracking Down the Business Cycle: A Dynamic Factor Model For Germany 1820-1913 by Samad Sarferaz & Martin Uebele [Downloadable!] 2007 Economic Integration and the Foreign Exchange by Enzo Weber [Downloadable!] 2007 Long Memory Persistence in the Factor of Implied Volatility Dynamics by Wolfgang Härdle & Julius Mungo [Downloadable!] 2007 Time Series Modelling with Semiparametric Factor Dynamics by Szymon Borak & Wolfgang Härdle & Enno Mammen & Byeong U. Park [Downloadable!] 2007 A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter by Wen-Jen Tsay & Wolfgang Härdle [Downloadable!] 2007 Regional and Outward Economic Integration in South-East Asia by Enzo Weber [Downloadable!] 2007 Simultaneous Causality in International Trade by Enzo Weber [Downloadable!] 2007 Who Leads Financial Markets? by Enzo Weber [Downloadable!] 2007 What Happened to the Transatlantic Capital Market Relations? by Enzo Weber [Downloadable!] 2007 Are Correlations Constant Over Time? Application of the CC-TRIGt-test to Return Series from Different Asset Classes by Matthias Fischer [Downloadable!] 2007 Volatility and Causality in Asia Pacific Financial Markets by Enzo Weber [Downloadable!] 2007 Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges by Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina [Downloadable!] 2007 Bayesian forecast combination for VAR models by Andersson, Michael K & Karlsson, Sune [Downloadable!] 2007 Bayesian Forecast Combination for VAR Models by Andersson, Michael K & Karlsson, Sune [Downloadable!] 2007 Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models by Nakatani, Tomoaki & Teräsvirta, Timo 2007 Multivariate GARCH models by Silvennoinen, Annastiina & Teräsvirta, Timo [Downloadable!] 2007 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model by Silvennoinen, Annastiina & Teräsvirta, Timo [Downloadable!] 2007 Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model by Nakatani, Tomoaki & Teräsvirta, Timo [Downloadable!] 2007 Persistence of profits and the systematic search for knowledge - R&D links to firm above-norm profits by Eklund, Johan & Wiberg, Daniel [Downloadable!] 2007 Unit labor cost growth differentials in the Euro area, Germany, and the US: lessons from PANIC and cluster analysis by Ulrich Fritsche & Vladimir Kuzin [Downloadable!] 2007 Does the Dispersion of Unit Labor Cost Dynamics in the EMU Imply Long-run Divergence? Results from a Comparison with the United States of America and Germany by Sebastian Dullien & Ulrich Fritsche [Downloadable!] 2007 Modeling the supply and demand for tourism: a fully identified VECM approach by Allison Zhou & Carl Bonham & Byron Gangnes [Downloadable!] 2007 Cointegration in the Foreign Exchange Market and Market Efficiency since the Introduction of the Euro: Evidence based on bivariate Cointegration Analyses by Michael Kühl [Downloadable!] 2007 Declining Export Prices due to Increased Competition from NIC - Evidence from Germany and the CEEC by Sebastian Gundel [Downloadable!] 2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment by Vasco Gabriel & Fernando Alexandre & Pedro Bação [Downloadable!] 2007 Uma Aplicação da Lei de Okun em Portugal by João Sousa Andrade [Downloadable!] 2007 Modeling the impact of real and financial shocks on Mercosur: the role of the exchange rate regime by Jean-Pierre Allegret & Alain Sand [Downloadable!] 2007 Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach by Giampiero Gallo & Edoardo Otranto [Downloadable!] 2007 Interaction of European Carbon Trading and Energy Prices by Derek W. Bunn & Carlo Fezzi [Downloadable!] 2007 A Robust Multivariate Long Run Analysis of European Electricity Prices by Matteo Pelagatti & Bruno Bosco & Lucia Parisio & Fabio Baldi [Downloadable!] 2007 Has the Golden Rule of Public Finance Made a Difference in the UK ? by Jerome Creel & Paola Monperrus-Veroni & Francesco Saraceno [Downloadable!] 2007 Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States by Morten O. Ravn & Saverio Simonelli [Downloadable!] 2007 A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models by Christian Kascha [Downloadable!] 2007 Econometric Analysis with Vector Autoregressive Models by Helmut Luetkepohl [Downloadable!] 2007 Electricity consumption and economic growth: evidence from Spain by Aitor Ciarreta Antuñano & Ainhoa Zarraga Alonso [Downloadable!] 2007 The Spillover Effects of Public Capital Formation on the Manufacturing Industry in the Turkish Geographical Regions by Ertugrul Deliktas & Özlem Önder & Metin Karadag [Downloadable!] 2007 A Back-of-the-Envelope Rule to Identify Atheoretical VARs by Urzúa, Carlos M. [Downloadable!] 2007 Forecasting economic growth for Estonia : application of common factor methodologies by Christian Schulz [Downloadable!] 2007 Firm entry and liquidity by Lenno Uuskyla [Downloadable!] 2007 Constants do not stay constant because variables are varying by Rasmus Kattai [Downloadable!] 2007 Estimation and Inference by the Method of Projection Minimum Distance by Jorda, Oscar & Kozicki, Sharon [Downloadable!] 2007 Inference for Impulse Responses by Jorda, Oscar [Downloadable!] 2007 Joint Inference and Counterfactual Experimentation for Impulse Response Functions by Local Projections by Jorda, Oscar [Downloadable!] 2007 Inference in the Presence of Stochastic and Deterministic Trends by Chevillon, Guillaume [Downloadable!] 2007 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models by Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara [Downloadable!] 2007 Information, data dimension and factor structure by Jan Jacobs & Pieter Otter & Ard den Reijer [Downloadable!] 2007 Government Outlays, Economic Growth and Unemployment: A VAR Model by Burton A. Abrams & Siyan Wang [Downloadable!] 2007 Dynamic Modelling of the Demand for Money in Latvia by Boriss Siliverstovs [Downloadable!] 2007 The Role of Remittances in Migration Decision : Evidence from Turkish Migration by Sule Akkoyunlu & Boriss Siliverstovs [Downloadable!] 2007 Money Demand in Estonia by Boriss Siliverstovs [Downloadable!] 2007 Does the Dispersion of Unit Labor Cost Dynamics in the EMU Imply Long-Run Divergence? : Results from a Comparison with the United States of America and Germany by Sebastian Dullien & Ulrich Fritsche [Downloadable!] 2007 Unit Labor Cost Growth Differentials in the Euro Area, Germany, and the US : Lessons from PANIC and Cluster Analysis by Ulrich Fritsche & Vladimir Kuzin [Downloadable!] 2007 Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks by C.S. Bos & S.J. Koopman & M. Ooms [Downloadable!] 2007 Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters by Siem Jan Koopman & Max I.P. Mallee & Michel van der Wel [Downloadable!] 2007 Examining the Nelson-Siegel Class of Term Structure Models by Michiel De Pooter [Downloadable!] 2007 Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information by Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk [Downloadable!] 2007 Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model by Siem Jan Koopman & André Lucas & Marius Ooms & Kees van Montfort & Victor van der Geest [Downloadable!] 2007 Dynamic Correlations and Optimal Hedge Ratios by Charles S. Bos & Phillip Gould [Downloadable!] 2007 Investment in High-Tech Industries: An Example from the LCD Industry by Huisman, K.J.M. & Kort, P.M. & Plasmans, J.E.J. [Downloadable!] 2007 Behavior Equilibrium Exchange Rate and Misalignment of Renminbi: A Recent Empirical Study by Jinzao Chen [Downloadable!] 2007 The Economics of Roadside Bombs by Matthew A. Hanson [Downloadable!] 2007 Voting with the Crowd: Do Single Issues Drive Partisanship? by Martin B. Schmidt [Downloadable!] 2007 The Impact of Coalition Offensive Operations on the Iraqi Insurgency by Matthew A. Hanson & Martin B. Schmidt [Downloadable!] 2007 Structural Breaks in Public Infrastructure Investment in the U.S by Alfredo M. Pereira & Martin B. Schmidt [Downloadable!] 2007 The Shape of Things to Come? Assessing the Effectiveness of Suicide Attacks and Targeted Killings by David A. Jaeger & M. Daniele Paserman [Downloadable!] 2007 Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance by Peter C.B. Phillips & Jun Yu [Downloadable!] 2007 Real convergence in some emerging countries : a fractionally integrated approach by J. CUNADO & L.A. GIL-ALANA & F. PEREZ DE GRACIA [Downloadable!] 2007 Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration by Andrea, SILVESTRINI [Downloadable!] 2007 Temporal Aggregation Effects on the Construction of Portfolios of Stocks or Mutual Funds through Optimization Techniques - Some Empirical and Monte Carlo Results by Dikaios Tserkezos & George Xanthos [Downloadable!] 2007 Small Caps in International Diversified Portfolios by Massimo Guidolin & Giovanna Nicodano [Downloadable!] 2007 Explaining The Great Moderation: It Is Not The Shocks by Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia [Downloadable!] 2007 Relative Goods’ Prices and Pure Inflation by Reis, Ricardo & Watson, Mark W [Downloadable!] 2007 A New Core Inflation Indicator for New Zealand by Giannone, Domenico & Matheson, Troy [Downloadable!] 2007 Labour Market Dynamics and the Business Cycle: Structural Evidence for the United States by Ravn, Morten O. & Simonelli, Saverio [Downloadable!] 2007 Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities) by Del Negro, Marco & Schorfheide, Frank [Downloadable!] 2007 A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering by Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia [Downloadable!] 2007 Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration by SILVESTRINI, Andrea [Downloadable!] 2007 Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members? by Michal Franta & Branislav Saxa & Katerina Smidkova [Downloadable!] 2007 Immigration, Information, and Trade Margins by Shan (Victor) Jiang [Downloadable!] 2007 Costs and Benefits of Euro Membership: a Counterfactual Analysis by Emmanuel Dubois & Jerome Hericourt & Valerie Mignon [Downloadable!] 2007 Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model by Nikolaus Hautsch [Downloadable!] 2007 Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows by Katrin Assenmacher-Wesche & M. Hashem Pesaran [Downloadable!] 2007 Cointegration Analysis with Mixed-Frequency Data by Byeongchan Seong & Sung K. Ahn & Peter A. Zadrozny [Downloadable!] 2007 On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables by Adrian Pagan & M. Hashem Pesaran [Downloadable!] 2007 Long Run Macroeconomic Relations in the Global Economy by Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith [Downloadable!] 2007 Multiple Local Whittle Estimation in StationarySystems by Peter M Robinson [Downloadable!] 2007 Diagnostic Testing For Cointegration by Peter Robinson [Downloadable!] 2007 On Discrete Sampling Of Time-Varyingcontinuous-Time Systems by Peter Robinson [Downloadable!] 2007 Estimation of Nonlinear Error CorrectionModels by Myung Hwan Seo [Downloadable!] 2007 Diferenciais de produtividade e taxa de câmbio real nas economias desenvolvidas e em desenvolvimento by Marco Flavio da Cunha Resende & Rodrigo Andrade Tolentino [Downloadable!] 2007 Testing a model of the UK by the method of indirect inference by Minford, Patrick & Theodoridis, Konstantinos & Meenagh, David [Downloadable!] 2007 Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison by Theodoridis, Konstantinos [Downloadable!] 2007 Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms? by Fabio C. Bagliano & Claudio Morana [Downloadable!] 2007 Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows by Pesaran, M.H. & Assenmacher-Wesche, K. [Downloadable!] 2007 Identification and Estimation in an Incoherent Model of Contagion by Massacci, D. [Downloadable!] 2007 On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables by Pagan, A. & Pesaran, M.H. [Downloadable!] 2007 Long Run Macroeconomic Relations in the Global Economy by Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V. [Downloadable!] 2007 On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables by Pagan, A. & Pesaran, M.H. [Downloadable!] 2007 Long Run Macroeconomic Relations in the Global Economy by Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V. [Downloadable!] 2007 The Interaction between Mortgage Financing and Housing Prices in Greece by Sophocles N. Brissimis & Thomas Vlassopoulos [Downloadable!] 2007 Foreign Exchange Intervention and Equilibrium Real Exchange Rates by Dimitrios A. Sideris [Downloadable!] 2007 Modelling bank lending in the euro area: A non-linear approach by Leonardo Gambacorta & Carlotta Rossi [Downloadable!] 2007 Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation by Calista Cheung & Frédérick Demers [Downloadable!] 2007 Estimation and Inference by the Method of Projection Minimum Distance by Òscar Jordà & Sharon Kozicki [Downloadable!] 2007 The Canadian Business Cycle: A Comparison of Models by Frédérick Demers & Ryan Macdonald [Downloadable!] 2007 Multivariate Realized Stock Market Volatility by Gregory H. Bauer & Keith Vorkink [Downloadable!] 2007 Tracking Canadian Trend Productivity: A Dynamic Factor Model with Markov Switching by Michael Dolega [Downloadable!] 2007 Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty by Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey [Downloadable!] 2007 Simulation-Based Tests of;Forward-Looking Models Under VAR Learning Dynamics by Luca FANELLI & Giulio PALOMBA [Downloadable!] 2007 Enseignement supérieur et croissance économique. Analyse économétrique de l’hypothèse d’Aghion & Cohen by Magali Jaoul-Grammare [Downloadable!] 2007 Transport, croissance et démographie. Une analyse cliométrique by Riadh Harizi [Downloadable!] 2007 Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach by H.M. Anderson & H. Chan & R. Faff & Y.K. Ho [Downloadable!] 2007 The Identification Of Fiscal And Monetary Policy In A Structural Var by Mardi Dungey & Renee Fry [Downloadable!] 2007 Cointegration, Long-Run Structural Modelling And Weak Exogeneity: Two Models Of The Uk Economy by Jan P.A.M. Jacobs & Kenneth F. Wallis [Downloadable!] 2007 Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes by James Davidson & Nigar Hashimzade [Downloadable!] 2007 Long memory modelling of inflation with stochastic variance and structural breaks by Charles S. Bos & Siem Jan Koopman & Marius Ooms [Downloadable!] 2007 Exact rational expectations, cointegration, and reduced rank regression by Søren Johansen & Anders Rygh Swensen [Downloadable!] 2007 Some identification problems in the cointegrated vector autoregressive model by Søren Johansen [Downloadable!] 2007 A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching by Niels Haldrup & Frank S. Nielsen & Morten Ørregaard Nielsen [Downloadable!] 2007 Risk, Jumps, and Diversification by Tim Bollerslev & Tzuo Hann Law & George Tauchen [Downloadable!] 2007 The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets by Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen [Downloadable!] 2007 Habit persistence: Explaining cross sectional variation in returns and time-varying expected returns by Stig V. Møller [Downloadable!] 2007 Decomposing European Bond and Equity Volatility by Charlotte Christiansen [Downloadable!] 2007 Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates by Charlotte Christiansen [Downloadable!] 2007 The Effect of Long Memory in Volatility on Stock Market Fluctuations by Bent Jesper Christensen & Morten Ørregaard Nielsen [Downloadable!] 2007 Asymmetry and Spillover Effects in the North American Equity Markets by Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K. [Downloadable!] 2007 Taking a DSGE Model to the Data Meaningfully by Juselius, Katarina & Franchi, Massimo [Downloadable!] 2007 Long Run Macroeconomic Relations in the Global Economy by Dees, Stephane & Holly, Sean & Pesaran, M. Hashem & Smith, L. Vanessa [Downloadable!] 2007 Estimating the Output Gap in a Changing Economy by Hakan Kara & Fethi Ogunc & Umit Ozlale & Cagri Sarikaya 2007 Are Real GDP Levels Trend, Difference, or Regime-Wise Trend Stationary? Evidence from Panel Data Tets Incorporating Structural Change by Natalie Hegwood & David H. Papell 2007 The Correction of Chronologic Series’ Seasonal Fluctuations according to Seasonal Simultaneous Additive and Multiplicative Effects by Bourbonnais, R. & Vallin, Ph. [Downloadable!] 2007 Testing for Heteroskedasticity on the Bucharest Stock Exchange by Radu Lupu & Iulia Lupu [Downloadable!] 2007 Integration Of The Foreign Exchange Markets Of The Selected Eu New Member States by Zlatuše Komárková & 115 03 Praha 1 (zlatuse.komarkova@cnb.cz & lubos.komarek@cnb.cz [Downloadable!] 2007 Dynamic Analysis Of Selected European Stock Markets by Jiří Trešl & Dagmar Blatná [Downloadable!] 2007 Weather Derivatives by Jan Pígl [Downloadable!] 2007 Testing Cointegration For Czech Stock Market by Tran Van Quang [Downloadable!] 2007 Stock Market Optimism And Cointegration Among Stocks: The Case Of The Prague Stock Exchange by Jaromír Baxa [Downloadable!] 2007 The world market for soybeans: price transmission into Brazil and effects from the timing of crop and trade by Mario A. Margarido & Frederico A. Turolla & Carlos R. F. Bueno [Downloadable!] 2007 Kosulluluk Araci Olma Baglaminda Kisa Vadeli Faiz Oranlarinin Hedeflenen Enflasyondan Sapmada Kullanimi: Bounds Test Yaklasimi (Türkiye Örnegi) by Res. Ass. Dr. Mahmut ZORTUK [Downloadable!] 2007 Ticari Ve Finansal Disa Aciklik Ile Ekonomik Buyume Arasindaki Iliski: Turkiye Uzerine Bir Uygulama by Asst. Prof. Sevda YAPRAKLI [Downloadable!] 2007 A New Core Inflation Indicator for New Zealand by Domenico Giannone & Troy D. Matheson [Downloadable!] 2007 Inflation Convergence and Divergence within the European Monetary Union by Fabio Busetti & Lorenzo Forni & Andrew Harvey & Fabrizio Venditti [Downloadable!] 2007 Turkiye'de temel makro ekonomik degiskenler ile hisse senedi fiyatlari arasindaki nedensellik iliskisi by Erman ERBAYKAL & H. Aydin OKUYAN 2007 Turkiye'de enflasyon ve doviz kurunun para politikasi kurali uzerindeki etkisi by Sevda YAPRAKLI 2007 Tuketim ve Kamu Harcamalari: VECM Modeli by Oya S. ERDOGDU 2007 Hisse senedi getirilerinde global ve yerel faiz orani riski: Kismi cokdegiskenli GARCH modeliyle Istanbul Menkul Kiymetler Borsasi uzerine bir calisma by Alper OZUN & Atilla CIFTER 2007 Post Keynesyen gelir ve para arzi modeli: 1980-2003 Turkiye deneyimi by Mehmet Fatih CIN & Gorkemli DEMIREL 2007 Yapisal kirilma altinda para talebinin istikrari: Turkiye ornegi by A. Nazif CATIK 2007 Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española by Helena Chuliá & Hipòlit Torró [Downloadable!] 2007 Using All Observations when Forecasting under Structural Breaks by Stanislav Anatolyev & Victor Kitov [Downloadable!] 2007 Determinants of Exchange-Rate Volatility: The Case of the New EU Members by Juraj Stančík [Downloadable!] 2007 Pronósticos restringidos con modelos de series de tiempo múltiples y su aplicación para evaluar metas de política macroeconómica en México by Victor M. Guerrero [Downloadable!] 2007 No estaba muerta … La teoría cuantitativa y la relación entre dinero e inflación by Chumacero, Rómulo A. & Hermann, Jorge 2007 La relación de causalidad entre el crecimiento y la IED en Argentina ¿Pan para hoy, hambre para mañana? by Oglietti, Guillermo Celso 2007 Business Cycle Asymmetries In Stock Returns: Robust Evidence by KIANI, Khurshid M. [Downloadable!] 2007 Nonlinear Dynamics Within Macroeconomic Factors And Stock Market In Portugal, 1993-2003 by Dionisio, Andreia & Menezes, Rui & Mendes, Diana & Vidigal Da Silva, Jacinto [Downloadable!] 2007 Structural Breaks In Trade And Income Per Capita In Asean-5 Countries: An Application Of Innovational Outlier Models by JAYANTHAKUMARAN, Kankesu & PAHLAVANI, Mosayeb [Downloadable!] 2007 Explaining The Gaps In Labour Productivity In Some Developed Countries: New Zealand, Australia, The United States And Canada, 1988-2004 by RAZZAK, W.A. [Downloadable!] 2007 Causality Link Between Money, Output And Prices In Malaysia: An Empirical Re-Examination by MUHD-ZULKHIBRI, Abdul Majid [Downloadable!] 2007 Anhaltende Divergenz der Lohnstückkostenentwicklung im Euroraum problematisch by Sebastian Dullien & Ulrich Fritsche [Downloadable!] 2007 Anhaltende Divergenz bei Inflations- und Lohnentwicklung in der Eurozone : Gefahr für die Währungsunion? by Sebastian Dullien & Ulrich Fritsche [Downloadable!] 2007 Prognosen der regionalen Konjunkturentwicklung by Christian Dreger & Konstantin A. Kholodilin [Downloadable!] 2007 L'impact des chocs externes dans les economies du Mercosur : un modele var structurel by Celine Gimet [Downloadable!] 2007 Une mesure macroeconomique "a la Feldstein-Horioka" du degre d'integration financiere en Europe by Sophie Bereau [Downloadable!] 2007 Les cycles economiques en Tunisie : identification, caracterisation et comparaison internationale by Elachhab Fathi [Downloadable!] 2007 Development of Long-term Scenarios for Health Care Expenditure in Bulgaria by Rossitsa Rangelova & Grigor Sariiski [Downloadable!] 2007 Long-term Forecasting of the Expenses on Healthcare in Bulgaria, 2005-2050 by Grigor Sariiski & Rossitsa Rangelova [Downloadable!] 2007 Development of Long-Term Scenarios for Healthcare Expenditure in Bulgaria by Grigor Sarijski & Rossitsa Rangelova [Downloadable!] 2007 Custos Unitários de Trabalho e Desemprego: Que Relação em Portugal? by Agostinho S. Rosa [Downloadable!] 2007 Atime Series Analysis Ofthe Relationships Between The Volatilityofexchange Rate, Exports And Imports by Serpil Turkyilmaz & Mustafa Ozer & Erol kutlu [Downloadable!] 2007 UK money demand 1873–2001: a long-run time series analysis and event study by Heino Bohn Nielsen [Downloadable!] 2006 Improved Nonparametric Confidence Intervals in Time Series Regressions by Joseph P. Romano & Michael Wolf [Downloadable!] 2006 Modelling the Fisher hypothesis: World wide evidence by Herwartz, Helmut & Reimers, Hans-Eggert [Downloadable!] 2006 How to treat benchmark revisions? : The case of German production and orders statistics by Knetsch, Thomas A. & Reimers, Hans-Eggert [Downloadable!] 2006 Do monetary indicators (still) predict euro area inflation? by Hofmann, Boris [Downloadable!] 2006 The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility by P N Smith & S Sorensen & M R Wickens [Downloadable!] 2006 New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks by Mariam Camarero & Josep Lluis Carrion-i-Silvestre & Cecilio Tamarit [Downloadable!] 2006 Why are Americans Addicted to Baseball? An Empirical Analysis of Fandom in Korea and the U.S by Trenton Smith & Young H. Lee [Downloadable!] 2006 Price-Wage System with Taxation: Multivariate Cointegration Analysis by Aleksander Welfe & Piotr Keblowski [Downloadable!] 2006 Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility by Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H. [Downloadable!] 2006 Varying Monetary Policy Regimes: A Vector Autoregressive Investigation by Michael S. Hanson [Downloadable!] 2006 Long And Short-Run Linkages In Cee Stock Markets: Implications For Portfolio Diversification And Stock Market Integration by Manolis Syllignakis & Georgios Kouretas [Downloadable!] 2006 A generalized Dynamic Conditional Correlation Model for Portfolio Risk Evaluation by Monica Billio & Massimiliano Caporin [Downloadable!] 2006 Output fluctuations persistence: Do cyclical shocks matter? by Silvestro Di Sanzo [Downloadable!] 2006 Granger-causality in Markov Switching Models by Monica Billio & Silvestro Di Sanzo [Downloadable!] 2006 International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence by Oleg Korenok & Stanislav Radchenko & Norman R. Swanson [Downloadable!] 2006 International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence by Oleg Korenok & Stanislav Radchenko & Norman R. Swanson [Downloadable!] 2006 Structural Breaks in Trade and Income Per Capita in ASEAN-5 Countries: An Application of Innovational Outlier Models by Jayanthakumaran, Kankesu & Pahlavani, Mosayeb [Downloadable!] 2006 The Impact of Exchange Rate Volatility on Indonesia’s Exports to the USA: An Application of ARDL Bounds Testing Procedure by Arief Bustaman & Kankesu Jayanthakumaran [Downloadable!] 2006 Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L by Juncal Cuñado & Javier Gómez Biscarri & Fernando Perez de Gracia [Downloadable!] 2006 The short and long-run determinants of the real exchange rate in Mexico by Antonia López Villavicencio & Josep Lluís Raymond Bara [Downloadable!] 2006 Monetary policy through the “credit-cost channel”. Italy and Germany by Giuliana Passamani & Roberto Tamborini [Downloadable!] 2006 A causality analysis on GDP and air emissions in Norway by Gang Liu [Downloadable!] 2006 Unit Roots, Polynomial Transformations and the Environmental Kuznets Curve by Gang Liu, Terje Skjerpen, Anders Rygh Swensen and Kjetil Telle [Downloadable!] 2006 Efficient Electricity Portfolios for Switzerland and the United States by Boris Krey & Peter Zweifel [Downloadable!] 2006 Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions by Hyungsik Roger Moon & Frank Schorfheide [Downloadable!] 2006 Macroeconometric Modelling with a Global Perspective by M. Hashem Pesaran & Ron Smith [Downloadable!] 2006 The relative importance of Term Spread, Policy Inertia and Persistent Monetary Policy Shocks in Monetary Policy Rules by Ramón Maria-Dolores & Jesus Vazquez [Downloadable!] 2006 A Unified Copula Framework for VaR forecasting by Dean Fantazzini & Alessandro Carta & Elena Maria DeGiuli 2006 New Evidence on the Puzzles: Monetary Policy and Exchange Rates by Almuth Scholl & Harald Uhlig [Downloadable!] 2006 Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis by Andrea Cipollini & George Kapetanios [Downloadable!] 2006 Exploring the International Linkages of the Euro Area: a Global VAR Analysis by Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith [Downloadable!] 2006 Analisys of Hidden Cointegration in Financial Time Series by Pizzi Claudio & Procidano Isabella & Parpinel Francesca 2006 Semi-Markov Regime Switching Regression Models by Ingo Bulla 2006 Structured Hidden Markov Models by Jan Bulla & Ingo Bulla 2006 Representing Uncertainty about Response Paths: the Use of Heuristic Optimisation Methods by Anna Staszewska 2006 Multivariate Generalizations of the Markov-Switching Model by Mohamad Khaled 2006 ML Estimators for SEM-GARCH Models: Relative Performance of Different Computational Algorithms by Andi Kabili & Jaya Krishnakumar 2006 Forecasting VARMA processes: VAR models vs. subspace-based state space models by Segismundo Izquierdo & Cesareo Hernandez & Juan del Hoyo 2006 What Do We Know About the Effects of Fiscal Policy Shocks? A Comparative Analysis by Dario Caldara & Christophe Kamps [Downloadable!] 2006 The Time Varying Volatility of Macroeconomic Fluctuations by Alejandro Justiniano & Northwestern University [Downloadable!] 2006 Learning about Stock Volatility: The Local Scale Model with Homoskedastic Innovations by J. Huston McCulloch & Ohio State University [Downloadable!] 2006 Nominal Rigidities in an Estimated Two Country by Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani [Downloadable!] 2006 Bank Lending and Asset Prices in the Euro Area by Michael Frömmel & Torsten Schmidt [Downloadable!] 2006 International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence by Norman Swanson & Oleg Korenok & Stanislav Radchenko [Downloadable!] 2006 The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives by Norman Swanson & Oleg Korenok [Downloadable!] 2006 How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version by Norman Swanson & Oleg Korenok [Downloadable!] 2006 Structural versus Temporary Drivers of Country and Industry Risk by L. BAELE & K. INGHELBRECHT [Downloadable!] 2006 Re-examining the Structural and the Persistence Approach to Unemployment by T. BERGER & G. EVERAERT [Downloadable!] 2006 Putting the New Keynesian Model to a Test by G. PEERSMAN & R. STRAUB [Downloadable!] 2006 Testing for Parameter Stability in Dynamic Models Across Frequencies by Bertrand Candelon & Gianluca Cubadda [Downloadable!] 2006 The Time Varying Volatility of Macroeconomic Fluctuations by Giorgio Primiceri & Alejandro Justiniano [Downloadable!] 2006 Minimum Variance Hedging and Stock Index Market Efficiency by Carol Alexander & Andreza Barbosa [Downloadable!] 2006 Non-Linear Effects of Monetary Policy and Real Exchange Rate Shocks in Partially Dollarized Economies: An Empirical Study for Peru by Saki Bigio & Jorge Salas [Downloadable!] 2006 An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting by Silvia S.W. Lui [Downloadable!] 2006 Factor-GMM Estimation with Large Sets of Possibly Weak Instruments by George Kapetanios & Massimiliano Marcellino [Downloadable!] 2006 The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps by Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen [Downloadable!] 2006 Determining the Cointegrating Rank in Nonstationary Fractional Systems by the Exact Local Whittle Approach by Katsumi Shimotsu & Morten Ørregaard Nielsen [Downloadable!] 2006 The (Un-) Stable Relationship between The Exchange rate and its Fundamentals by Carlo Altavilla [Downloadable!] 2006 Estimating the Equilibrium Real Exchange Rate for Namibia by J. H. Eita & Moses M. Sichei [Downloadable!] 2006 Investigating the Bank-Lending Channel in South Africa: A VAR Approach by Kirsten L. Ludi & Marc Ground [Downloadable!] 2006 Does South Africa Have the Potential and Capacity to Grow at 7 Per Cent?: A Labour Market Perspective by C. B. Du Toit & Reneé Van Eyden & Marc Ground [Downloadable!] 2006 Çukurova Bölgesi’nde Pamuk Arz Duyarlılığının Tahmini Üzerine Bir Çalışma by Aktas, Erkan [Downloadable!] 2006 Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach by Vitek, Francis [Downloadable!] 2006 Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach by Vitek, Francis [Downloadable!] 2006 Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach by Vitek, Francis [Downloadable!] 2006 Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach by Vitek, Francis [Downloadable!] 2006 Is Fiscal Policy Contracyclical in India: An Empirical Analysis by Chakraborty, Pinaki & Chakraborty, Lekha S [Downloadable!] 2006 Existence of bifurcation in macroeconomic dynamics: Grandmont was right by He, Yijun & Barnett, William [Downloadable!] 2006 Exchange Rate Pass-Through and Structural Macroeconomic Shocks in Developing Countries: An Empirical Investigation by barhoumi, karim [Downloadable!] 2006 Прогнозирование Эффективности Экономики Украины by Goncharuk, Anatoliy G. [Downloadable!] 2006 Output, the Real Exchange Rate, and the Crises in Turkey by Ardic, Oya Pinar [Downloadable!] 2006 Macroeconomic Determinants Of The Investment Funds Market. The Romanian Case by Dima, Bogdan & Barna, Flavia & Nachescu, Miruna [Downloadable!] 2006 The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019 by Gomez-Sorzano, Gustavo [Downloadable!] 2006 Tüketim ve Kamu Harcamaları: VECM modeli by erdogdu, oya [Downloadable!] 2006 Explaining the gaps in labour productivity for some developed countries by Razzak, Weshah [Downloadable!] 2006 Income convergence? Evidence of non-linearity in the East Asian Economies: A comment by Liew, Venus Khim-Sen & Ahmad, Yusuf [Downloadable!] 2006 Rotterdam vs Almost Ideal Models: Will the Best Demand Specification Please Stand Up? by Barnett, William A. & Seck, Ousmane [Downloadable!] 2006 A real-time recession indicator for the Euro area by Ferrara, Laurent [Downloadable!] 2006 Common and uncommon sources of growth in Asia Pacific by Weber, Enzo [Downloadable!] 2006 Bounds testing approach: an examination of foreign direct investment, trade, and growth relationships by Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu [Downloadable!] 2006 Bivariate causality analysis between FDI inflows and economic growth in Ghana by Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu [Downloadable!] 2006 Exploring the causal relationship among social, real, monetary and infrastructure development in Pakistan by Iqbal, Javed & Nadeem, Khurram [Downloadable!] 2006 Political Decisions, Defence and Growth by Erdogdu, Oya Safinaz [Downloadable!] 2006 Valid Inference in Partially Unstable GMM Models by Li, Hong & Mueller, Ulrich [Downloadable!] 2006 An interpolated periodogram-based metric for comparison of time series with unequal lengths by Caiado, Jorge & Crato, Nuno & Peña, Daniel [Downloadable!] 2006 An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model by Vargas, Gregorio A. [Downloadable!] 2006 Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model by Feng, Yuanhua & Yu, Keming [Downloadable!] 2006 A local dynamic conditional correlation model by Feng, Yuanhua [Downloadable!] 2006 Exchange rate policy and trade balance. A cointegration analysis of the argentine experience since 1962 by Matesanz Gómez, David & Fugarolas Álvarez-Ude, Guadalupe [Downloadable!] 2006 Passenger Car Ownership Estimation toward 2030 in Japan: BAU Scenario with Socio-economic Factors by Hirota, Keiko [Downloadable!] 2006 Efecto transferencia (pass-through) del tipo de cambio en los precios de bienes y servicios en Venezuela by Mendoza Lugo, Omar & Pedauga, Luis Enrique [Downloadable!] 2006 Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models by Basher, Syed A. & Westerlund, Joakim [Downloadable!] 2006 Testing Trade-led-Growth Hypothesis for Romania by Pop-Silaghi, Monica Ioana [Downloadable!] 2006 Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model? by Westerlund, Joakim & Basher, Syed A. [Downloadable!] 2006 Estimation of the Exchange Market Pressure in the EU4 Countries: A Model-Dependent Approach by Stavarek, Daniel [Downloadable!] 2006 A structural model for corporate profit in the U.S. industry by Gomez-Sorzano, Gustavo [Downloadable!] 2006 Estimarea cursului de schimb real de echilibru in România by Dumitru, Ionut [Downloadable!] 2006 The extremal index for GARCH(1,1) processes with t-distributed innovations by F. Laurini & J. A. Tawn [Downloadable!] 2006 Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts by Guillaume Chevillon [Downloadable!] 2006 Are Volatility Expectations Characterized By Regime Shifts? Evidence From Implied Volatility Indices by Kazuhiko Nishina & Nabil Maghrebi & Mark J. Holmes [Downloadable!] 2006 Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area by Sylvia Kaufmann & Peter Kugler [Downloadable!] 2006 Identifying Determinants of Germany’s International Price Competitiveness: A Structural VAR Approach by Martin Meurers [Downloadable!] 2006 An empirical investigation of fiscal policy in New Zealand by Iris Claus & Aaron Gill & Boram Lee & Nathan McLellan [Downloadable!] 2006 A new core inflation indicator for New Zealand by Domenico Giannone & Troy Matheson [Downloadable!] 2006 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty by Anthony Garratt & Gary Koop & Shaun P. Vahey [Downloadable!] 2006 Credit Shocks and Cycles: a Bayesian Calibration Approach by Roland Meeks [Downloadable!] 2006 The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure by Clive G. Bowsher & Roland Meeks 2006 Fiscal deficit, capital formation, and crowding out: Evidence from India by Chakraborty, Lekha S. [Downloadable!] 2006 Why do Central Bankers Intervene in the Foreign Exchange Market? Some New Evidence and Theory by Pablo A. Guerron [Downloadable!] 2006 Time-Dependent Portfolio Adjustment: Yet Another Look at the Dynamics by Pablo A. Guerron [Downloadable!] 2006 DSGE Models in a Data-Rich Environment by Jean Boivin & Marc Giannoni [Downloadable!] 2006 Two Flaws In Business Cycle Accounting by Lawrence J. Christiano & Joshua M. Davis [Downloadable!] 2006 How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach by Patrick J. Kehoe [Downloadable!] 2006 The Time Varying Volatility of Macroeconomic Fluctuations by Alejandro Justiniano & Giorgio E. Primiceri [Downloadable!] 2006 DSGE Models in a Data-Rich Environment by Jean Boivin & Marc Giannoni [Downloadable!] 2006 The production function approach to the Belgian output gap, Estimation of a Multivariate Structural Time Series Model by Philippe Moës [Downloadable!] 2006 Estimating the marginal costs of airport operation by using multivariate time series model with correlated error terms by Heike Link & Wolfgang Götze & Veli Himanen [Downloadable!] 2006 Generalized Method of Moments and Inverse Control by Gregory E. Givens & Michael K. Salemi [Downloadable!] 2006 VARMA versus VAR for Macroeconomic Forecasting by George Athanasopoulos & Farshid Vahid [Downloadable!] 2006 A Complete VARMA Modelling Methodology Based on Scalar Components by George Athanasopoulos & Farshid Vahid [Downloadable!] 2006 Incorporating a Tracking Signal into State Space Models for Exponential Smoothing by Ralph D. Snyder & Anne B. Koehler [Downloadable!] 2006 Stochastic population forecasts using functional data models for mortality, fertility and migration by Rob J Hyndman & Heather Booth [Downloadable!] 2006 Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions by Heather Booth & Rob J Hyndman & Leonie Tickle & Piet de Jong [Downloadable!] 2006 Hot money inflows in China : How the people's bank of China took up the challenge by Vincent Bouvatier [Downloadable!] 2006 Measuring the Sources of Cyclical Fluctuations in the G7 Economies by Centoni, Marco & Cubadda, Gianluca & Hecq, Alain [Downloadable!] 2006 The Cyclical Dynamics and Volatility of Australian Output and Employment by Robert Dixon & David Shepherd [Downloadable!] 2006 Deregulated Wholesale Electricity Prices in Europe by Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi [Downloadable!] 2006 The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates by Ekaterini Panopoulou & Dimitrios Malliaropulos & Theologos Pantelidis & Nikitas Pittis [Downloadable!] 2006 How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds by Thomas J. Flavin & [Downloadable!] 2006 Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia by George Milunovich [Downloadable!] 2006 Estimation of Approximate Factor Models: Is it Important to have a Large Number of Variables? by Chris Heaton & Victor Solo [Downloadable!] 2006 Global versus Country-Specific Shocks and International Business Cycles by Michel Normandin & Bruno Powo Fosso [Downloadable!] 2006 The Role of Production Progress and Human Capital in the Economic Growth of Latvia by Aleksejs Melihovs & Gundars Davidsons [Downloadable!] 2006 A Factor Model of the Term Structure of Interest Rates and Risk Premium Estimation for Latvia's Money Market by Viktors Ajevskis & Kristine Vitola [Downloadable!] 2006 Great Ratios, Balanced Growth and Stochastic Trends: Evidence for the Euro Area by M.S.Rafiq [Downloadable!] 2006 A General Representation Theorem for Integrated Vector Autoregressive Processes by Massimo Franchi [Downloadable!] 2006 Linking Simple Economic Theory Models and the Cointegrated Vector AutoRegressive Model: Some Illustrative Examples by Niels Framroze Møller [Downloadable!] 2006 Investing in European Stock Markets for High-Technology Firms by Christian Pierdzioch & Andrea Schertler [Downloadable!] 2006 The Permanent Effect of Domestic Income on the Growth of Governments by Gabriella Legrenzi [Downloadable!] 2006 Sustainability of Public Debt and Budget Deficit: Panel cointegration analysis for the European Union Member countries by Silika Prohl & Friedrich G. Schneider [Downloadable!] 2006 Israel, the Palestinian Factions, and the Cycle of Violence by David A. Jaeger & M. Daniele Paserman [Downloadable!] 2006 The Cyclical Behavior of Shadow and Regular Employment by Maurizio Bovi [Downloadable!] 2006 Through a glass darkly: Deciphering the impact of oil price shocks by Ashima Goyal & Arjun Singh [Downloadable!] 2006 Forecasting Employment for Germany by Darius Hinz & Camille Logeay [Downloadable!] 2006 Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen by Peter G. Szilagyi & Jonathan A. Batten [Downloadable!] 2006 Seasonal Cycles in European Agricultural Commodity Prices by Jumah, Adusei & Kunst, Robert M. [Downloadable!] 2006 Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline by Robert Gagné & Simon van Norden & Bruno Versaevel [Downloadable!] 2006 Bayesian inference for the mixed conditional heteroskedasticity model by Luc Bauwens & Jeroen V.K. Rombouts [Downloadable!] 2006 The Effects of Monetary-Policy Shocks on Real Wages: A Multi-Country Investigation The Effects of Monetary-Policy Shocks on Real Wages: A Multi-Country Investigationv by Michel Normandin [Downloadable!] 2006 Identification of Technology Shocks in Structural VARs by FÈVE, Patrick & GUAY, Alain [Downloadable!] 2006 Multivariate modelling of long memory processes with common components by Claudio Morana [Downloadable!] 2006 Net Inflows and Time-Varying Alphas: The Case of Hedge Funds by Andrea Beltratti & Claudio Morana [Downloadable!] 2006 Comovements in International Stock Markets by Andrea Beltratti & Claudio Morana [Downloadable!] 2006 International Stock Markets Comovements: the Role of Economic and Financial Integration by Claudio Morana [Downloadable!] 2006 The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period by João Victor Issler & Afonso Arinos de Mello Franco & Osmani Teixeira de Carvalho Guillén [Downloadable!] 2006 Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study by Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos [Downloadable!] 2006 GHICA - Risk Analysis with GH Distributions and Independent Components by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny [Downloadable!] 2006 Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break by Carsten Trenkler & Pentti Saikkonen & Helmut Lütkepohl [Downloadable!] 2006 Common and Uncommon Sources of Growth in Asia Pacific by Enzo Weber [Downloadable!] 2006 The Euro and the Transatlantic Capital Market Leadership: A Recursive Cointegration Analysis by Enzo Weber [Downloadable!] 2006 Macroeconomic Integration in Asia Pacific: Common Stochastic Trends and Business Cycle Coherence by Enzo Weber [Downloadable!] 2006 When did the 2001 recession really start? by Jörg Polzehl & Vladimir Spokoiny & Catalin Starica [Downloadable!] 2006 Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions by Ralf Brüggemann [Downloadable!] 2006 Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms by Carsten Trenkler [Downloadable!] 2006 VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings by Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler [Downloadable!] 2006 British Interest Rate Convergence between the US and Europe: A Recursive Cointegration Analysis by Enzo Weber [Downloadable!] 2006 Forcasting in large cointegrated processes by Hiroaki Chigira & Taku Yamamoto [Downloadable!] 2006 Cointegration, Integration, and Long-Term Forcasting by Hiroaki Chigira & Taku Yamamoto [Downloadable!] 2006 An Empirical Model of Daily Highs and Lows by Yin-wong Cheung [Downloadable!] 2006 Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks by Sugita, Katsuhiro [Downloadable!] 2006 Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks by Sugita, Katsuhiro [Downloadable!] 2006 Does Oil Price Uncertainty Transmit to Stock Markets? by Ågren, Martin [Downloadable!] 2006 Cointegration and the stabilizing role of exchange rates by Alexius, Annika & Post, Erik [Downloadable!] 2006 Stock Data, Trade Durations, And Limit Order Book Information by Simonsen, Ola [Downloadable!] 2006 The Impact of News Releases on Trade Durations in Stocks -Empirical Evidence from Sweden by Simonsen, Ola [Downloadable!] 2006 A Simultaneous Model of the Swedish Krona, the US Dollar and the Euro by Lindblad, Hans & Sellin, Peter [Downloadable!] 2006 Forecasting inflation with an uncertain output gap by Bjørnland, Hilde C. & Brubakk, Leif & Jore, Anne Sofie [Downloadable!] 2006 Simple Tests for Cointegration in Dependent Panels with Structural Breaks by Westerlund, Joakim & Edgerton, David 2006 New Improved Tests for Cointegration with Structural Breaks by Westerlund, Joakim & Edgerton , David 2006 Real Exchange Rate Adjustment In European Transition Countries by Maican, Florin G. & Sweeney, Richard J. [Downloadable!] 2006 Russia’s common market takes shape: Price convergence and market integration among Russian regions by Gluschenko, Konstantin [Downloadable!] 2006 Taking the temperature – forecasting GDP growth for mainland China by Curran, Declan & Funke, Michael [Downloadable!] 2006 The New Keynesian Model and the Long-run Vertical Phillips Curve: Does it hold for Germany? by Ulrich Fritsche & Jan Gottschalk [Downloadable!] 2006 Bank Lending and Asset Prices in the Euro Area by Frömmel, Michael & Schmidt, Torsten [Downloadable!] 2006 Taking the Temperature - Forecasting GDP Growth for Mainland China by Declan Curran & Michael Funke [Downloadable!] 2006 Mobilidade do Capital e Sustentabilidade Externa: uma aplicação da tese de F-H a Portugal (1910-2004) by João Sousa Andrade [Downloadable!] 2006 Reexamining the linkages between inflation and output growth: A bivariate ARFIMA-FIGARCH approach by Mustafa Caglayan & Feng Jiang [Downloadable!] 2006 Unit Roots and Structural Breaks: A Survey of the Literature by Joseph P. Byrne & Roger Perman [Downloadable!] 2006 Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline by Robert Gagné & Simon van Norden & Bruno Versaevel [Downloadable!] 2006 A further step into the ELGH and TLGH for Spain and Italy by Isabel Cortés_Jiménez & Manuela Pulina [Downloadable!] 2006 Is public capital productive in Europe? by Jerome Creel & Gwenaëlle Poilon [Downloadable!] 2006 How the Removal of Deposit Rate Ceilings Has Changed Monetary Transmission in the US: Theory and Evidence by Karel Mertens [Downloadable!] 2006 Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break by Carsten Trenkler & Pentti Saikkonen & Helmut Luetkepohl [Downloadable!] 2006 Identifying Monetary Policy Shocks via Changes in Volatility by Markku Lanne, Helmut Luetkepohl [Downloadable!] 2006 Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size by Elena Pesavento [Downloadable!] 2006 The Long-Run Phillips Curve and Non-Stationary Inflation by Bill Russell, Anindya Banerjee [Downloadable!] 2006 Forecasting Emerging Market Indicators: Brazil and Russia by Victor Bystrov [Downloadable!] 2006 A Two-step estimator for large approximate dynamic factor models based on Kalman filtering by Catherine Doz & Domenico Giannone & Lucrezia Reichlin [Downloadable!] 2006 The Importance of Stock Market Returns in Estimated Monetary Policy Rules by Jesús Vázquez [Downloadable!] 2006 Yapisal Kirilma Altinda Para Talebinin Istikrari: Türkiye Örnegi by Nazif Catik [Downloadable!] 2006 Forecasting measures of inflation for the Estonian economy by Agostino Consolo [Downloadable!] 2006 Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US by Lewis, Karen K. [Downloadable!] 2006 Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models by Jorda, Oscar & Kozicki, Sharon [Downloadable!] 2006 A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression by Hoover, Kevin & Demiralp, Selva & Perez, Stephen J. [Downloadable!] 2006 Non-Stationary Inflation and the Markup: an Overview of the Research and some Implications for Policy by Bill Russell [Downloadable!] 2006 Sector diversification during crises: A European perspective by Michel Beine & Pierre-Yves Preumont & Ariane Szafarz [Downloadable!] 2006 The anchoring of European inflation expectations by Jan Marc Berk & Gerbert Hebbink [Downloadable!] 2006 Modelling Turkish Migration to Germany by Sule Akkoyunlu & Boriss Siliverstovs [Downloadable!] 2006 Wake me up before you GO-GARCH by H. Peter Boswijk & Roy van der Weide [Downloadable!] 2006 A Weak Bifurcation Theory for Discrete Time Stochastic Dynamical Systems by Cees Diks & Florian Wagener [Downloadable!] 2006 Long Run Profit Maximization in the Turkish Manufacturing Sector by Avni Onder Hanedar & Elmas Yaldiz & Ozgul Bilici & Onur Akkaya [Downloadable!] 2006 Public Infrastructures and Regional Asymmetries in Spain by Alfredo M. Pereira & Oriol Roca Sagales [Downloadable!] 2006 Public Investment in Transportation Infrastructures and Industry Performance in Portugal by Alfredo M. Pereira & Jorge M. Andraz [Downloadable!] 2006 Public Investment and Budgetary Consolidation in Portugal by Alfredo M. Pereira & Maria de Fátima Pinho [Downloadable!] 2006 Public Investment, Economic Performance and Budgetary Consolidation: VAR Evidence for the 12 Euro Countries by Alfredo M. Pereira & Maria de Fátima Pinho [Downloadable!] 2006 Should the Portuguese Toll-Free Highways Remain Toll Free? by Alfredo M. Pereira & Jorge M. Andraz [Downloadable!] 2006 On the Economic and Fiscal Effects of Investment in Road Infrastructure in Portugal by Alfredo M. Pereira & Jorge M. Andraz [Downloadable!] 2006 Modelling Financial High Frequency Data Using Point Processes by Luc, BAUWENS & Nikolaus, HAUTSCH [Downloadable!] 2006 Bayesian Inference in Dynamic Disequilibrium Models : an Application to the Polish Credit Market by Luc, BAUWENS & Michel, LUBRANO [Downloadable!] 2006 Intra-Daily FX Optimal Portfolio Allocation by Luc, BAUWENS & Walid, BEN OMRANE & Erick, Rengifo [Downloadable!] 2006 Monetary Transmission and Bank Lending in Portugal: A Sectoral Approach by José Alberto Fuinhas [Downloadable!] 2006 Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-based Approach by Nikolaos Giannellis & Athanasios Papadopoulos [Downloadable!] 2006 Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU by Nikolaos Giannellis & Athanasios Papadopoulos [Downloadable!] 2006 When Anti-Dumping Measures Lead to Increased Market Power: A Case Study of the European Salmon Market by Asche, Frank & Steen, Frode [Downloadable!] 2006 Does Information Help Recovering Structural Shocks from Past Observations? by Giannone, Domenico & Reichlin, Lucrezia [Downloadable!] 2006 A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models by Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia [Downloadable!] 2006 Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation by Kapetanios, George & Marcellino, Massimiliano [Downloadable!] 2006 A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions by Kapetanios, George & Marcellino, Massimiliano [Downloadable!] 2006 Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions by Moon, Hyungsik Roger & Schorfheide, Frank [Downloadable!] 2006 Israel, the Palestinian Factions and the Cycle of Violence by Jaeger, David A & Paserman, Marco Daniele [Downloadable!] 2006 Has Monetary Policy Become More Effective? by Boivin, Jean & Giannoni, Marc [Downloadable!] 2006 The derivatives of complex characteristic roots in the econometric modelling textbook of Kuh et al by Arie ten Cate [Downloadable!] 2006 Nonparametric density estimation for positive time series by BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V. K. [Downloadable!] 2006 Modelling financial high frequency data using point processes by BAUWENS, Luc & HAUTSCH, Nikolaus [Downloadable!] 2006 Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market by BAUWENS, Luc & LUBRANO, Michel [Downloadable!] 2006 Intra-daily FX optimal portfolio allocation by BAUWENS, Luc & BEN OMRANE, Walid & RENGIFO, Erick [Downloadable!] 2006 Tourism, environmental quality and economic growth: empirical evidence and policy implications by Manuela Pulina & Bianca Biagi [Downloadable!] 2006 CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation by Simon A. BRODA & Marc S. PAOLELLA [Downloadable!] 2006 An Econometric Analysis of Emission Trading Allowances by Marc S. Paoletta & Luca Taschini [Downloadable!] 2006 Portfolio Optimization wehn Risk Factors are Conditionally Varying and Heavy Tailed by Toker Doganoglu & Christoph Hartz & Stefan Mittnik [Downloadable!] 2006 Multivariate Normal Mixture GARCH by Markus Haas & Stefan Mittnik & Marc S. Paolella [Downloadable!] 2006 Tests in contingency tables as regression tests by Stanislav Anatolyev & Grigory Kosenok [Downloadable!] 2006 Sources of Real Exchange Rate Fluctuations in Central and Eastern Europe – Temporary or Permanent? by Agnieszka Stazka [Downloadable!] 2006 Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility by Eric Hillebrand & Gunther Schnabl & Yasemin Ulu [Downloadable!] 2006 Identifying Monetary Policy Shocks via Changes in Volatility by Markku Lanne & Helmut Lütkepohl [Downloadable!] 2006 Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!] 2006 Learning to Forecast the Exchange Rate: Two Competing Approaches by Paul De Grauwe & Agnieszka Markiewicz [Downloadable!] 2006 An Empirical Model of Daily Highs and Lows by Yin-Wong Cheung [Downloadable!] 2006 Macroeconometric Modelling with a Global Perspective by M. Hashem Pesaran & Ron P. Smith [Downloadable!] 2006 Structural Vector Autoregressions with Nonnormal Residuals by Markku Lanne & Helmut Lütkepohl [Downloadable!] 2006 Semiparametric Estimation of Fractional Cointegration by Javier Hualde & Peter M Robinson [Downloadable!] 2006 Finite Sample Performance in CointegrationAnalysis of Nonlinear Time Series with LongMemory by Afonso Gonçalves da Silva & Peter M Robinson [Downloadable!] 2006 Instrumental Variables Estimation of Stationaryand Nonstationary Cointegrating Regressions by M. Gerolimetto & Peter M Robinson [Downloadable!] 2006 Root-N-Consistent Estimation Of Weakfractional Cointegration by Javier Hualde & Peter M Robinson [Downloadable!] 2006 Root-N-Consistent Estimation Of Weakfractional Cointegration by Javier Hualde & A Robinson [Downloadable!] 2006 Capital Flow Volatility And Exchange Rates-- The Case Of India by Pami Dua & Partha Sen [Downloadable!] 2006 A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling by Fabio C. Bagliano & Claudio Morana [Downloadable!] 2006 Macroeconometric Modelling with a Global Perspective by Pesaran, M.H. & Smith, R. [Downloadable!] 2006 Why Did the Sign of the Price-Output Correlation Change? Evidence from a Structural VAR with GARCH Errors by James Peery Cover & C. James Hueng [Downloadable!] 2006 Threshold Random Walks in the U.S. Stock Market by Zisimos Koustas & Jean-Francois Lamarche & Apostolos Serletis [Downloadable!] 2006 The real interest rate, the real oil price, and US unemployment revisited by Spyros Andreopoulos [Downloadable!] 2006 Testing the New Keynesian Phillips Curve through Vector Autoregressive Models Results from the Euro area by Luca Fanelli [Downloadable!] 2006 Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia by Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli [Downloadable!] 2006 Testing for unit roots in autoregressions with multiple level shifts by Giuseppe Cavaliere & Iliyan Georgiev [Downloadable!] 2006 International dynamic risk sharing by Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini [Downloadable!] 2006 Market Conduct, Price Interdependence and Exchange Rate Pass-Through by Sophocles N. Brissimis & Theodora S. Kosma [Downloadable!] 2006 Mergers and Government Policy by Margarita Sapozhnikov [Downloadable!] 2006 Forecasting inflation with an uncertain output gap by Hilde C. Bjørnland & Leif Brubakk & Anne Sofie Jore [Downloadable!] 2006 Macro factors in the term structure of credit spreads by Maurizio Luisi & Jeffery D. Amato [Downloadable!] 2006 The transmission of monetary policy shocks from the US to the euro area by Andrea Nobili & Stefano Neri [Downloadable!] 2006 Convergences of prices and rates of inflation by Fabio Busetti & Silvia Fabiani & Andrew Harvey [Downloadable!] 2006 Canadian City Housing Prices and Urban Market Segmentation by Jason Allen & Robert Amano & David P. Byrne & Allen W. Gregory [Downloadable!] 2006 Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices by Jean-Marie Dufour & David Tessier [Downloadable!] 2006 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty by Anthony Garratt & Gary Koop & Shaun P. Vahey [Downloadable!] 2006 Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan by Anthony Garratt & Kevin Lee [Downloadable!] 2006 New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks by Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit [Downloadable!] 2006 Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis by Giulio PALOMBA [Downloadable!] 2006 Forecasting US bond yields at weekly frequency by Riccardo LUCCHETTI & Giulio PALOMBA [Downloadable!] 2006 Cliometrie de l’engorgement en France. Evaluation théorique et empirique by Magali Jaoul-Grammare [Downloadable!] 2006 Public Capital Spillovers and Growth: A Foray Downunder by Timothy Kam & Yi-Chia Wang [Downloadable!] 2006 The Asymmetric Effect Of The Business Cycle On The Relation Between Stock Market Returns And Their Volatility by P.N. Smith & S. Sorensen & M.R. Wickens [Downloadable!] 2006 A Gaussian IV estimator of cointegrating relations by Gunnar Bårdsen & Niels Haldrup [Downloadable!] 2006 A Back-of-the-Envelope Rule to Identify Atheoretical VARs by Urzúa, Carlos M. [Downloadable!] 2006 Economic growth in Latin America: structural breaks or fundamentals by Rómulo A.Chumacero & J.Rodrigo Fuentes [Downloadable!] 2006 Analysis of Foreign Imbalances and Exchange Rate Policy in the Romanian Economy by Scutaru, Cornelia & Iordan, Mioara & Stanica, Cristian & Pauna, Bianca [Downloadable!] 2006 Modelling Demand for Money in Latvia (in Russian) by Boriss Siliverstovs [Downloadable!] 2006 Monetary Approach To Inflation: A Medium-Term Structural Model In A Small Open Economy (The Case Of The Czech Republic In 1996-2004) by Josef Arlt & Jan Kodera & Martin Mandel & Vladimír Tomšík [Downloadable!] 2006 Formal Model Of Economy In Transition - Case Of Slovak Republic by Mikuláš Luptáčik & Viliam Páleník & Vladimír Kvetan & Ján Ďuraš & Jana Hrivnáková & Peter Ondko [Downloadable!] 2006 The Model Of Unobservable Components And Its Use For Identification Of Time Series Common Trends by Josef ARLT & Petr POKORNÝ [Downloadable!] 2006 An Investigation Of The German Dominance Hypothesis In The Context Of Eastern Enlargement Of The Eu by Mete Feridun [Downloadable!] 2006 Money, Inflation, and Growth in Pakistan by Abdul Qayyum [Downloadable!] 2006 Asymmetric Effects of Government Spending: Does the Level of Real Interest Rates Matter? by Woon Gyu Choi & Michael B. Devereux [Downloadable!] 2006 A Time Series Test of Innovation-Driven Endogenous Growth by Norman H. Sedgley [Downloadable!] 2006 Wechselwirkungen zwischen Innovations- und Wachstumsprozessen in Deutschland 1951-1999 im Vergleich zu 1850-1913 by Andre Jungmittag & Hariolf Grupp 2006 Sources of Growth and Behavior of TFP in Chile by Rodrigo Fuentes & Mauricio Larraín & Klaus Schmidt-Hebbel [Downloadable!] 2006 Asymmetric Effects of Government Spending: Does the Level of Real Interest Rates Matter? by Woon Gyu Choi & Michael B. Devereux [Downloadable!] 2006 U.S. Wage and Price Dynamics: A Limited-Information Approach by Argia M. Sbordone [Downloadable!] 2006 Factor Model Forecasts for New Zealand by Troy D. Matheson [Downloadable!] 2006 Ihracata dayali buyume hipotezinin Turkiye'de 1974-2004 donemi icin sinir (bound) testi yaklasimi ile incelenmesi by Erman ERBAYKAL & Dilek SUREKCI 2006 Turkiye ile Almanya arasindaki dis ticaretin ekonometrik analizi ve gumruk birligi sonrasi karsilastirma by Murat DOGANLAR & Harun BAL & Mehmet OZMEN 2006 Turk dis ticaretinin uzun donem dengesi uzerine ekonometrik bir analiz by Sahabettin GUNES 2006 Turkiye'de enerji tuketimi ve ekonomik buyume: 1960-2000 by Seda SENGUL & Ismail TUNCER 2006 Faiz orani ve enflasyon belirsizligi iliskisi by Nildag Basak CEYLAN 2006 Doviz kurundaki degiskenligin Turkiye'nin ithalatina uzun donemli etkisi by Cem KADILAR & Muammer SIMSEK 2006 Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects by Mohamed El Hedi Arouri [Downloadable!] 2006 Interdependence of ASEAN Business Cycles by Hway-Boon Ong, Chin-Hong Puah, Muzafar Shah Habibullah [Downloadable!] 2006 Guatemala: Los desafíos del crecimiento by Larraín B., Felipe 2006 Las reformas a la seguridad social y el comportamiento del mercado laboral en Brasil by Galrâo Carneiro, Francisco & Henley, Andrew 2006 Purchasing Power Parity among Developing Countries and their Trade-Partners. Evidence from Selected CEEC and Implications for their Membership of EU by Nikolaos Giannellis & Athanasios P. Papadopoulos 2006 Openness, Globalization and Economic Growth: Empirical Evidence from Cote d´Ivoire, 1969-2002 by Aka, B.F. [Downloadable!] 2006 Using Macro-Financial Variables To Forecast Recessions. An Analysis Of Canada, 1957-2002 by Khurshid M. KIANI & Terry L. KASTENS [Downloadable!] 2006 Panel non stationary tests of the Fisher hypothesis in a world wide context. An analysis of 114 economies during the period 1960-2004 by Helmut Herwartz & Hans-Eggert Reimers [Downloadable!] 2006 Inflation and Disinflation Policy in Turkey Between 1974-2002: LSTVAR Analysis by Bildirici, E. & Cosar, N. [Downloadable!] 2006 On The Fisher Effect And Inflation Dynamics In Low-Income Countries: An Assessment Of Sub-Saharan Africa Economies by NANDWA, Boaz [Downloadable!] 2006 Common trends and common cycles in Canada: who knew so much has been going on? by Elizabeth Wakerly & Byron Scott & James Nason [Downloadable!] 2006 Comportement de l’indice de risque pays en regime de fixite extreme des changes by Caroline Duburcq [Downloadable!] 2006 La contagion de la crise asiatique : dynamiques de court terme et de long terme by Mohamed Ayadi & Riadh Boudhina & Wajih Khallouli & Rene Sandretto [Downloadable!] 2006 Peut-on parler de deficits jumeaux pour la Turquie ? Une etude empirique sur la periode 1988-2000 by Thomas Jobert & Irem Zeyneloglu [Downloadable!] 2006 The production function approach to the Belgian output gap: Estimation of a multivariate structural time series model by Philippe Moës 2006 Structural Factor-Augmented VARs (SFAVARs) and the Effects of Monetary Policy by Francesco Belviso & Fabio Milani [Downloadable!] 2006 How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone? An Indirect Inference Approach by Ramón María-Dolores & Jesús Vázquez [Downloadable!] 2006 Ìndice de Atividade Econômica: Construção e Testes de Previsão dos Modelos de Filtro de Kalman e Box-Jenkins by Vamerson Schwingel Ribeiro & Joilson Dias [Downloadable!] 2006 Diferenciação Horizontal e Poder de Mercado: Os Efeitos do E-Banking sobre as Tarifas Bancárias by Luiz Humberto Cavalcante Veiga [Downloadable!] 2006 Efeitos Reais e Nominais sobre as Flutuações da Taxa Real de Câmbio Brasil/Estados Unidos: Um Estudo Empírico Usando VAR (1999-2003) by Sinézio Fernandes Maia & Hilton Martins de Brito Ramalho [Downloadable!] 2005 Is a Newspaper's Companion Website a Competing Outlet Channel for the Print Version? by Kaiser, Ulrich [Downloadable!] 2005 Do Magazines’ “Companion Websites” Cannibalize the Demand for the Print Version? by Kaiser, Ulrich & Kongsted, Hans Christian [Downloadable!] 2005 The Decline in German Output Volatility: A Bayesian Analysis by Aßmann, Christian & Hogrefe, Jens & Liesenfeld, Roman [Downloadable!] 2005 Modeling the FIBOR/EURIBOR Swap Term Structure : An Empirical Approach by Blaskowitz, Oliver & Herwartz, Helmut & de Cadenas Santiago, Gonzalo [Downloadable!] 2005 Does Consumption-Wealth Ratio Signal Stock Returns? : VECM Results for Germany by Xu, Fang [Downloadable!] 2005 Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy by Knetsch, Thomas A. [Downloadable!] 2005 How synchronized are central and east European economies with the euro area? : Evidence from a structural factor model by Eickmeier, Sandra & Breitung, Jörg [Downloadable!] 2005 Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model by Eickmeier, Sandra [Downloadable!] 2005 Money and prices in the Polish economy. Seasonal cointegration approach by Jacek Kotlowski [Downloadable!] 2005 Inter-Regional Price Convergence and Market Integration in Russia by Konstantin Gluschenko [Downloadable!] 2005 How the gold standard functioned in Portugal: an analysis of some macroeconomic aspects by António Portugal Duarte & João Sousa Andrade [Downloadable!] 2005 Stock market returns and economic activity: evidence from wavelet analysis by Marco Gallegati [Downloadable!] 2005 Reduced-Rank Identification of Structural Shocks in VARs by Yuriy Gorodnichenko [Downloadable!] 2005 Does information help recovering fundamental structural shocks from past observations? by Domenico Giannone & Lucrezia Reichlin [Downloadable!] 2005 Sticky prices, fair wages, and the co-movements of unemployment and labor productivity growth by Fabien Tripier [Downloadable!] 2005 Empirical Comparison of Sticky Price and Sticky Information Models by Oleg Korenok [Downloadable!] 2005 Model Of Inflation Processes In The Republic Of Belarus by Valery Chernookiy [Downloadable!] 2005 Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy by Francesco Belviso & Fabio Milani [Downloadable!] 2005 Demand and productivity components of business cycles: Estimates and implications by Dufourt [Downloadable!] 2005 The Cyclical Behaviour of Shadow and Regular Employment by Maurizio Bovi [Downloadable!] 2005 A Cointegration Analysis of the Long-Run Supply Response of Spanish Agriculture to the Common Agricultural Policy by Jose Mendez & Ricardo Mora & Carlos San Juan Mesonada [Downloadable!] 2005 Market Power in International Commodity Processing Chains: Preliminary Results from the Coffee Market by Ben Shepherd [Downloadable!] 2005 The Impact of US Subsidies on the World Cotton Market: A Reassessment by Ben Shepherd [Downloadable!] 2005 Purchasing power parity: an empirical study of three EMU countries by António Portugal Duarte [Downloadable!] 2005 An Econometric Analysis of Foreign Direct Investment Flows into Turkey from Major Global Regions: 1975-1999 by Ferda Halicioglu [Downloadable!] 2005 Structural versus Temporary Drivers of Country and Industry Risk by Lieven Baele & Koen Inghelbrecht [Downloadable!] 2005 Trade Balance and Exchange-Rate for a Small Open Economy during the EMS: The Hellenic Case 1983:1-1995:12 by Stamatopoulos Theodoros [Downloadable!] 2005 Purchasing power parity: an empirical study of three EMU countries by António Portugal Duarte [Downloadable!] 2005 The Portuguese Disinflation Process: Analysis of Some Costs and Benefits by António Portugal Duarte [Downloadable!] 2005 Investigating Non-Linearities in the Relationship Between Real Exchange Rate Volatility and Trade by Olivier Bonroy & Jean-Philippe Gervais & Bruno Larue [Downloadable!] 2005 Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality by Viktor Winschel [Downloadable!] 2005 Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities by Tony Guida & Olivier Matringe [Downloadable!] 2005 Testing Efficiency Of The Copper Futures Market: New Evidence From London Metal Exchange by Dimitris Kenourgios & Aristeidis Samitas [Downloadable!] 2005 Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques by Sascha Mergner & Jan Bulla [Downloadable!] 2005 The Contagion Effect of the Terrorist Attacks of the 11th of September by Joao Leitao & Cristovao Oliveira [Downloadable!] 2005 Time-varying Beta Risk of Pan-European Sectors: A Comparison of Alternative Modeling Techniques by Sascha Mergner [Downloadable!] 2005 Do Time-Varying Covariances, Volatility Comovement and Spillover Matter? by Lakshmi Balasubramanyan [Downloadable!] 2005 Correlation Dynamics in European Equity Markets by Colm Kearney & Valerio Poti [Downloadable!] 2005 Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis by rea cipollini & giuseppe missaglia [Downloadable!] 2005 State Space Modelling of Cointegrated Systems using Subspace Algorithms by Segismundo Izquierdo & Ces�reo Hern�ndez & Javier Pajares [Downloadable!] 2005 An Empirical Analysis of Permanent Income Hypothesis Applied to Italy using State Space Models with non zero correlation between trend and cycle by Riccardo Corradini [Downloadable!] 2005 Classical Estimation of Multivariate Markov-Switching Models using MSVARlib by BENOIT BELLONE [Downloadable!] 2005 Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts? by Catalin Starica & Stefano Herzel & Tomas Nord [Downloadable!] 2005 Assessing Forecast Performance in a VEC Model: An Empirical Examination by Zacharias Bragoudakis [Downloadable!] 2005 The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models by Alastair R. Hall & Atsushi Inoue [Downloadable!] 2005 What causes the forecasting failure of Markov-Switching models? A Monte Carlo study by Marie Bessec & Othman Bouabdallah [Downloadable!] 2005 Business cycle and sector cycles by Matteo M. Pelagatti [Downloadable!] 2005 On detecting and modeling periodic correlation in financial data by Ewa Broszkiewicz-Suwaj & Andrzej Makagon & Rafal Weron & Agnieszka Wylomanska [Downloadable!] 2005 Structural VAR identification in asset markets using short-run market inefficiencies by Gultekin Isiklar [Downloadable!] 2005 Direct and Indirect Causality Between Exports and Economic Output for Bangladesh and Sri Lanka: Horizon Matters by Judith A. Clarke & Mukesh Ralhan [Downloadable!] 2005 Government Size and Economic Growth: Time-Series Evidence for the United Kingdom, 1830-1993 by Wing Yuk [Downloadable!] 2005 Empirical Comparison of Sticky Price and Sticky Information Models by Oleg Korenok [Downloadable!] 2005 Empirical Comparison of Sticky Price and Sticky Information Models by Oleg Korenok [Downloadable!] 2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations by Annastiina Silvennoinen & Timo Teräsvirta [Downloadable!] 2005 Addiction and the Interaction between Alcohol and Tobacco Consumption by Pierpaolo Pierani & Silvia Tiezzi [Downloadable!] 2005 A Small-Sample Study of the New-Keynesian Macro Model by Seonghoon Cho & Antonio Moreno [Downloadable!] 2005 Extracting a Common Stochastic Trend:Theories with Some Applications by J. Isaac Miller & Yoosoon Chang & Joon Y. Park [Downloadable!] 2005 Does Exchange Rate Risk Affect Exports Asymmetrically? Asian Evidence by WenShwo Fang & YiHao Lai & Stephen M. Miller [Downloadable!] 2005 The Dynamics of Permanent and Transitory Components in International Business Cycles by Shushanik Papanyan [Downloadable!] 2005 The commodity currency puzzle by Hilde C. Bjørnland and Håvard Hungnes [Downloadable!] 2005 Identifying Structural Breaks in Cointegrated VAR Models by Håvard Hungnes [Downloadable!] 2005 The Emerging Market Crisis and Stock Market Linkages: Further Evidence by Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang [Downloadable!] 2005 The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler [Downloadable!] 2005 What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR by M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith [Downloadable!] 2005 Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process by Cheng Hsiao & Siyan Wang [Downloadable!] 2005 Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach by Arabinda Basistha & Richard Startz [Downloadable!] 2005 Testing for Stationarity and Cointegration in an Unobserved Components Framework by James Morley & Tara M. Sinclair [Downloadable!] 2005 DSGE Models in a Data-Rich Environment by Marc P. Giannoni & Jean Boivin [Downloadable!] 2005 Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions by Peter A. Zadrozny & Baoline Chen [Downloadable!] 2005 Do Terms of Trade Shocks Drive Business Cycles? Some Evidence from Structural Estimation by Thomas Lubik & Wing Leong Teo [Downloadable!] 2005 Estimating the potential output of the euro area with a semi-structural multivariate Hodrick-Prescott filter by Matthieu LEMOINE & Odile CHAGNY [Downloadable!] 2005 Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations by Wolfgang Lemke 2005 Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence by Mark E. Wohar & David E. Rapach [Downloadable!] 2005 A Limited Information Approach to the Simultaneous Estimation of Wage and Price Dynamics by Argia M. Sbordone 2005 Forecasting Aggregates by Disaggregates by Kirstin Hubrich & David F. Hendry [Downloadable!] 2005 Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts by Kevin Lee & Anthony Garratt 2005 Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach by Alain W. HECQ [Downloadable!] 2005 Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models by Baoline Chen & Peter A. Zadrozny [Downloadable!] 2005 Do so-called multivariate filters have better revision properties? An empirical analysis by L Christopher Plantier & Ozer Karagedikli [Downloadable!] 2005 Common Trends and Common Cycles in Canadian Sectoral Output by Christoph Schleicher & Francisco Barillas [Downloadable!] 2005 Estimating the Stochastic Discount Factor without a Utility Function by Fabio Araujo & Joao Victor Issler [Downloadable!] 2005 Modelling Small Economy Exports: The Case of Singapore by Tilak Abeysinghe & Keen Meng Choy [Downloadable!] 2005 Net Foreign Assets In The Euro Area: A Cointegration Analysis by Alessandro Girardi & Paolo Paesani [Downloadable!] 2005 Measuring inflation persistence: a structural time series approach by M. DOSSCHE & G. EVERAERT [Downloadable!] 2005 The relative importance of symmetric and asymmetric shocks and the determination of the exchange rate by G. PEERSMAN [Downloadable!] 2005 Is the exchange rate a shock absorber or a source of shocks? New empirical evidence by K. FARRANT & G. PEERSMAN [Downloadable!] 2005 Is Minimum Variance Hedging Necessary for Equity Indices? A study of Hedging and Cross-Hedging Exchange Traded Funds by Carol Alexander & Andreza Barbosa [Downloadable!] 2005 Asymmetries and Volatility Regimes in the European Equity Markets by Carol Alexandra & Emese Lazar [Downloadable!] 2005 On The Continuous Limit of GARCH by Carol Alexandra & Emese Lazar [Downloadable!] 2005 The Continuous Limit of GARCH Processess by Carol Alexandra & Emese Lazar [Downloadable!] 2005 Proyecciones desagregadas de la variación del índice de precios al consumidor (IPC), del índice de precios al por Mayor (IPM) y del Crecimiento del Producto Real (PBI) by Carlos Barrera-Chaupis [Downloadable!] 2005 Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling by Gonzalo Camba-Mendez & George Kapetanios [Downloadable!] 2005 Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis by Andrea Cipollini & George Kapetanios [Downloadable!] 2005 The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices by Bent Jesper Christensen & Morten Ørregaard Nielsen [Downloadable!] 2005 Identifying the New Keynesian Phillips Curve by James M. Nason & Gregor W. Smith [Downloadable!] 2005 Education, innovation and economic growth in Cameroon by Ngwa Edielle, T. H. Jackson [Downloadable!] 2005 Source of Output dynamics in USA vs. Great Britain: supply, demand or nominal shocks by Rzigui, Lotfi [Downloadable!] 2005 External shocks and economic fluctuations: evidence from Tunisia by Rzigui, Lotfi [Downloadable!] 2005 Infrastructure and Development Interlinkage in West Bengal: A VAR Analysis by Majumder, Rajarshi & Mukherjee, Dipa [Downloadable!] 2005 Restricción de balanza de pagos y vulnerabilidad externa en la argentina de los noventa. Un análisis de caso by Fugarolas Álvarez-Ude, Guadalupe & Matesanz Gómez, David [Downloadable!] 2005 Discrimination between deterministic trend and stochastic trend processes by Caiado, Jorge & Crato, Nuno [Downloadable!] 2005 Explaining the gaps in labour productivity in some developed countries by Razzak, Weshah [Downloadable!] 2005 Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area by Fanelli, Luca [Downloadable!] 2005 Estimating regressions and seemingly unrelated regressions with error component disturbances by Paolo, Foschi [Downloadable!] 2005 Testing for Asymmetries in the Preferences of the Euro-Area Monetary Policymaker by Alvaro Aguiar & Manuel M. F. Martins [Downloadable!] 2005 Factor model forecasts for New Zealand by Troy Matheson [Downloadable!] 2005 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models by Clive G. Bowsher [Downloadable!] 2005 Portugal-EU convergence revisited: evidence for the period 1960-2003 by Miguel Lebre de Freitas [Downloadable!] 2005 The Myth of Long-Horizon Predictability by Jacob Boudoukh & Matthew Richardson & Robert Whitelaw [Downloadable!] 2005 Downside Risk by Andrew Ang & Joseph Chen & Yuhang Xing [Downloadable!] 2005 Global Business Cycles and Credit Risk by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler [Downloadable!] 2005 Implications of Dynamic Factor Models for VAR Analysis by James H. Stock & Mark W. Watson [Downloadable!] 2005 Measuring inflation persistence: a structural time series approach by Maarten Dossche & Gerdie Everaert [Downloadable!] 2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing by DUFOUR, Jean-Marie & JOUINI, Tarek [Downloadable!] 2005 Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form by DUFOUR, Jean-Marie & TAREK, Jouini [Downloadable!] 2005 Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & HALLIN, Marc [Downloadable!] 2005 Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects by Jae H. Kim & Hristos Doucouliagos [Downloadable!] 2005 Robust forecasting of mortality and fertility rates: a functional data approach by Rob J. Hyndman & Md. Shahid Ullah [Downloadable!] 2005 Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases by D. S. Poskitt [Downloadable!] 2005 Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study by Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos [Downloadable!] 2005 25 Years of IIF Time Series Forecasting: A Selective Review by Jan G. De Gooijer & Rob J. Hyndman [Downloadable!] 2005 Regime switching models : real or spurious long memory ? by Dominique Guegan & Stéphanie Rioublanc [Downloadable!] 2005 Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes by Cerqueti, Roy & Costantini, Mauro [Downloadable!] 2005 Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order by Cerqueti, Roy & Costantini, Mauro [Downloadable!] 2005 Estimating the Effect of Hungarian Monetary Policy within a Structural VAR Framework by Balázs Vonnák [Downloadable!] 2005 Potential Output Estimations for Hungary: A Survey of Different Approaches by Szilárd Benk & Zoltán M. Jakab & Gábor Vadas [Downloadable!] 2005 Moment estimation in Auerbach-Kotlikoff models: How well do they match the data? by Alexander Ludwig [Downloadable!] 2005 Integration at a cost: Evidence from volatility impulse response functions by E.Panopoulou & T. Pantelidis [Downloadable!] 2005 Pass-Through of Exchange Rates to Domestic Prices in East European Countries and the Role of Economic Enviroment by Martins Bitans [Downloadable!] 2005 Evidence and Ideology in Macroeconomics: The Case of Investment Cycles by Hillinger, Claude [Downloadable!] 2005 The latent factor VAR model: Testing for a common component in the intraday trading process by Nikolaus Hautsch [Downloadable!] 2005 US Monetary Police 1988-2004: An Empirical Analysis by Anders Møller Christensen & Heino Bohn Nielsen [Downloadable!] 2005 The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain by Katarina Juselius & Javier Ordóñez [Downloadable!] 2005 Extracting Information from the Data: A Popperian View on Empirical Macro by Katarina Juselius & Søren Johansen [Downloadable!] 2005 Do Magazines' "Companion Websites" Cannibalize the Demand for the Print Version? by Ulrich Kaiser & Hans Christian Kongsted [Downloadable!] 2005 R&D Races and Spillovers between the EU and the US: Some Causal Evidence by Erdal Atukeren [Downloadable!] 2005 The price-dividend relationship in inflationary and deflationary regimes by Jakob B Madsen & Costas Milas [Downloadable!] 2005 Non-linear real exchange rate effects in the UK labour market by Gabriella Legrenzi & Costas Milas [Downloadable!] 2005 Non-linear adjustments in fiscal policy by Gabriella Legrenzi & Costas Milas [Downloadable!] 2005 Asymmetries in the Growth of Governments by Gabriella Legrenzi [Downloadable!] 2005 Consumer Demand and Labor Supply (scanned out-of-print 1981 Elsevier book) by William Barnett [Downloadable!] 2005 The Cycle of Violence? An Empirical Analysis of Fatalities in the Palestinian-Israeli Conflict by David A. Jaeger & M. Daniele Paserman [Downloadable!] 2005 Economic Performance and Unemployment: Evidence from an Emerging Economy - Turkey by Hakan Berument & Nukhet Dogan & Aysit Tansel [Downloadable!] 2005 Importancia De Las Perturbaciones Externas En La Economía Española Tras La Integración: ¿Tamaño Del Shock O Grado De Respuesta? by Pedro José Pérez & José Ramón García & Luisa Escriche [Downloadable!] 2005 Unemployment And Hysteresis: A Nonlinear Unobserved Components Approach by Alicia Pérez Alon & Silvestro Di Sanzo [Downloadable!] 2005 Who made Who? An Empirical Analysis of Competitive Balance in European Soccer Leagues by Leif Brandes & Egon Franck 2005 How should we measure the return on public investment in a VAR by Álvaro Manuel Pina & Miguel St. Aubyn [Downloadable!] 2005 Euro Area inflation: long-run determinants and short-run dynamics by Melisso Boschi & Alessandro Girardi [Downloadable!] 2005 Structural changes and deviations from the PPP within the Euro Area by Daniele Antonucci & Alessandro Girardi [Downloadable!] 2005 Relationship banking and the credit market in India: An empirical analysis by Dilip M. Nachane & Prasad P. Ranade [Downloadable!] 2005 Hysteresis and Nairu in the Euro Area by Camille Logeay & Silke Tober [Downloadable!] 2005 Testing the effectiveness of the French work-sharing reform: a forecasting approach by Camille Logeay & Sven Schreiber [Downloadable!] 2005 Autoregressive Approximations of Multiple Frequency I(1) Processes by Bauer, Dietmar & Wagner, Martin [Downloadable!] 2005 Global versus Country-Specific Shocks and International Business Cycles by Michel Normandin & Bruno Powo Fosso [Downloadable!] 2005 Technology Shocks around the World by DUPAIGNE, Martial & FÈVE, Patrick [Downloadable!] 2005 Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios by Andrea Beltratti & Claudio Morana [Downloadable!] 2005 Portfolio Value at Risk Based on Independent Components Analysis by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny [Downloadable!] 2005 What are the Effects of Fiscal Policy Shocks? by Andrew Mountford & Harald Uhlig [Downloadable!] 2005 New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates by Almuth Scholl & Harald Uhlig [Downloadable!] 2005 Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe by Ralf Brüggemann & Helmut Lütkepohl [Downloadable!] 2005 Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach by Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago [Downloadable!] 2005 Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland by Ralf Brüggemann & Carsten Trenkler [Downloadable!] 2005 A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006) by Hiroaki Chigira [Downloadable!] 2005 An Empirical Model for Durations in Stocks by Simonsen, Ola [Downloadable!] 2005 Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model by Adolfson, Malin & Lindé, Jesper & Villani, Mattias [Downloadable!] 2005 Inference in Vector Autoregressive Models with an Informative Prior on the Steady State by Villani, Mattias [Downloadable!] 2005 Estimation of an Adaptive Stock Market Model with Heterogeneous Agents by Amilon, Henrik [Downloadable!] 2005 The commodity currency puzzle by Bjørnland, Hilde C. & Hungnes, Håvard [Downloadable!] 2005 Monetary policy and exchange rate interactions in a small open economy by Bjørnland, Hilde C. [Downloadable!] 2005 Monetary Policy and the Illusionary Exchange Rate Puzzle by Bjørnland, Hilde C. [Downloadable!] 2005 Evaluating a Central Bank’s Recent Forecast Failure by Nymoen, Ragnar [Downloadable!] 2005 Wage Formation and the Relation between Real Wages and Unemployment in Sweden by Eriksson, Åsa [Downloadable!] 2005 Panel Cointegration Tests with Deterministic Trends and Structural Breaks by Westerlund, Joakim & Edgerton , David [Downloadable!] 2005 Transition Variables in the Markov-switching Model: Some Small Sample Properties by Erlandsson, Ulf [Downloadable!] 2005 Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results by Jönsson , Kristian [Downloadable!] 2005 Testing for Panel Cointegration with Multiple Structural Breaks by Westerlund, Joakim 2005 Testing for Error Correction in Panel Data by Westerlund, Joakim [Downloadable!] 2005 Panel Cointegration Tests of the Fisher Hypothesis by Westerlund, Joakim [Downloadable!] 2005 Is China an Optimum Currency Area? by Byström, Hans & Olofsdotter , Karin & Söderström, Lars 2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations by Silvennoinen, Annastiina & Teräsvirta, Timo [Downloadable!] 2005 The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated by Sibbertsen, Philipp & Krämer, Walter [Downloadable!] 2005 Phillips-Perron-type unit root tests in the nonlinear ESTAR framework by Rothe, Christoph & Sibbertsen, Philipp [Downloadable!] 2005 The effect of oil price on industrial production and on stock returns by Ramón Cobo-Reyes & Gabriel Pérez Quirós [Downloadable!] 2005 Export-led growth hypothesis: Evidence for Chile by Boriss Siliverstovs & Dierk Herzer [Downloadable!] 2005 Manufacturing exports, mining exports and growth: cointegration and causality analysis for Chile (1960-2001) by Boriss Siliverstovs & Dierk Herzer [Downloadable!] 2005 Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test by Andros Gregoriou & Alexandros Kontonikas [Downloadable!] 2005 Risk Management of Daily Tourist Tax Revenues for the Maldives by Michael McAleer & Riaz Shareef & Bernardo da Veiga [Downloadable!] 2005 Discretionary Policy Interactions and the Fiscal Theory of the Price Level: A SVAR Analysis on French Data by Jerome Creel & Paola Monperrus-Veroni & Francesco Saraceno [Downloadable!] 2005 Multiariate Wavelet-based sahpe preserving estimation for dependant observation by Antonio Cosma & Olivier Scaillet & Rainer von Sachs [Downloadable!] 2005 Inflação e Défice Orçamental: Que Relação em Portugal? by Agostinho S. Rosa [Downloadable!] 2005 Problems Related to Over-identifying Restrictions for Structural Vector Error Correction Models by Helmut Luetkepohl [Downloadable!] 2005 Autoregressive Approximations of Multiple Frequency I(1) Processes by Dietmar Bauer & Martin Wagner [Downloadable!] 2005 Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe by Ralf Brueggemann & Helmut Luetkepohl [Downloadable!] 2005 Mergers and Acquisitions Waves in the U.K.: a Markov-Switching Approach by Marcelo Resende [Downloadable!] 2005 Structural Vector Autoregressive Analysis for Cointegrated Variables by Helmut Luetkepohl [Downloadable!] 2005 How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone? by Ramón María-Dolores & Jesús Vázquez [Downloadable!] 2005 Exploring the international linkages of the euro area - a global VAR analysis by Stéphane Dées & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith [Downloadable!] 2005 Eigenvalue filtering in VAR models with application to the Czech business cycle by Jaromír Beneš & David Vávra [Downloadable!] 2005 The natural real interest rate and the output gap in the euro area - a joint estimation by Julien Garnier & Bjørn-Roger Wilhelmsen [Downloadable!] 2005 Forecasting the yield curve in a data-rich environment - a no-arbitrage factor-augmented VAR approach by Emanuel Mönch [Downloadable!] 2005 Market power, innovative activity and exchange rate pass-through in the euro area by Sophocles N. Brissimis & Theodora S. Kosma [Downloadable!] 2005 Measuring inflation persistence - a structural time series approach by Maarten Dossche & Gerdie Everaert [Downloadable!] 2005 On the fit and forecasting performance of New-Keynesian models by Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters [Downloadable!] 2005 Forecasting macroeconomic variables for the new member states of the European Union by Anindya Banerjee & Massimiliano Marcellino & Igor Masten [Downloadable!] 2005 Output and inflation responses to credit shocks - are there threshold effects in the euro area? by Alessandro Calza & João Sousa [Downloadable!] 2005 Monetary policy analysis with potentially misspecified models by Marco Del Negro & Frank Schorfheide [Downloadable!] 2005 Structural filters for monetary analysis - the inflationary movements of money in the euro area by Annick Bruggeman & Gonzalo Camba-Méndez & Björn Fischer & João Sousa [Downloadable!] 2005 Breaks in the mean of inflation - how they happen and what to do with them by Sandrine Corvoisier & Benoît Mojon [Downloadable!] 2005 Measuring market and inflation risk premia in France and in Germany by Lorenzo Cappiello & Stéphane Guéné [Downloadable!] 2005 Trading European sovereign bonds - the microstructure of the MTS trading platforms by Yiu Chung Cheung & Frank de Jong & Barbara Rindi [Downloadable!] 2005 A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk by Siem Jan Koopman & André Lucas & Robert J. Daniels [Downloadable!] 2005 The New Keynesian Model and the Long-Run Vertical Phillips Curve : Does It Hold for Germany? by Jan Gottschalk & Ulrich Fritsche [Downloadable!] 2005 Manufacturing Exports, Mining Exports and Growth : Cointegration and Causality Analysis for Chile (1960 - 2001) by Boriss Siliverstovs & Dierk Herzer [Downloadable!] 2005 Modelling Inflation Dynamics in Transition Economies : The Case of Ukraine by Boriss Siliverstovs & Olena Bilan [Downloadable!] 2005 Model-based Measurement of Latent Risk in Time Series with Applications by Frits Bijleveld & Jacques Commandeur & Phillip Gould & Siem Jan Koopman [Downloadable!] 2005 On Importance Sampling for State Space Models by Borus Jungbacker & Siem Jan Koopman [Downloadable!] 2005 The Impact of Central Bank FX Interventions on Currency Components by Michel Beine & Charles S. Bos & Sebastian Laurent [Downloadable!] 2005 A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk by Siem Jan Koopman & André Lucas & Robert Daniels [Downloadable!] 2005 The Euro Introduction and Non-Euro Currencies by Dick van Dijk & Haris Munandar & Christian M. Hafner [Downloadable!] 2005 Israel, the Palestinian Factions, and the Cycle of Violence by David A. Jaeger & M. Daniele Paserman [Downloadable!] 2005 The Cycle of Violence? An Empirical Analysis of Fatalities in the Palestinian-Israeli Conflict by David A. Jaeger & M. Daniele Paserman [Downloadable!] 2005 Randomized Sign Test for Dependent Observations on Discrete Choice under Risk by Anat Bracha & Jeremy Gray & Rustam Ibragimov & Boaz Nadler & Dmitry Shapiro & Glena Ames & Donald J. Brown [Downloadable!] 2005 Bayesian inference for the mixed conditional heteroskedasticity model by Luc, Bauwens & J.V.K., ROMBOUTS [Downloadable!] 2005 North-South Asymmetric Relationships : Does the EMU Business Affect Small African Economies ? by AndrŽ, NYEMBWE & Konstantin, KHOLODILIN [Downloadable!] 2005 Commonalities in the order book by Helena, BELTRAN & Pierre, GIOT & Joachim, GRAMMIG [Downloadable!] 2005 Temporal Aggregation Effects In Choosing The Optimal Lag Order In Stable Arma Models. Some Monte Carlo Results by Dikaios Tserkezos & Maria Nikoloudaki [Downloadable!] 2005 Estimating the Equilibrium Effective Exchange Rate for Potential EMU members by Nikolaos Giannellis & Athanasios Papadopoulos [Downloadable!] 2005 The Cycle of Violence? An Empirical Analysis of Fatalities in the Palestinian-Israeli Conflict by Jaeger, David A & Paserman, Marco Daniele [Downloadable!] 2005 Pooling-based data interpolation and backdating by Marcellino, Massimiliano [Downloadable!] 2005 Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management by Pesaran, M Hashem & Zaffaroni, Paolo [Downloadable!] 2005 Where Are We Now? Real-Time Estimates of the Macro Economy by Evans, Martin D.D. [Downloadable!] 2005 Non-stationary Hours in a DSGE Model by Chang, Yongsung & Doh, Taeyoung & Schorfheide, Frank [Downloadable!] 2005 Bayesian Analysis of DSGE Models by An, Sungbae & Schorfheide, Frank [Downloadable!] 2005 Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations by Mencía, Javier & Sentana, Enrique [Downloadable!] 2005 Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy? by Kilian, Lutz [Downloadable!] 2005 A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series by Marcellino, Massimiliano & Stock, James H & Watson, Mark W [Downloadable!] 2005 Current Account Theory and the Dynamics of US Net Foreign Liabilities by Corsetti, Giancarlo & Konstantinou, Panagiotis T [Downloadable!] 2005 On the Fit and Forecasting Performance of New Keynesian Models by Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael [Downloadable!] 2005 Bayesian inference for the mixed conditional heteroskedasticity model by BAUWENS, Luc & ROMBOUTS, Jeroen V.K. [Downloadable!] 2005 Volatility regimes and the provision of liquidity in order book markets by BELTRAN, Helena & DURRE, Alain & GIOT, Pierre [Downloadable!] 2005 Commonalities in the order book by BELTRAN, Helena & GIOT, Pierre & GRAMMIG, Joachim [Downloadable!] 2005 Illusionary finance and trading behavior by HAMADI, Malika & RENGIFO, Erick & SALZMAN, Diego [Downloadable!] 2005 An Economy in Transition and DSGE: What the Czech National Bank’s New Projection Model Needs by Jaromir Benes & Tibor Hledik & Michael Kumhof & David Vavra [Downloadable!] 2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing by Jean-Marie Dufour & Tarek Jouini [Downloadable!] 2005 Asymptotic distribution of a simple linear estimator for VARMA models in echelon form by Jean-Marie Dufour & Tarek Jouini [Downloadable!] 2005 Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series by Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin [Downloadable!] 2005 Housing Price Dispersion: An Empirical Investigation by Charles Ka-Yui Leung & Youngman Chun Fai Leong & Siu Kei Wong [Downloadable!] 2005 Housing Price Dispersion: an empirical investigation by Charles Ka Yui Leung & Youngman Chun Fai Leong & Siu Kei Wong [Downloadable!] 2005 New Composite Leading Indicators for Hungary and Poland by Harm Bandholz [Downloadable!] 2005 Non-Linearities in the Relation between the Exchange Rate and its Fundamentals by Carlo Altavilla & Paul De Grauwe [Downloadable!] 2005 Global Business Cycles and Credit Risk by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler [Downloadable!] 2005 Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process by Peter Zadrozny [Downloadable!] 2005 What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR by M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith [Downloadable!] 2005 Exploring the International Linkages of the Euro Area: a Global VAR Analysis by Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith [Downloadable!] 2005 Is It All Oil? by Frank Asche & Petter Osmundsen & Maria Sandsmark [Downloadable!] 2005 Determinantes da taxa de câmbio real no Brasil: 1971-2002 by Marco Flávio da Cunha Resende & Giordano Bruno Braz de Pinho Matos [Downloadable!] 2005 Liquidez internacional e exportações brasileiras: 1960-2002 by Marco Flávio da Cunha Resende & Nara Rúbia Dante de Godoy [Downloadable!] 2005 The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification by Pesaran, M.H. & Schuermann, T. & Treutler, B-J. [Downloadable!] 2005 What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR by Pesaran, M.H. & Smith, L.V. & Smith, R.P [Downloadable!] 2005 Exploring the International Linkages of the Euro Area: a Global VAR Analysis by Dees, S. & di Mauro, F. & Pesaran, M.H. & Smith, L.V. [Downloadable!] 2005 Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices by Sancetta, A. & Nikanrova, A. [Downloadable!] 2005 The Information Content of Implied Probabilities to Detect Structural Change by Alain Guay & jean-Francois Lamarche [Downloadable!] 2005 Policy-Induced Mean Reversion in the Real Interest Rate? by Zisimos Koustas & Jean-Francois Lamarche [Downloadable!] 2005 Policy-Induced Mean Reversion in the Real Interest Rate? by Zisimos Koustas & Jean-Francois Lamarche [Downloadable!] 2005 Market Power, Innovative Activity and Exchange Rate Pass-Through by Sophocles N. Brissimis & Theodora S. Kosma [Downloadable!] 2005 Monetary policy and exchange rate interactions in a small open economy by Hilde C. Bjørnland [Downloadable!] 2005 The natural real interest rate and the output gap in the euro area: A joint estimation by Julien Garnier & Bjørn-Roger Wilhelmsen [Downloadable!] 2005 Monetary policy and the illusionary exchange rate puzzle by Hilde C. Bjørnland [Downloadable!] 2005 The pricing of unexpected credit losses by Jeffery D. Amato & Eli M Remolona [Downloadable!] 2005 The Real Part of a Complex ARMA Process by Ralph Bailey [Downloadable!] 2005 Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful? by Andrea Nobili [Downloadable!] 2005 Y a-t-il eu surinvestissement au Canada durant la seconde moitié des années 1990? by Sylvain Martel [Downloadable!] 2005 Forecasting Canadian GDP: Region-Specific versus Countrywide Information by Frédérick Demers & David Dupuis [Downloadable!] 2005 Inflation and Relative Price Dispersion in Canada: An Empirical Assessment by André Binette & Sylvain Martel [Downloadable!] 2005 Endogenous Central Bank Credibility in a Small Forward-Looking Model of the U.S. Economy by René Lalonde [Downloadable!] 2005 Permanent vs Transitory Components and Economic Fundamentals by Anthony Garratt & Donald Robertson & Stephen Wright [Downloadable!] 2005 On autoregressive errors in singular systems of equations by Haupt, Harry & Oberhofer, Walter [Downloadable!] 2005 Formação De Preços No Setor Sucroalcooleiro Da Região Centro-Sul Do Brasil: Relação Com O Mercado De Combustível Fóssil by Mirian Rumenos Piedade Bacchi [Downloadable!] 2005 Saldos Comerciais E Taxa De Câmbio Real: Uma Nova Análise Do Caso Brasileiro by Emerson Fernandes Marçal & Wagner Oliveira Monteiro & Marislei Nishijima [Downloadable!] 2005 Determinantes Da Taxa De Câmbio Real No Brasil: 1971-2002 by Giordano Bruno Braz de Pinho Matos & Marco Flávio da Cunha Resende [Downloadable!] 2005 Crescimento Econômico De Longo Prazo Na China: Uma Investigação Econométrica by Flávio Vilela Vieira & Michele Polline Veríssimo [Downloadable!] 2005 Dívida Pública Brasileira, Default E A "Nova Equivalência Ricardiana": Um Exercício Cliométrico Do Brasil - Império À Época Atual by Ulisses Ruiz de Gamboa [Downloadable!] 2005 Are Business Cycles All Alike In Europe? by Márcio Antônio Salvato & João Victor Issler & Angelo Mont'alverne Duarte [Downloadable!] 2005 Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? by Heather Anderson & Fashid Vahid [Downloadable!] 2005 Estimating A Model Of Inflation In Tajikistan by Zavkidjon Zavkiev [Downloadable!] 2005 Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data by Niels Haldrup & Svend Hylleberg & Gabriel Pons & Jaume Rosselló & Andreu Sansó [Downloadable!] 2005 Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices by Haldrup; Niels & Morten Oerregaard Nielsen [Downloadable!] 2005 A Note on Deficit, Implicit Debt, and Interest Rates by Zijun Wang 2005 Transnational Terrorism 1968–2000: Thresholds, Persistence, and Forecasts by Walter Enders & Todd Sandler 2005 Unobserved Components Methods To Estimate Potential Gdp (The Case Of Romania) by Stanica, Cristian Nicolae 2005 Stochastic Modelling And Prognosis Of An Underlying Asset Pricing by Cipu, Elena Corina & Panzar, Laura 2005 Learning and Monetary Policy Shifts by Frank Schorfheide [Downloadable!] 2005 The Impact Of Budget Deficit Onto The Exchange Rate by Karel VÍT [Downloadable!] 2005 Introduction To Time Series Modeling: State Space Models And Kalman Filter by Michal SLAVÍK & 115 03 Prague 1 (e-mail: michal.slavik@seznam.cz). [Downloadable!] 2005 Estimation Of The Czech Republic Sacrifice Ratio For The Transition Period by Roman Hušek & Tomáš Formánek [Downloadable!] 2005 Predicting Inflation: Does The Quantity Theory Help? by Lance J. Bachmeier & Norman R. Swanson [Downloadable!] 2005 Structural Change in MLB Competitive Balance: The Depression, Team Location, and Integration by Young Hoon Lee & Rodney Fort [Downloadable!] 2005 Demanda residencial de energia elétrica em Minas Gerais: 1970-2002 [Residential demand for electrical energy in Minas Gerais: 1970-2002] by Leonardo Bornacki de Mattos & João Eustáquio de Lima [Downloadable!] 2005 Joint Dynamics of Prices and Trading Volume on the Polish Stock Market by Henryk Gurgul & Pawel Majdosz & Roland Mestel [Downloadable!] 2005 El precio del riesgo tras la entrada del euro/Risk Price after Euro’s Introduction by SANTANA JIMÉNEZ, YOLANDA & PÉREZ RODRÍGUEZ, JORGE VICENTE [Downloadable!] 2005 What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries? by Neville R. Francis & Michael T. Owyang & Athena T. Theodorou [Downloadable!] 2005 Where Are We Now? Real-Time Estimates of the Macroeconomy by Martin D. D. Evans [Downloadable!] 2005 Turkiye'de Doviz Kuru Dinamikleri: 1987-2004 by Mehmet ORHAN & Sami KESKEK 2005 Turkiye'deki Ekonomik Dalgalanmalarin Belirleyicileri: Var Analiz Yaklasimi by Ahmet CETIN 2005 Cari Acik Buyumenin mi Asiri Degerli TL'nin mi Sonucudur? by Adnan KASMAN & Evrim TURGUTLU & Gonca KONYALI 2005 Ciclo económico y desempleo estructural en la economía española by Rafael Doménech & Víctor Gómez [Downloadable!] 2005 Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence from Four Transition Countries by Aleš Bulíř [Downloadable!] 2005 Stock Prices and Exchange Rates in the EU and the United States: Evidence on their Mutual Interactions (in English) by Daniel Stavárek [Downloadable!] 2005 Energy Consumption and Economic Growth in Sweden: A Leveraged Bootstrap Approach, 1965-2000 by Hatemi, A. & Irandoust, M. [Downloadable!] 2005 Causality Links Between Asset Prices And Cash Rate In Australia by West, L.k. & Agbola, W.F. [Downloadable!] 2005 Some Comparisons Between Turkey and OECD Countries: Productivity, Education and Taxation, 1960-2000 by Cosar, N. & Bildirici, M [Downloadable!] 2005 Le taux de change euro-dollar : une approche fondee sur la co-integration avec break structurel by Jean-Francois Goux [Downloadable!] 2005 Return relationships among European equity sectors: A comparative analysis across selected sectors in small and large economies by Siv Taing & Andrew Worthington [Downloadable!] 2004 Determination of Potential Growth Using Panel Techniques by Kappler, Marcus [Downloadable!] 2004 The reliability of Canadian output gap estimates by Cayen, Jean-Philippe & van Norden, Simon [Downloadable!] 2004 Business Cycle Transmission from the US to Germany : a Structural Factor Approach by Eickmeier, Sandra [Downloadable!] 2004 Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey by Knetsch, Thomas A. [Downloadable!] 2004 The Inventory Cycle of the German Economy by Knetsch, Thomas A. [Downloadable!] 2004 Prewhitening Bias in HAC Estimation by Peter C.B. Phillips & Chi-Young Choi & Donggyu Sul [Downloadable!] 2004 The Elusive Empirical Shadow of Growth Convergence by Peter C.B. Phillips & Donggyu Sul [Downloadable!] 2004 Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections by Christian Bayer [Downloadable!] 2004 Le taux de chômage et d'équilibre : Discussion empirique et évaluation empirique by Odile Chagny & Frédéric Reynès & Henri Sterdyniak [Downloadable!] 2004 Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship by Jonathan B. Hill [Downloadable!] 2004 Modelling Economic Fluctuations In Subsaharan Africa:A Vector Autoregressive Approach by DR. GODWIN CHUKWUDUM NWAOBI [Downloadable!] 2004 Nonlinear dynamics of interest rate and inflation by Markku Lanne [Downloadable!] 2004 Model-Free Impulse Responses by Oscar Jorda [Downloadable!] 2004 International Evidence on Output Fluctuation and Shock Persistence by Daniel Levy & Hashem Dezhbakhsh [Downloadable!] 2004 The Information Content of the Natural Rate of Interest: The Case of Poland by Michal Brzoza-Brzezina [Downloadable!] 2004 Investigating Non-Linearities in the Relationship Between Real Exchange Rate Volatility and Agricultural Trade by Jean-Philippe Gervais & Bruno Larue & Olivier Bonroy [Downloadable!] 2004 The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection by Eric Hillebrand & Gunther Schnabl [Downloadable!] 2004 Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds by jose ramos pires manso [Downloadable!] 2004 Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds by jose r. p. manso [Downloadable!] 2004 Is the Feldstein-Horioka Puzzle Really a Puzzle? by Daniel Levy [Downloadable!] 2004 Calibration of Interest Rate Models - Transition Market Case by Martin Vojtek [Downloadable!] 2004 Linkages between Stock Prices and Exchange Rates in the EU and the United States by Daniel Stavarek [Downloadable!] 2004 How Does Systematic Risk Impact Stocks? A Study On the French Financial Market by Gatfaoui Hayette [Downloadable!] 2004 When did the 2001 recession really start? by J. Polzehl & V. Spokoiny & C. Starica [Downloadable!] 2004 Is GARCH(1,1) as good a model as the Nobel prize accolades would imply? by Catalin Starica [Downloadable!] 2004 Demand Pull and Supply Push in Portuguese Cable Television by João Leitão [Downloadable!] 2004 Tests of seasonal integration and cointegration in multivariate unobserved component models by Fabio Busetti [Downloadable!] 2004 Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure by Elena Pesavento & Barbara Rossi [Downloadable!] 2004 Demand Pull And Supply Push In Portuguese Cable Television by João Leitão [Downloadable!] 2004 Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption by Philip Kostov & John Lingard [Downloadable!] 2004 Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market by Stanislav Radchenko [Downloadable!] 2004 Une lecture probabiliste du cycle d’affaires américain by Benoit Bellone [Downloadable!] 2004 Detecting Turning Points with Many Predictors through Hidden Markov Models by Benoit Bellone & David Saint-Martin [Downloadable!] 2004 MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models by Benoit Bellone [Downloadable!] 2004 A note on the modelling of hyper-inflations by Evens SALIES & Peter MOFFATT [Downloadable!] 2004 Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections by Christian Bayer [Downloadable!] 2004 Cointegration in Frequency Domain by Daniel Levy [Downloadable!] 2004 Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited by Jonathan B. Hill [Downloadable!] 2004 Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints by Tommaso Proietti & Filippo Moauro [Downloadable!] 2004 A Structural Model of the Inflation Process in South Africa by Janine Aron & John Muellbauer & Benjamin Smit [Downloadable!] 2004 A Framework for Forecasting the Components of the Consumer Price by Janine Aron & John Muellbauer & Coen Pretorius [Downloadable!] 2004 Monetary Factors in the Long-Run Co-movement of Consumer and Commodity Prices by Michael S. Hanson [Downloadable!] 2004 Productivity Growth and the Real Appreciation of the Accession Countries' Currencies by Kirsten Lommatzsch & Silke Tober [Downloadable!] 2004 Exchange Rate Policy and Inflation in Acceding Countries: The Role of Pass-through by Fabrizio Coricelli & Boštjan Jazbec & Igor Masten [Downloadable!] 2004 On Modelling the Persistence of Profits in the Long Run: An Analysis of 156 US Companies, 1950-1999 by Adelina Gschwandtner & John R. Cable [Downloadable!] 2004 Continuous Time Model Estimation by Carl Chiarella & Shenhuai Gao [Downloadable!] 2004 A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market by Anthony D. Hall & Nikolaus Hautsch [Downloadable!] 2004 Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility by Andrea Beltratti & Claudio Morana [Downloadable!] 2004 Australia-Thailand Free Trade Agreement: Challenges and Opportunities for Bilateral Trade Policy and Closer Economic Relations by Tran Van Hoa [Downloadable!] 2004 Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts by Daal, Elton & Farhat, Joseph Basheer & Wei, Peihwang P. [Downloadable!] 2004 The Feds Monetary Policy Rule: Past, Present and Future by Antonio Moreno [Downloadable!] 2004 Prognose uni- und multivariater Zeitreihen by Manfred Deistler & Klaus Neusser [Downloadable!] 2004 Currency Futures and Currency Crises by Andreas Röthig [Downloadable!] 2004 The Direction, Timing and Causality Relationships Between The Cyclical Components of Real and Financial Variables During The Financial Liberalization Period in Turkey by Aysu Ýnsel & Mehmet Ali Soytaþ & Seda Gündüz [Downloadable!] 2004 The Direction, Timing and Causality Relationships Between The Cyclical Components of Real and Financial Variables During The Financial Liberalization Period in Turkey by Aysu Ýnsel & Mehmet Ali Soytaþ & Seda Gündüz [Downloadable!] 2004 The market power of OPEC 1973-2001 by Petter Vegard Hansen and Lars Lindholt [Downloadable!] 2004 The dynamic factor model revisited: the identification problem remains by Terje Skjerpen [Downloadable!] 2004 Are There Waves in Merger Activity After All? by Dennis Gaertner & Daniel Halbheer [Downloadable!] 2004 Have U.S.-Japan Trade Agreements Made a Difference? by Byron Gangnes & Craig Parsons [Downloadable!] 2004 Estimating threshold vector error-correction models with multiple cointegrating relationships by Jamie Gascoigne [Downloadable!] 2004 Exploring the International Linkages of the Euro Area: A Global VAR Analysis by Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith [Downloadable!] 2004 Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management by M. Hashem Pesaran & Paolo Zaffaroni [Downloadable!] 2004 A DSGE-VAR for the Euro Area by Marco Del Negro & Frank Schorfheide [Downloadable!] 2004 Does the Term Spread Play a Role in the Fed's Reaction Function? An Empirical Investigation by Jesus Vazquez [Downloadable!] 2004 A Specification Search Algorithm for Cointegrated Systems by Jerzy Mycielski & Michal Kurcewicz 2004 Wake me up before you GO-GARCH by Roy van der Weide 2004 How Precise are Our Estimates of the Current Output Gap? New Evidence from Multivariate Estimates for the Euro-Zone by Simon van Norden 2004 The overvaluation of PPP in Europe? by Stuart Snaith & Jerry Coakley 2004 Perturbed Polynomial Path Method For Accurately Computing And Empirically Evaluating Total Factor Productivity by Baoline Chen & Peter A. Zadrozny 2004 Estimation of the fractionally integrated process with Missing Values: Simulation and Application by Valderio A. Reisen, UFES, Brazil. & Carlos Feitosa Luna & Manoel R. Sena Jr. 2004 Semi-parametric procedures for Unit root and fractional cointegration tests by Valderio A. Reisen, DEST-UFES, Brazil & Luz A. M. Santander & GET-UFF 2004 Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy? by Kirstin Hubrich [Downloadable!] 2004 Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity by Aaron Smallwood [Downloadable!] 2004 Forecasting sovereign default using panel models: A comparative analysis by Ana-Maria Fuertes & Elena Kalotychou 2004 Optimal Lag Structure Selection in VEC-Models by Dietmar Maringer & Peter Winker [Downloadable!] 2004 Forecasting inflation: An art as well as a science! by Peter Vlaar & Ard den Reijer [Downloadable!] 2004 New Phenomena Identified in a Stochastic Dynamic Macroeconometric Model: A Bifurcation Perspective by William A. Barnett & Yijun He [Downloadable!] 2004 The US Phillips Curve and inflation expectations: A State Space Markov-Switching explanatory model by Guillaume Guerrero & Nicolas Million [Downloadable!] 2004 Financial Liberalization and Emerging Stock Market Volatility by F. Pérez de Gracia & J. Cuñado; J. Gómez [Downloadable!] 2004 National Specifities And Monetarypolicy Transmission In Europe by Francesco Carlucci & Alessandro Girardi [Downloadable!] 2004 What caused the early millennium slowdown? Evidence based on vector autoregressions by G. PEERSMAN [Downloadable!] 2004 Estimating Default Risk Premia from Default Swap Rates and EDFs by Antje Berndt & Rohan Douglas 2004 A DSGE-VAR for the Euro Area by Marco Del Negro & Frank Schorfheide 2004 The Equity Index Skew, Market Crashes and Asymmetric Normal Mixture GARCH by Carol Alexandra & Emese Lazar [Downloadable!] 2004 A Comparison of Cointegration & Tracking Error Models for Mutual Funds & Hedge Funds by Carol Alexander & Anca Dimitriu [Downloadable!] 2004 How Can We Define The Concept of Long Memory? An Econometric Survey by Guégan D. [Downloadable!] 2004 A Bootstrap Procedure for Panel Datasets with Many Cross-Sectional Units by George Kapetanios [Downloadable!] 2004 Forecasting with Measurement Errors in Dynamic Models by Richard Harrison & George Kapetanios & Tony Yates [Downloadable!] 2004 Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models by George Kapetanios & Tony Yates [Downloadable!] 2004 Is the Currency Risk Priced in Equity Markets? by Francesco Giurda & Elias Tzavalis [Downloadable!] 2004 Dynamic Factor Extraction of Cross-Sectional Dependence in Panel Unit Root Tests by George Kapetanios [Downloadable!] 2004 Testing for Neglected Nonlinearity in Cointegrating Relationships by Andrew P. Blake & George Kapetanios [Downloadable!] 2004 A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data by Andrea Cipollini & George Kapetanios [Downloadable!] 2004 Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model by Grammig, Joachin & Heinen, Andreas & Rengifo, Erick [Downloadable!] 2004 Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions by Stavarek, Daniel [Downloadable!] 2004 Measuring the Effectiveness of Competition Policy: Evidence from the Turkish Cement Industry by Kulaksizoglu, Tamer [Downloadable!] 2004 Consumption risk sharing and adjustment costs by Fanelli, Luca & Cavaliere, Giuseppe & Gardini, Attilio [Downloadable!] 2004 The impact of foreign interest rate on the macroeconomic performance of Turkey by Eruygur, Aysegul [Downloadable!] 2004 Searching for Long Run Equilibrium Relationships in the Italian Labour Market: a Cointegrated VAR Approach by Lorenzo Corsini & Marco Guerrazzi [Downloadable!] 2004 Interpreting reduced form cointegrating vectors of incomplete systems. A labour market application by Annetta Maria Binotti & Enrico Ghiani [Downloadable!] 2004 Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes by Guillaume Chevillon & David Hendry [Downloadable!] 2004 Modeling Credit Aggregates by Sylvia Kaufmann & Maria Teresa Valderrama [Downloadable!] 2004 The equilibrium exchange rate according to PPP and UIP by Dominick Stephens [Downloadable!] 2004 Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange by Clive G. Bowsher [Downloadable!] 2004 Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes by Guillaume Chevillon & David F. Hendry [Downloadable!] 2004 Testing for a time-varying price-cost markup in the Euro area inflation process by Christopher Bowdler & Eilev S. Jansen [Downloadable!] 2004 Modelling inflation in the Euro Area by Eilev S. Jansen [Downloadable!] 2004 Testing for a time-varying price-cost markup in the Euro area inflation process by Christopher Bowdler & Eilev S. Jansen [Downloadable!] 2004 Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data by Chi-Young Choi & Nelson Mark & Donggyu Sul [Downloadable!] 2004 Optimal Inference in Regression Models with Nearly Integrated Regressors by Michael Jansson & Marcelo J. Moreira [Downloadable!] 2004 Volatility Comovement: A Multifrequency Approach by Laurent E. Calvet & Adlai J. Fisher & Samuel B. Thompson [Downloadable!] 2004 Asymetric growth and inflation developments in the acceding countries: a new assessment by Stefaan Ide & Philippe Moës [Downloadable!] 2004 How does liquidity react to stress periods in a limit order market? by Helena Beltran & Alain Durré & Pierre Giot [Downloadable!] 2004 On The Identification and Estimation of Partially Nonstationary ARMAX Systems by D. S. Poskitt [Downloadable!] 2004 Some Results on the Identification and Estimation of Vector ARMAX Processes by D.S. Poskitt [Downloadable!] 2004 Instabilité de la courbe de Phillips aux Etats-Unis : un modèle explicatif à changements de régimes by Guillaume Guerrero & Nicolas Million [Downloadable!] 2004 A Reduced Rank Regression Approach to Coincident and Leading Indexes Building by Cubadda, Gianluca [Downloadable!] 2004 A forward-looking model for time-varying capital requirements and the New Basel Capital Accord by Costanza Torricelli & Chiara Pederzoli [Downloadable!] 2004 The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis by Sofiane Sekioua [Downloadable!] 2004 Nonlinearity in testing for fiscal sustainability by Roberto Ricciuti [Downloadable!] 2004 Consumer credit conditions in the UK by John Muellbauer & Emilio Fernandez-Corugedo [Downloadable!] 2004 Modelling long memory and risk premia in Latin American sovereign bond markets by Alfonso Mendoza [Downloadable!] 2004 Business survey forecasts and measurement of output trends in five European economies by Kevin Lee & Kalvinder Shields [Downloadable!] 2004 Inflation, inflation uncertainty, and a common European Monetary Policy by Stilianos Fountas & Alexandra Ioannidis & Menelaos Karanasos [Downloadable!] 2004 UK business investment: long-run elasticities and short-run dynamics by Colin Ellis & Simon Price [Downloadable!] 2004 Measuring trend growth: how useful are the great ratios? by Jonathan Temple & Cliff Attfield [Downloadable!] 2004 Budget Balance And Trade Balance:Kin Or Strangers. A Case Study Of Taiwan by Hsiao-chuan Chang [Downloadable!] 2004 Dynamic Conditional Correlation with Elliptical Distributions by Matteo Pelagatti & Stefania Rondena [Downloadable!] 2004 Econometric Inference, Cyclical Fluctuations, and Superior Information by Denis Larocque & Michel Normandin [Downloadable!] 2004 Money Demand in Latvia by Ivars Tillers [Downloadable!] 2004 Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management by Jaroslava HLOUSKOVA & Kurt SCHMIDHEINY & Martin WAGNER [Downloadable!] 2004 Order Aggressiveness and Order Book Dynamics by Anthony D. Hall & Nikolaus Hautsch [Downloadable!] 2004 A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market by Anthony D. Hall & Nikolaus Hautsch [Downloadable!] 2004 Inflation, Money Growth, and I(2) Analysis by Katarina Juselius [Downloadable!] 2004 UK Money Demand 1873-2001: A Cointegrated VAR Analysis with Additive Data Corrections by Heino Bohn Nielsen [Downloadable!] 2004 A Priori Inequality Restrictions and Bound Analysis in VAR Models by Massimo Franchi [Downloadable!] 2004 A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market by Anthony D. Hall & Nikolaus Hautsch [Downloadable!] 2004 Estimating Cointegrating Relations from a Cross Section by Edith Madsen [Downloadable!] 2004 Monopolistic Competition in Switzerland and Mark-up Pricing Over the Business Cycle by Christian Müller [Downloadable!] 2004 The Dynamic Effects of Public Capital: VAR Evidence for 22 OECD Countries by Christophe Kamps [Downloadable!] 2004 On Priors on Cointegrating Spaces by Rodney W. Strachan [Downloadable!] 2004 Exceptions to Bartlett’s Paradox by Rodney W. Strachan & Herman K. van Dijk [Downloadable!] 2004 The Value of Structural Information in the VAR Model by Rodney W. Strachan & Herman K. van Dijk [Downloadable!] 2004 Bayesian Model Selection with an Uninformative Prior by Rodney W. Strachan & Herman K. van Dijk [Downloadable!] 2004 A Pair-Wise Approach to Testing for Output and Growth Convergence by Pesaran, M. Hashem [Downloadable!] 2004 Multivariate Arch Models: Finite Sample Properties Of Ml Estimators And An Application To An Lm-Type Test by Emma M. Iglesias & Garry D.A. Phillips [Downloadable!] 2004 Vector-Autoregression Approach to Forecast Italian Imports by Carmine Pappalardo & Gianfranco Piras [Downloadable!] 2004 Dating the Italian BUsiness Cycle: A Comparison of Procedures by Bruno Giancarlo & Edoardo Otranto [Downloadable!] 2004 Consistent poverty dynamics in Spain by Pérez-Mayo, Jesús [Downloadable!] 2004 Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction by Jumah, Adusei & Kunst, Robert M. [Downloadable!] 2004 Econometric Inference, Cyclical Fluctuations, and Superior Information by Michel Normandin [Downloadable!] 2004 Dynamic Optimal Portfolio Selection in a VaR Framework by Jeroen Rombouts & E.W. Rengifo [Downloadable!] 2004 The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided? by Claudio Morana [Downloadable!] 2004 Discussion of "The Source of Historical Economic Fluctuations: An Analysis using Long-Run Restrictions" by Neville Francis and Valerie A. Ramey by Harald Uhlig [Downloadable!] 2004 Punishment and Counter-punishment in Public Goods Games: Can we still govern ourselves? by Roberto Ricciuti [Downloadable!] 2004 Testing for Output Convergence: A Re-examination by Yin-wong Cheung & Antonio Garcia-Pascual [Downloadable!] 2004 Is the Swedish Central Government a Wage Leader? by Lindquist, Matthew J. & Vilhelmsson, Roger [Downloadable!] 2004 Evidence on the Direction of Causation in the Money-Income Relationship: An Alternative Methodology by Abdulnasser , Hatemi-J & Manuchehr, Irandoust 2004 Testing for Granger causality in the presence of measurement errors by Andersson, Jonas [Downloadable!] 2004 Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated by Jönsson, Kristian [Downloadable!] 2004 Reconnecting the Markov Switching Model with Economic Fundamentals by Erlandsson, Ulf [Downloadable!] 2004 Just how undervalued is the Chinese renminbi? by Funke, Michael & Rahn, Jörg [Downloadable!] 2004 Have US-Japan Trade Agreements Made a Difference? by Byron Gangnes & Craig Parsons [Downloadable!] 2004 How the Gold Standard Functioned in Portugal: An Analysis of Some Macroeconomic Aspects by António Portugal Duarte & João Sousa Andrade [Downloadable!] 2004 Application of Granger Causality Tests to Revenue and Expenditure of Swiss cantons by Jaya Krishnakumar & Marc-Jean Martin & Nils Soguel [Downloadable!] 2004 Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship by Jonathan B. Hill [Downloadable!] 2004 Consistent and Non-Degenerate Model Specification Tests Against Smooth Transition Alternatives by Jonathan B. Hill [Downloadable!] 2004 Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns by Matteo Manera & Alessandro Lanza & Michael McAleer [Downloadable!] 2004 Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants by Matteo Manera & Massimo Giovannini & Margherita Grasso & Alessandro Lanza [Downloadable!] 2004 Predicting Tail-related Risk Measures: The Consequences of Using GARCH Filters for non-GARCH Data by Amine JALAL & Michael ROCKINGER [Downloadable!] 2004 Uma Estimação da Curva de Phillips para Portugal by Agostinho S. Rosa [Downloadable!] 2004 Competition, the Lisbon Strategy and the Euro by Anindya Banerjee & Bill Russell [Downloadable!] 2004 Forecasting with VARMA Models by Helmut Luetkepohl [Downloadable!] 2004 A Small Monetary System for the Euro Area Based on German Data by Ralf Brueggemann & Helmut Luetkepohl [Downloadable!] 2004 Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift by Pentti SAIKKONEN & Helmut LUETKEPOHL & Carsten TRENKLER [Downloadable!] 2004 Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative by Ralf BRUEGGEMANN & Helmut LUETKEPOHL [Downloadable!] 2004 Exchange Rate Pass-Through in Acceding Countries: The Role of Exchange Rate Regimes by Fabrizio CORICELLI & Bostjan JAZBEC & Igor MASTEN [Downloadable!] 2004 Recent Advances in Cointegration Analysis by Helmut LÜTKEPOHL [Downloadable!] 2004 Residual Autocorrelation Testing for Vector Error Correction Models by Ralf BRUEGGEMANN & Helmut LUETKEPOHL & Pentti SAIKKONEN [Downloadable!] 2004 Does the Term Spread play a role in the FED\'S reaction function? by Jesús Vazquez [Downloadable!] 2004 Estacionalidad determinista y estocástica en series temporales macroeconómicas. by Ignacio Díaz-Emparanza & Javier López-de-Lacalle [Downloadable!] 2004 Missing Data Problem and the Empirical Yield Curve Analysis. An Example of T-bills Market in Armenia by Gevorgyan Ruben & Melikyan Narine [Downloadable!] 2004 Testing for a Unit Root against Nonlinear STAR Models by George Kapetanios & Yongcheol Shin [Downloadable!] 2004 Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy by A Garratt & K Lee & M H Pesaran & Yongcheol Shin [Downloadable!] 2004 Testing for a Linear Unit Root against Nonlinear Threshold Stationarity by George Kapetanios & Yongcheol Shin [Downloadable!] 2004 Bounds Testing Approaches to the Analysis of Long Run Relationships by M Pesaran & Yongcheol Shin & Richard J Smith [Downloadable!] 2004 Structural analysis of vector error correction models exogenous i(1) variables by M Pesaran & R Smith & Yongcheol Shin [Downloadable!] 2004 A long run structural macroeconometric model of the UK by A Garratt & K Lee & M Pesaran & Yongcheol Shin [Downloadable!] 2004 Unit Root Tests in Three-Regime SETAR Models by George Kapetanios & Yongcheol Shin [Downloadable!] 2004 Statistical Models for High Frequency Security Prices by Roel C.A. Oomen [Downloadable!] 2004 What moves GNP? by Harald Uhlig 2004 How Does the Monetary Model of Exchange Rate Determination Look When It Really Works? by Daniel Garces-Diaz 2004 Testing Asset Pricing Model with Coskweness by Giovanni Urga & Giovanni Barone Adesi & Patrick Gagliardini 2004 Asymptotic Distribution of the Cointegrating Vector Estimator in Error Correction Models with Conditional Heteroskedasticity by Byeongseon Seo 2004 On the inadmissibility of classical tests in unit-root-type situations by Werner Ploberger 2004 Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature by Jesper Lund & Torben G. Andersen & Luca Benzoni 2004 Bayesian Clustering Of Similar Multivariate Garch Models by Luc Bauwens & Jeroen Rombouts [Downloadable!] 2004 Small sample confidence intervals for multivariate impulse response functions at long horizons by Barbara Rossi (Duke) & Elena Pesavento (Emory) [Downloadable!] 2004 Nonlinear estimators with integrated regressors but without exogeneity by Robert de Jong [Downloadable!] 2004 Do Technology Shocks Drive Hours Up or Down? by Barbara Rossi & Elena Pesavento [Downloadable!] 2004 Interpreting Permanent and Transitory Shocks to Output When Aggregate Demand May Not Be Neutral in the Long-run by John Keating [Downloadable!] 2004 How Large Are Returns to Scale in the U.S.? A View Across the Boundary by Thomas A. Lubik [Downloadable!] 2004 Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE by Chor-yiu SIN [Downloadable!] 2004 The Value of Structural Information in the VAR Model by Rodney W. Strachan & Herman K. van Dijk [Downloadable!] 2004 What Explains the Varying Monetary Response to Technology SHocks in G7-Countries by Athena T. Theodorou & Neville R. Francis & Michael T. Owyang [Downloadable!] 2004 Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data by Aurobindo Ghosh & Anil K. Bera [Downloadable!] 2004 Reaching Inflation Stability by Antonio Moreno [Downloadable!] 2004 Regime Switching for Dynamic Correlations by Denis Pelletier [Downloadable!] 2004 A simple estimation method and finite-sample inference for a stochastic volatility model by Pascale VALERY (HEC-Montreal) & Jean-Marie Dufour (University of Montreal) [Downloadable!] 2004 International Evidence on Monetary Neutrality Under Broken Trend Stationary Models by R. Velazquez & A.E. Noriega & L.M. Soria [Downloadable!] 2004 Business Cycles and Macroeconomic Policy Coordination in Mercosur by Martin Gonzalez-Rozada & Jose Maria Fanelli [Downloadable!] 2004 Are there restrictions to consumption smoothing in Latin American countries? Differences between OLS and GLS estimation by Humberto Carlos Faria Teixeira & Joao Victor Issler 2004 Business Cycle In The Industrial Production Of Brazilian States by Marcelo Savino Portugal & Igor Alexandre Clemente de Morais 2004 Sources and Propagation Mechanims of Foreign Disturbances in Small Open Economies: A Dynamic Factor Analysis by Alejandro Justiniano [Downloadable!] 2004 Taking a New Contour: A Novel Approach to Panel Unit Root Tests by Yoosoon Chang 2004 Does the Solow Residual for Korea Reflect Pure Technology Shocks? by Hyunjoon Lim & Sangho Kim [Downloadable!] 2004 Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas by Erick Rengifo & Andresas Heinen [Downloadable!] 2004 Testing for Nonlinear Adjustment in Smooth Transition Vector Error Correction Models by Byeongseon Seo [Downloadable!] 2004 Macroeconomic Forecasting with Independent Component Analysis by Ruey Yau [Downloadable!] 2004 Duration and Order Type Clusters by Wing Lon NG [Downloadable!] 2004 Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model by Yasutomo Murasawa & Roberto S. Mariano 2004 Structural Error Correction Model: A Bayesian Perspective by Chew Lian Chua & Peter Summers [Downloadable!] 2004 The Impact of the Japanese Banking Crisis on the Intraday FX Market by Yuko Hashimoto [Downloadable!] 2004 Asymmetric Effects of Government Spending: Does the Level of Real Interest Rates Matter? by Michael B. Devereux & Woon Gyu Choi [Downloadable!] 2004 Generalized Two-Step Maximum Likelihood Estimation of Structural Vector Autoregressive Models partially identified with Short-Run Restrictions by Kyungho Jang [Downloadable!] 2004 The US Phillips Curve and inflation expectations: A State Space Markov-Switching explanatory model by Nicolas Million & Guillaume Guerrero 2004 Testing Weak Exogeneity in Cointegrated System by Hsiao Chiying & Chen Pu [Downloadable!] 2004 Stock Market Volatility: Examining North America, Europe and Asia by Gamini Premaratne & Lakshmi Bala [Downloadable!] 2004 The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners by Eduardo D. Roca & Abdulnasser Hatemi-J 2004 Models of foreign exchange intervention: Estimation and testing by Bryan W. Brown; Douglas J. Hodgson [Downloadable!] 2004 Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE by Chor-yiu SIN [Downloadable!] 2004 Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model by George Milunovich [Downloadable!] 2004 Dead Man Walking: An Empirical Reassessment of the Deterrent Effect of Capital Punishment Using the Bounds Testing Approach to Cointegration by Russell Smyth & Paresh Kumar Narayan [Downloadable!] 2004 Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data by Gael Martin & Chris Strickland & Catherine Forbes 2004 Robustness of a semiparametric estimator of a copula by Param Silvapulle & Gunky Kim & Mervyn J. Silvapulle [Downloadable!] 2004 Modeling Yield-Factor Volatility by Daniel R. Smith & Christophe Parignon [Downloadable!] 2004 Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter? by Dimitrios D. Thomakos & Prasad S. Bhattacharya [Downloadable!] 2004 Fractional Output Convergence, with an Application to Nine Developed Countries by Arielle Beyaert [Downloadable!] 2004 Duration and Order Type Clusters by Wing Lon NG [Downloadable!] 2004 The Aggregate Production Function in the Treasury Macroeconomic (TRYM) Model by Leanne Neo & John Clark & Yeon Kim 2004 The Consequences of Systematic Sampling on Granger Causality by Tilak Abeysinghe & Gulasekaran Rajaguru 2004 Are VAR Models Good Enough? by Farshid Vahid & George Athanasopoulos 2004 Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach by Keen Meng Choy & Hwee Kwan Chow [Downloadable!] 2004 Conditional Inference in Cointegrating Vector Autoregressive Models by Sophocles Mavroeidis & Kees Jan van Garderen 2004 Estimating the Output Gap : A Kalman Filter Approach by L. Christopher Plantier & Ozer Karagedikli 2004 A VECM Model of Stockmarket Returns by Nagaratnam J Sreedharan [Downloadable!] 2004 Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices by Marius Ooms & M. Angeles Carnero & Siem Jan Koopman [Downloadable!] 2004 Cyclical components in economic time series: A Bayesian approach by Herman K. van Dijk & Andrew Harvey & Thomas Trimbur [Downloadable!] 2004 Nonlinear Adjustment in Real Exchange Rates and Long Run Purchasing Power Parity--Further Evidence by Darbha, Gangadhar & Patel, Urjit R. [Downloadable!] 2004 Model-Free Impulse Responses by Jorda, Oscar [Downloadable!] 2004 Forecasting euro area inflation using dynamic factor measures of underlying inflation by Gonzalo Camba-Méndez & George Kapetanios [Downloadable!] 2004 To aggregate or not to aggregate? Euro area inflation forecasting by Nicholai Benalal & Juan Luis Diaz del Hoyo & Bettina Landau & Moreno Roma & Frauke Skudelny [Downloadable!] 2004 Estimating the rank of the spectral density matrix by Gonzalo Camba-Mendez & George Kapetanios [Downloadable!] 2004 How frequently do prices change? Evidence based on the micro data underlying the Belgian CPI by Luc Aucremanne & Emmanuel Dhyne [Downloadable!] 2004 Non-fundamental exchange rate volatility and welfare by Roland Straub & Ivan Tchakarov [Downloadable!] 2004 Modelling inflation in the euro area by Eilev S. Jansen [Downloadable!] 2004 A mark-up model of inflation for the euro area by Christopher Bowdler & Eilev S. Jansen [Downloadable!] 2004 Import prices and pricing-to-market effects in the euro area by Thomas Warmedinger [Downloadable!] 2004 A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets by Rob van den Goorbergh [Downloadable!] 2004 Monetary Policy Shocks and the Role of House Prices Across European Countries by Massimo Giuliodori [Downloadable!] 2004 Asymmetric Monetary Policy Effects in Germany by Vladimir Kuzin & Silke Tober [Downloadable!] 2004 Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks by Agnes S. Joseph & Jan F. Kiviet [Downloadable!] 2004 Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form by Charles S. Bos & Neil Shephard [Downloadable!] 2004 An alternative asymptotic analysis of residual-based statistics by Andeaou, E. & Werker, B.J.M. [Downloadable!] 2004 Frequency domain gaussian estimation of temporally aggregated cointegrated systems by Chambers, M.J. & McCrorie, J.R. [Downloadable!] 2004 Granger causality and the sampling of economic processes by McCrorie, J.R. & Chambers, M.J. [Downloadable!] 2004 Identification and estimation of exchange rate models with unobservable fundamentals by Chambers, M.J. & McCrorie, J.R. [Downloadable!] 2004 Regression Asymptotics Using Martingale Convergence Methods by Rustam Ibragimov & Peter C.B. Phillips [Downloadable!] 2004 Automated Discovery in Econometrics by Peter C.B. Phillips [Downloadable!] 2004 Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations by Dietmar Bauer [Downloadable!] 2004 Non-linear adjustments in fiscal policy by Gabriella Legrenzi & Costas Milas [Downloadable!] 2004 Volatility regimes and the provisions of liquidity in order book markets by Helena, BELTRAN & Alain, DURRE & Pierre, GIOT [Downloadable!] 2004 Illusionary Finance and Trading Behavior by Malika, HAMADI & Erick, RENGIFO & Diego SALZMAN [Downloadable!] 2004 Taxas de juro nominais e endividamento: perspectivas para a economia portuguesa by José Alberto Fuinhas [Downloadable!] 2004 A Two-Stage Plug-In Bandwidth Selection and Its Implementation in Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation by Hirukawa Masayuki [Downloadable!] 2004 Measuring Trend Output: How Useful Are the Great Ratios? by Attfield, Clifford & Temple, Jonathan [Downloadable!] 2004 Convergence and Cycles in the Euro Zone by Carvalho, Vasco M & Harvey, Andrew [Downloadable!] 2004 The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis by Norden, Lars & Weber, Martin [Downloadable!] 2004 Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons by Pesavento, Elena & Rossi, Barbara [Downloadable!] 2004 Interpolation and Backdating with A Large Information Set by Angelini, Elena & Henry, Jérôme & Marcellino, Massimiliano [Downloadable!] 2004 Price Discovery in Tick Time by Frijns, Bart & Schotman, Peter C [Downloadable!] 2004 Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms by Cheung, Yiu Chung & de Jong, Frank & Rindi, Barbara [Downloadable!] 2004 The HP-Filter in Cross-Country Comparisons by Marcet, Albert & Ravn, Morten O. [Downloadable!] 2004 Trading activity and liquidity supply in a pure limit order book market by GRAMMIG, Joachim & HEINEN, AndrŽas & RENGIFO, Erick [Downloadable!] 2004 Dynamic optimal portfolio selection in a VaR framework by RENGIFO, Erick & ROMBOUTS, Jeroen [Downloadable!] 2004 Eigenvalue Decomposition of Time Series with Application to the Czech Business Cycle by Jaromir Benes & David Vavra [Downloadable!] 2004 Estimation And Testing Of Dynamic Models With Generalised Hyperbolic Innovations by Francisco Javier Mencía & Enrique Sentana [Downloadable!] 2004 Indirect Estimation Of Conditionally Heteroskedastic Factor Models by Enrique Sentana & Giorgio Calzolari & Gabriele Fiorentini [Downloadable!] 2004 The comovement of credit default swap, bond and stock markets: an empirical analysis by Lars Norden & Martin Weber [Downloadable!] 2004 Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management by M. Hashem Pesaran & Paolo Zaffaroni [Downloadable!] 2004 A Pair-Wise Approach to Testing for Output and Growth Convergence by M. Hashem Pesaran [Downloadable!] 2004 Real Wages and Business Cycle Asymmetries by Ulrich Woitek [Downloadable!] 2004 Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data by Stefan Mittnik & Peter Zadrozny [Downloadable!] 2004 Evaluating the German Inventory Cycle – Using Data from the Ifo Business Survey by Thomas A. Knetsch [Downloadable!] 2004 Firm Size and Monetary Policy Transmission – Evidence from German Business Survey Data by Michael Ehrmann [Downloadable!] 2004 Calibration of Interest Rate Models - Transition Market Case by Martin Vojtek [Downloadable!] 2004 Personal Income Tax Decentralization, Inequality and Social Welfare by Julio López Laborda & Jorge Onrubia Fernández [Downloadable!] 2004 Switching Regimes in the Term Structure of Interest Rates During U.S. Post-War: A case for the Lucas proof equilibrium? by Jesús Vázquez [Downloadable!] 2004 A Pair-wise Approach to Testing for Output and Growth Convergence by Pesaran, M.H. [Downloadable!] 2004 Back to the future? Habits and rational addiction in UK tobacco and alcohol demand by L. Fanelli & M. Mazzocchi [Downloadable!] 2004 Distribution of Trading Activity across Strike Prices in the DAX Index Options Market by Zdravetz Lazarov [Downloadable!] 2004 Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan by Dimitrios Sideris [Downloadable!] 2004 Financial Markets and Economic Growth in Greece by George Hondroyiannis & Sarantis Lolos & Evangelia Papapetrou [Downloadable!] 2004 Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting by Sophocles N. Brissimis & Dimitris A. Sideris & Fragiska K. Voumvaki [Downloadable!] 2004 Who was in the driving seat in Europe during the nineties, International financial markets or the BUBA? by Roger Hammersland [Downloadable!] 2004 The degree of independence in European goods markets : An I(2) analysis of German and Norwegian trade data by Roger Hammersland [Downloadable!] 2004 Oil wealth and real exchange rates: The FEER for Norway by Q. Farooq Akram [Downloadable!] 2004 Large T and small N : A three-step approach to the identification of cointegrating relationships in time series models with a small cross-sectional dimension by Roger Hammersland [Downloadable!] 2004 Modelling inflation in the Euro Area by Eilev S. Jansen [Downloadable!] 2004 Testing for a time-varying price-cost markup in the Euro area inlation process by Christopher Bowdler & Eilev S. Jansen [Downloadable!] 2004 Monetary policy and stock prices: theory and evidence by Stefano Neri [Downloadable!] 2004 A useful tool to identify recessions in the euro-area by Pilar Bengoechea & Gabriel Pérez-Quirós [Downloadable!] 2004 Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework by Jean-Paul Lam [Downloadable!] 2004 Une approche éclectique d'estimation du PIB potentiel pour le Royaume-Uni by Charles St-Arnaud [Downloadable!] 2004 Modélisation « PAC » du secteur extérieur de l'économie américaine by Marc-André Gosselin & René Lalonde [Downloadable!] 2004 Dynamic Monopolies with Stochastic Demand by Walter Beckert [Downloadable!] 2004 Unobserved Heterogeneity in Panel Time Series Models by Jerry Coakley & Ana-Maria Fuertes & Ron Smith [Downloadable!] 2004 The World Market For Soybeans: Price Transmission Into Brazil And Effects From The Timing Of Crop And Trade by Mario A. Margarido & Frederico A. Turolla & Carlos R. F. Bueno [Downloadable!] 2004 Índice De Atividade Econômica: Os Modelos De Filtro De Kalman E Box-Jenkins Comparados by Vamerson Schwingel Ribeiro & Joilson Dias [Downloadable!] 2004 Efeitos Reais E Nominais Sobre As Flutuações Da Taxa Real De Câmbio Brasil/Estados Unidos: Um Estudo Empírico Usando Var (1999-2003) by Sinézio Fernandes Maia & Hilton Martins de Brito Ramalho [Downloadable!] 2004 Crescimento Com Restrições De Balanço De Pagamentos E Déficits Gêmeos No Brasil A Partir Dos Anos Noventa by Fernando de Aquino Fonseca Neto & Joanílio Rodolpho Teixeira [Downloadable!] 2004 Política Fiscal, Nível Tecnológico E Crescimento Econômico No Brasil: Teoria E Evidência Empírica by Luciana Cavalcante de Assis & Joilson Dias [Downloadable!] 2004 A Welfare Analysis Of Economic Fluctuations In South America by Fábio Augusto Reis Gomes & Leandro Gonçalves do Nascimento [Downloadable!] 2004 Estimating Potential Output And The Output Gap For Brazil by Carlos Hamilton Vasconcelos Araujo & Marta Baltar Moreira Areosa & Osmani Teixera de Carvalho Guillén [Downloadable!] 2004 Metas Inflacionárias, Preços Livres E Administrados No Brasil: Uma Análise Econométrica by Cleomar Gomes & Otávio Aidar [Downloadable!] 2004 Country pair-correlations as a measure of financial integration: the case of the Euro equity markets by Manuela CROCI [Downloadable!] 2004 A Regime Switching Long Memory Model for Electricity Prices by Niels Haldrup & Morten O. Nielsen [Downloadable!] 2004 Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General Equilibrium Framework by Jean-Paul Lam & Greg Tkacz [Downloadable!] 2004 Why Are Real Interest Rates Not Equalized Internationally? by S. Young Chung & William J. Crowder 2004 Integration and Causality in International Freight Markets: Modeling with Error Correction and Directed Acyclic Graphs by Michael S. Haigh & Nikos K. Nomikos & David A. Bessler 2004 Principal Components Model Of The Romanian Economy. Study Of The Oil Price Impact Upon Gdp by Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Nicolae, Mariana 2004 Principal Components Model Of The Romanian Economy. Gdp – Production Side by Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae & Nicolae, Mariana & Chilian, Mihaela Nona 2004 Quarterly Gdp Data Correction Using Principal Components Analysis. The Case Of The Romanian Economy – Gdp Expenditures Side by Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae 2004 Features Of The Ordinary Least Square (Ols) Method. Implications For The Estimation Methodology by Pavelescu, Florin Marius 2004 IMPLEMENTATION OF MONETARY OVERHANG/SHORTFALL MEASURE FOR INDICATION OF INFLATION RISKS (the Approach of the European Central Bank) by Josef ARLT & 130 67 Prague 3 and Czech National Bank & 115 03 Prague 1 (e-mail: Arlt@vse.cz & Milan.Guba@cnb.cz & Stepan.Radkovsky@cnb.cz). [Downloadable!] 2004 AN APPLICATION OF THE GARCH-t MODEL ON CENTRAL EUROPEAN STOCK RETURNS by Miloslav Vošvrda & Filip Žikeš [Downloadable!] 2004 Exogeneity within the M2 Demand Function: Evidence from a Large Macroeconomic System by Martin B. Schmidt [Downloadable!] 2004 The International Price Transmission in Stock Index Futures Markets by Jian Yang & David A. Bessler [Downloadable!] 2004 Threshold Effects in the U.S. Budget Deficit by Philip Arestis & Andrea Cipollini & Bassam Fattouh [Downloadable!] 2004 Un análisis univariante y multivariante de la diversificación de carteras bajo heterocedasticidad condicionada/Univariate and Multivariate Analysis of The Diversification of Portfolios Under Conditional Heteroscedasticity by AFONSO RODRÍGUEZ, J. A. & BRUNO PÉREZ, N. A. & J.GINER RUBIO [Downloadable!] 2004 Are Minimum Wages to Blame for Informality in the Labour Market? by Francisco Carneiro [Downloadable!] 2004 Firm and Corporate Bond Valuation: A Simulation Dynamic Programming Approach by Augusto Castillo [Downloadable!] 2004 Regional Convergence in Italy: 1951-2000 by Claudio Morana [Downloadable!] 2004 Modelling of Structural Changes in Demand for Money Cointegration Relations by Hannu Koskinen [Downloadable!] 2004 Outlier Detection, Seasonal Adjustment and Cycle Extraction in New Member States of European Union by Buono, D. [Downloadable!] 2004 System Estimates of Cyclical Unemployment and Cyclical Output in the 15 European Union Member-States, 1961-1999 by Katos, A. & Pallis, D. & Katsouli, E. [Downloadable!] 2004 Unit-Root, Cointegration and Granger Causality Test Results for Export and Growth in OECD Countries by Konya, Laszlo [Downloadable!] 2004 Political Instability and Growth: An Econometric Analysis of Turkey, Mexico, Argentina and Brazil, 1985-2004 by Bildirici, M. [Downloadable!] 2004 Canadian and U.S. financial markets: testing the international integration hypothesis under time-varying conditional volatility by Michel Normandin [Downloadable!] 2004 Business cycles in Mexico and the United States: Do they share common movements? by Jorge Herrera Hernández [Downloadable!] 2004 Evolution and structure of unemployment in the metropolitan area of Cali 1988-1998. Does the unemployment rate present hysteresis? by Carlos Castellar & Jose Ignacio Uribe [Downloadable!] 2004 Inflation, Shadow Prices and the EMU: Evidence From Greece by Efthymios G. Tsionas & Dimitris K. Christopoulos [Downloadable!] 2004 What drives housing price dynamics: cross-country evidence by Kostas Tsatsaronis & Haibin Zhu [Downloadable!] 2004 Modelling the Risk at the Central European Stock Exchange at times of Crisis by Nigohos Kanaryan [Downloadable!] 2003 How wacky is the DAX? The changing structure of German stock market volatility by Stapf, Jelena & Werner, Thomas [Downloadable!] 2003 Monetary policy transmission mechanisms and currency unions A vector error correction approach to a Trans-Tasman currency union by Alfred A. Haug & Ozer Karagedikli & Satish Ranchhod [Downloadable!] 2003 How Does Systematic Risk Impact US Credit Spreads? A Copula Study by Hayette Gatfaoui [Downloadable!] 2003 Convergence to Purchasing Power Parity at the Commencement of the Euro by Claude Lopez & David H. Papell [Downloadable!] 2003 Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models by Gilles DUFRENOT & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE [Downloadable!] 2003 Estimation of Some Omani Macroeconomic Parameters - A Discussion by Ananth Rao [Downloadable!] 2003 Inflation, Output Growth, and Stabilization in Turkey, 1980-2002 by Sel Dibooglu & Aykut Kibritcioglu [Downloadable!] 2003 Persistent misalignments of the European exchanges rates: some evidence from nonlinear cointegration by Gilles DUFRENOT & Laurent MATHIEU & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE [Downloadable!] 2003 Stock Market Valuation In The United States by Patrick BISCIARI & Alain DURRE & Alain NYSSENS [Downloadable!] 2003 Stock Market Valuation : the Role of the Macroeconomic Risk Premium by Christophe Boucher [Downloadable!] 2003 A SETAR model with long-memory dynamics by Gilles DUFRENOT & Dominique GUEGAN & Anne PEGUIN-FEISSOLLE [Downloadable!] 2003 Voice or Public Sector Management? An Empirical Investigation of Determinants of Public Sector Performance based on a Survey of Public Officials by Daniel Kaufmann & Gil Mehrez & Tugrul Gurgur [Downloadable!] 2003 On Priors for Impulse Responses in Bayesian Structural VAR Models by Andrzej Kociêcki [Downloadable!] 2003 Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach by Ryan SULEIMANN [Downloadable!] 2003 New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach by Ryan SULEIMANN [Downloadable!] 2003 The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach by Ryan SULEIMANN [Downloadable!] 2003 Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis by Helle Bunzel & Timothy Vogelsang [Downloadable!] 2003 Modeling the Behavior of Prague Stock Exchange Index (PX-50) by Martina Hornikova [Downloadable!] 2003 The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico by Carlos A. Rodríguez Ramos [Downloadable!] 2003 Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals? by Gilles DUFRENOT & Balazs Egert [Downloadable!] 2003 Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals? by Gilles DUFRENOT & Balazs Egert [Downloadable!] 2003 Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition by Christophe Hurlin & Rafal Kierzenkowski & [Downloadable!] 2003 Some Finite Sample Results On Testing For Granger Noncausality by Judith A. Clarke & Sadaf Mirza [Downloadable!] 2003 Capital Taxation, Globalization, and International Tax Competition by Kenneth G. Stewart & Michael C. Webb [Downloadable!] 2003 Endogenous growth and Stock Market Development by Guglielmo Maria Caporale, & Peter G. A Howells, & Alaa M. Soliman, [Downloadable!] 2003 The Role of Intra-Day and Inter-Day Data Effects in Determining Linear and Nonlinear Granger Causality Between Australian Futures and Cash Index Markets by R. M. Eldridge & Maurice Peat & Max Stevenson [Downloadable!] 2003 The Market's View on the Probability of Banking Sector Failure: Cross-Country Comparisons by Hans Byström [Downloadable!] 2003 Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis by Hans Byström [Downloadable!] 2003 Estimation of an Adaptive Stock Market Model with Heterogeneous Agents by Henrik Amilon [Downloadable!] 2003 New Asian Regionalism: Evidence of ASEAN+3 Free Trade Agreement From Extended Gravity Theory and New Modelling Approach by Tran Van Hoa [Downloadable!] 2003 Growth of Asian Regional Trade and Income Convergence: Evidence from ASEAN+3 Based on Extended Helpman-Krugman Hypothesis and Flexible Modelling Approach by Tran Van Hoa [Downloadable!] 2003 Reexamining the maturity effect using extensive futures data by Daal, Elton & Farhat, Joseph Basheer & Wei, Peihwang P. [Downloadable!] 2003 A Structural Estimation and Interpretation of the New Keynesian Macro Model by Seonghoon Cho & Antonio Moreno [Downloadable!] 2003 Reaching Inflation Stability by Antonio Moreno [Downloadable!] 2003 Fractional Integration and the Dynamics of UK Unemployment by Luis A. Gil-Alana & S.G. Brian Henry [Downloadable!] 2003 Structural Changes in Volatility and Stock Market Development: Evidence for Spain by Juncal Cunado & Javier Gómez Biscarri & Fernando Pérez de Gracia [Downloadable!] 2003 Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach by Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia [Downloadable!] 2003 On Polynomial Cointegration in the State Space Framework by Dietmar Bauer & Martin Wagner [Downloadable!] 2003 A Canonical Form for Unit Root Processes in the State Space Framework by Dietmar Bauer & Martin Wagner [Downloadable!] 2003 The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study by Dietmar Bauer & Martin Wagner [Downloadable!] 2003 On the regional impact of public capital formation in spain by Alfredo Marvão Pereira & Oriol Roca Sagalés [Downloadable!] 2003 More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms by Søren Johansen and Anders Rygh Swensen [Downloadable!] 2003 A linear demand system within a Seemingly Unrelated Time Series Equation framework by Arvid Raknerud, Terje Skjerpen and Anders Rygh Swensen [Downloadable!] 2003 The importance of interest rates for forecasting the exchange rate by Hilde C. Bjørnland and Håvard Hungnes [Downloadable!] 2003 The BSE Crisis and the Price of Red Meat in the UK by John Leeming & Paul Turner [Downloadable!] 2003 Robust Bootstrap Inference On Long Run Dependence Using Panels by Ana-maria Fuertes 2003 Structural Factor-Augmented VAR (SFAVAR) by Fabio Milani & Francesco Belviso 2003 Small Noise Asymptotics for a Stochastic Growth Model by Noah Williams [Downloadable!] 2003 Estimating Monetary Policy Rules in Small Open Economies: A Structural Approach by Frank Schorfheide & Thomas A. Lubik 2003 Parametric Estimation of Quadratic Term Structure Models of Interest Rates by H. Vincent Poor & Li Chen [Downloadable!] 2003 Extended Yule-Walker Estimation and Principal Components Variance Decomposition of a Many-Variable VAR Model to a Few-Factor VARMA Model: Applied to U.S. Macro Data by Baoline Chen & Peter A. Zadrozny 2003 Structural Time-Series Models with Common Trends and Common Cycles by Christoph Schleicher 2003 Credit Crunch in Germany? by Torsten Schmidt & Hiltrud Nehls [Downloadable!] 2003 Predicting Inflation: Does The Quantity Theory Help? by Lance J. Bachmeier & Norman R. Swanson [Downloadable!] 2003 Volatility Spillover Effects in European Equity Markets by L. BAELE [Downloadable!] 2003 Monetary Policy and the Exchange Rate During the Asian Crisis: Identification Through Heteroscedasticity by Guglielmo Maria Caporale & Andrea Cipollini & Panicos Demetriades [Downloadable!] 2003 Threshold Effects in the US Budget Deficit by Philip Arestis & Andrea Cipollini & Bassam Fattouh [Downloadable!] 2003 Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange by Chris Brooks & Melvin. J. Hinich & Douglas M. Patterson [Downloadable!] 2003 On the Aggregation of Market and Credit Risks by Carol Alexandra & Jacques Pezier [Downloadable!] 2003 Sources of Over-performance in Equity Markets: Mean Reversion, Common Trends and Herding by Carol Alexander & Anca Dimitriu [Downloadable!] 2003 Long and Short-Run Determinants of Money Demand in New Zealand: Evidence from Cointegration Analysis by Abbas Valadkhani [Downloadable!] 2003 A Dynamic Factor Analysis of Financial Contagion in Asia by Andrea Cipollini & George Kapetanios [Downloadable!] 2003 Testing for Cointegration in Nonlinear STAR Error Correction Models by George Kapetanios & Yongcheol Shin & Andy Snell [Downloadable!] 2003 A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions by George Kapetanios & Massimiliano Marcellino [Downloadable!] 2003 A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems by George Kapetanios [Downloadable!] 2003 A New Nonparametric Test of Cointegration Rank by George Kapetanios [Downloadable!] 2003 Un semplice modello univariato per la previsione a breve termine dell'inflazione italiana by Rapacciuolo, Ciro [Downloadable!] 2003 Eficienţa Pieţei Financiare Din România - Condiţie Necesară În Perspectiva Aderării La Uniunea Europeană by Barna, Flavia & Dima, Bogdan & Labunet, Aurora [Downloadable!] 2003 Dynamic Financial Linkages of Japan and ASEAN Economies: An Application of Real Interest Parity by Chan, Tze-Haw & Khong, Wye Leong Roy & Baharumshah, Ahmad Zubaidi [Downloadable!] 2003 Measuring Capital Mobility in the Asia Pacific Rim by Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi [Downloadable!] 2003 Fear Trading by Ardia, David [Downloadable!] 2003 Macroeconomic Volatility Trade-off and Monetary Policy Regime in the Euro Area by Alvaro Aguiar & Manuel M. F. Martins [Downloadable!] 2003 Trend, cycle, and non-linear trade-off in the Euro Area 1970-2001 by Alvaro Aguiar & Manuel M. F. Martins [Downloadable!] 2003 Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union by Alfred A Haug & Ozer Karagedikli & Satish Ranchhoud [Downloadable!] 2003 Temporal Aggregation, Causality Distortions, and a Sign Rule by Tilak Abeysinghe & Gulasekaran Rajaguru [Downloadable!] 2003 Non-Fundamental Expectations and Economic Fluctuations: Evidence from Professional Forecasts by Keen Meng Choy & Kenneth Leong & Anthony S. Tay [Downloadable!] 2003 General-to-Specific Model Selection Procedures for Structural Vector Autoregressions by Hans-Martin Krolzig [Downloadable!] 2003 Comparison of Model Reduction Methods for VAR Processes by Ralf Brüggemann & Hans-Martin Krolzig & Helmut Lütkepohl [Downloadable!] 2003 Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices by Heino Bohn Nielsen & Christopher Bowdler [Downloadable!] 2003 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models by Clive G. Bowsher [Downloadable!] 2003 Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data by Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright [Downloadable!] 2003 Small Noise Asymptotics for a Stochastic Growth Model by Noah Williams [Downloadable!] 2003 A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data by Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia [Downloadable!] 2003 Stock market valuation in the United States by Patrick Bisciari & Alain Durré & Alain Nyssens [Downloadable!] 2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models by RUGE-MURCIA, Francisco J. [Downloadable!] 2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models by RUGE-MURCIA, Francisco J. [Downloadable!] 2003 Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems by Cubadda, Gianluca & Omtzigt, Pieter [Downloadable!] 2003 Common Shocks, Common Dynamics, and the International Business Cycle by Centoni, Marco & Cubadda, Gianluca & Hecq, Alain [Downloadable!] 2003 Forecasting Industrial Production and the Early Detection of Turning Points by Bruno, Giancarlo & Lupi, Claudio [Downloadable!] 2003 The Role of Common Cyclical Features for Coincident and Leading Indexes Building by Cubadda, Gianluca & Hecq, Alain [Downloadable!] 2003 Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application by Matteo Pelagatti [Downloadable!] 2003 Efficient allocation of land in a decoupled world by Roche, M. & McQuinn, K. [Downloadable!] 2003 Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility by Michel Normandin & Louis Phaneuf [Downloadable!] 2003 Transmission of Monetary Shocks in Latvia by Martins Bitans & Dainis Stikuts & Ivars Tillers [Downloadable!] 2003 Some Additional Evidence from the Credit Channel on the Response to Monetary Shocks: Looking for Asymmetries by Fabio ALESSANDRINI [Downloadable!] 2003 Likelihood Ratio Testing for Cointegration Ranks in I(2) Models by Heino Bohn Nielsen & Anders Rahbek [Downloadable!] 2003 Cointegration Analysis in the Presence of Outliers by Heino Bohn Nielsen [Downloadable!] 2003 Inflation, Minimum Wage and Other Wages: An Econometric Study on French Macroeconomic Data by L'Horty, Yannick & Rault, Christophe [Downloadable!] 2003 Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria by Trino-Manuel Ñíguez [Downloadable!] 2003 Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data by Bruno Giancarlo & Lupi Claudio [Downloadable!] 2003 Liberalization of capital inflows and the real exchange rate in India: A VAR analysis by Indrani Chakraborty [Downloadable!] 2003 Testing for Relative Predictive Accuracy: A Critical Viewpoint by Kunst, Robert M. [Downloadable!] 2003 Canadian and U.S. Financial Markets: Testing the International Integration Hypothesis Under Time-Varying Conditional Volatility by Michel Normandin [Downloadable!] 2003 Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility by Michel Normandin & Louis Phaneuf [Downloadable!] 2003 The Granger Non-Causality Test in Cointegrated Vector Autoregressions by Hiroaki Chigira & Taku Yamamoto [Downloadable!] 2003 Tests for Long-Run Granger Non-Causality in Cointegrated Systems by Taku Yamamoto & Eiji Kurozumi [Downloadable!] 2003 The Granger Non-Causality Test in Cointegrated Vector Autoregressions by Chigira, Hiroaki & Yamamoto, Taku [Downloadable!] 2003 Tests for Long-Run Granger Non-Causality in Cointegrated Systems by Yamamoto, Taku & Kurozumi, Eiji [Downloadable!] 2003 Intersectoral Wage Linkages in Sweden by Friberg, Kent [Downloadable!] 2003 Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs by Villani, Mattias & Warne, Anders [Downloadable!] 2003 The Equilibrium Rate of Unemployment and the Real Exchange Rate: An Unobserved Components System Approach by Lindblad, Hans & Sellin, Peter [Downloadable!] 2003 Business Survey Data: Do They Help in Forecasting the Macro Economy? by Hansson, Jesper & Jansson, Per & Löf, Mårten [Downloadable!] 2003 Bayes Estimators of the Cointegration Space by Villani, Mattias [Downloadable!] 2003 A stable demand for money despite financial crisis: The case of Venezuela by C. Bjørnland, Hilde [Downloadable!] 2003 Estimating the equilibrium real exchange rate in Venezuela by Bjørnland, Hilde C. [Downloadable!] 2003 Fundamental determinants of the long run real exchange rate: The case of Norway by Bjørnland, Hilde C. & Hungnes, Håvard [Downloadable!] 2003 Testing the New Keynesian Phillips curve by Bårdsen, Gunnar & Jansen, Eilev S. & Nymoen, Ragnar [Downloadable!] 2003 A Panel CUSUM Test of the Null of Cointegration by Westerlund, Joakim 2003 The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons by Byström, Hans 2003 Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis by Byström, Hans 2003 Testing constancy of the error covariance matrix in vector models by Eklund, Bruno & Teräsvirta, Timo [Downloadable!] 2003 Trois essais sur les anticipations d'inflation - Three essays on inflation expectation by Jean-Pierre Allégret & Jean-François Goux [Downloadable!] 2003 On Business Cycle Asymmetries in G7 Countries by Prasad Bidarkota & Khurshid M. Kiani [Downloadable!] 2003 A Multiple Indicators Model For Volatility Using Intra-Daily Data by Robert F. Engle & Giampiero M. Gallo [Downloadable!] 2003 Long-run Models of Oil Stock Prices by Alessandro Lanza & Matteo Manera & Margherita Grasso & Massimo Giovannini [Downloadable!] 2003 Inflação Portuguesa: pelos custos ou monetária? by Agostinho S. Rosa [Downloadable!] 2003 The transmission mechanism in a changing world by Michael ARTIS & Ana Beatriz C. GALVÃO & Massimiliano MARCELLINO [Downloadable!] 2003 Shock Therapy? An I (2) Cointegration Analysis of the Russian Stabilization by Ekaterina VOSTROKNUTOVA [Downloadable!] 2003 A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated by Anindya BANERJEE & Paul MIZEN [Downloadable!] 2003 Will the Monetary Pillar Stay? A Few Lessons from the UK by Paolo PAESANI [Downloadable!] 2003 Polish Stabilization: What Can We Learn From the I (2) Cointegration Analysis by Ekaterina VOSTROKNUTOVA [Downloadable!] 2003 Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937) by Carsten TRENKLER & Nikolaus WOLF [Downloadable!] 2003 A Monthly Monetary Model with Banking Intermediation for the Euro Area by Annick Bruggeman & Marie Donnay [Downloadable!] 2003 Time-Varying Nairu and Real Interest Rates in the Euro Area by Camille Logeay & Silke Tober [Downloadable!] 2003 The role of the term spread in an augmented Taylor rule: An empirical investigation by Jesús Vazquez [Downloadable!] 2003 Switching regimes in the term structure of interest rates furing US post-war by Jesús Vazquez [Downloadable!] 2003 The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico by Carlos A. Rodríguez Ramos [Downloadable!] 2003 Model-Free Impulse Responses by Jorda, Oscar [Downloadable!] 2003 Searching for the Causal Structure of a Vector Autoregression by Hoover, Kevin & Demiralp, Selva [Downloadable!] 2003 UK Business Investment: Long-Run Elasticities and Short-Run Dynamics by Ellis, Colin & Simon Price [Downloadable!] 2003 The Effect of Skill shortages on Unemployment and Real Wage Growth: A Simultaneous Equation Approach by Wallis, Gavin [Downloadable!] 2003 Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model by Strachan, Rodney & Brett Inder [Downloadable!] 2003 Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure by Rossi, Barbara & Pesavento, Elena [Downloadable!] 2003 Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons by Rossi, Barbara & Pesavento, Elena [Downloadable!] 2003 Eurozone money demand: time series and dynamic panel results by E.M. Bosker [Downloadable!] 2003 Forecasting Inflation in the Netherlands and the Euro Area by A.H.J. den Reijer & P.J.G. Vlaar [Downloadable!] 2003 On the Strenght of the US Dollar: Can it be Explained by Output Growth? by P.J.G. Vlaar 2003 Forecasting inflation: An art as well as a science! by P.J.G. Vlaar & A.H.J. den Reijer [Downloadable!] 2003 The (A)Symmetry of shocks in the EMU by Bastiaan A. Verhoef [Downloadable!] 2003 International Market Integration for Natural Gas? : A Cointegration Analysis of Prices in Europe, North America and Japan by Guillaume L¿Hégaret & Boriss Siliverstovs & Anne Neumann & Christian von Hirschhausen [Downloadable!] 2003 Multicointegration in US Consumption Data by Boriss Siliverstovs [Downloadable!] 2003 Effekte einer Arbeitszeitverkürzung : empirische Evidenz für Frankreich by Camille Logeay & Sven Schreiber [Downloadable!] 2003 Time-varying Nairu and Real Interest Rates in the Euro Area by Camille Logeay & Silke Tober [Downloadable!] 2003 Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area by Joao Valle e Azevedo & Siem Jan Koopman & Antonio Rua [Downloadable!] 2003 Measuring Synchronisation and Convergence of Business Cycles by Siem Jan Koopman & Joao Valle e Azevedo [Downloadable!] 2003 Convergence in European GDP Series by Rob Luginbuhl & Siem Jan Koopman [Downloadable!] 2003 A simple asymptotic analysis of residual-based statistics by Werker, B.J.M. & Andreou, E. [Downloadable!] 2003 Volatility spillover effects in European equity markets by Baele, L. [Downloadable!] 2003 The value of structural information in the VAR model by R.W. Strachan & H.K. Van Dijk [Downloadable!] 2003 Does Africa grow slower than Asia and Latin America by R. Paap & P.H. Franses & D. van Dijk [Downloadable!] 2003 Prewhitening Bias in HAC Estimation by Donggyu Sul & Peter C.B. Phillips & Choi, Chi-Young [Downloadable!] 2003 The Elusive Empirical Shadow of Growth Convergence by Peter C.B. Phillips & Donggyu Sul [Downloadable!] 2003 Fractional Brownian Motion as a Differentiable Generalized Gaussian Process by Victoria Zinde-Walsh & Peter C.B. Phillips [Downloadable!] 2003 Non-linear multivariate adjustment of the UK real exchange rate by Costas Milas [Downloadable!] 2003 The Price-Dividend Relationship in Inflationary and Deflationary Regimes by Jacob Madsen & Costas Milas [Downloadable!] 2003 Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece by Nektarios Aslanidis & George Kouretas [Downloadable!] 2003 What Caused the Early Millennium Slowdown? Evidence Based on Vector Autoregressions by Peersman, Gert [Downloadable!] 2003 Microeconomic Sources of Equity Risk by Wickens, Michael R [Downloadable!] 2003 The Transmission Mechanism in a Changing World by Artis, Michael J & Galvão, Ana Beatriz C & Marcellino, Massimiliano [Downloadable!] 2003 Price Discovery in Fragmented Markets by de Jong, Frank & Schotman, Peter C [Downloadable!] 2003 Exchange Rate Pass-Through in Candidate Countries by Coricelli, Fabrizio & Jazbec, Bostjan & Masten, Igor [Downloadable!] 2003 Monetary-Fiscal Mix and Inflation Performance: Evidence from the US by Favero, Carlo A & Monacelli, Tommaso [Downloadable!] 2003 Markov Switching Causality and the Money-Output Relationship by Psaradakis, Zacharias & Ravn, Morten O. & Sola, Martin [Downloadable!] 2003 Dynamic latent factor models for intensity processes by BAUWENS, Luc & HAUTSCH, Nikolaus [Downloadable!] 2003 Bayesian clustering of many GARCH models by BAUWENS, Luc & ROMBOUTS, Jeroen [Downloadable!] 2003 Multivariate modelling of time series count data: an autoregressive conditional Poisson model by HEINEN, Andreas & RENGIFO, Erick [Downloadable!] 2003 Some Exchange Rates Are More Stable than Others; Short-Run Evidence from Transition Countries by Ales Bulir [Downloadable!] 2003 Short Run and Long Run Causality in Time Series: Inference by Jean-Marie Dufour & Denis Pelletier & Éric Renault [Downloadable!] 2003 Testing Optimal Punishment Mechanisms Under Price Regulation: the Case of the Retail Market for Gasoline by Robert Gagné & Simon van Norden & Bruno Versaevel [Downloadable!] 2003 Inflation convergence after the introduction of the Euro by Markus Mentz, & Steffen P. Sebastian [Downloadable!] 2003 Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate by Ralf Ahrens & Stefan Reitz [Downloadable!] 2003 Macroeconomic Dynamics and Credit Risk: A Global Perspective by Til Schuermann & Bjoern-Jakob Treutler & Scott M. Weiner & M. Hashem Pesaran [Downloadable!] 2003 On the Credibility of a Target Zone: Evidence from the EMS by Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero [Downloadable!] 2003 Terms of Trade and Supply Response of Indian Agriculture: Analysis in Cointegration Framework by Surajit Deb [Downloadable!] 2003 Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models by Anirvan Banerji & Pami Dua & Stephen M. Miller [Downloadable!] 2003 Macroeconomic Dynamics and Credit Risk: A Global Perspective by Pesaran, M.H. & Schuermann, T. & Treutler, B-J. & Weiner, S.M. [Downloadable!] 2003 Cyclical Components in Economic Time Series: a Bayesian Approach by Harvey, A. & TTrimbur, T. & van Dijk, H. [Downloadable!] 2003 Multivariate Unit Root Tests and Testing for Convergence by Harvey, A. & Bates, D. [Downloadable!] 2003 Dynamic employment adjustments over business cycles by Tung Liu & Lee C. Spector [Downloadable!] 2003 Measuring trend output: how useful are the Great Ratios? by Cliff L.F. Attfield & Jonathan R.W. Temple [Downloadable!] 2003 Balanced Growth and Output Convergence in Europe by Clifford L.F. Attfield [Downloadable!] 2003 Structural Breaks and Permanent Trends by Clifford L.F. Attfield [Downloadable!] 2003 Structural Breaks and Convergence in Output Growth in the EU by Clifford L.F. Attfield [Downloadable!] 2003 Changes in Financial Structure and Asset Price Substitutability: A Test of the Bank Lending Channel by Sophocles N. Brissimis & Nicholas S. Magginas [Downloadable!] 2003 What is this thing called confidence? A comparative analysis of consumer confidence indices in eight major countries by Roberto Golinelli & Giuseppe Parigi [Downloadable!] 2003 Tests of seasonal integration and cointegration in multivariate unobserved component models by Fabio Busetti [Downloadable!] 2003 Shift Contagion in Asset Markets by Toni Gravelle & Maral Kichian & James Morley [Downloadable!] 2003 Common Trends and Common Cycles in Canadian Sectoral Output by Francisco Barillas & Christoph Schleicher [Downloadable!] 2003 Are Wealth Effects Important for Canada? by Lise Pichette & Dominique Tremblay [Downloadable!] 2003 Un modèle « PAC » d'analyse et de prévision des dépense des ménages américains by Marc-André Gosselin & René Lalonde [Downloadable!] 2003 GARCH multivariati e approccio di Black.Litterman nell'asset allocation tattica: un'analisi empirica by Giulio PALOMBA [Downloadable!] 2003 Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? An Investigation into the Case of Germany by Jan Gottschalk & Willem Van Zandweghe [Downloadable!] 2003 Modelling The Economic Cycles. A Theoretical Approach by Albu, Lucian Liviu & Nicolae, Mariana & Iordan, Mioara & Caraiani, Petre 2003 Monetary Policy, Exchange Rate, And The Transmission Mechanism In Romania: A Structural Var Approach by Botel, Cezar 2003 Do Changes In Oil Price Have An Influence On Gdp Growth? by Otakar HEVLER & 180 21 & 130 67 Prague 3 [Downloadable!] 2003 Sostenibilidad de las políticas fiscales, exogeneidad y causalidad entre ingresos y gastos para las provincias argentinas by Guillermo J. Vúletin [Downloadable!] 2003 Fuentes de variabilidad en las principales economías occidentales by Pedro José Pérez Vázquez [Downloadable!] 2003 Long-Run Growth and Income Distribution: Evidence for Italy and the US by Claudio Morana [Downloadable!] 2003 Structural Change and Small-Sample Inference in a Long-Run Structural Var Model of UK Aggregate Demand by Dimitrios Papaikonomou 2003 International macroeconomic fluctuations and the current account by Mathias Hoffmann [Downloadable!] 2003 Is the export-led growth hypothesis valid for Canada? by Titus O. Awokuse [Downloadable!] 2003 Implications des chocs communs et specifiques pour le federalisme budgetaire europeen by Alexis Garatti [Downloadable!] 2003 Why Is French Equilibrium Unemployment So High? by Yannick L'horty & Christophe Rault [Downloadable!] 2003 Regra de Taylor e política monetária em condições de endividamento público no Brasil by Cleomar Gomes & Márcio Holland [Downloadable!] 2002 TailWags Dog? Time-Varying Information Shares in the Bund Market by Upper, Christian & Werner, Thomas [Downloadable!] 2002 Central Bank Intervention and Exchange Rate Expectations – Evidence from the Daily DM/US-Dollar Exchange Rate by Reitz, Stefan [Downloadable!] 2002 Testing For Cointegration Rank Using Bayes Factors by Sugita, Katsuhiro [Downloadable!] 2002 The Economic Consequences Of A Weak Judiciary: Insights From India by Wolfgang Koehling [Downloadable!] 2002 The Estimation of the NAIRU and the Effect of Permanent Sectoral Employment Reallocation. The Italian Evidence by Vincenzo Di Maro [Downloadable!] 2002 An information-theoretic extension to structural VAR modelling by Nikolaus A. Siegfried [Downloadable!] 2002 Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model by M. Hashem Pesaran & Til Schuermann & Scott M. Weiner [Downloadable!] 2002 Improved Nonparametric Confidence Intervals in Time Series Regressions by Joseph P. Romano & Michael Wolf [Downloadable!] 2002 Subsampling the Mean of Heavy-tailed Dependent Observations by Piotr Kokoszka & Michael Wolf [Downloadable!] 2002 Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach by Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia [Downloadable!] 2002 Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management by Jaroslava Hlouskova & Kurt Schmidheiny & Martin Wagner [Downloadable!] 2002 A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis by Martin Wagner [Downloadable!] 2002 Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes by Dietmar Bauer & Martin Wagner [Downloadable!] 2002 Spillover effects of public capital formation : evidence from the spanish regions by Alfredo Marvao Pereira & Oriol Roca Sagalés [Downloadable!] 2002 Fundamental determinants of the long run real exchange rate: The case of Norway by Hilde Christiane Bjørnland and Håvard Hungnes [Downloadable!] 2002 interpolation with a large information set by Angelini, Henry, Marcellino [Downloadable!] 2002 Detecting shift-contagion in currency and bond markets by Toni Gravelle & Maral Kichian & James Morley 2002 A New Class of Multivariate skew Densities, with Application to GARCH Models by Luc Bauwens & Sébastien Laurent 2002 Structural Breaks, Orders of Integration, and the Neutrality Hypothesis: Further Evidence by Noriega, A., & L.M. Soria 2002 Sensitivity Analysis of GARCH Models by Vladimiro Ceci, & Simone Manganelli & Walter Vecchiato 2002 Are real-time estimates of the output gap reliable? by Gerhard Rünstler 2002 A Multi-Factor Model with Irregular Returns for missing values imputation in emergent markets: Application to Brazilian Equity Data by Alvaro Veiga & Leonardo Souza 2002 The Dynamics of Dealer Quoting Behavior by B. Frijns & P. Schotman 2002 A hybrid clustering scheme for time series forecasting by A. Sfetsos & C. Siriopoulos [Downloadable!] 2002 Probability distribution of returns in the Heston model with stochastic volatility by A. Dragulescu & V. M. Yakovenko 2002 The Cointegration Alpha: Enchanced Index Tracking and Long-Short Equity Market Neutral Stragies by Carol Alexandra & Anca Dimitriu [Downloadable!] 2002 Modelling Demand for Broad Money in Australia by Abbas Valadkhani [Downloadable!] 2002 Comovements among European equity sectors: Selected evidence from the consumer discretionary, consumer staples, financial, industrial and materials sectors by Siv Heng Taing & Andrew C. Worthington [Downloadable!] 2002 Time-Varying Market, Interest Rate and Exchange Rate Risk in Australian Bank Portfolio Stock Returns: A Garch-M Approach by Susan Ryan & Andrew C. Worthington [Downloadable!] 2002 Short and Long-Term Price Linkages Among Asia-Pacific Economic Cooperation (APEC) Equity Markets by Andrew C. Worthington & Helen Higgs [Downloadable!] 2002 Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset by George Kapetanios [Downloadable!] 2002 Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks by George Kapetanios [Downloadable!] 2002 Bootstrap Statistical Tests of Rank Determination for System Identification by Gonzalo Camba-Mendez & George Kapetanios [Downloadable!] 2002 Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting by George Kapetanios [Downloadable!] 2002 Unit Root Tests in Three-Regime SETAR Models by George Kapetanios & Yongcheol Shin [Downloadable!] 2002 Un indicateur d'entrée et sortie de récession: application aux Etats-Unis by Anas, Jacques & Ferrara, Laurent [Downloadable!] 2002 The Australian Business Cycle: A New View by Harding, Don [Downloadable!] 2002 Noisy Vertical Markets by Raghbendra Jha & Hari K. Nagarajan [Downloadable!] 2002 Impact of Systematic Sampling on Causality in the presence of Unit Roots by Rajaguru GULASEKARAN [Downloadable!] 2002 The Empirical (ir)Relevance of the New Keynesian Phillips Curve by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen [Downloadable!] 2002 Consistent Expectations, Rational Expectations, Multiple-Solution Indeterminacies, and Least-Squares Learnability by Bennett T. McCallum [Downloadable!] 2002 Closed-Form Likelihood Expansions for Multivariate Diffusions by Yacine Ait-Sahalia [Downloadable!] 2002 The Effects of Random and Discrete Sampling When Estimating Continuous-Time Diffusions by Yacine Ait-Sahalia & Per A. Mykland [Downloadable!] 2002 Influence Diagnostics in GARCH Processes by Xibin Zhang & Maxwell L. King [Downloadable!] 2002 Sectoral Fluctuations in U.K. Firms' Investment Expenditures by Mustafa Caglayan & Neslihan Ozkan & Christopher F Baum [Downloadable!] 2002 High Inflation, Hyperinflation and Explosive Roots. The Case of Yugoslavia by Katarina Juselius & Zorica Mladenovic [Downloadable!] 2002 Analyzing I(2) Systems by Transformed Vector Autoregressions by Hans Christian Kongsted & Heino Bohn Nielsen [Downloadable!] 2002 Testing the Nominal-to-Real Transformation by Hans Christian Kongsted [Downloadable!] 2002 Keynesian and Monetarist Views on the German Unemployment Problem — Theory and Evidence by Jan Gottschalk [Downloadable!] 2002 Are stock returns a leading indicator for real macroeconomic developments? by Johann Burgstaller [Downloadable!] 2002 Forecasting Time-Varying Covariance Matrices In Intradaily Electricity Spot Prices by Ángel León & Antonio Rubia [Downloadable!] 2002 On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union by Bertocco Giancarlo & Fanelli Luca & Paruolo Paolo [Downloadable!] 2002 Tail-Dependence in Stock-Return Pairs by Fortin, Ines & Kuzmics, Christoph [Downloadable!] 2002 Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration by Kunst, Robert M. [Downloadable!] 2002 Testing for Stationarity in a Cointegrated System by Kunst, Robert M. [Downloadable!] 2002 On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation by Jumah, Adusei & Kunst, Robert M. [Downloadable!] 2002 Measures of Technology and the Business Cycle by Alexius, Annika & Carlsson, Mikael [Downloadable!] 2002 Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns by Brännäs, Kurt & Quoreshi, Shahiduzzaman & Simonsen, Ola [Downloadable!] 2002 Dynamic and Stochastic Structures in Tourism Demand Modelling by Nordström, Jonas 2002 Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model by Jacobson, Tor & Lyhagen, Johan & Larsson, Rolf & Nessén, Marianne [Downloadable!] 2002 Identifying the Effects of Monetary Policy Shocks in an Open Economy by Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders [Downloadable!] 2002 Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon by Graflund, Andreas & Nilsson, Birger 2002 A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models by Hjelm, Göran & Johansson, Martin W 2002 An application of the analogy between vector ARCH and vector random coefficient autoregressive models by He, Changli & Teräsvirta, Timo [Downloadable!] 2002 Common factors in conditional distributions by Granger, Clive W.J. & Teräsvirta, Timo & Patton, Andrew J. 2002 Testing parameter constancy in stationary vector autoregressive models against continuous change by He, Changli & Teräsvirta, Timo & González, Andres 2002 Nonlinear dynamics of interest rate and inflation by Lanne , Markku [Downloadable!] 2002 An information-theoretic extension to structural VAR modelling by Nikolaus A. Siegfried [Downloadable!] 2002 Using Structural Break Tests to Evaluate Policy Change: The Impact of U.S.-Japan Trade Agreements by Byron Gangnes & Craig Parsons [Downloadable!] 2002 The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries by Odile Chagny & Frédéric Reynès & Henri Sterdyniak [Downloadable!] 2002 Unity and Plurality of the European Cycle by Guilhem Bentoglio & Jacky Fayolle & Matthieu Lemoine [Downloadable!] 2002 Tests of an International Capital Asset Pricing Model with Stocks and Government Bonds and Regime Switching Prices of Risk and Intercepts by Tom A. FEARNLEY [Downloadable!] 2002 Estimation of an International Capital Asset Pricing Model with Stocks and Government Bonds by Tom A. FEARNLEY [Downloadable!] 2002 Non-institutional Market Making Behavior: The Dalian Futures Exchange by Jorda, Oscar & Liu, Holly & Williams, Jeffrey [Downloadable!] 2002 On the (A)symmetry of Shocks in EMU: Is it that Shocking? by B.A. Verhoef [Downloadable!] 2002 Shocking the Eurozone by P.J.G. Vlaar [Downloadable!] 2002 Structural Unemployment and the Output Gap in Germany : Evidence from an SVAR Analysis within a Hysteresis Framework by Ulrich Fritsche & Camille Logeay [Downloadable!] 2002 The Polish Zloty and Currency Speculation by Tatiana Fic [Downloadable!] 2002 Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series by Siem Jan Koopman & Charles S. Bos [Downloadable!] 2002 What are the effects of fiscal policy shocks? by Mountford, A. & Uhlig, H. [Downloadable!] 2002 Bayes estimates of Markov trends in possibly cointegrated series by R. Paap & H.K. van Dijk [Downloadable!] 2002 Cyclical components in economic time series by A.C. Harvey & T.M. Trimbur & H.K. Van Dijk [Downloadable!] 2002 Testing for vector autoregressive dynamics under heteroskedasticity by C.M. Hafner & H. Herwartz [Downloadable!] 2002 Common large innovations across nonlinear time series by R. Paap & P.F. Franses [Downloadable!] 2002 The KPSS Test with Seasonal Dummies by Sainan Jin & Peter C.B. Phillips [Downloadable!] 2002 Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence by Peter C.B.Phillips & Donggyu Sul [Downloadable!] 2002 What are the Effects of Fiscal Policy Shocks? by Mountford, Andrew & Uhlig, Harald [Downloadable!] 2002 Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model by Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén [Downloadable!] 2002 A Principal Components Approach to Cross-Section Dependence in Panels by Jerry Coakley & Ana-Maria Fuertes & Ron Smith [Downloadable!] 2002 Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity by Yoosoon Chang & Wonho Song [Downloadable!] 2002 A new class of multivariate skew densities, with appplication to GARCH models by BAUWENS, Luc & LAURENT, SŽbastien [Downloadable!] 2002 Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features by Hecq, A. & Palm, F. C. & Urbain, C. J.-P. [Downloadable!] 2002 Classical and Modern Business Cycle Measurement: The European Case by Hans-Martin Krolzig & Juan Toro [Downloadable!] 2002 The European Business Cycle by Mike Artis & Hans-Martin Krolzig & Juan Toro [Downloadable!] 2002 Complete or Partial Inflation Convergence in the EU? by Consuelo Gámez Amián & Amalia Morales Zumaquero. [Downloadable!] 2002 Impact of Infrastructure on Productivity: Case of Indian Registered Manufacturing by Deepika Goel [Downloadable!] 2002 Growth, Cycles and Convergence in US Regional Time Series by Vasco M.Carvalho & Andrew C.Harvey [Downloadable!] 2002 Models for Converging Economies by Harvey, A. & Vasco Carvalho [Downloadable!] 2002 House Prices and Business Cycles in Europe: a VAR Analysis by Matteo Iacoviello [Downloadable!] 2002 Financial Liberalisation and the Sensitivity of House Prices to Monetary Policy: Theory and Evidence by Matteo Iacoviello & Raoul Minetti [Downloadable!] 2002 Sectoral Fluctuations in U.K. Firms' Investment Expenditures by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan [Downloadable!] 2002 A VAR analysis of the effects of monetary policy in East Asia by Ben S.C. Fung [Downloadable!] 2002 Contemporaneous aggregation of GARCH processes by Paolo Zaffaroni [Downloadable!] 2002 Salaire réel, chocs technologiques et fluctuations économiques by Dominique Tremblay [Downloadable!] 2002 Une approche éclectique d'estimation du PIB potentiel américain by Marc-André Gosselin & René Lalonde [Downloadable!] 2002 Supply Shocks and Real Exchange Rate Dynamics: Canadian Evidence by Celine Gauthier & David Tessier [Downloadable!] 2002 Fourier series method for measurement of multivariate volatilities by Maria Elvira Mancino & Paul Malliavin [Downloadable!] 2002 A Markov-switching vector equilibrium correction model of the UK labour market by Massimiliano Marcellino & Grayham E. Mizon & Hans-Martin Krolzig [Downloadable!] 2002 Markov switching in disaggregate unemployment rates by Chinhui Juhn & Simon Potter & Marcelle Chauvet [Downloadable!] 2002 Can oil shocks explain asymmetries in the US Business Cycle? by Hans-Martin Krolzig & Michael P. Clements [Downloadable!] 2002 New directions in business cycle research and financial analysis by James D. Hamilton & Baldev Raj [Downloadable!] 2002 Are U.S. regions converging? Using new econometric methods to examine old issues by Timothy J. Vogelsang & Marc Tomljanovich [Downloadable!] 2002 A semiflexible normalized quadratic inverse demand system: an application to the price formation of fish by Richard C. Bishop & Matthew T. Holt [Downloadable!] 2002 Análise da elasticidade de transmissão de preços no mercado brasileiro de algodão [Analysis of price transmission elasticity in the Brazilian cotton market] by Marisa Zeferino Barbosa & Mário A. Margarido & Sebastião Nogueira Junior [Downloadable!] 2002 Modelos de previsão de preços aplicados aos contratos futuros de boi gordo na BM&F [Models of price forecasting applied to futures contracts of live cattle at the Brazilian Futures Market - BM&F] by Aureliano Angel Bressan & João Eustáquio de Lima [Downloadable!] 2002 Asymmetric output cost of lowering inflation: empirical evidence for Canada by Hyeon-Seung Huh & Hyun-Hoon Lee [Downloadable!] 2002 The determinants of unemployment in Brazil and Mexico by Carlos Henrique Rocha & José Angelo C. A. Divino 2002/2003 The Impact of Social Security on Saving and Fertility in Germany by Alessandro Cigno & Luca Casolaro & Furio C. Rosati 2001 Interbank lending and monetary policy transmission: evidence for Germany by Ehrmann, Michael & Worms, Andreas [Downloadable!] 2001 Dynamic Analysis of a Competitive Marketing System by Dick Wittink & Csilla Horvath & Peter S.H. Leeflang [Downloadable!] 2001 Construction of Stationary Time Series via the Giggs Sampler with Application to Volatility Models by Pitt, M.K. & Walker, S.G. [Downloadable!] 2001 Bayesian Cointegration Analysis by Sugita, K. 2001 Inflation, Output, and Stabilization in a High Inflation Economy: Turkey, 1980-2000 by Selahattin Dibooglu & Aykut Kibritcioglu [Downloadable!] 2001 A Vector Error Correction And Nonnested Modelling Of Money Demand Function In Nigeria by Godwin Nwaobi [Downloadable!] 2001 Forecasting Industrial Production and the Early Detection of Turning Points by Giancarlo Bruno & Claudio Lupi [Downloadable!] 2001 Lag Length Estimation in Large Dimensional Systems by Jesus Gonzalo & Jean-Yves Pitarakis [Downloadable!] 2001 Banks and Output Fluctuations by Carol Scotese Lehr 2001 Banks and Output Fluctuations by Carol Scotese Lehr 2001 Bootstrapping GMM Estimators for Time Series by Atsushi Inoue & Mototsugu Shintani [Downloadable!] 2001 The HP-Filter in Cross-country Comparisons by Albert Marcet & Morten O. Ravn [Downloadable!] 2001 The neglected effect of fiscal policy on stock and bond returns by Tavares, Jose & Valkanov, Rossen [Downloadable!] 2001 Estimating and Restricting Growth Rates and Cointegration Means With Applications to Consumption and Money Demand by Håvard Hungnes [Downloadable!] 2001 New economy : new policy rules? by Eric Schaling, James Bullard [Downloadable!] 2001 An efficient and simple simulation smoother for state space time series analysis by J. Durbin and S.J. Koopman 2001 Bayes Analysis of Partially Cointegrated VAR Systems with Markov Regime Switching by Katsuhiro Sugita 2001 Inference on the Cointegration Rank in Fractionally Integrated Processes by Joerg Breitung and Uwe Hassler 2001 Small sample properties of panel time-series estimators with I(1) errors by Jerry Coakley, Ana-Maria Fuertes, Ron Smith 2001 General--to--Specific Reductions of Vector Autoregressive Processes by Hans-Martin Krolzig [Downloadable!] 2001 The Impact on Forecasts and Impulse Responses of Restricting Drift in a Vector Autoregression by John Landon-Lane [Downloadable!] 2001 International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks by Chris Brooks & Sotiris Tsolacos [Downloadable!] 2001 A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates by Chris Brooks & Melvin J. Hinich [Downloadable!] 2001 Cointegration and Asset Allocation: A New Fund Strategy by Carol Alexander & Ian Giblin & Wayne Weddington III [Downloadable!] 2001 The Validity of the ELG Hypothesis in the MENA Region: Cointegration and Error Correction Model Analysis by Abu-Qarn, Aamer & Abu-Bader, Suleiman [Downloadable!] 2001 Structural Breaks and Unit Roots: A Further Test of the Sustainability of the Indian Fiscal Deficit by Raghbendra Jha & Anurag Sharma [Downloadable!] 2001 Classical And Modern Business Cycle Measurement: The European Case by Krolzig, H.-M. & Toro, J. 2001 A New Approach To The Analysis Of Business Cycle Transitions In A Model Of Output And Employment by Krolzig, H.-M. & Toro, J. 2001 Normal Modified Stable Processes by Neil Shephard & Ole E. Barndorff-Nielsen [Downloadable!] 2001 Econometric Analysis of Realised Volatility and Its Use in Estimating Stochastic Volatility Models by Neil Shephard & Ole Barndorff-Nielsen [Downloadable!] 2001 Classical and Modern Business Cycle Measurement: The European Case by Hans-Martin Krolzig & Juan Toro [Downloadable!] 2001 A New Approach to the Analysis of Business Cycle Transitions in a Model of Output and Employment by Hans-Martin Krolzig & Juan Toro [Downloadable!] 2001 Pooling of Forecasts by David Hendry & Michael P. Clements [Downloadable!] 2001 An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices by Ravi Jagannathan & Andrew Kaplin & Steve Guoqiang Sun [Downloadable!] 2001 The Curse of Non-Investment Grade Countries by Roberto Rigobon [Downloadable!] 2001 Trade Linkages and Output-Multiplier Effects: A Structural VAR Approach with a Focus on Asia by Tilak Abeysinghe & Kristin J. Forbes [Downloadable!] 2001 Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH by Robert F. Engle & Kevin Sheppard [Downloadable!] 2001 Forecasting Output and Inflation: The Role of Asset Prices by James H. Stock & Mark W. Watson [Downloadable!] 2001 Empirical Bayes Forecasts of One Time Series Using Many Predictors by Thomas Knox & James H. Stock & Mark W. Watson [Downloadable!] 2001 Organizational Design of R&D Activities by Ambec, S. & Poitevin, M. 2001 Organizational Design of R&D Activities by AMBEC, Stefan & POITEVIN, Michel [Downloadable!] 2001 The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity by Issler, J.V. & Vahid, F. [Downloadable!] 2001 The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study by Vahid, F. & Issler, J.V. [Downloadable!] 2001 Prediction Intervals for Exponential Smoothing State Space Models by Hyndman, R.J. & Koehler, A.B. & Ord, J.K. & Snyder, R.D. [Downloadable!] 2001 Comparison of Non-Stationary Time Series in the Frequency Domain by Maharaj, E.A. [Downloadable!] 2001 Global Influences on UK Manufacturing Prices 1970-2000 by Coutts, K. & Norman, N.R. [Downloadable!] 2001 Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints by Chua, C.L. & Griffiths, W.E. & O'Donnell, C.J. [Downloadable!] 2001 How to Deal with Structural Breaks in Practical Cointegration Analysis by Roselyne Joyeux [Downloadable!] 2001 Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model by Rodney W Strachan 2001 An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports by Heino Bohn Nielsen [Downloadable!] 2001 Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy by Jan Gottschalk & Florian Höppner [Downloadable!] 2001 An Introduction into the SVAR Methodology: Identification, Interpretation and Limitations of SVAR models by Jan Gottschalk [Downloadable!] 2001 Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? The Case of Germany by Jan Gottschalk & Willem Van Zandweghe [Downloadable!] 2001 Measuring Expected Inflation and the Ex-Ante Real Interest Rate in the Euro Area Using Structural Vector Autoregressions by Jan Gottschalk [Downloadable!] 2001 Sources of Euro Real Exchange Rate Fluctuations: What Is Behind the Euro Weakness in 1999-2000? by Jörg Döpke & Jan Gottschalk & Christophe Kamps [Downloadable!] 2001 The Choice of Time Interval in Seasonal Adjustment: Characterization and Tools by Bruno Giancarlo & Edoardo Otranto [Downloadable!] 2001 Forecasting Industrial Production and the Early Detection of Turning POints by Bruno Giancarlo & Lupi Claudio [Downloadable!] 2001 Determining the number of cointegrating relations under rank constraints by Cavaliere Giuseppe & Fanelli Luca & Paruolo Paolo [Downloadable!] 2001 Electricity demand analysis and forecasting: The tradition is questioned by N. Vijayamohanan Pillai [Downloadable!] 2001 The Effects of Exchange-Rate Exposures on Equity Asset Markets by Jumah, Adusei & Kunst, Robert M. [Downloadable!] 2001 Output Gaps in European Monetary Union. New Insights from Input Augmentation in the Technological Progress by Dimitz, Maria Antoinette [Downloadable!] 2001 Graphical diagnostics of endogeneity by de Luna, Xavier & Johansson, Per [Downloadable!] 2001 Wage coordination and unemployment dynamics in Norway and Sweden by Barkbu,B.B. & Nymoen,R. & Roed,K. [Downloadable!] 2001 An Environmental Accountant`s Dilemma: Are Stumpage Prices Reliable Indicators of Resource Scarcity? by Huhtala, Anni & Toppinen, Anne & Boman, Mattias 2001 Total Factor Productivity and the Real Exchange Rate in a Small Open Economy: The Relative Importance of Permanent and Transitory Shocks by Hjelm, Göran [Downloadable!] 2001 Assigning Economic Policy and Business Cycle Shocks to Democrats and Republicans: A Common Trends Approach by Hjelm, Göran [Downloadable!] 2001 The Dynamic Response of the Budget Balance to Tax, Spending and Output Shocks: Does Model Specification Matter? by Hjelm, Göran [Downloadable!] 2001 Size and power of the likelihood ratio test for seasonal cointegration in small samples: A Monte Carlo study by Löf, Mårten 2001 Is East Africa an Optimum Currency Area? by Mkenda, Beatrice Kalinda [Downloadable!] 2001 Long-run and Short-run Determinants of the Real Exchange Rate in Zambia by Mkenda, Beatrice Kalinda [Downloadable!] 2001 Measures of Technology and the Business Cycle: Evidence from Sweden and the U.S by Alexius, Annika & Carlsson, Mikael [Downloadable!] 2001 Output gaps and technological progress in European Monetary Union by Dimitz, Maria Antoinette [Downloadable!] 2001 Money Demand in Euroland by Michael Funke [Downloadable!] 2001 Real Exchange Rates in the Long Run: Evidence from Historical Data by Anton Muscatelli & Franco Spinelli & Carmine Trecroci [Downloadable!] 2001 Interbank Lending and Monetary Policy Transmission: Evidence for Germany by Ehrmann, M. & Worms, A. 2001 Financial Market Integration in Europe: On the Effects of EMU on Stock Markets by Fratzscher, M. 2001 Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows? by Karame, F. 2001 Are Consumers Forward-Looking? by Podevin, M. 2001 An Indicator-Based Short-Term Forecast for Quarterly GDP in the Euro Area by Grasmann, P. & Keereman, F. 2001 Output Gaps and Technological Progress in European Monetary Union by Dimitz, M.A. 2001 Time Aggregation and the Hodrick-Prescott Filter by Maravall, A. & del Rio, A. 2001 Portfolio allocation in transition economies by ROCKINGER, Michael & JONDEAU, Eric [Downloadable!] 2001 On the Strength of the US dollar: Can it be Explained by Output Growth? by P.J.G. Vlaar [Downloadable!] 2001 Performance of core inflation measures by C.K. Folkertsma & K. Hubrich [Downloadable!] 2001 A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model by Richard Kleijn & Herman K. van Dijk [Downloadable!] 2001 Did the FED surprise the markets in 2001? : a case study for vars with sign restrictions by Uhlig, H. [Downloadable!] 2001 A Bayesian analysis of the PPP puzzle using an unobserved components model by R.H. Kleijn & H.K. Van Dijk [Downloadable!] 2001 Business Cycle Models : closing the gap between the different approaches by Oleg Kozlovski & Patrick Pintus & Sebastien van Strien & Robin de Vilder 2001 The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America by Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas [Downloadable!] 2001 On 'Indirect' Trade-Related R&D Spillovers by Lumenga-Neso, Olivier & Olarreaga, Marcelo & Schiff, Maurice [Downloadable!] 2001 On Adjusting the HP-Filter for the Frequency of Observations by Ravn, Morten O. & Uhlig, Harald [Downloadable!] 2001 A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions by Ivanov, Ventzislav & Kilian, Lutz [Downloadable!] 2001 Creating Capitalism: Politics, Reforms, and Economic Performance by Frank Wykoff [Downloadable!] 2001 Did the Fed Surprise the Markets in 2001? A Case Study for VARs with Sign Restrictions by Harald Uhlig [Downloadable!] 2001 The Transmission of German Monetary Policy in the Pre-Euro Period by Luetkepohl, Helmut & Wolters, Juergen [Downloadable!] 2001 In Search of Leading Indicators of Economic Activity in Germany by Harm Bandholz & Michael Funke [Downloadable!] 2001 Sectoral Trends and Cycles in Germany by Yin-Wong Cheung & Frank Westermann [Downloadable!] 2001 On Adjusting the HP-Filter for the Frequency of Observations by Morten O. Ravn & Harald Uhlig [Downloadable!] 2001 Testing for Common Cyclical Features in Var Models with Cointegration by Alain Hecq & Franz Palm & Jean-Pierre Urbain [Downloadable!] 2001 Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model by Pesaran, M.H. & Weiner, S.M. [Downloadable!] 2001 Global Influences on UK Manufacturing Prices by Coutts, K. & Norman, N.R. [Downloadable!] 2001 Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy by Jan Gottschalk & Florian Höppner [Downloadable!] 2001 A New Look at Panel Testing of Stationarity and the PPP Hypothesis by Jushan Bai & Serena Ng [Downloadable!] 2001 Monetary Integration in East Asia: An Empirical Approach by de Brito, J.B. 2001 The Validity of the ELG Hypothesis in the MENA Region: Cointegration and Error Correction Model Analysis by Aamer Abu-Qarn & Suleiman Abu-Bader [Downloadable!] 2001 Assessing the effects of monetary and fiscal policy by Stefano Neri [Downloadable!] 2001 Time Aggregation and the Hodrick-Prescott Filter by Agustín Maravall & Ana del Río [Downloadable!] 2001 Evaluating Factor Models: An Application to Forecasting Inflation in Canada by Marc-André Gosselin & Greg Tkacz [Downloadable!] 2001 Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach by Jesús Otero & Costas Milas 2001 Bond Markets and Macroeconomic Performance by Guglielmo Maria Caporale & Geoffrey Williams [Downloadable!] 2001 Fiscal policy and the Spanish business cycle by Juan Solé López-Pinto [Downloadable!] 2001 Internal and external exchange rate equilibrium in a cointegration framework. An application to the Spanish peseta by Enrique Alberola & Humberto López [Downloadable!] 2001 Who is ruling Europe? Empirical evidence on the German Dominance Hypothesis by Mariam Camarero & Javier Ordóñez [Downloadable!] 2001 Do reductions in black market exchange rate premia cause inflation? by Bruno Larue & Jean-Philippe Gervais [Downloadable!] 2001 The cause of Danish unemployment: Demand or supply shocks? by Anders Warne & Henrik Hansen [Downloadable!] 2001 A convenient representation for structural vector autoregressions by Jörg Breitung [Downloadable!] 2001 Dynamic effects of public investment: Vector autoregressive evidence from six industrialized countries by Stefan Mittnik & Thorsten Neumann [Downloadable!] 2001 Near unit root and the relationship between inflation and interest rates: A reexamination of the Fisher effect by Markku Lanne [Downloadable!] 2001 An Index Is An Index Is An Index? by Thorsten Freihube & Erik Theissen [Downloadable!] 2001 Answer Of An Inflationary Circuit To The Possible Shocks In Economy by Scutaru, Cornelia 2001 Inflation, Money Demand, and Purchasing Power Parity in South Africa by By Gunnar Jonsson [Downloadable!] 2001 Estacionariedad en torno a un nivel con ruptura. Un estudio de simulación by PRESNO CASQUERO, Mª J. & LÓPEZ MENÉNDEZ, A.J. [Downloadable!] 2001 Ein alternativer Indikator der deutschen Geldpolitik, Untersuchung im Rahmen eines strukturellen VAR-Modells by Barbara Jennes 2001 Inflation, Money Demand, and Purchasing Power Parity in South Africa by By Gunnar Jonsson [Downloadable!] 2001 Revisiting the Long-Run Relationship between Real Exchange Rates and Real Interest Differentials: A Productivity Differential Approach Patterns in Neighboring Areas by Guglielmo Maria Caporale & Nikitas Pttis 2001 The Dynamics of Short-term Interest Rates: An Econometric Analysis by Prakash G Apte 2001 Good News, Bad News And Garch Effects In Stock Return Data by Craig A. Depken II [Downloadable!] 2001 Uma contribuição ao debate sobre a primeira revolução industrial utilizando a técnica do diagrama de recorrência by Newton P. Bueno & Adriano Provesano Gomes 2000 Testing for Two-Step Granger Noncausality in Trivariate VAR Models by Judith A. Giles [Downloadable!] 2000 Export-Led Growth: A Survey of the Empirical Literature and Some Noncausality Results, Part 2 by Judith A. Giles & Cara L. Williams [Downloadable!] 2000 A Simple Cointegrating Rank Test Without Vector Autoregression by Mototsugu Shintani [Downloadable!] 2000 Testing for long-run homogeneity in the Linear Almost Ideal Demand System An application on Norwegian quarterly data for non-durables by Terje Skjerpen and Anders Rygh Swensen [Downloadable!] 2000 Is Swiss Telecommunications a Natural Monopoly? An Evaluation of Empirical Evidence by Stefan Buehler [Downloadable!] 2000 Price Linkages in Asian Equity Markets and the Asian Economic, Currency and Financial Crises by Andrew Worthington & Helen Higgs & Masaki Katsuura [Downloadable!] 2000 The Likelihood of a Continuous-time Vector Autoregressive Model by J. Roderick McCrorie [Downloadable!] 2000 Commodity Price Volatility under New Market Orientations by Weaver, Robert D & Natcher, William C [Downloadable!] 2000 PPP Despite Real Shocks: an Empirical Analysis of the Norwegian Real Exchange Rate by Akram, Q.F. 2000 PPP Despite Real Shocks: An Empirical Analysis of the Norwegian Real Exchange Rate by Qaisar Farooq Akram [Downloadable!] 2000 Forecasting with Difference-Stationary and Trend-Stationary Models by David Hendry & Michael P. Clements 2000 The Concept, Policy Use and Measurement of Structural Unemployment: Estimating a Time Varying NAIRU Across 21 OECD Countries by Pete Richardson & Laurence Boone & Claude Giorno & Mara Meacci & David Rae & David Turner [Downloadable!] 2000 Comparing Semi-Structural Methods to Estimate Unobserved Variables: The HPMV and Kalman Filters Approaches by Laurence Boone [Downloadable!] 2000 Is the output gap a useful indicator of inflation? by Iris Claus [Downloadable!] 2000 A multivaria 
