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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C50: General
/ / / C51: Model Construction and Estimation
/ / / C52: Model Evaluation and Testing
/ / / C53: Forecasting and Other Model Applications
/ / / C59: Other

This topic is covered by the following reading lists:
  1. Socio-Economics of Innovation
  2. SOEP based publications

Most recent items first, undated at the end.
  • 2009 Volatility of Stock Return in ISE in Political Instability Period: Regime-Switching AP-GARCH Test
    by Melike Bildirici & Sadiye Oktay [Downloadable!]
  • 2009 Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications
    by Xiangdong Long & Liangjun Su & Aman Ullah [Downloadable!]
  • 2009 Reform and Competitive Selection in China: An Analysis of Firm Exits
    by Qing Gong Yang & Paul Temple [Downloadable!]
  • 2009 A Robust LM Test for Spatial Error Components
    by Zhenlin Yang [Downloadable!]
  • 2009 Calcule de Regresie privind Convergenta Economica si Evidentierea Contributiei Factorului Institutional
    by Iancu, Aurel & Pecican, Eugen Stefan & Olteanu, Dan [Downloadable!]
  • 2009 Cointegration And Asymmetric Adjustment: Some New Evidence Concerning The Behaviour Of The Us Current Account
    by Mark J. Holmes & Theodore Panagiotidis [Downloadable!]
  • 2009 New Evidence on the Green Building Rent and Price Premium
    by Franz Fuerst & Patrick McAllister [Downloadable!]
  • 2009 Are public policies effective in alleviating family income inequality in Iran?
    by Khiabani, Nasser & Mazyaki, Ali [Downloadable!]
  • 2009 Business and social evaluation of denial of service attacks in view of scaling economic counter-measures
    by Pau, Louis-François [Downloadable!]
  • 2009 The empirical saddlepoint likelihood estimator applied to two-step GMM
    by Sowell, Fallaw [Downloadable!]
  • 2009 Impact of "Seguro Popular" on Prenatal Visits in Mexico, 2002-2005: Latent Class Model of Count Data with a Discrete Endogenous Variable
    by Jeffrey E. Harris & Sandra G. Sosa-Rubi [Downloadable!]
  • 2009 Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs
    by S. Boragan Aruoba & Frank Schorfheide [Downloadable!]
  • 2009 Martingalized historical approach for option pricing
    by Christophe Chorro & Dominique Guegan & Florian Ielpo [Downloadable!]
  • 2009 A General Method to Create Lorenz Models
    by ZuXiang Wang & Russell Smyth & Yew-Kwang Ng [Downloadable!]
  • 2009 On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting
    by Julien CHEVALLIER & Benoît SEVI [Downloadable!]
  • 2009 Cointegration and asymmetric adjustment: Some new evidence concerning the behaviour of the US current account
    by Mark J. Holmes & Theodore Panagiotidis [Downloadable!]
  • 2009 Are the Central European Stock Markets Still Different? A Cointegration Analysis
    by Rousova, Linda [Downloadable!]
  • 2009 Time to reject the privileging of economic theory over empirical evidence? A Reply to Lawson (2009)
    by Katarina Juselius [Downloadable!]
  • 2009 Health Inequality over the Life-Cycle
    by Halliday, Timothy [Downloadable!]
  • 2009 Misunderstanding Economic Stimulus Multipliers
    by Swenson, David A. [Downloadable!]
  • 2009 Dynamic Estimation of Health Expenditure: A new approach for simulating individual expenditure
    by Valerie Albouy & Laurent Davezies & Thierry Debrand [Downloadable!]
  • 2009 Health Inequality over the Life-Cycle
    by Timothy J. Halliday [Downloadable!]
  • 2009 On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting
    by Julien Chevallier & Benoît Sévi [Downloadable!]
  • 2009 Subjective Measures of Risk Aversion, Fixed Costs, and Portfolio Choice
    by Arie Kapteyn & Federica Teppa [Downloadable!]
  • 2009 Wavelet-based detection of outliers in volatility models
    by Aurea Grané & Helena Veiga [Downloadable!]
  • 2009 Business Cycles in the Euro Area
    by Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia [Downloadable!]
  • 2009 Analyzing Interest Rate Risk: Stochastic Volatility in the Term Structure of Government Bond Yields
    by Nikolaus Hautsch & Yangguoyi Ou [Downloadable!]
  • 2009 Bond risk premia, macroeconomic fundamentals and the exchange rate
    by Marcello Pericoli & Marco Taboga [Downloadable!]
  • 2009 The multivariate supOU stochastic volatility model
    by Ole Eiler Barndorff-Nielsen & Robert Stelzer [Downloadable!]
  • 2009 Stochastic volatility and stochastic leverage
    by Almut E. D. Veraart & Luitgard A. M. Veraart [Downloadable!]
  • 2009 The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version Yearly Forecast - Autumn Forecast 2009
    by Institute for Economic Forecasting
  • 2009 The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version Yearly Forecast Summer Forecast 2009
    by Institute for Economic Forecasting [Downloadable!]
  • 2009 The "Dobrescu Macromodel" Of The Romanian Market Economy - 2005 Version* Yearly Forecast - Spring Forecast 2009
    by Institute for Economic Forecasting [Downloadable!]
  • 2009 Empirical Applications of Discrete Choice Dynamic Programming Models
    by Michael P. Keane & Kenneth I. Wolpin [Downloadable!]
  • 2009 Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data
    by Vít Bubák & Filip Žikeš [Downloadable!]
  • 2009 Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment
    by Gomez Zaldivar, M. & Ventosa-Santaularia, D. [Downloadable!]
  • 2009 Government Effectiveness, Education, Economic Development And Well-Being: Analysis Of European Countries In Comparison With The United States And Canada, 2000-2007
    by Guisan, M.C. [Downloadable!]
  • 2009 Cointegration and Asymmetric Adjustment: Some New Evidence Concerning the Behavior of the U.S. Current Account
    by Mark J. Holmes & Theodore Panagiotidis [Downloadable!]
  • 2008 DSGE Models and Central Banks
    by Tovar, Camilo Ernesto [Downloadable!]
  • 2008 Testing the Bounds: Empirical Behavior of Target Zone Fundamentals
    by J. Isaac Miller [Downloadable!]
  • 2008 Forecasting Economic Impact of Climate Policy (in Finnish with an English abstract/summary)
    by Olavi Rantala [Downloadable!]
  • 2008 Green Noise or Green Value? Measuring the Price Effects of Environmental Certification in Commercial Buildings
    by Franz Fuerst & Patrick McAllister [Downloadable!]
  • 2008 Explaining and Forecasting Results of The Self-Sufficiency Project
    by Christopher Ferrall [Downloadable!]
  • 2008 Forecasting Elections from Voters’ Perceptions of Candidates’ Ability to Handle Issues
    by Graefe, Andreas & Armstrong, J. Scott [Downloadable!]
  • 2008 The Causal Relationship Between Government Revenue and Expenditure in Namibia
    by Eita, Joel Hinaunye & Mbazima, Daisy [Downloadable!]
  • 2008 Solution of the Ellsberg paradox by means of the principle of uncertain future
    by Harin, Alexander [Downloadable!]
  • 2008 Volatility Transmission: What Does Asia-Pacific Markets Expect?
    by Shamiri, Ahmed [Downloadable!]
  • 2008 Green Noise or Green Value? Measuring the Price Effects of Environmental Certification in Commercial Buildings
    by Fuerst, Franz & McAllister, Patrick [Downloadable!]
  • 2008 Identification of relationship between housing difficulty and property values in urban areas
    by Montrone, Silvestro & Perchinunno, Paola & Torre, Carmelo Maria [Downloadable!]
  • 2008 An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model
    by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch [Downloadable!]
  • 2008 Employment Adjustments in High-Trade-Exposed Manufacturing in Canada
    by Serge Coulombe [Downloadable!]
  • 2008 Short-Term Distributional Effects of Structural Reforms: Selected Simulations in a DGSE Framework
    by Annabelle Mourougane & Lukas Vogel [Downloadable!]
  • 2008 Speed of Adjustment to Selected Labour Market and Tax Reforms
    by Annabelle Mourougane & Lukas Vogel [Downloadable!]
  • 2008 Business Cycles in the Euro Area
    by Domenico Giannone & Michele Lenza & Lucrezia Reichlin [Downloadable!]
  • 2008 Theory and Empirical Work on Imperfectly Competitive Markets
    by Ariel Pakes [Downloadable!]
  • 2008 The Changing Intra-Household Resource Allocation in Russia
    by Guy Lacroix & Natalia Radtchenko [Downloadable!]
  • 2008 Pushing Wheat: Why Supply Mattered for the American Grain Invasion of Britain in the Nineteenth Century
    by Paul Sharp [Downloadable!]
  • 2008 Business Cycle Measurement with Semantic Filtering: A Micro Data Approach
    by Christian Müller & Eva Köberl [Downloadable!]
  • 2008 Causality Relationships between Total Exports with Agricultural and Manufacturing GDP in Tanzania
    by Shombe, Nicolaus Herman [Downloadable!]
  • 2008 The Changing Intra-Household Resource Allocation in Russia
    by Lacroix, Guy & Radtchenko, Natalia [Downloadable!]
  • 2008 Heterogeneity, State Dependence and Health
    by Halliday, Timothy [Downloadable!]
  • 2008 Dollarization, Economic Growth, and Employment
    by Raimundo Soto [Downloadable!]
  • 2008 Does a Rising Biofuels Tide Raise All Boats? A Study of Cash Rent Determinants for Iowa Farmland under Hay and Pasture
    by Xiaodong Du & David A. Hennessy & William M. Edwards [Downloadable!]
  • 2008 Planting Real Option in Cash Rent Valuation, The
    by Xiaodong Du & David A. Hennessy [Downloadable!]
  • 2008 Yield Curve Factors, Term Structure Volatility, and Bond Risk Premia
    by Nikolaus Hautsch & Yangguoyi Ou [Downloadable!]
  • 2008 Monitoring Processes with Changing Variances
    by Ord [Downloadable!]
  • 2008 Exponential smoothing and non-negative data
    by Muhammad Akram & Rob J Hyndman & J. Keith Ord [Downloadable!]
  • 2008 Business Cycles in the euro Area
    by Domenico Giannone & Michele Lenza & Lucrezia Reichlin [Downloadable!]
  • 2008 Forecasting Spanish inflation using information from different sectors and geographical areas
    by Juan de Dios Tena & Antoni Espasa & Gabriel Pino [Downloadable!]
  • 2008 On-the-Job Search, Minimum Wages, and Labor Market Outcomes in an Equilibrium Bargaining Framework
    by Christopher Flinn & James Mabli [Downloadable!]
  • 2008 Econometric Asset Pricing Modelling
    by Bertholon, H. & Monfort, A. & Pegoraro, F. [Downloadable!]
  • 2008 Welfare Implications of Heterogeneous Labor Markets in a Currency Area
    by Poilly, C. & Sahuc, J-G. [Downloadable!]
  • 2008 The Yield Curve and its Relation with Economic Activity: The Mexican Case
    by Mario Reyna Cerecero & Diana Salazar Cavazos & Héctor Salgado Banda [Downloadable!]
  • 2008 Econometric Analysis of Cross Section and Panel Data, 2nd Edition
    by Jeffrey M. Wooldridge
  • 2008 The Development and Testing of Heckscher-Ohlin Trade Models: A Review
    by Robert E. Baldwin
  • 2008 Financial Modeling, 3rd Edition
    by Simon Benninga
  • 2008 The "Dobrescu Macromodel" Of The Romanian Market Economy - 2005 Version Yearly Forecast Autumn Forecast
    by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina [Downloadable!]
  • 2008 A Desirable Scenario For The Romanian Economy During 2008-2013
    by Dobrescu, Emilian [Downloadable!]
  • 2008 The "Dobrescu Macromodel" Of The Romanian Market Economy - 2005 Version Yearly Forecast Autumn Forecast
    by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina [Downloadable!]
  • 2008 The "Dobrescu Macromodel" of the Romanian Market Economy* -2005 Version-Yearly Forecast Scenario for “Increase in foreign capital inflows”
    by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina [Downloadable!]
  • 2008 Second order effects in population migration
    by Purica, Ionut [Downloadable!]
  • 2008 The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version - Base Scenario for 2008
    by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina [Downloadable!]
  • 2008 Employment, Unemployment and Real Wage: An analysis of the Labor Market in Medellín City (1995-2006)
    by Carlos Andrés Cano Gamboa & Adriana María Ochoa Yepes [Downloadable!]
  • 2008 Purchasing power parity in Central and Eastern European countries
    by Ahmad Zubaidi Baharumshah & Darja Borsic [Downloadable!]
  • 2008 Foreign direct investment (FDI) and the global food crisis. A study of the Windward Islands’ agricultural sector
    by Stephen Pilgrim & Sunday Iyare [Downloadable!]
  • 2008 Explosive and periodically collapsing bubbles in emerging stockmarkets
    by Mauricio Nunes & Sergio Da Silva [Downloadable!]
  • 2008 Using business survey in industrial and services sector to nowcast GDP growth:The French case
    by Olivier Darne [Downloadable!]
  • 2008 Business surveys modelling with Seasonal-Cyclical Long Memory models
    by Laurent Ferrara & Dominique Guégan [Downloadable!]
  • 2008 Price Convergence in the EU Poultry and Eggs Markets
    by Panos Fousekis [Downloadable!]
  • 2008 The examination of the validity of the Divisia price index for the almost ideal demand system model: Some Monte Carlo results
    by Manami Ogura [Downloadable!]
  • 2008 Asymmetric price adjustment of Ukrainian feed wheat export prices in relation to U.S. maize exports: A Note
    by Atanu Ghoshray [Downloadable!]
  • 2008 Impacto De Las Políticas Fiscales Sobre El Producto: El Caso De Reino Unido, Holanda Y Bélgica
    by ROCA SEGALÉS, Oriol & PEREIRA, Alfredo M. [Downloadable!]
  • 2008 Knowledge-Based Labor Productivity Improvements: Canada Case Study, 1961-2004
    by KHAZABI, Massoud & FALLAHI, F. [Downloadable!]
  • 2008 The Effect Of Unionization On Poverty In The Turkish Labor Market
    by CANKAL,Erhan & SEKMEN,Fuat [Downloadable!]
  • 2008 The Consumption-Wealth Ratio under Asymmetric Adjustment
    by Vasco J. Gabriel & Fernando Alexandre & Pedro Bação [Downloadable!]
  • 2007 Perspectives on the World Income Distribution: Beyond Twin Peaks Towards Welfare Conclusions
    by Weisbrod, Julian & Vollmer, Sebastian & Holzmann, Hajo [Downloadable!]
  • 2007 Using copulas to estimate reduced-form systems of equations
    by Casey Quinn [Downloadable!]
  • 2007 Improving precision in cost-effectiveness analysis using copulas
    by Casey Quinn [Downloadable!]
  • 2007 The health-economic applications of copulas: methods in applied econometric research
    by Casey Quinn [Downloadable!]
  • 2007 On Diffusion of Ideas in the Academic World: the Case of Spatial Econometrics
    by Nikias Sarafoglou & Jean H.P. Paelinck [Downloadable!]
  • 2007 Spatial Spillovers in the Development of Institutions
    by Harry Kelejian & Peter Murrell & Oleksandr Shepotylo [Downloadable!]
  • 2007 The Dynamics of Art Prices: The Selection Corrected Repeat-Sales Index
    by Zanola, Roberto [Downloadable!]
  • 2007 Türkiye’de Reel Ücretlerin TAR Modeli ile Analizi ve Birim Kök Sýnamasý
    by Elcin Aykac Alp [Downloadable!]
  • 2007 Distribution-Preserving Statistical Disclosure Limitation
    by Simon D. Woodcock & Gary Benedetto [Downloadable!]
  • 2007 Feasible inference for realised variance in the presence of jumps
    by Almut Elisabeth Dorothea Veraart [Downloadable!]
  • 2007 Long Term Effects of Fiscal Policy on the Size and the Distribution of the Pie in the UK
    by Xavier Ramos & Oriol Roca-Sagales [Downloadable!]
  • 2007 The Sustainability of India's current account (1950-2003): Evidence from parametric and non-parametric unit root and cointegration tests
    by Theodore Panagiotidis & Mark J. Holmes & Abhijit Sharma [Downloadable!]
  • 2007 Green House Gas Emissions and the Economic Impacts EU Climate Change Policies (in Finnish with an English abstract/summary)
    by Olavi Rantala [Downloadable!]
  • 2007 Estimating Multi-country VAR models
    by Fabio Canova & Matteo Ciccarelli [Downloadable!]
  • 2007 Unit Root Tests with Wavelets
    by Gencay, Ramazan & Fan, Yanqin [Downloadable!]
  • 2007 Estimating Recovery Rates on Bank’s Historical Loan Loss Data
    by Bandyopadhyay, Arindam & Singh, Pratima [Downloadable!]
  • 2007 CGE-Microsimulation Modelling: A Survey
    by Ahmed, Vaqar & O' Donoghue, Cathal [Downloadable!]
  • 2007 Polar Bear Population Forecasts: A Public-Policy Forecasting Audit
    by Armstrong, J. Scott & Green, Kesten C. & Soon, Willie [Downloadable!]
  • 2007 Does Financial Growth lead Economic Performance in India? Causality-Cointegration using Unrestricted Vector Error Correction Models
    by Kamat, Manoj & Kamat, Manasvi [Downloadable!]
  • 2007 Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions
    by Barnett, William A. & Duzhak, Evgeniya A. [Downloadable!]
  • 2007 A new approach for β-convergence estimation in Italy
    by De Siano, Rita & D'Uva, Marcella [Downloadable!]
  • 2007 The effects of a greater central bank credibility on interest rates level and volatility response to news in the U.K
    by Tuysuz, Sukriye [Downloadable!]
  • 2007 The Properties of Market-Based and Survey Forecasts for Different Data Releases
    by Lanne, Markku [Downloadable!]
  • 2007 Les sources des fluctuations marcoéconomiques au Cameroun
    by ODIA NDONGO, Yves Francis [Downloadable!]
  • 2007 Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach
    by Francis X. Diebold & Canlin Li & Vivian Z. Yue [Downloadable!]
  • 2007 The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models
    by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch [Downloadable!]
  • 2007 In the Same Boat: Exchange Rate Interdependence in the Asia-Pacific Region
    by Tomer Shachmurove & Yochanan Shachmurove [Downloadable!]
  • 2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment
    by Fernando Alexandre & Vasco J. Gabriel & Pedro Bação [Downloadable!]
  • 2007 Two New Exponential Families Of Lorenz Curves
    by ZuXiang Wang & Russell Smyth [Downloadable!]
  • 2007 Revisiting The Ordered Family Of Lorenz Curves
    by ZuXiang Wang & Yew-Kwang Ng & Russell Smyth [Downloadable!]
  • 2007 Between The Rock and a Hard Place: Regime Switching in the RelationshipBetween Short-Term Interest Rates and Equity Returns in the UK
    by Olan T Henry [Downloadable!]
  • 2007 The sustainability of India’s current account
    by Mark J. Holmes & Theodore Panagiotidis & Abhijit Sharma [Downloadable!]
  • 2007 Proceedings of a LEF seminar - Forest-wood sector modelling: Application for France
    by Ahmed Barkaoui & Patrice Harou [Downloadable!]
  • 2007 The Speed of Adjustment to Demand Shocks: A Markov-chain Measurement Using Micro Panel Data
    by Christian Müller & Eva Köberl [Downloadable!]
  • 2007 Comparing Quantitative and Qualitative Survey Data
    by Rolf Schenker [Downloadable!]
  • 2007 Dude, Where’s My Corn? Constraints on the Location of Ethanol Production in the Corn Belt
    by Eathington, Liesl & Swenson, David A. [Downloadable!]
  • 2007 Estimating Germany's Potential Output
    by Gustav Horn & Camille Logeay & Silke Tober [Downloadable!]
  • 2007 Inflation in the West African Countries. The Impact of Cocoa Prices, Budget Deficits, and Migrant Remittances
    by Jumah, Adusei & Kunst, Robert M. [Downloadable!]
  • 2007 Forecasting Global Flows
    by Skriner, Edith [Downloadable!]
  • 2007 Modelling Sovereign Bond Yield Curves of the US, Japan and Germany
    by Chi-sang Tam & Ip-wing Yu [Downloadable!]
  • 2007 Heterogeneity, State Dependence and Health
    by Timothy J. Halliday [Downloadable!]
  • 2007 Perspectives on the World Income Distribution - Beyond Twin Peaks Towards Welfare Conclusions
    by Hajo Holzmann & Sebastian Vollmer & Julian Weisbrod [Downloadable!]
  • 2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment
    by Vasco Gabriel & Fernando Alexandre & Pedro Bação [Downloadable!]
  • 2007 Transitions CDD - CDI et différentiels de salaire : Résultats économétriques sur l’enquête Emploi
    by Mohamed Ali Ben Halima & Jean-Yves Lesueur [Downloadable!]
  • 2007 Propositions for the Building of a Quantitative Austrian Modelling: An Answer to Prof. Rizzo and to Prof. Vriend
    by Rodolphe Buda [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 Testing the Finance-Growth Link: is There a Difference Between Developed and Developing Countries?
    by Gilles Dufrenot & Valerie Mignon & Anne Peguin-Feissolle [Downloadable!]
  • 2007 Switching VARMA Term Structure Models - Extended Version
    by Monfort, A. & Pegoraro, F. [Downloadable!]
  • 2007 Multi-Lag Term Structure Models with Stochastic Risk Premia
    by Monfort, A. & Pegoraro, F. [Downloadable!]
  • 2007 Pricing and Inference with Mixtures of Conditionally Normal Processes
    by Bertholon, H. & Monfort, A. & Pegoraro, F. [Downloadable!]
  • 2007 A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects
    by Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen [Downloadable!]
  • 2007 Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
    by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega [Downloadable!]
  • 2007 The Minimum Description Length Principle
    by Peter D. Grünwald
  • 2007 Examining Malaysian Household Expenditure Patterns on Food-Away-From-Home
    by Helen Lee Siew Heng & Andrew Tan Khee Guan [Downloadable!]
  • 2007 A Dynamic Model of Airline Competition
    by Ying Fang & Robin C. Sickles [Downloadable!]
  • 2007 Economic Convergence. Applications - Second Part -
    by Iancu, Aurel [Downloadable!]
  • 2007 The "Dobrescu” Macromodel of the Romanian Market Economy - 2005 version. Yearly Forecast – Preliminary results for 2007
    by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina [Downloadable!]
  • 2007 The "Dobrescu" Macromodel of the Romanian Market Economy* - 2005 version - Yearly Forecast - The second actualised scenario
    by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina [Downloadable!]
  • 2007 The "DOBRESCU” Macromodel of the Romanian Market Economy* - 2005 version - Yearly Forecast - actualised scenario
    by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina [Downloadable!]
  • 2007 Modelling The Romanian Economy: Some Data Problems
    by Dobrescu, Emilian [Downloadable!]
  • 2007 The Influence Of The Net-metric And Biblio-metric Variables On The Top Artists Of The Internacional Art Market/La Influencia De Las Variables Red-metricas Y Biblio-metricas En El Mercado Del Arte De Los Principales Artistas A Nivel Internacional
    by GUADALAJARA, N & DE LA POZA, E. [Downloadable!]
  • 2007 İktisadi krizlerin ve takvimsel faktörlerin bireysel hisse senetlerinin getirisi ve volatilitesi üzerindeki etkileri
    by Cüneyt AKAR
  • 2007 The demand for lottery expenditure in Taiwan: a quantile regression approach
    by Kung-Cheng Lin & Cho-Min Lin [Downloadable!]
  • 2007 Abnormal Domestic Information Disseminate on Cross-listed Nikkei 225 Index Futures from Abroad?
    by Chien-Liang Chiu & Yen-Hsien Lee & Tung-Yueh Pai [Downloadable!]
  • 2007 A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models
    by Carlos Santos [Downloadable!]
  • 2007 A note on the use of quantile regression in beta convergence analysis
    by Marcio Laurini [Downloadable!]
  • 2007 The asymptotic global power comparisons of the GMM overidentifying restrictions tests
    by Sheng-Kai Chang [Downloadable!]
  • 2007 Seasonal fractional integration with structural break. An application to the German GNP data
    by Luis Gil-Alana [Downloadable!]
  • 2007 The Aggregated Structural-Change Model
    by Terence Tai-Leung Chong & Isabel Kit-Ming Yan & Guoxin Liu [Downloadable!]
  • 2007 Scale invariance in financial time series
    by Ranasinghe Malmini [Downloadable!]
  • 2007 Health Expenditure, Poverty and Economic Development in Latin America 2000-2005
    by Guisan, M.C. & Aguayo, E. [Downloadable!]
  • 2007 Capital Humano Y Desarrollo Económico Mundial: Modelos Econométricos Y Perspectivas
    by NEIRA, Isabel [Downloadable!]
  • 2007 Does The Constraint In The Matrix Of Long Run Effects Bias The Ricardian Equivalence Test?
    by GHASSAN, Hassan [Downloadable!]
  • 2007 Das IMM: ein makroökonometrisches Mehrländermodell
    by Christian Dreger & Florian Zinsmeister [Downloadable!]
  • 2007 A note on the effect of expected changes in monetary policy on long-term interest rates
    by Hany S. Guirguis & Christos I. Giannikos [Downloadable!]
  • 2007 Regional and international market integration of a small open economy
    by Sebastian Fossati & Fernando Lorenzo & Cesar M. Rodríguez [Downloadable!]
  • 2007 Measurement of the Trade Flows between the EU and Mercosur through Gravitation Analysis
    by Nevena Stancheva [Downloadable!]
  • 2007 Latent-Structural Analysis of the Contentment with the Home Employment in Bulgaria
    by Plamen Petkov [Downloadable!]
  • 2006 The Process of price formation and the skewness of asset returns
    by Stefan Reimann [Downloadable!]
  • 2006 An Elementary Model of Price Dynamics in a Financial Market Distribution, Multiscaling & Entropy
    by Stefan Reimann [Downloadable!]
  • 2006 The experiment in macroeconometrics
    by John Aldrich & Anna Staszewska [Downloadable!]
  • 2006 The Importance of Interest Rate Volatility in Empirical Tests of Uncovered Interest Parity
    by Metodij Hadzi-Vaskov & Clemens Kool [Downloadable!]
  • 2006 To Combine Forecasts or to Combine Information?
    by Huiyu Huang & Tae-Hwy Lee [Downloadable!]
  • 2006 Can violence be rational? An empirical analysis of Colombia
    by Brosio, Giorgio & Zanola, Roberto [Downloadable!]
  • 2006 On Joint Modelling and Testing for Local and Global Spatial Externalities
    by Zhenlin Yang [Downloadable!]
  • 2006 Estimating Multi-country VAR models
    by Matteo Ciccarelli & Fabio Canova
  • 2006 Sticky Prices vs. Limited Participation:What Do We Learn From the Data?
    by Niki Papadopoulou [Downloadable!]
  • 2006 Real-Time Measurement of Business Conditions
    by Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland
  • 2006 Aggregating Phillips Curves
    by FAME,Eric Jondeau, University of Lausanne-HEC & Jean Imbs & Eric Jondeau & Florian Pelgrin
  • 2006 Foreign Direct Investment: South Africa’s Elixir of Life?
    by C.E. Moolman & E.L. Roos & J.C. Le Roux & C. B. Du Toit [Downloadable!]
  • 2006 Cultural Determinants Of Economic Growth: The Case Of European Countries
    by Dima, Bogdan & Mutascu, Mihai & Enache, Cosmin [Downloadable!]
  • 2006 Forecasting VARMA processes using VAR models and subspace-based state space models
    by Izquierdo, Segismundo S. & Hernández, Cesáreo & del Hoyo, Juan [Downloadable!]
  • 2006 The Empirical Saddlepoint Approximation for GMM Estimators
    by Sowell, Fallaw [Downloadable!]
  • 2006 An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model
    by Vargas, Gregorio A. [Downloadable!]
  • 2006 The Purchasing Power Parity in The Maghreb Countries : A Nonlinear Perspective
    by Benbouziane, Mohamed & Benamar, abdelhak [Downloadable!]
  • 2006 Econometric modelling in finance and risk management: An overview
    by Gao, Jiti & McAleer, Michael & Allen, Dave [Downloadable!]
  • 2006 A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration
    by Francis X. Diebold & Lei Ji & Canlin Li [Downloadable!]
  • 2006 AQM-06: The Macroeconomic Model of the OeNB
    by Martin Schneider & Markus Leibrecht [Downloadable!]
  • 2006 Multifrequency Jump-Diffusions: An Equilibrium Approach
    by Laurent E. Calvet & Adlai J. Fisher [Downloadable!]
  • 2006 Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression
    by Wayne E. Ferson & Sergei Sarkissian & Timothy Simin [Downloadable!]
  • 2006 On the Heterogeneity of Dowry Motives
    by Raj Arunachalam & Trevon D. Logan [Downloadable!]
  • 2006 Empirical Models of Auctions
    by Susan Athey & Philip A. Haile [Downloadable!]
  • 2006 Evaluating the Differential Effects of Alternative Welfare-to-Work Training Components: A Re-Analysis of the California GAIN Program
    by V. Joseph Hotz & Guido W. Imbens & Jacob A. Klerman [Downloadable!]
  • 2006 Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk
    by Refet Gurkaynak & Justin Wolfers [Downloadable!]
  • 2006 Regression Discontinuity Inference with Specification Error
    by David S. Lee & David Card [Downloadable!]
  • 2006 Latvia's Macroeconomic Model
    by Konstantins Benkovskis & Dainis Stikuts [Downloadable!]
  • 2006 The Gains from Improved Market Efficiency: Trade Before and After the Transatlantic Telegraph
    by Mette Ejrnæs & Karl Gunnar Persson [Downloadable!]
  • 2006 Economic, Demographic and Political Determinants of Pollution Reassessed: A Sensitivity Analysis
    by Martin Gassebner & Michael Lamla & Jan-Egbert Sturm [Downloadable!]
  • 2006 Econometrics: A Bird’s Eye View
    by John F. Geweke & Joel L. Horowitz & M. Hashem Pesaran [Downloadable!]
  • 2006 Smoking Habits: Like Father, Like Son, Like Mother, Like Daughter
    by Maria L. Loureiro & Anna Sanz-de-Galdeano & Daniela Vuri [Downloadable!]
  • 2006 The Economic Impacts of Increased Fruits and Vegetable Consumption in Iowa: Phase II
    by Swenson, David A. [Downloadable!]
  • 2006 Measuring the Economic Impacts of Buy Local Campaigns in Iowa
    by Swenson, David A. [Downloadable!]
  • 2006 Input-Outrageous: The Economic Impacts of Modern Biofuels Production
    by Swenson, David A. [Downloadable!]
  • 2006 The Story Behind the Post-War Decline in Women’s Housework: Prices, Income, Family Size, and Technology Effects in a Demand System
    by Huffman, Wallace [Downloadable!]
  • 2006 Buying Local in Marshall County and Marshalltown, Iowa: An Economic Impact Assessment
    by Swenson, David A. [Downloadable!]
  • 2006 Exchange Rate and Inflation: France and Bulgaria in the Interwar Period
    by Kalina Dimitrova & Nikolay Nenovsky [Downloadable!]
  • 2006 Forecasting the Term Structure of Variance Swaps
    by Kai Detlefsen & Wolfgang Härdle [Downloadable!]
  • 2006 Working Paper 02-06 - An Evaluation of the Risks Surrounding the 2006-2012 NIME Economic Outlook : Illustrative Stochastic Simulations
    by Eric Meyermans & Patrick Van Brusselen [Downloadable!]
  • 2006 Foreign Direct Investment and Technology Spillovers: Evidence from The Indian Manufacturing Sector
    by Sasidharan, Subash [Downloadable!]
  • 2006 Small Islands, New Technologies and Globalization: A Case of ICT adoption by SMEs in Mauritius
    by Lal, Kaushalesh & Peedoly, Aveeraj Sharma [Downloadable!]
  • 2006 Empirical Models of Auctions
    by Susan Athey & Philip A. Haile [Downloadable!]
  • 2006 Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency
    by Meenagh, David & Minford, Patrick & Peel, David [Downloadable!]
  • 2006 Estimating Macroeconomic Models: A Likelihood Approach
    by Fernández-Villaverde, Jesús & Rubio-Ramirez, Juan Francisco [Downloadable!]
  • 2006 Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk
    by Gürkaynak, Refet S. & Wolfers, Justin [Downloadable!]
  • 2006 NATGAS: a model of the European natural gas market
    by Machiel Mulder & Gijsbert Zwart [Downloadable!]
  • 2006 Simulating Stock Returns under switching regimes - a new test of market efficiency
    by Meenagh, David & Minford, Patrick & Peel, David [Downloadable!]
  • 2006 Econometrics: A Bird’s Eye View
    by Geweke, J. & Joel Horowitz & Pesaran, M.H. [Downloadable!]
  • 2006 Canonical term-structure models with observable factors and the dynamics of bond risk premiums
    by Marcello Pericoli & Marco Taboga [Downloadable!]
  • 2006 Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model
    by Céline Gauthier & Fu Chun Li [Downloadable!]
  • 2006 Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns
    by Antonio Diez de los Rios & René Garcia [Downloadable!]
  • 2006 Solutions Manual to Accompany Intermediate Public Economics
    by Nigar Hashimzade & Jean Hindriks & Gareth D. Myles
  • 2006 Considerations on the Reform in the Power Sector (Avoiding Chaos on the Path to an Optimal Market Structure)
    by Purica, Ionut [Downloadable!]
  • 2006 Montenegrin Quarterly Macroeconomic Econometric Model
    by Štiblar Franjo & Oplotnik Žan & Vukotić Veselin [Downloadable!]
  • 2006 In praise of structural macroeconometrics/En defensa de la macroeconometría estructural
    by LORÍA, EDUARDO [Downloadable!]
  • 2006 Study of the potentiality of the electronic commerce in the Region of Murcia by means of a model of logistic regression/Estudio de la Potencialidad del Comercio Electrónico en la Región de Murcia mediante un Modelo de Regresión Logística
    by BERNAL GARCÍA, JUAN JESÚS & MARTÍNEZ MARIA-DOLORES, SOLEDAD MARÍA & SÁNCHEZ GARCÍA, JUAN FRANCISCO [Downloadable!]
  • 2006 Relating the Knowledge Production Function to Total Factor Productivity: An Endogenous Growth Puzzle
    by Yasser Abdih & Frederick Joutz [Downloadable!]
  • 2006 Finansal piyasalarda krizlerin ve takvimsel faktörlerin volatilite ve getiri üzerine etkisi
    by Cüneyt AKAR
  • 2006 How to do empirical economics
    by Francis Kamarz (editor) & Joshua D. Angrist & David M. Blau & Armin Falk & Jean-Marc Robin & Christopher R. Taber [Downloadable!]
  • 2006 The Macroeconomy and the Yield Curve: A Review of the Literature with Some New Evidence
    by Zeno Rotondi [Downloadable!]
  • 2006 The Rise in House Prices in China: Bubbles or Fundamentals?
    by Jianying Hu & Liangjun Su & Sainan Jin & Wanjun Jiang [Downloadable!]
  • 2006 A Mixture Model of Consumers’ Intended Purchase Decisions for Genetically Modified Foods
    by Kristine M. Grimsrud & Ron C. Mittelhammer & Robert P. Berrens [Downloadable!]
  • 2006 On discrimination and the status of immigrants in the Hong Kong labour market
    by Alan T.K. Wan [Downloadable!]
  • 2006 A Refinement in the Specification of Empirical Macroeconomic Models as an Extension to the EBA Procedure
    by Jeffrey A. Edwards & Alfred Sams & Benhua Yang [Downloadable!]
  • 2006 Estimating Behavioral Response to the AIDS Epidemic
    by M. Christopher Auld [Downloadable!]
  • 2005 Una Aproximación Microeconométrica a los Determinantes de la Elección del Modo de Transporte. (A Microeconometric Approach to the Determinants of Travel Mode Choice)
    by Pablo M Garcia [Downloadable!]
  • 2005 Crude Oil and Gasoline Prices in Fiji: Is the Relationship Asymmetric?
    by B Bhaskara Rao & Gyaneshwar Rao [Downloadable!]
  • 2005 Testing Permanent Income Hypothesis for Fiji
    by B Bhaskara Rao [Downloadable!]
  • 2005 A Cointegration And Error Correction Approach To Demand For Money In Fiji: 1971-2002
    by B Bhaskara Rao & Rup Singh [Downloadable!]
  • 2005 Demand for Money in India: 1953-2003
    by B Bhaskara Rao & Singh Rup [Downloadable!]
  • 2005 How Useful Is Contingent Valuation Of The Environment To Water Services? Evidence From South East, Nigeria
    by Ukwueze Ezebuilo & Ogujiuba Kanayo & Adenuga Adeniyi [Downloadable!]
  • 2005 Estimating a third-order translog demand system using Canadian micro-data
    by Vik Singh [Downloadable!]
  • 2005 M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data
    by Mehmet Caner [Downloadable!]
  • 2005 Modern and Ancient Cultural Capital. A Worldwide Cross-Sectional Analysis
    by Guido Travaglini [Downloadable!]
  • 2005 Nonparametric estimation of concave production technologies by entropic methods
    by Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alex Shapiro [Downloadable!]
  • 2005 A practical test for the choice of mixing distribution in a discrete choice model
    by Mogens Fosgerau & Michel Bierlaire [Downloadable!]
  • 2005 The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation
    by Peter Ilmolelian [Downloadable!]
  • 2005 Globalization and Regional Income Inequality--Evidence from within China
    by Guanghua Wan & Ming Lu & Zhao Chen [Downloadable!]
  • 2005 ‘‘Moving Median’’ A New Method Of Forecasting
    by Eleftherios Giovanis [Downloadable!]
  • 2005 Propagation of Memory Parameter from Durations to Counts
    by Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang [Downloadable!]
  • 2005 A Note On Influence Assessment In Score Tests
    by J.M.C. Santos Silva [Downloadable!]
  • 2005 A fresh look at the topical interest of the Gini concentration ratio
    by Giovanni Maria Giorgi [Downloadable!]
  • 2005 Bibliographic portrait of the Gini concentration ratio
    by Giovanni Maria Giorgi [Downloadable!]
  • 2005 Production Functions Estimates for Soviet Industry and Some Implications
    by Oldrich Kyn & Hans-Juergen Wagener & Joerg Hocke [Downloadable!]
  • 2005 Simulation des Einflusses der Planung auf die sowjetische Wirtschaft
    by Oldrich Kyn & Wolfram Schrettl & Volkhart Vincentz [Downloadable!]
  • 2005 Directional Log-spline Distributions
    by José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel [Downloadable!]
  • 2005 Economic Growth as a Nonlinear and Discontinuous Process
    by Hossein Abbasi-Nejad & Mahmoud Motavasseli & Shapour Mohammadi [Downloadable!]
  • 2005 Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models
    by Ekrem Kilic [Downloadable!]
  • 2005 A Nonparametric Way of Distribution Testing
    by Ekrem Kilic [Downloadable!]
  • 2005 Open Source Software Development Projects: Determinants of Project Popularity
    by Ravi [Downloadable!]
  • 2005 Compositional Time Series: Past and Present
    by Juan M.C. Larrosa [Downloadable!]
  • 2005 Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply
    by Ugo Colombino & Rolf Aaberge & Tom Wennemo [Downloadable!]
  • 2005 Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators
    by MEHMET CANER [Downloadable!]
  • 2005 Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics
    by MEHMET CANER [Downloadable!]
  • 2005 Exponential Tilting with Weak Instruments: Estimation and Testing
    by MEHMET CANER [Downloadable!]
  • 2005 Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases
    by MEHMET CANER [Downloadable!]
  • 2005 Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities
    by Ahmed Shamiri & Abu Hassan [Downloadable!]
  • 2005 About a 'new' inequality index
    by Giovanni Maria Giorgi [Downloadable!]
  • 2005 A methodological survey of recent studies for the measurement of inequality of economic welfare carried out by some Italian statisticians
    by Giovanni Maria Giorgi [Downloadable!]
  • 2005 Econometric Model for Cement demand and supply in Bolivia
    by Melitón Ramirez Mattos [Downloadable!]
  • 2005 Regression with R
    by Miguel Rodrigues [Downloadable!]
  • 2005 Total Factor Productivity Growth in Finland 1960 − 1999
    by Rana Bose [Downloadable!]
  • 2005 Estimating Short and Long Run Relationships: A Guide to the Applied Economist
    by Bhaskara Rao [Downloadable!]
  • 2005 Subsampling Cointegration Ranks in Large Systems
    by Chen Pu & Hsiao Chihying [Downloadable!]
  • 2005 A maximal moment inequality for long range dependent time series with applications to estimation and model selection
    by Ching-Kang Ing & Ching-Zong Wei [Downloadable!]
  • 2005 A Bootstrap Test for Single Index Models
    by Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca [Downloadable!]
  • 2005 A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian
    by Isabel Proenca [Downloadable!]
  • 2005 The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management
    by Feng Dai & Lin Liang [Downloadable!]
  • 2005 Seasonally specific model analysis of UK cereals prices
    by Philip Kostov & John Lingard [Downloadable!]
  • 2005 Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging
    by Feng Dai & Hui Liu & Ying Wang [Downloadable!]
  • 2005 Regional Empirics for Economic Disparities in Italy: 1951-2001
    by Giovanni Maria Giorgi & Maria Grazia Pittau & Roberto Zelli [Downloadable!]
  • 2005 A proposal of poverty measures based on the Bonferroni inequality index
    by Giovanni Maria Giorgi & Michele Crescenzi [Downloadable!]
  • 2005 Encounter with the Italian Statistical School: A conversation with Carlo Benedetti
    by Giovanni Maria Giorgi [Downloadable!]
  • 2005 Sampling distribution of the Bonferroni inequality index from exponential population
    by Giovanni Maria Giorgi & Riccardo Mondani [Downloadable!]
  • 2005 Bayesian estimation of the Bonferroni index from a Pareto-type I population
    by Giovanni Maria Giorgi & Michele Crescenzi [Downloadable!]
  • 2005 Distribution-free estimation of the Gini inequality index: the kernel method approach
    by Pier Luigi Conti & Giovanni Maria Giorgi [Downloadable!]
  • 2005 About a general method for the lower and upper distribution-free bounds on Gini's concentration ratio from grouped data
    by Giovanni Maria Giorgi & Andrea Pallini [Downloadable!]
  • 2005 A look at the Bonferroni inequality measure in a reliability framework
    by Giovanni Maria Giorgi & Michele Crescenzi [Downloadable!]
  • 2005 Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units
    by Stefano Fachin [Downloadable!]
  • 2005 A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra
    by Mehmet Dalkir [Downloadable!]
  • 2005 Liberalisation and it’s effect on inequality in developing countries-A case study on India
    by Supreena Narayanan [Downloadable!]
  • 2005 Structural change in Export and economics growth: Analysis for spain (1980-2001)
    by zaharey [Downloadable!]
  • 2005 Inspiration About The Economy
    by ZhaoYuan Wang [Downloadable!]
  • 2005 Les Regroupements Municipaux Au Québec Et Leur Incidence Sur La Masse Salariale Des Municipalités : 1992-2000
    by Gino Santarossa & Marie-Ève Brouard [Downloadable!]
  • 2005 Another Look At What To Do With Time-Series Cross-Section Data
    by Xiujian Chen & Shu Lin & W. Robert Reed [Downloadable!]
  • 2005 Adaptive Estimation of the Regression Discontinuity Model
    by Yixiao Sun [Downloadable!]
  • 2005 The effect on retail charges of mergers in the GB electricity market
    by Evens SALIES [Downloadable!]
  • 2005 Active versus Passive Sample Attrition: The Health and Retirement Study
    by Honggao Cao & Daniel H. Hill [Downloadable!]
  • 2005 On Tail Index Estimation for Dependent, Heterogenous Data
    by Jonathan B. Hill [Downloadable!]
  • 2005 Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S
    by Sangho Choo & Patricia L. Mokhtarian & Ilan Salomon [Downloadable!]
  • 2005 Does Format of Pricing Contract Matter?
    by Teck-Hua Ho & Juanjuan Zhang [Downloadable!]
  • 2005 Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange
    by David Chappell & Theodore Panagiotidis [Downloadable!]
  • 2005 Accumulated Prediction Errors, Information Criteria And Optimal Forecasting For Autoregressive Time Series
    by Ching-Kang Ing [Downloadable!]
  • 2005 Financing Constraints and Firm Inventory Investment: A Reexamination
    by John Tsoukalas [Downloadable!]
  • 2005 Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited
    by Jonathan B. Hill [Downloadable!]
  • 2005 Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis
    by Ozgen Sayginsoy [Downloadable!]
  • 2005 Customer Satisfaction Measurement Models: Generalised Maximum Entropy Approach
    by Amjad D. Al-Nasser [Downloadable!]
  • 2005 The Inflation In European Union
    by Giovanis Elephtherios [Downloadable!]
  • 2005 The hunting in the Province of Elassona
    by Giovanis Elephtherios [Downloadable!]
  • 2005 Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens
    by Giovanis Elephtherios [Downloadable!]
  • 2005 Econometric Analysis for the rural sector in Greek economy
    by Giovanis Elephtherios [Downloadable!]
  • 2005 Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications
    by Matteo M. Pelagatti [Downloadable!]
  • 2005 Dynamic Conditional Correlation with Elliptical Distributions
    by Matteo M. Pelagatti & Stefania Rondena [Downloadable!]
  • 2005 Boating Against the Current: Cases, Concepts, Models and Development Power
    by feng dai [Downloadable!]
  • 2005 A link between measures of Gross National Product, and measures of corruption
    by Mukti Diah Riani & Stuart Wattam [Downloadable!]
  • 2005 Metodología estadística para estudios de Disponibilidad a Pagar (DAP) aplicada a un proyecto de Abastecimiento de Agua
    by adela parra romero & viviana vargas franco & carlos castellar palma [Downloadable!]
  • 2005 Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification
    by Cornelis A. Los [Downloadable!]
  • 2005 Extraction of Common Signal from Series with Different Frequency
    by Edoardo Otranto [Downloadable!]
  • 2005 Multivariate STAR Unemployment Rate Forecasts
    by Costas Milas & Phil Rothman [Downloadable!]
  • 2005 Grinkevych's Model of forecasting
    by Dmitry [Downloadable!]
  • 2005 Assessing Forecast Performance in a VEC Model: An Empirical Examination
    by Bragoudakis Zacharias [Downloadable!]
  • 2005 Overlaying Time Scales in Financial Volatility Data
    by Eric Hillebrand [Downloadable!]
  • 2005 Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View
    by Dubois [Downloadable!]
  • 2005 GMM Estimation for Long Memory Latent Variable Volatility and Duration Models
    by Willa Chen & Rohit Deo [Downloadable!]
  • 2005 Tracing the Source of Long Memory in Volatility
    by Rohit Deo & Mengchen Hsieh & Clifford Hurvich [Downloadable!]
  • 2005 Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment
    by Rohit Deo & Clifford Hurvich & Yi Lu [Downloadable!]
  • 2005 Are the Washington Consensus Policies Sustainable? Game Theoretical Assessment for the Case of Ecuador
    by Pedro Francisco Páez [Downloadable!]
  • 2005 Income Disparity and Economic Growth: Evidence from China
    by Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Xinhua He & Rui Liu & Shiguo Liu [Downloadable!]
  • 2005 Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests
    by B. da Silva Lopes, Artur C. [Downloadable!]
  • 2005 European Stock Market Dynamics Before and After the Introduction of the Euro
    by Joseph Friedman & Yochanan Shachmurove [Downloadable!]
  • 2005 The Role of Beliefs in Inference for Rational Expectations Models
    by Bruce N. Lehmann [Downloadable!]
  • 2005 Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects
    by David S. Lee [Downloadable!]
  • 2005 Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
    by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega [Downloadable!]
  • 2005 Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission
    by Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon [Downloadable!]
  • 2005 Noname \u2013 A new quarterly model for Belgium
    by Philippe Jeanfils & Koen Burggraeve [Downloadable!]
  • 2005 Is there long-run convergence of regional house prices in the UK?
    by Mark J. Holmes & Arthur Grimes [Downloadable!]
  • 2005 The Nature and Costs of Dis-Equilibrium Trade: The Case of Transatlantic Grain Exports in the 19th Century
    by Mette Ejrnæs & Karl Gunnar Persson [Downloadable!]
  • 2005 Heterogeneity, State Dependence and Health
    by Timothy J Halliday [Downloadable!]
  • 2005 Modeling The Non-Linear Behaviour of Inflation Deviations From The Target
    by Andros Gregoriou & Alexandros Kontonikas [Downloadable!]
  • 2005 Working Paper 17-05 - Monetary Policy, Asset Prices and Economic Growth in the World Economy over the 1995-2004 Period : A counterfactual simulation with the NIME Model
    by Eric Meyermans & Patrick Van Brusselen [Downloadable!]
  • 2005 Working Paper 06-05 - The Macroeconomic Effects of an Oil Price Shock on the World Economy : A Simulation with the NIME Model
    by Eric Meyermans & Patrick Van Brusselen [Downloadable!]
  • 2005 Risk Premia in Forward Foreign Exchange Markets: A Comparison of Signal Extraction and Regression Methods
    by Prasad V. Bidarkota [Downloadable!]
  • 2005 The Advance in Partial Distribution: A New Mathematical Tool for Economic Management
    by Feng Dai & Ling Liang [Downloadable!]
  • 2005 Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging
    by Feng Dai & Hui Liu & Ying Wang [Downloadable!]
  • 2005 EMMA - A Quarterly Model of the Estonian Economy
    by Rasmus Kattai [Downloadable!]
  • 2005 The French block of the ESCB multi-country model
    by Frédéric Boissay & Jean-Pierre Villetelle [Downloadable!]
  • 2005 Stocks, bonds, money markets and exchange rates - measuring international financial transmission
    by Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon [Downloadable!]
  • 2005 Convergence of Electricity Wholesale Prices in Europe?: A Kalman Filter Approach
    by Georg Zachmann [Downloadable!]
  • 2005 Identifying and Forecasting the Turning Points of the Belgian Business Cycle with Regime-Switching and Logit Models
    by Vincent, BODART & Konstantin, KHOLODILIN & Fati, SHADMAN-MEHTA [Downloadable!]
  • 2005 Real-Time Model Uncertainty in the United States: the Fed from 1996-2003
    by Ironside, Brian & Tetlow, Robert J. [Downloadable!]
  • 2005 Modelling Aggregate Consumption Growth with Time-Varying Parameters
    by Jürgen Arns & Kaushik Bhattacharya [Downloadable!]
  • 2005 La Modélisation Macro–Econométrique Dynamique
    by Fève, F. [Downloadable!]
  • 2005 Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?
    by Frédérick Demers & Annie De Champlain [Downloadable!]
  • 2005 Efficiency Estimates For Judicial Services In Brazil: Nonparametric Fdh (Free Disposal Hull) And The Expected Order- M Efficiency Scores For Rio Grande Do Sul Courts´
    by Maria da Conceição Sampaio de Sousa & Silvane Battaglin Schwengber [Downloadable!]
  • 2005 The Economic Effects of Constitutions
    by Torsten Persson & Guido Tabellini
  • 2005 Assessing Rational Expectations 2: "Eductive" Stability in Economics
    by Roger Guesnerie
  • 2005 Evaluating Macroeconometric Modelling with Regard to Usefulness: a Survey
    by Haakon O. Aa. Solheim [Downloadable!]
  • 2005 Gasto en I+D, desarrollo económico y empleo en las regiones españolas y europeas/Research Expenditure, Economic Development and Employment in Spanish and European Regions
    by GUISAN, Mª C. & AGUAYO, E. [Downloadable!]
  • 2005 A New Variant of RESET for Distributed Lag Models
    by Dimitris Hatzinikolaou & Athanassios Stavrakoudis [Downloadable!]
  • 2005 Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test
    by Tsangyao Chang & Hsu-Ling Chang & Hsiao-Ping Chu & Chi-Wei Su [Downloadable!]
  • 2005 The Optimal Prediction Simultaneous Equations Selection
    by Alexander Gorobets [Downloadable!]
  • 2005 Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Empirical Investigation
    by BARHOUMI Karim [Downloadable!]
  • 2005 The Bi-parameter Smooth Transition Autoregressive model
    by Boriss Siliverstovs [Downloadable!]
  • 2005 "A regression error specification test (RESET) for generalized linear models"
    by Sunil Sapra [Downloadable!]
  • 2005 Estimating nonuse values using conjoint analysis
    by Robert W. Turner & Alita Giuda & Laura Noddin [Downloadable!]
  • 2005 Industry and Foreign Trade in India, China and OECD countries: an analysis of causality, 1960-2002
    by Guisan, M.C. & Exposito, P. [Downloadable!]
  • 2005 Employment, Development and Research Expenditure in European Union: analysis of causality and comparison with the United States, 1993-2003
    by Guisan, M.C. & Aguayo, E. [Downloadable!]
  • 2005 Budget Deficits and Indirect Taxes during the Political Instability Periods in Turkey: Cointegration Analysis and EC Model Estimation, 1985-2003
    by Bildirici, M. & Cosar, N. [Downloadable!]
  • 2005 El análisis econométrico desde la perspectiva de sistemas de información: un cambio de configuración
    by Mateo, M.C. & García-Cortijo, M.C. [Downloadable!]
  • 2005 Modelisation multifractale du taux de change dollar/euro
    by Jerome Fillol [Downloadable!]
  • 2004 Estimating equilibrium real interest rates in real-time
    by Clark, Todd E. & Kozicki, Sharon [Downloadable!]
  • 2004 To what extent fuzzy set theory and structural equation modelling can measure functionings? An application to child well being
    by Tindara Addabbo & Maria Laura Di Tommaso & Gisella Facchinetti [Downloadable!]
  • 2004 Information Flow Structure in Large-Scale Product Development Organizational Networks
    by Dan Braha & Yaneer Bar-Yam [Downloadable!]
  • 2004 Generalized Knowledge Index: The Production, and Imputed Gross Future and Present Values of Doctoral Dissertations across Some African Countries
    by Voxi Heinrich S. Amavilah [Downloadable!]
  • 2004 The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets
    by Bernd Hayo & Ali Kutan [Downloadable!]
  • 2004 Genetic Algorithms: Genesis of Stock Evaluation
    by Rama Prasad Kanungo [Downloadable!]
  • 2004 HABIT FORMATION IN CONSUMPTION: A Case Study of Rural India
    by Puja Guha [Downloadable!]
  • 2004 Un Modelo Estadístico Flexible para la Estructura Intertemporal de Tasas en Chile
    by Dante Jara [Downloadable!]
  • 2004 Asymptotics for Duration-Driven Long Range Dependent Processes
    by Mengchen Hsieh & Clifford Hurvich & Philippe Soulier [Downloadable!]
  • 2004 Predictive Regressions: A Reduced-Bias Estimation Method
    by Yakov Amihud & Clifford Hurvich [Downloadable!]
  • 2004 Semiparametric Estimation of Fractional Cointegrating Subspaces
    by Willa Chen & Clifford Hurvich [Downloadable!]
  • 2004 Estimating Long Memory in Volatility
    by Clifford Hurvich & Eric Moulines & Philippe Soulier [Downloadable!]
  • 2004 Threshold Cointegration between Stock Returns : An application of STECM Models
    by Jawadi Fredj & Koubaa Yousra [Downloadable!]
  • 2004 On the Estimation of Nonlinearly Aggregated Mixed Models
    by Tommaso Proietti [Downloadable!]
  • 2004 The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts
    by Artur C. B. da Silva Lopes & Antonio Montañés [Downloadable!]
  • 2004 Data-Driven Rate-Optimal Specification Testing In Regression Models
    by Emmanuel Guerre & Pascal Lavergne [Downloadable!]
  • 2004 Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series
    by Guerre [Downloadable!]
  • 2004 The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire
    by Cornelis A Los [Downloadable!]
  • 2004 SURGAT: Seasonal Unit Roots Graphical Analysis and Testing device
    by Ignacio Díaz-Emparanza [Downloadable!]
  • 2004 TRAMO/SEATS y X12ARIMA. Breve guía de acceso mediante Gretl
    by Ignacio Díaz-Emparanza [Downloadable!]
  • 2004 On the stability of recursive least squares in the Gauss-Markov model
    by Evens SALIES [Downloadable!]
  • 2004 Modelling Directional Dispersion Through Hyperspherical Log- Splines
    by J.T.A.S. Ferreira & M.F.J. Steel [Downloadable!]
  • 2004 Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este
    by Juan Miguel Villa [Downloadable!]
  • 2004 A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data
    by Diana Weinhold [Downloadable!]
  • 2004 Multifractal analysis of Power Markets. Some empirical evidence
    by Marina Resta [Downloadable!]
  • 2004 Do Chinese stock markets share common information arrival processes?
    by Philip Kostov & Ziping Wu & Seamus McErlean [Downloadable!]
  • 2004 Model Selection Uncertainty and Detection of Threshold Effecs
    by Jean-Yves Pitarakis [Downloadable!]
  • 2004 On Describing Multivariate Skewness: A Directional Approach
    by J. T. A. S. Ferreira & M. F. J. Steel [Downloadable!]
  • 2004 Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models
    by Chi-Young Choi & Nelson C. Mark & Donggyu Sul [Downloadable!]
  • 2004 Application of Local Influence Diagnostics to the Linear Logistic Regression Models
    by MONZUR HOSSAIN & M. ATAHARUL ISLAM [Downloadable!]
  • 2004 Testing The Significance Of Local Influence
    by MONZUR HOSSAIN & M. ATAHARUL ISLAM [Downloadable!]
  • 2004 A model to distribute mark-up amongst quotation component item
    by David Cattell & Paul Bowen & Ammar Kaka [Downloadable!]
  • 2004 How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia
    by Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov [Downloadable!]
  • 2004 Evaluating Latent and Observed Factors in Macroeconomics and Financ
    by Jushan Bai & Serena Ng [Downloadable!]
  • 2004 Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor
    by Jushan Bai & Serena Ng [Downloadable!]
  • 2004 How much has labour taxation contributed to European structural unemployment?
    by Christophe Planas & Werner Roeger & Alessandro Rossi [Downloadable!]
  • 2004 Simulation-based estimation of peer effects
    by Brian Krauth [Downloadable!]
  • 2004 Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers
    by Jose T.A.S. Ferreira & Mark F.J. Steel [Downloadable!]
  • 2004 Bayesian measures of explained variance and pooling in multilevel (hierarchical) models
    by Andrew Gelman & Iain Pardoe [Downloadable!]
  • 2004 Prior distributions for variance parameters in hierarchical models
    by Andrew Gelman [Downloadable!]
  • 2004 On The Role Of Wages In The Ukrainian Transition Process : An Empirical Investigation
    by Gioacchino Fazio & Olivier Hueber [Downloadable!]
  • 2004 The Partial Distribution: Definition, Properties and Applications in Economy
    by feng dai [Downloadable!]
  • 2004 A Constructive Representation of Univariate Skewed Distributions
    by Jose T.A.S. Ferreira & Mark F.J. Steel [Downloadable!]
  • 2004 Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions
    by Jose T.A.S. Ferreira & Mark F.J. Steel [Downloadable!]
  • 2004 Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View
    by Horst Entorf [Downloadable!]
  • 2004 LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study
    by Jonathan B. Hill [Downloadable!]
  • 2004 The Economic Growth Effects of NAFTA in the Northern Border of Mexico
    by Alejandro Diaz-Bautista [Downloadable!]
  • 2004 The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets
    by Bernd Hayo & Ali M. Kutan [Downloadable!]
  • 2004 Il valore turistico-ricreativo di alcune aree del Parco Nazionale del Gargano. Un'applicazione empirica del metodo del costo del viaggio
    by Pasquale Pazienza [Downloadable!]
  • 2004 Equity Asset Allocation Model for EUR-based Eastern Europe Pension Funds
    by Robert Kitt [Downloadable!]
  • 2004 Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression
    by Zhenlin Yang & Yiu Kuen Tse [Downloadable!]
  • 2004 Volatility and the Term Structure: Evidence from Interest Rate Derivatives
    by Alessandro Beber; Fabio Fornari. [Downloadable!]
  • 2004 The Role of Permanent and Transitory Components in Business Cycle Volatility Moderation
    by Oleg Korenok & Stanislav Radchenko [Downloadable!]
  • 2004 Macroeconomic Sources of Risk in the Term Structure
    by Michael R. Wickens & Chiona Balfoussia [Downloadable!]
  • 2004 New-Keynesian Macroeconomics and the Term Structure
    by Antonio Moreno & Geert Bekaert & Seonghoon Cho [Downloadable!]
  • 2004 Convergence Properties of the Likelihood of Computed Dynamic Models
    by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos [Downloadable!]
  • 2004 Model Uncertainty and Policy Evaluation: Some Theory and Empirics
    by William A. Brock & Steven N. Durlauf & Kenneth D. West [Downloadable!]
  • 2004 Why Do Incumbent Senators Win? Evidence from a Dynamic Selection Model
    by Gautam Gowrisankaran & Matthew F. Mitchell & Andrea Moro [Downloadable!]
  • 2004 Estimating Dynamic Models of Imperfect Competition
    by Patrick Bajari & C. Lanier Benkard & Jonathan Levin [Downloadable!]
  • 2004 Sectoral vs. country diversification benefits and downside risk
    by Marina Emiris [Downloadable!]
  • 2004 Learning, Forecasting and Structural Breaks
    by John M. Maheu & Stephen Gordon [Downloadable!]
  • 2004 A Least-Squares Model Specification Test for a Class of Dynamic Nonlinear Economic Models With Systematically Varying Parameters
    by Kalaba, R. & Tesfatsion, Leigh S.
  • 2004 Exact Sequential Solutions for a Class of Discrete-Time Nonlinear Estimation Problems
    by Kalaba, R. & Tesfatsion, Leigh S.
  • 2004 The Flexible Least Squares Approach to Time-Varying Linear Regression
    by Kalaba, R. & Tesfatsion, Leigh S.
  • 2004 Sequential Nonlinear Estimation With Nonaugmented Priors
    by Kalaba, R. & Tesfatsion, Leigh S.
  • 2004 Time-Varying Linear Regression Via Flexible Least Squares
    by Kalaba, R. & Tesfatsion, Leigh S.
  • 2004 A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares
    by Kalaba, R. & Rasakhoo, N. & Tesfatsion, Leigh S.
  • 2004 An Organizing Principle for Dynamic Estimation
    by Kalaba, R. & Tesfatsion, Leigh S.
  • 2004 U.S. Money Demand Instability: A Flexible Least Squares Approach
    by Tesfatsion, Leigh S. & Veitch, J.
  • 2004 A Further Note on Flexible Least Squares and Kalman Filtering
    by Kalaba, R. & Tesfatsion, Leigh S.
  • 2004 Flexible Least Squares for Approximately Linear Systems
    by Kalaba, R. & Tesfatsion, Leigh S.
  • 2004 A Unified Approach to Dynamic Estimation
    by Kalaba, R. & Tesfatsion, Leigh S.
  • 2004 Obtaining Initial Parameter Estimates for Nonlinear Systems Using Multicriteria Associative Memories
    by Kalaba, R. & Tesfatsion, Leigh S.
  • 2004 A Multicriteria Approach to Dynamic Estimation
    by Kalaba, R. & Tesfatsion, Leigh S.
  • 2004 Resistant Nonparametric Analysis of the Short Term Rate
    by Rosario Dell'Aquila & Elvezio Ronchetti [Downloadable!]
  • 2004 Working Paper 12-04 - The macro-economic effects of labour market reforms in the European Union - Some selected simulations with the NIME model
    by Eric Meyermans [Downloadable!]
  • 2004 LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study
    by Jonathan B. Hill [Downloadable!]
  • 2004 Causation Delays and Causal Neutralization: The Money-Output Relationship Revisited
    by Jonathan B. Hill [Downloadable!]
  • 2004 Economic Evaluation of Climate Change Impacts and Adaptation in Italy
    by Alessandra Goria & Gretel Gambarelli [Downloadable!]
  • 2004 Prior distributions for variance parameters in hierarchical models
    by Andrew Gelman [Downloadable!]
  • 2004 Bayesian measures of explained variance and pooling in multilevel (hierarchical) models
    by Andrew Gelman & Iain Pardoe [Downloadable!]
  • 2004 Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It?
    by Feng Zhao & Robert Jarrow & Haitao Li [Downloadable!]
  • 2004 Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk
    by Santosh Mishra & Gloria Gonzalez-Rivera & Tae-Hwy Lee [Downloadable!]
  • 2004 Inference of Structural Econometric Models: A Unified Approach
    by Tong Li
  • 2004 Level-n Bounded Rationality on a Level Playing Field of Sequential Games
    by Ernan Haruvy & Dale Stahl [Downloadable!]
  • 2004 The role of permanent and transitory components in business cycle volatility moderation
    by Stan Radchenko & Oleg Korenok [Downloadable!]
  • 2004 Optimal Rules under Adjustment Cost and Infrequent Information
    by Rene Garcia & Marco Bonomo [Downloadable!]
  • 2004 Mean Reversion of Real Exchange Rates and Purchasing Power Parity in Turkey
    by Joseph D. ALBA & Donghyun PARK [Downloadable!]
  • 2004 Bagging Binary Predictors for Time Series
    by Yang Yang & Tae-Hwy Lee [Downloadable!]
  • 2004 Tests of Functional Form and Heteroscedasticity
    by Y. K. Tse & Z. L. Yang [Downloadable!]
  • 2004 Tests of Functional Form and Heteroscedasticity
    by Z. L. Yang Y. K. Tse [Downloadable!]
  • 2004 Inside and Outside Bounds: Threshold Estimates of the Phillips Curve
    by Giovanni P. Olivei & Michelle L. Barnes [Downloadable!]
  • 2004 Unpredictability and the Foundations of Economic Forecasting
    by David F. Hendry
  • 2004 Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices
    by Marius Ooms & M. Angeles Carnero & Siem Jan Koopman [Downloadable!]
  • 2004 Comparing Empirical Models of the Euro Economy
    by Kenneth F. Wallis
  • 2004 Estimating Structural Change in Linear Simultaneous Equations
    by Huang Weihong & Zhang Yang [Downloadable!]
  • 2004 Employment and Population in European Union: Econometric Models and Causality Tests
    by Aguayo, Eva & Guisan, Maria-Carmen [Downloadable!]
  • 2004 Economic Growth and Cycles in Poland, Hungary, Czech Republic, Slovakia and Slovenia: A comparison with Spain, Austria and other EU countries, 1950-2002
    by Guisan, Maria-Carmen & Aguayo, Eva & Carballas, David [Downloadable!]
  • 2004 An Interregional Model of Foreign Tourism in China
    by Atherinos, Eleftherios [Downloadable!]
  • 2004 Industria e Comercio Externo na Economia do Brasil, 1960-2000
    by Guisan, Maria-Carmen & Cardim-Barata, Ana Sofia [Downloadable!]
  • 2004 Reform Model Two of the President's Commission to Strengthen Social Security: Distributional Outcomes Under Different Economic and Behavioral Assumptions
    by Melissa M. Favreault & Joshua H. Goldwyn & Karen E. Smith & Lawrence H. Thompson & Cori E. Uccello & Sheila R. Zedlewski [Downloadable!]
  • 2004 The Econometrics of Option Pricing
    by René Garcia & Eric Ghysels & Éric Renault [Downloadable!]
  • 2004 Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
    by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega [Downloadable!]
  • 2004 Forecasting the Term Structure of Government Bond Yields
    by Francis X. Diebold & Canlin Li [Downloadable!]
  • 2004 Accounting for unobservables in production models:management and inefficiency
    by Antonio Álvarez & Carlos Arias & William Greene [Downloadable!]
  • 2004 Eficiência Técnica, Economias De Escala, Estrutura Da Propriedade E Tipo De Gestão No Sistema Hospitalar Brasileiro
    by André Proite & Maria da Conceição Sampaio de Sousa [Downloadable!]
  • 2004 A fractionally integrated model for the Spanish real GDP
    by Luis Alberiko Gil-Alana [Downloadable!]
  • 2004 Fractional cointegration in the consumption and income relationship using semiparametric techniques
    by Luis A. Gil-Alana [Downloadable!]
  • 2004 Integrated volatility measuring from unevenly sampled observations
    by Taro Kanatani [Downloadable!]
  • 2004 Testing of I(d) processes in the real output
    by Luis A. Gil-Alana [Downloadable!]
  • 2004 Models of labour demand with fixed costs of adjustment: a generalised tobit approach
    by Francesca Di Iorio & Stefano Fachin [Downloadable!]
  • 2004 Money and output interaction in Nigeria: an econometric investigation using multivariate cointegration technique
    by Godwin Nwaobi [Downloadable!]
  • 2004 Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective
    by Slim Chaouachi & Gilles Dufrenot & Valerie Mignon [Downloadable!]
  • 2004 Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment
    by Stefano Fachin [Downloadable!]
  • 2004 On the finite-sample power of modified Dickey-Fuller tests: The role of the initial condition
    by Steven Cook [Downloadable!]
  • 2004 Mean-Covariance Structure Models in Economic Research: an Application to a Lending Program for Development in Burkina Faso
    by Paxton, J. & Thraen, C. [Downloadable!]
  • 2004 A Comparison of Causality Tests Applied to the Bilateral Relationship between Consumption and GDP in the USA and Mexico
    by Guisan, M.Carmen [Downloadable!]
  • 2004 A VAR Analysis of US and Japanese Effects on Malaysian Aggregate and Sectoral Output
    by Ibrahim, M.H [Downloadable!]
  • 2004 Education, Research and Manufacturing in EU25: An Inter-Sectoral Econometric Model of 151 European Regions, 1995-2000
    by Guisan, M.C. [Downloadable!]
  • 2004 Desarrollo economico de Europa Central en 1950-2002: Modelos econometricos y comparacion con Irlanda, España y Austria
    by Guisan, M. C. & Aguayo, E. [Downloadable!]
  • 2004 Econometric Models and Evolution of Agrarian and non Agrarian Employment in OECD Countries, 1950-2000
    by Guisán, M.C. & Expósito, P. [Downloadable!]
  • 2004 Human Capital, Trade and Development in India, China, Japan and other Asian Countries, 1960-2002: Econometric Models and Causality Tests
    by Guisan, M.C. [Downloadable!]
  • 2004 Determinants of Aggregate Imports in the GCC countries
    by Metwally, M.M. [Downloadable!]
  • 2004 Employment, Population and Regional Development in Western and Central Europe. Econometric Models and Challenges of EU Enlargement
    by Guisan, M.C. & Aguayo, E. [Downloadable!]
  • 2004 The Capital Structure Choice and Financial Market Liberalization: A Panel Data Analysis and GMM Estimation in Jordan
    by Maghyereh, A. [Downloadable!]
  • 2004 Linkages of Indian Interest Rates with US and Japanese Rates
    by Vuyyuri, S. [Downloadable!]
  • 2004 The Effect of Economic and Social Resources in Some Countries in Transition for 2000: A Static Econometric Model
    by Aleksandar Dimitrov [Downloadable!]
  • 2003 How the Basic RBC Model Fails to Explain US Time Series
    by Gregory C. Chow [Downloadable!]
  • 2003 Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification
    by Jean-Yves Pitarakis [Downloadable!]
  • 2003 Dating the Italian Business Cycle: A Comparison of Procedures
    by Giancarlo Bruno & Edoardo Otranto [Downloadable!]
  • 2003 Spot price dynamics in deregulated power markets
    by Marina Resta & Davide Sciutti [Downloadable!]
  • 2003 Testing for Stochastic Cointegration and Evidence for Present Value Models
    by Brendan McCabe & Stephen Leybourne & David Harris [Downloadable!]
  • 2003 Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification
    by Steve Leybourne & Tae-Hwan Kim & Paul Newbold [Downloadable!]
  • 2003 Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test
    by Steve Leybourne & Paul Newbold & Tae-Hwan Kim [Downloadable!]
  • 2003 On Unit Root Tests and the Initial Observation
    by Steve Leybourne & David Harvey [Downloadable!]
  • 2003 Panel Stationarity Tests with Cross-sectional Dependence
    by David Harris & Steve Leybourne & Brendan McCabe [Downloadable!]
  • 2003 Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter
    by Roberto Iannaccone & Edoardo Otranto [Downloadable!]
  • 2003 the Multi-State Markov Switching Model
    by Edoardo Otranto [Downloadable!]
  • 2003 An Improved Panel Unit Root Test Using GLS-Detrending
    by Claude Lopez [Downloadable!]
  • 2003 Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison
    by Luciano Gutierrez [Downloadable!]
  • 2003 An Improved Panel Unit Root Test Using GLS-Detrending
    by Claude Lopez [Downloadable!]
  • 2003 Structural Equation Models in Human Behavior Genetics
    by Arthur S. Goldberger [Downloadable!]
  • 2003 Strongly Consistent Determination of the Rank of Matrix
    by Zaka Ratsimalahelo [Downloadable!]
  • 2003 Econometrics and Economic Policy
    by Gregory C. Chow [Downloadable!]
  • 2003 Economic Effects of Political Movements in China: Lower Bound Estimates
    by Gregory C. Chow [Downloadable!]
  • 2003 Estimating Economic Effects of Political Movements in China
    by Gregory C. Chow [Downloadable!]
  • 2003 From Economic Activity to Understanding Spaces
    by Diego Iribarren [Downloadable!]
  • 2003 Innovation And Technological Evolution In A Western European Country – The Case Of Portugal
    by Jose Ramos Pires Manso [Downloadable!]
  • 2003 The market for Picasso prints: an hybrid model approach
    by Locatelli-Biey, Marilena & Zanola, Roberto [Downloadable!]
  • 2003 Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data
    by Serena Ng & Jean Boivin
  • 2003 Dynamic Neural Network Based Inflation Forecasts for the UK
    by Binner, J & Gazely
  • 2003 Individual Mortality and Macro Economic Conditions from Birth to Death
    by Maarten Lindeboom & France Portrait & Gerard J. van den Berg [Downloadable!]
  • 2003 Statistical Properties of Forward Libor Rates
    by Carol Alexander & Dimitri Lvov [Downloadable!]
  • 2003 Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
    by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega [Downloadable!]
  • 2003 The Macroeconomy and the Yield Curve: A Nonstructural Analysis
    by Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba [Downloadable!]
  • 2003 Markov Switching Garch Models of Currency Crises in Southeast Asia
    by Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan [Downloadable!]
  • 2003 The OECD Medium-Term Reference Scenario: Economic Outlook No.74
    by Peter Downes & Aaron Drew & Patrice Ollivaud [Downloadable!]
  • 2003 Estimating Housing Demand with an Application to Explaining Racial Segregation in Cities
    by Patrick Bajari & Matthew E. Kahn [Downloadable!]
  • 2003 Are Structural Estimates of Auction Models Reasonable? Evidence from Experimental Data
    by Patrick Bajari & Ali Hortacsu [Downloadable!]
  • 2003 Regime-Switching and the Estimation of Multifractal Processes
    by Laurent Calvet & Adlai Fisher [Downloadable!]
  • 2003 The Use of Literature Based Elasticity Estimates in Calibrated Models of Trade-Wage Decompositions: A Calibmetric Approach
    by Hui Huang & John Whalley [Downloadable!]
  • 2003 Identification, Weak Instruments and Statistical Inference in Econometrics
    by DUFOUR, Jean-Marie [Downloadable!]
  • 2003 Identification, Weak Instruments and Statistical Inference in Econometrics
    by DUFOUR, Jean-Marie [Downloadable!]
  • 2003 The limits of statistical information: How important are GDP revisions in Italy?
    by Lupi, Claudio & Peracchi, Franco [Downloadable!]
  • 2003 Macroeconomic Interval Forecasting: The Case of Assessing the Risk of Deflation in Germany
    by Dora Borbély & Carsten-Patrick Meier [Downloadable!]
  • 2003 Individual Mortality and Macro-Economic Conditions from Birth to Death
    by Lindeboom, Maarten & Portrait, France & van den Berg, Gerard J. [Downloadable!]
  • 2003 Measuring Labor Market Frictions: A Cross-Country Comparison
    by Ridder, Geert & van den Berg, Gerard J. [Downloadable!]
  • 2003 The Effect of Search Frictions on Wages
    by van den Berg, Gerard J. & van Vuuren, Aico [Downloadable!]
  • 2003 Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch-Singer Hypothesis
    by Bunzel, Helle & Vogelsang, Timothy J.
  • 2003 Wage-Price Dynamics, the Labour Market and Deflation in Hong Kong
    by Weshah A. Razzak [Downloadable!]
  • 2003 Working Paper 12-03 - An assessment of the risks to the medium-term outlook of the Belgian international economic environment
    by Eric Meyermans & Patrick Van Brusselen [Downloadable!]
  • 2003 Working Paper 09-03 - The international transmission of shocks - Some selected simulations with the NIME model
    by Eric Meyermans [Downloadable!]
  • 2003 Working Paper 06-03 - MODTRIM II : A quarterly model for the Belgian economy
    by Bart Hertveldt & Igor Lebrun [Downloadable!]
  • 2003 From Economic Activity to Understanding Spaces
    by Diego Iribarren [Downloadable!]
  • 2003 External Trade, Tourism and Economic Integration in Latin America
    by Aguayo, Eva & Alvarez, Lia & Gardella, Rodrigo J. [Downloadable!]
  • 2003 Effects of the Integration of Mexico into NAFTA on Trade, Industry, Employment and Economic Growth
    by Guisan, M.Carmen & Malacon, C. & Exposito, P. [Downloadable!]
  • 2003 Education, Industrial Development and Foreign Trade in Argentina: Econometric Models and International Comparisons
    by Guisan, M.Carmen & Martinez, C. [Downloadable!]
  • 2003 Modelos econometricos de capital humano: Principales enfoques y evidencia empirica
    by Neira, Isabel [Downloadable!]
  • 2003 Causality Tests, Interdependence and Model Selection: Aplication to OECD countries 1960-97
    by Guisan, M.Carmen [Downloadable!]
  • 2003 Identifying Determinants of German Inflation: An Eclectic Approach
    by Tatiana Fic [Downloadable!]
  • 2003 Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS
    by Cees Diks & Roy van der Weide [Downloadable!]
  • 2003 Identifying and Forecasting the Turns of the Japanese Business Cycle
    by Konstantin A., Kholodilin [Downloadable!]
  • 2003 Dollarization and real volatility
    by Bastourre, Diego & Carrera, Jorge & Féliz, Mariano & Panigo, Demian [Downloadable!]
  • 2003 Identification, Weak Instruments and Statistical Inference in Econometrics
    by Jean-Marie Dufour [Downloadable!]
  • 2003 The Macroeconomy and the Yield Curve: A Nonstructural Analysis
    by Francis X. Diebold, & Glenn D. Rudebusch & S. Boragan Aruoba [Downloadable!]
  • 2003 Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks
    by Pesaran, M.H. & Timmermann, A. [Downloadable!]
  • 2003 Forecasting and Analyzing World Commodity Prices
    by René Lalonde & Zhenhua Zhu & Frédérick Demers [Downloadable!]
  • 2003 A Comparison of Twelve Macroeconomic Models of the Canadian Economy
    by Denise Côté & John Kuszczak & Jean-Paul Lam & Ying Liu & Pierre St-Amant [Downloadable!]
  • 2003 Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data
    by Jeffrey M. Wooldridge
  • 2003 Corrientes internacionales de capital e inversión extranjera de cartera. El caso de México, 1989-1999
    by Márquez Pozos, Jorge Miguel & Islas Camargo, Alejandro & Venegas-Martínez, Francisco
  • 2003 Long memory in a small stock market
    by Jussi Tolvi [Downloadable!]
  • 2003 Efficient unit root tests of real exchange rates in the post-Bretton Woods era
    by Francis Ahking [Downloadable!]
  • 2003 Asymmetric cycles in unobserved components models
    by Jesus Crespo Cuaresma [Downloadable!]
  • 2003 Output dynamics in an endogenous growth model
    by Ilaski Barañano & M. Paz Moral [Downloadable!]
  • 2003 Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density
    by AHAMADA IBRAHIM [Downloadable!]
  • 2003 Multifractality: Theory and Evidence an Application to the French Stock Market
    by Jérôme Fillol [Downloadable!]
  • 2003 Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment
    by Boriss Siliverstovs [Downloadable!]
  • 2003 Private capital formation: Short- and long-run crowding-in (out) effects in ASEAN, 1971-99
    by Anthony Bende-Nabende & Jim Slater [Downloadable!]
  • 2003 Asia 7: Analisis Sectorial y del Comercio Exterior en el Este Asiatico, 1988-2000
    by Carballas A.David & Exposito, Pilar [Downloadable!]
  • 2003 Impacto de la Ayuda Oficial al Desarrollo en Centroamerica
    by Valladares, Angelica Maria & Neira Gomez, Isabel [Downloadable!]
  • 2003 Analisis Econometrico de la Relacion entre la Educacion y la Mortalidad Infantil en la Comunidad Andina. 1960-2000
    by Lamelas, Nelida & Cancelo, Mª Teresa [Downloadable!]
  • 2003 Econometric Models of Private and Public Health Expenditure in OECD countries, 1970-96
    by Guisan, M.Carmen & Arranz, Matilde [Downloadable!]
  • 2003 Identification, weak instruments, and statistical inference in econometrics
    by Jean-Marie Dufour [Downloadable!]
  • 2003 Scenarios for Trade Integration in the Americas
    by Xinshen Diao & Eugenio Díaz-Bonilla & Sherman Robinson [Downloadable!]
  • 2003 Testing the Order of Integration with Low Power Tests. An Application to Argentine Macro-variables
    by Jorge Eduardo Carrera & Mariano Feliz & Demian Panigo [Downloadable!]
  • 2003 Bootstrapping Macroeconometric Models
    by Ray C. Fair [Downloadable!]
  • 2003 Time-Varying Betas Help in Asset Pricing: The Threshold CAPM
    by Levent Akdeniz & Aslihan Altay-Salih & Mehmet Caner [Downloadable!]
  • 2003 Spillovers from Local Market Human Capital and the Spatial Distribution of Productivity in Malaysia
    by Timothy G. Conley & Fredrick Flyer & Grace R. Tsiang [Downloadable!]
  • 2003 The Effect of Economic and Social Resources in Some Countries in Transition for 2000: An Econometric Model
    by Aleksandar Dimitrov [Downloadable!]
  • 2002 A Model of Educational Attainment : Application to the German Case
    by Lauer, Charlotte [Downloadable!]
  • 2002 Family background, cohort and education : a French-German comparison
    by Lauer, Charlotte [Downloadable!]
  • 2002 Fractional Reserve Banking as Economic Parasitism: A Scientific, Mathematical & Historical Expose, Critique, and Manifesto
    by Vladimir Z. Nuri [Downloadable!]
  • 2002 The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets
    by Bernd Hayo & Ali Kutan [Downloadable!]
  • 2002 Some Reflections on Trend-Cycle Decompositions with Correlated Components
    by Tommaso Proietti [Downloadable!]
  • 2002 Estimating Multi-country VAR models
    by Fabio Canova & Matteo Ciccarelli [Downloadable!]
  • 2002 On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models
    by Zacharias Psaradakis & Nicola Spagnolo
  • 2002 The efficiency of the Taylor rule, a stochastic analysis using the Macsim model
    by Jean Louis Brillet
  • 2002 Nonlinear stochastic trends and economic fluctuations
    by Maximo Camacho [Downloadable!]
  • 2002 Modeling Agents Who Learn Conditional Beliefs
    by Dale O. Stahl
  • 2002 Excessive Variation in Risk Factor Correlation and Volatilities
    by Salih Neftci
  • 2002 Real business cycle models, endogenous growth models and cyclical growth: A critical survey
    by Davide Fiaschi & Serena Sordi
  • 2002 Innovations and Emissions
    by Lutz C. & Meyer B. & Nathani C. & Schleich J. [Downloadable!]
  • 2002 Substitutability and Complementarity of FDI and PI in a Martingale Context
    by Brian J. Jacobsen
  • 2002 EMU Monetary and Fiscal Policies: Optimal Policies in a Global Game
    by Gottfried Haber & Reinhard Neck & Warwick J. McKibbin
  • 2002 Digital Security Tokens in Network Commerce: Modeling and Derivative Application
    by Kanta Matsuura [Downloadable!]
  • 2002 Portfolio Optimization: which alternatives to standard gaussian model?
    by Marina Resta
  • 2002 Subjective Measures of Risk Aversion and Portfolio Choice
    by Arie Kapteyn & Federica Teppa [Downloadable!]
  • 2002 Panel Index Var Models: Specification, Estimation, Testing And Leading Indicators
    by Fabio Canova & Matteo Ciccarelli [Downloadable!]
  • 2002 Working Paper 11-02 - Monetary policy in the euro area - Simulations with the NIME model
    by Eric Meyermans [Downloadable!]
  • 2002 Working Paper 05-02 - Automatic fiscal stabilisers
    by Eric Meyermans [Downloadable!]
  • 2002 Interactions Between Market and Credit Risk: Modeling the Joint Dynamics of Default-Free and Defaultable Bond Term Structures
    by Roger WALDER [Downloadable!]
  • 2002 Modelos econometricos de capital humano y crecimiento economico: Efecto Inversion y otros efectos indirectos
    by Neira, Isabel & Guisan, M.Carmen [Downloadable!]
  • 2002 Causalidad y cointegracion en modelos econometricos: Aplicaciones a los paises de la OCDE y limitaciones de los tests de cointegracion
    by Guisan, M.Carmen [Downloadable!]
  • 2002 Modelos econometricos del mercado de la vivienda en las regiones españolas
    by Lopez, Carmen [Downloadable!]
  • 2002 Modelizacion econometrica de la rentabilidad en los mercados de valores
    by Escudero, E. [Downloadable!]
  • 2002 Evolucion Del Consumo Privado en Los Paises de la OCDE en 1970-1994: Modelos econometricos de analisis de elasticidades
    by Arranz, M. [Downloadable!]
  • 2002 Productividad Global en la Mineria Espanola: Una Panoramica y Modelos Econometricos
    by Rodriguez, X.A. [Downloadable!]
  • 2002 Forecasting Private Consumption Structure in European Countries: SKIM Model Results and Comparison with other Approaches
    by Arranz, M. [Downloadable!]
  • 2002 Perspectivas Demograficas de Galicia
    by Guisan, M.C. & Cancelo, T. & Iglesias, A. & Vazquez, E. [Downloadable!]
  • 2002 Las Industrias Derivadas de la Madera En España (1964-90). Comparacion internacional, modelos econometricos y analisis de causalidad
    by Guisan, M.C. & Iglesias, A. [Downloadable!]
  • 2002 An Interregional Econometric Model for Market Services Employment in 120 EEC Regions
    by Guisan, M.C. & Frias, I. [Downloadable!]
  • 2002 Subjective measures of risk aversion and portfolio choice
    by Kapteyn, A. & Teppa, F. [Downloadable!]
  • 2002 Dealing with Structural Changes in the Common Dynamic Factor Model : Deterministic Mechanism
    by Konstantin A. KHOLODILIN [Downloadable!]
  • 2002 Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator
    by Konstantin, KHOLODILIN [Downloadable!]
  • 2002 Unobserved Leading and Coincident Common Factors in the Post-War U.S. Business Cycle
    by Konstantin A. KHOLODILIN [Downloadable!]
  • 2002 Capital social et anthroponomie
    by Peaucelle, Irina [Downloadable!]
  • 2002 How Large is Your Reference Group
    by Claude Montmarquette & François Gardes [Downloadable!]
  • 2002 Identifying endogenous fiscal policy rules for macroeconomic models
    by Javier J. Pérez & Paul Hiebert [Downloadable!]
  • 2002 Asset Allocation Using Extreme Value Theory
    by Younes Bensalah [Downloadable!]
  • 2002 Gravity Approach for Analysing Bilateral Trade Flows of the Baltic Rim Countries
    by Tiiu Paas [Downloadable!]
  • 2002 The demand for nonrelative child care among families with infants and toddlers: A double-hurdle approach
    by Bridget G. Hiedemann & Jutta M. Joesch [Downloadable!]
  • 2002 Measuring self-sustainability of economic development at the county level
    by Oleg Smirnov [Downloadable!]
  • 2002 Further Cross-Country Evidence on the Accuracy of the Private Sector's Output Forecasts
    by Grace Juhn & Prakash Loungani [Downloadable!]
  • 2002 Comparing Projections and Outcomes of IMF-Supported Programs
    by Alberto Musso & Steven Phillips [Downloadable!]
  • 2002 Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets
    by Giampiero M. Gallo & Clive W.J. Granger & Yongil Jeon [Downloadable!]
  • 2002 Electoral behavior of US counties: a panel data approach
    by Stanislav Anatolyev [Downloadable!]
  • 2002 Testing the assumption of Linearity
    by Theodore Panagiotidis [Downloadable!]
  • 2002 Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator
    by Konstantin A. Kholodilin [Downloadable!]
  • 2002 Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator
    by Konstantin A. Kholodilin [Downloadable!]
  • 2002 Some Evidence of Decreasing Volatility of the US Coincident Economic Indicator
    by Konstantin A. Kholodilin [Downloadable!]
  • 2002 On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study
    by Yi-Ting Chen [Downloadable!]
  • 2002 Asymmetric Adjustment Costs and Aggregate Job Flows: Specification, Estimation and Testing with French Data
    by Xavier Fairise & Patrick Fève [Downloadable!]
  • 2002 Predicting the Cyclical Phases of the Post-War U.S. Leading and Coincident Indicators
    by Konstantin Kholodilin [Downloadable!]
  • 2002 A vector error correction and nonnested modeling of money demand function in Nigeria
    by GODWIN NWAOBI [Downloadable!]
  • 2002 La industria en España y en la OCDE, 1960-2000
    by Guisan, M.Carmen [Downloadable!]
  • 2002 Employment and Regional Tourism in Europe, 1990-2000
    by Guisan, M.Carmen & Aguayo, Eva [Downloadable!]
  • 2002 Liberacion comercial y crecimiento economico en Mercosur 1994-2000
    by San Millan, Alejandro & Rodriguez, Xose Anton [Downloadable!]
  • 2002 Impacto economico del turismo en el Mercosur y Chile (1990-2000)
    by Gardella, Rodrigo & Aguayo, Eva [Downloadable!]
  • 2002 Relaciones intersectoriales en Latinoamerica en el periodo 1980-99: un analisis econometrico
    by Guisan, M.Carmen & Aguayo, Eva & Exposito, Pilar [Downloadable!]
  • 2002 Employment and Regional Development in Italy
    by Guisan, M.Carmen & Aguayo, Eva [Downloadable!]
  • 2002 Characterizing the Degree of Stability of Non-linear Dynamic Models
    by Mikael Bask & Xavier de Luna [Downloadable!]
  • 2001 Analytically inducting option cash flows for Markovian interest rate models: A new application paradigm
    by Junwu Gan [Downloadable!]
  • 2001 How Important are Tobacco Prices in the Propensity to Start and Quit Smoking? An Analysis of Smoking Histories from the Spanish National Health Survey
    by Ángel López Nicolás [Downloadable!]
  • 2001 How Important are Tobacco Prices in the Propensity to Start and Quit Smoking? An Analysis of Smoking Histories from the Spanish National Health Survey
    by Ángel López Nicolás [Downloadable!]
  • 2001 Dynamics of a market with market participants switching their expectation formation functions: an empirical application to the U.S. hog market
    by SaangJoon Baak
  • 2001 Solving for Market Equilibrium using Random Coefficient Random Utility Models
    by V. Brian Viard, Nicholas Polson, Anne Gron
  • 2001 Estimating the Effect of Smoking on Birth Weight in a Dynamic Model when Fertility is a Choice
    by Reuven Shnaps
  • 2001 Portfolio Selection Models Driven by Non Gaussian Price Dynamics
    by Marina Resta
  • 2001 Portfolio Selection Models Driven by Non Gaussian Price Dynamics
    by Marina Resta
  • 2001 Estimation of Poorly-Measured Service-Industry Output
    by Baoline Chen
  • 2001 On Inflation and the Persistence of shocks to Output
    by Maral Kichian and Richard Luger, Bank of Canada
  • 2001 Health Insurance, Habits and Health Outcomes: A Dynamic Stochastic Model of Investment in Health
    by Ahmed W. Khwaja
  • 2001 The efficiency of the Taylor rule : A stochastic analysis using the Macsim model
    by Jean Louis Brillet, INSEE, French National Institute for Statistics and Economic Studies
  • 2001 Simulated Specification Tests for Panel Multinomial Probit Models: Some Finite Sample Evidence
    by Jiahui Wang
  • 2001 Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in the LLS Stock Market Model
    by Sorin Solomon and Moshe Levy
  • 2001 Measuring the Level of Competition in the Argentine Banking Industry
    by Marcelo Dabós & Daniel Aromí [Downloadable!]
  • 2001 Les algorithmes de la modélisation : une analyse critique pour la modélisation économique
    by Buda, Rodolphe [Downloadable!]
  • 2001 Standard Shocks in the OECD Interlink Model
    by Thomas Dalsgaard & Christophe André & Pete Richardson [Downloadable!]
  • 2001 Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods
    by Ravi Jagannathan & Zhenyu Wang [Downloadable!]
  • 2001 An Econometric Analysis of the Mental-Health Effects of Major Events in the Life of Elderly Individuals
    by Lindeboom, Maarten & Portrait, France & van den Berg, Gerard J. [Downloadable!]
  • 2001 Micro Simulation - A Tool for Economic Analysis
    by Klevmarken, N.A.
  • 2001 Degeneracy in Data Envelopment Analysis
    by Mar-Molinero, C. & Mancebon, M.J.
  • 2001 La loi, l'homme, le nombre : retour sur l'histoire de la modelisation econometrique
    by Le Gall, P.
  • 2001 Working Paper 03-01 - The NIME Model : A Macroeconometric World Model
    by Eric Meyermans & Patrick Van Brusselen [Downloadable!]
  • 2001 A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models
    by Edoardo Otranto & Giampiero M. Gallo [Downloadable!]
  • 2001 Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns
    by Giampiero M. Gallo & Yongmiao Hong & Tae-Why Lee [Downloadable!]
  • 2001 Sequential Regression: A Neodescriptive Approach to Multicollinearity
    by Norman Fickel [Downloadable!]
  • 2001 Consumption expenditure on Health and Education: Econometric models and evolution of OECD countries 1970-96
    by Guisan, M.C. & Arranz, M. [Downloadable!]
  • 2001 MAKMODEL: a macroeconometric model for the Republic of Macedonia
    by L. de Haan & A. Naumovska & H.M.M. Peeters [Downloadable!]
  • 2001 Hypothetical intertemporal consumption choices
    by Kapteyn, A. & Teppa, F. [Downloadable!]
  • 2001 Markov-Switching Common Dynamic Factor Model with Mixed-Frequency Data
    by Konstantin A. KHOLODILIN [Downloadable!]
  • 2001 Dropout, School Performance and Working while in School : An Econometric Model with Heterogeneous Groups
    by Marcel Dagenais & Claude Montmarquette & Nathalie Viennot-Briot [Downloadable!]
  • 2001 Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : New version February 2002) / Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002)
    by René Garcia & Richard Luger & Éric Renault [Downloadable!]
  • 2001 Asymmetric Smiles, Leverage Effects and Structural Parameters
    by René Garcia & Richard Luger & Éric Renault [Downloadable!]
  • 2001 A Note on the Selection of Time Series Models
    by Serena Ng & Pierre Perron [Downloadable!]
  • 2001 Affine Term-Structure Models: Theory and Implementation
    by David Jamieson Bolder [Downloadable!]
  • 2001 Econometric Analysis of Cross Section and Panel Data
    by Jeffrey M. Wooldridge
  • 2001 Inflation Targeting in Korea: An Empirical Exploration
    by By Alexander W. Hoffmaister [Downloadable!]
  • 2001 Outliers in eleven Finnish macroeconomic time series
    by Jussi Tolvi [Downloadable!]
  • 2001 Latent Leading and Coincident Factors Model with Markov-Switching Dynamics
    by Konstantin Kholodilin [Downloadable!]
  • 2001 Un analisis econometrico del turismo hotelero y extra-hotelero en las regiones y provincias españolas
    by Guisan, M.Carmen & Neira, I [Downloadable!]
  • 2001 Estudio Econometrico de la Influencia del Capital Humano en el Crecimiento de la Productividad Industrial de Mexico, 1960-1993
    by Canudas, Rocio [Downloadable!]
  • 2001 Comparacion internacional del gasto publico en Sanidad y Educacion de España con los paises de la OCDE 1982-96
    by Neira, Isabel & Iglesias, Ana [Downloadable!]
  • 2001 Capital humano y capital fisico en la OCDE, su importancia en el crecimiento economico en el periodo 1965-95
    by Guisan, M.Carmen & Neira, Isabel [Downloadable!]
  • 2001 Employment and regional development in Germany
    by Guisan, M.Carmen & Aguayo, Eva [Downloadable!]
  • 2001 Econometric model of Services Sector Development and Impact of Tourism in Latin American Countries
    by Aguayo, Eva & Exposito, Pilar & Lamelas, Nelida [Downloadable!]
  • 2001 Supply and Demand on Manufacturing Output in OECD countries: econometric models and specification test
    by Cancelo, M.Teresa & Guisan, M.Carmen & Frias, Isidro [Downloadable!]
  • 2001 Causality and Cointegration between Consumption and GDP in 25 OECD countries: limitations of cointegration approach
    by Guisan, M.Carmen [Downloadable!]
  • 2001 Economic growth and cycles: Cross-country models of education, industry and fertility and international comparisons
    by Guisan, M.Carmen & Aguayo, Eva & Exposito, Pilar [Downloadable!]
  • 2000 Sequential Regression: A Neodescriptive Approach to Multicollinearity
    by Norman Fickel [Downloadable!]
  • 2000 Modelling the Underground Economies in Canada and New Zealand: A Comparative Analysis
    by Lindsay M. Tedds & David E. A. Giles [Downloadable!]
  • 2000 ¿Es posible reducir el gasto sanitario a través del subsidio a los seguros sanitarios privados? La doble cobertura sanitaria en Catalunya. Estimación de patrones de utilización de servicios sanitarios y simulación de costes asociados a la asistencia sanit
    by Ángel López Nicolás & Jaume Garcia Villar & Guillem López & Jaume Puig [Downloadable!]
  • 2000 ¿Es posible reducir el gasto sanitario a través del subsidio a los seguros sanitarios privados? La doble cobertura sanitaria en Catalunya. Estimación de patrones de utilización de servicios sanitarios y simulación de costes asociados a la asistencia sanit
    by Ángel López Nicolás & Jaume Garcia Villar & Guillem López & Jaume Puig [Downloadable!]
  • 2000 The Market for Sculptures: an Adjacent Year Regression Index
    by Locatelli-Biey, Marilena & Zanola, Roberto [Downloadable!]
  • 2000 Seraching for Additive Outliers in Nonstationary Time Series
    by Perron, P. & Rodriguez, G.
  • 2000 Residual Based Tests for Cointegration with GLS Detrended Data
    by Perron, P. & Rodriguez, G.
  • 2000 Interactions-Based Models
    by William Brock & Steven N. Durlauf [Downloadable!]
  • 2000 The Resource and Agricultural Policy System (RAPS): Upgrade and Documentation
    by Wu, JunJie [Downloadable!]
  • 2000 A Multicriteria Approach to Model Specification and Estimation
    by Kalaba, Robert & Tesfatsion, Leigh
  • 2000 Arbeitsangebotseffekte des Steuerentlastungsgesetzes 1999/2000/2001
    by Gerhard Wagenhals [Downloadable!]
  • 2000 Seraching for Additive Outliers in Nonstationary Time Series
    by Perron, P. & Rodriguez, G.
  • 2000 Residual Based Tests for Cointegration with GLS Detrended Data
    by Perron, P. & Rodriguez, G.
  • 2000 Reversed Score and Likelihood Ratio Tests
    by Dhaene, G. & Scaillet, O.
  • 2000 Asymmetric Smiles, Leverage Effects and Structural Parameters
    by Garcia, R. & Luger, R. & Renault, E.
  • 2000 Latent Variable Models for Stochastic Discount Factors
    by Garcia, R. & Renault, E.
  • 2000 Status, Lotteries, and Inequality
    by Becker, G.S. & Murphy, K.M. & Werning, I.
  • 2000 An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series
    by Maravall, A. & Sanchez, F.J.
  • 2000 Transmission of Shocks and Monetary Policy in the Euro Area. An Exercise With Nigem
    by Ortega, E. & Alberola, E.
  • 2000 Working Paper 10-00 - The NIME Model : Specification and Estimation of the Enterprise Sector
    by Eric Meyermans & Patrick Van Brusselen [Downloadable!]
  • 2000 Working Paper 08-00 - The NIME Model - Specification and Estimation of the Demand Equations of the Household Sector
    by Eric Meyermans & Patrick Van Brusselen [Downloadable!]
  • 2000 When is labour market flexibility welcome? More on asymmetric policy impacts in Europe
    by S. Sgherri [Downloadable!]
  • 2000 Reversed Score and Likelihood Ratio Tests
    by Dhaene, Geert & Scaillet, Olivier [Downloadable!]
  • 2000 Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes
    by Jean-Marie Dufour & Olivier Torrès [Downloadable!]
  • 2000 Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors
    by Jean-Marie Dufour & Joanna Jasiak [Downloadable!]
  • 2000 An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series
    by Agustín Maravall & Fernando J. Sánchez [Downloadable!]
  • 2000 Transmission of Shocks and Monetary Policy in the Euro Area. An Exercise With NiGEM
    by Eva Ortega & Enrique Alberola [Downloadable!]
  • 2000 Steps in Applying Extreme Value Theory to Finance: A Review
    by Younes Bensalah [Downloadable!]
  • 2000 Econometrics, Volume 1: Econometric Modeling of Producer Behavior
    by Dale W. Jorgenson
  • 2000 Financial Modeling, 2nd Edition
    by Simon Benninga
  • 2000 Estimating a continuous time portfolio selection model: An application with UK data
    by Burak Saltoglu [Downloadable!]
  • 2000 How Does Dollarization Affect Real Volatility and Country Risk?
    by Jorge Eduardo Carrera & Mariano Feliz & Demian Panigo [Downloadable!]
  • 2000 Arbeitsangebotseffekte des Steuer- und Transfersystems in der Bundesrepublik Deutschland
    by Gerhard Wagenhals [Downloadable!]
  • 1999 A Heisenberg Bound for Stationary Time Series
    by Eric Blankmeyer [Downloadable!]
  • 1999 L-scaling
    by Eric Blankmeyer [Downloadable!]
  • 1999 Best Log-linear Index Numbers: Extensions and Applications
    by Eric Blankmeyer [Downloadable!]
  • 1999 What Determined the Uneven Growth of Europe´s Southern Regions? An Empirical Study with Panel Data
    by Gabriele Tondl [Downloadable!]
  • 1999 A Fuzzy Logic Approach to Modelling the Underground Economy
    by Robert Draeseke & David E. A. Giles [Downloadable!]
  • 1999 The Canadian Underground and Measured Economies: Granger Causality Results
    by David E. A. Giles & Lindsay Tedds & Gugsa Werkneh [Downloadable!]
  • 1999 Modelling the Hidden Economy and the Tax-Gap in New Zealand
    by David E. A. Giles [Downloadable!]
  • 1999 The Learning Path of the Hidden Economy: The Tax Burden and Tax Evasion in New Zealand
    by David E. A. Giles, & Patrick J. Caragata [Downloadable!]
  • 1999 Institutionalism as "Scientific" Economics
    by Malcom Rutherford [Downloadable!]
  • 1999 Dynamic Factor Demand Models and Productivity Analysis
    by M. Ishaq Nadiri & Ingmar R. Prucha [Downloadable!]
  • 1999 The Distribution of Pollution in the United States: An Environmental Gini Approach
    by Millimet, Daniel L. & Slottje, Daniel [Downloadable!]
  • 1999 Quantitative Economic Modeling vs Methodological Individualism ?
    by Buda, Rodolphe [Downloadable!]
  • 1999 Econometric Inflation Targeting
    by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen [Downloadable!]
  • 1999 Dynamic Factor Demand Models and Productivity Analysis
    by M. Ishaq Nadiri & Ingmar R. Prucha [Downloadable!]
  • 1999 The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain
    by Katarina Juselius & Juan Toro [Downloadable!]
  • 1999 Models and Relations in Economics and Econometrics
    by Katarina Juselius [Downloadable!]
  • 1999 Dynamic Models and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS
    by Katarina Juselius & Elena Gennari [Downloadable!]
  • 1999 Micro Data and General Equilibrium Models
    by Martin Browning & Lars Peter Hansen & James J. Heckman
  • 1999 Gender And Racial Discrimination In Pay And Promotion For Nhs Nurses
    by Stephen Pudney & Michael A. Shields [Downloadable!]
  • 1999 Measuring Inter-Judge Sentencing Disparity Before and After the Federal Sentencing Guidelines
    by Anderson, J.M. & Kling, J.R. & Stith, K.
  • 1999 Functional Indirect Inference
    by Billio, M. & Monfort, A.
  • 1999 Training Effects on Employment when the Training Effects are Heterogenous : an Application to Norwegian Vocational Rehabilitation Programs
    by Aakvik, A. & Heckman, J.J. & Vytlacil, E.J.
  • 1999 A structural cointegrating VAR approach to macroeconometric modelling
    by A Garratt & K Lee & M H Pesaran & Yongcheol Shin [Downloadable!]
  • 1999 Monetary transmission channels, monetary regimes and consumption behaviour
    by S. Sgherri [Downloadable!]
  • 1999 Dynamic Factor Demand Models and Productivity Analysis
    by Nadiri, M.I. & Prucha, I. [Downloadable!]
  • 1999 Nonlinear innovations and impulse responses
    by Gourieroux, Christian & Jasiak, Joanna [Downloadable!]
  • 1999 Latent Variable Models for Stochastic Discount Factors
    by René Garcia & Éric Renault [Downloadable!]
  • 1999 Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output
    by Gabriel Rodriguez & Nicholas Rowe [Downloadable!]
  • 1999 Forecasting Dynamic Time Series in the Presence of Deterministic Components
    by Serena Ng & Timothy Vogelsang [Downloadable!]
  • 1999 State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
    by Chang-Jin Kim & Charles R. Nelson
  • 1999 Detecting self-organisational change in economic processes exhibiting logistic growth
    by John Foster & Phillip Wild [Downloadable!]
  • 1999 Stable cointegrating regressions: Fully-modified estimates for inflation and employment cost indices
    by Rosemary D. Rossiter [Downloadable!]
  • 1998 Money Velocity with Interest Rate Stochastic Volatility and Exact Aggregation
    by William A. Barnett & Haiyang Xu [Downloadable!]
  • 1998 Bayesian and Classical Approaches to Instrumental Variables Regression
    by Frank Kleibergen & Eric Zivot [Downloadable!]
  • 1998 An Approximate Wavelet MLE of Short and Long Memory Parameters
    by Mark J. Jensen [Downloadable!]
  • 1998 Modelling the Hidden Economy and the Tax-Gap in New Zealand
    by David E. A. Giles [Downloadable!]
  • 1998 Measuring The Hidden Economy: Implications for Econometric Modelling
    by David E. A. Giles [Downloadable!]
  • 1998 The Learning Path of the Hidden Economy:Tax and Growth Effects in New Zealand
    by David E. A. Giles, & Patrick J. Caragata [Downloadable!]
  • 1998 Simulating the Relationship Between the Hidden Economy and the Tax Level and Tax Mix in New Zealand
    by Patrick J. Caragata, & David E. A. Giles [Downloadable!]
  • 1998 Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records
    by David E. A. Giles [Downloadable!]
  • 1998 The Underground Economy: Minimizing the Size of Government
    by David E.A. Giles [Downloadable!]
  • 1998 Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records
    by David E. A. Giles [Downloadable!]
  • 1998 The Underground Economy: Minimizing the Size of Government
    by David E.A. Giles [Downloadable!]
  • 1998 Measuring Inter-judge Sentencing Disparity Before and After the Federal Sentencing Guidelines
    by James M. Anderson & Jeffrey R. Kling & Kate Stith [Downloadable!]
  • 1998 Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange
    by Francis X. Diebold & Jinyong Hahn & Anthony S. Tay [Downloadable!]
  • 1998 How Relevant is Volatility Forecasting for Financial Risk Management?
    by Peter F. Christoffersen & Francis X. Diebold [Downloadable!]
  • 1998 Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors
    by DUFOUR, Jean-Marie & JASIAK, Joanna [Downloadable!]
  • 1998 The Volatility of U.S. Term Structure Term Premia 1952-1991
    by Henry, O.T.
  • 1998 European Money Demand and the Role of UK for its Stability: A Cointegration Analysis
    by Andreas Beyer [Downloadable!]
  • 1998 An Axiomatization of Cumulative Prospect Theory for Decision Under Risk
    by Chateauneuf, A. & Wakker, P.
  • 1998 The Degree of Collusion in Construction
    by Lever, M.H.C. & Nieuwenhuijsen, H.R. & van Stel, A.J.
  • 1998 Bayesian Specification and Identification of a Class of Mixture Models
    by Mouchart, M. & San Martin, E.
  • 1998 Lot-Sizing Problems: Modelling Issues and a Specialized Branch-and-Cut System BC-PROD
    by Belvaux, G. & Wolsey, L.A.
  • 1998 Identification Problems in a Class of Mixture Models with an Application to the Lisrel Model
    by Mouchart, M. & San Martin, E.
  • 1998 On the Transition from Local Regular to Global Irregular Fluctuations
    by Pintus, P. & Sands, D. & de Vilder, R.
  • 1998 Risk Aversion, Intertemporal Substitution, and Option Pricing
    by Garcia, R. & Renault, E.
  • 1998 Two Roles for Elections: Discipling the Incumbent and Selecting a Competent Candidate
    by Berganza, J.C.
  • 1998 Working Paper 08-98 - An Evaluation of Fiscal Measures for Energy Products in the European Union
    by Francis Bossier & Sophie Mertens & Eric Meyermans & Patrick Van Brusselen [Downloadable!]
  • 1998 Risk Aversion, Intertemporal Substitution, and Option Pricing
    by René Garcia & Éric Renault [Downloadable!]
  • 1998 A Structural Cointegrating VAR Approach to Macroeconometric Modelling
    by Garratt, Anthony & Lee, Kevin C & Pesaran, M. Hashem & Shin, Yongcheol
  • 1998 Forecasting Inflation with the M1-VECM: Part Two
    by Engert, Walter & Hendry, Scott [Downloadable!]
  • 1997 An estimator for the road freight handling factor
    by Thomas Cool [Downloadable!]
  • 1997 The Angular Distribution of Asset Returns in Delay Space
    by Roger Koppl & Carlo Nardone [Downloadable!]
  • 1997 Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings
    by Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo [Downloadable!]
  • 1997 Nonlinear and Complex Dynamics in Economics
    by William A. Barnett & Alfredo Medio & Apostolos Serletis [Downloadable!]
  • 1997 On the Estimation and Inference of a Cointegrated Regression in Panel Data
    by Chihwa Kao & Min-Hsien Chiang [Downloadable!]
  • 1997 Estimation of Price Elasticities from Norwegian Household Survey Data
    by Leif Brubakk [Downloadable!]
  • 1997 Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors
    by Mariam, Yohannes & Barre, Mike & Urquhart, Lynda & DeCivita, Paul [Downloadable!]
  • 1997 Inventories and Asymmetric Business Cycle Fluctuations in the UK
    by Sensier, M.
  • 1997 Cointegration and Long-Horizon Forecasting
    by Peter F. Christoffersen & Francis X. Diebold [Downloadable!]
  • 1997 Evaluating Density Forecasts
    by Francis X. Diebold & Todd A. Gunther & Anthony S. Tay [Downloadable!]
  • 1997 Duality Theory And the Consistent Estimation Of Technological Parameters: Why Cost Function Estimation Can Be Wrong
    by James McIntosh & William A. Sims [Downloadable!]
  • 1997 Vacancy Durations - A Model for Employer's Search
    by Weber, Andrea [Downloadable!]
  • 1997 Modeles de comptage Semi-parametriques
    by Gourieroux, C. & Monfort, A.
  • 1997 Eaton's Markov Chain, its Conjugate Partner and P-admissibility
    by Hobert, J.-P. & Robert, C.-P.
  • 1997 Asymptotic Properties of HPD Regions in the Discrete Case
    by Rousseau, J.
  • 1997 Covariance Matrix Estimation for Estimators of Mixing World's Arma
    by Francq, C. & Zakoian, J.M.
  • 1997 Testing for Asymmetric Information in Insurance Markets
    by Chiappori, P-A & Salanie, B
  • 1997 The Economic Return to Schooling in Ireland
    by Callan, T. & Harmon, C.P.
  • 1997 Working Paper 03-97 - Specification and estimation of an allocation system for private consumption in Europe
    by Ingrid Bracke & Eric Meyermans [Downloadable!]
  • 1997 Mutual Encompassing and Model Equivalence
    by Lu, M. & Mizon, G. E.
  • 1997 Mathematical and Statistical Modelling of Cointegration
    by Johansen, S.
  • 1997 Waves and Persistence in Merger and Acquisition Activity
    by John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty [Downloadable!]
  • 1997 Analysis of Vector Autoregressions in the Presence of Shifts in Mean
    by Serena Ng & Timothy J. Vogelsang [Downloadable!]
  • 1997 Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
    by Serena Ng & Pierre Perron [Downloadable!]
  • 1997 Unemployment Insurance in Theory and Practice
    by Holmlund, B.
  • 1996 Bootstrap Methods For Covariance Structures
    by Joel L. Horowitz [Downloadable!]
  • 1996 Stochastic Volatility: Likelihood Inference And Comparison With Arch Models
    by Sangjoon Kim & Neil Shephard & Siddhartha Chib [Downloadable!]
  • 1996 Bootstrap Methods for Median Regression Models
    by Joel L. Horowitz [Downloadable!]
  • 1996 Posterior Simulation and Bayes Factors in Panel Count Data Models
    by Siddhartha Chib & Edward Greenberg & Rainer Winkelmann [Downloadable!]
  • 1996 Bayesian Analysis of Multivariate Probit Models
    by Siddhartha Chib & Edward Greenberg [Downloadable!]
  • 1996 A Spline Analysis of the Small Firm Effect: Does Size Really Matter?
    by Joel L. Horowitz & Tim Loughran & N. E. Savin [Downloadable!]
  • 1996 Measuring Productivity Differences in Equilibrium Search Models
    by Gathier Lanot & George Neumann [Downloadable!]
  • 1996 The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models
    by N.E. Savin & Allan Wurtz [Downloadable!]
  • 1996 Power of Tests in Binary Response Models
    by N.E. Savin & Allan Wurtz [Downloadable!]
  • 1996 Real and Spurious Long Memory Properties of Stock Market Data
    by I.N. Lobato & N.E. Savin [Downloadable!]
  • 1996 The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market
    by Francisco F. R. Ramos [Downloadable!]
  • 1996 Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures
    by Simon van Norden & Robert Vigfusson [Downloadable!]
  • 1996 Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator
    by Joel L. Horowitz [Downloadable!]
  • 1996 Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable
    by Tue Gorgens & Joel L. Horowitz [Downloadable!]
  • 1996 Bootstrap Methods in Econometrics: Theory and Numerical Performance
    by Joel L. Horowitz [Downloadable!]
  • 1996 Search Models and Duration Data
    by George Neumann [Downloadable!]
  • 1996 Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations
    by Joel L. Horowitz & Charles F. Manski [Downloadable!]
  • 1996 Fitting Equilibrium Search Models to Labor Market Data
    by Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann [Downloadable!]
  • 1996 Forecast Evaluation and Combination
    by Francis X. Diebold & Jose A. Lopez [Downloadable!]
  • 1996 Empirical Contract Theory: the Case of Insurance Data
    by Chiappori, P.A. & Salanie, B.
  • 1996 Does Inflation Matter for Growth?
    by Gylfason, Thorvaldur & Herbertsson, Tryggvi Thor [Downloadable!]
  • 1995 The Canadian Experience with Weighted Monetary Aggregates
    by David Longworth & Joseph Atta-Mensah [Downloadable!]
  • 1995 Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions
    by Alain DeSerres & Alain Guay [Downloadable!]
  • 1995 Further investigation of the uncertain unit root in GNP
    by Yin-Wong Cheung & Menzie Chinn [Downloadable!]
  • 1995 Improved Score Tests for One-parameter Exponential Family Models
    by Silvia Ferrari & Gauss Cordeiro & Miguel Uribe & F. Cribari-Neto [Downloadable!]
  • 1995 On Bartlett and Bartlett-Type Corrections
    by F. Cribari-Neto & G.M. Cordeiro [Downloadable!]
  • 1995 A Score Test for Seasonal Fractional Integration and Cointegration
    by Param Silvapulle [Downloadable!]
  • 1995 Observed Choice, Estimation, and Optimism About Policy Changes
    by Eric Rasmusen [Downloadable!]
  • 1995 Improved Test Statistics for Multivariate Regression
    by Francisco Cribari-Neto & Spyros Zarkos [Downloadable!]
  • 1995 OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels
    by Mark J. Jensen [Downloadable!]
  • 1995 Bartlett Corrections for One-Parameter Exponential Family Models
    by G.M. Cordeiro & F. Cribari-Neto & E.C.Q. Aubin & S.L.P. Ferrari [Downloadable!]
  • 1995 Second and Third Order Bias Reduction for One-Parameter Family Models
    by S.L.P. Ferrari & D.A. Botter & G.M. Cordeiro & F. Cribari-Neto [Downloadable!]
  • 1995 A Frontier Model for Landscape Ecology: The Tapir in Honduras
    by Kevin Flesher & Eduardo Ley [Downloadable!]
  • 1995 Unit Root Tests and the Burden of Proof
    by Robert A. Amano & Simon van Norden [Downloadable!]
  • 1995 Fads or Bubbles?
    by Simon van Norden & Huntley Schaller & ) [Downloadable!]
  • 1995 Speculative Behaviour, Regime-Switching, and Stock Market Crashes
    by Simon van Norden & Huntley Schaller & ) [Downloadable!]
  • 1995 Regime Switching in Stock Market Returns
    by Simon van Norden & Huntley Schaller & ) [Downloadable!]
  • 1995 Regime Switching as a Test for Exchange Rate Bubbles
    by Simon van Norden [Downloadable!]
  • 1995 A Multicriteria Approach to Model Specification and Estimation
    by Robert Kalaba & Leigh Tesfatsion [Downloadable!]
  • 1995 Distribution of Preferences and Measurement Errors in a Disaggregated Expenditure System+
    by Jørgen Aasness, Erik Biørn and Terje Skjerpen
  • 1995 Aggregation when Markets do not Clear
    by Leif Andreassen
  • 1995 A Framework for Estimating Disequilibrium Models with Many Markets
    by Leif Andreassen
  • 1995 Robert E. Lucas Jr., Prix Nobel d'Économie 1995
    by Buda, Rodolphe [Downloadable!]
  • 1995 Consumer Durables and Inertial Behavior: Estimation and Aggregation of (S,s) Rules
    by Orazio P. Attanasio [Downloadable!]
  • 1995 Switching State Space Models Likelihood Function, Filtering and Smoothing
    by Billio, M. & Monfort, A.
  • 1995 A Pathological MCMC Algorithm and Its Use as a Benchmark for Convergence Assessment Techniques
    by Robert, C.
  • 1994 Using Expectations Data to Study Subjective Income Expectations
    by Jeff Dominitz & Charles F. Manski [Downloadable!]
  • 1994 Eliciting Student Expectations Of The Returns To Schooling
    by Jeff Dominitz & Charles F. Manski [Downloadable!]
  • 1994 Testing the null of stationarity in the presence of structural breaks for multiple time series
    by Ahn & Byung Chul [Downloadable!]
  • 1994 Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition
    by Joel L. Horowitz & Charles F. Manski [Downloadable!]
  • 1994 Simultaneity With Downward Sloping Demand
    by Charles F. Manski [Downloadable!]
  • 1994 Wavelets in Econometrics: An Application to Outlier Testing
    by Seth A. Greenblatt [Downloadable!]
  • 1994 Markov Chain Monte Carlo Simulation Methods in Econometrics
    by Siddhartha Chib & Edward Greenberg [Downloadable!]
  • 1994 The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation
    by Robert A. Amano & Tony S. Wirjanto [Downloadable!]
  • 1994 A Further Analysis of Exchange Rate Targeting in Canada
    by Robert A. Amano & Tony S. Wirjanto [Downloadable!]
  • 1994 Wavelet Analysis of Fractionally Integrated Processes
    by Mark J. Jensen [Downloadable!]
  • 1994 Goodness-of-Fit for Revealed Preference Tests
    by Hal R. Varian [Downloadable!]
  • 1994 La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement
    by Buda, Rodolphe [Downloadable!]
  • 1994 Small Sample Properties of Generalized Method of Moments Based Wald Tests
    by Craig Burnside & Martin Eichenbaum [Downloadable!]
  • 1994 Local Nonlinear Least Squares Estimation: Using Parametric Information Nonparametrically
    by Pedro Gozalo & Oliver Linton [Downloadable!]
  • 1993 Classical Estimation Methods for LDV Models Using Simulation
    by V.A. Hajivassiliou & P. A. Ruud [Downloadable!]
  • 1993 Nonparametric Multivariate Regression Subject to Constraint
    by S. M. Goldman & P. A. Ruud [Downloadable!]
  • 1993 A Predictive Approach to Model Selection and Multicollinearity
    by Edward Greenberg & Robert P. Parks [Downloadable!]
  • 1993 A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies
    by Walter Teets & Robert P. Parks [Downloadable!]
  • 1992 The Impact of Permanent Job Loss on Health Insurance Benefits
    by Craig A. Olson [Downloadable!]
  • 1992 A Kit of Results For Sampled and Temporally Aggregated Models
    by Luigi Ermini [Downloadable!]
  • 1990 The Econometric Analysis of Time Series, 2nd Edition
    by Andrew C. Harvey
  • 1987 Empirical Methods for International Trade
    by
  • 1978 Modeling with scenarios: technology in north-south development
    by Chichilnisky, Graciela & Cole, Sam [Downloadable!]
  • 1970 Computer Simulation of Competitive Market Response
    by Arnold E. Amstutz
  • Forecasting Global Flows
    by Edith Skriner [Downloadable!]
  • Random Error and Simulation Models With an Unobserved Dependent Variable as applied to the Benefits and Costs of the Clean Air Act
    by Scott Farrow [Downloadable!]
  • How econometric models help policy makers; Theory and practice
    by Henk Don [Downloadable!]
  • Computational Economics
    by Hans M. Amman & David A. Kendrick [Downloadable!]

    This page was last updated on 2009-11-8.


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