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Notes, Comments and Preliminary results |
Aug 26 2010 |
Tatiana Cesaroni |
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Estimating potential output using business survey data in a svar framework |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jul 19 2010 |
Sylvain M. Prado |
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Macroeconomics of the New and the Used Car Markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jul 16 2010 |
Dean Fantazzini |
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Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jun 15 2010 |
Julien Chevallier |
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Volatility forecasting of carbon prices using factor models |
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Abstract Contact Information Citation Full Text - Note |
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May 27 2010 |
Julien Chevallier |
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A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices |
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Abstract Contact Information Citation Full Text - Note |
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May 21 2010 |
Shyh-Wei Chen |
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Testing for the Sustainability of the Current Account Deficit in Four Industrial Countries: A Revisitation |
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Abstract Contact Information Citation Full Text - Note |
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May 18 2010 |
Alper ASLAN |
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The validity of PPP: evidence from Lagrange multiplier unit root tests for ASEAN countries |
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Abstract Contact Information Citation Full Text - Note |
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May 12 2010 |
Daniel Ventosa-santaulària |
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Testing for an irrelevant regressor in a simple cointegration analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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May 04 2010 |
Jacques Loesse ESSO |
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The Energy Consumption-Growth Nexus in Seven Sub-Saharan African Countries |
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Abstract Contact Information Citation Full Text - Note |
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Feb 25 2010 |
Caroline Duburcq and Eric Girardin |
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Domestic and external factors in interest rate determination: the minor role of the exchange rate regime |
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Abstract Contact Information Citation Full Text - Note |
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Feb 16 2010 |
Derek Stimel |
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Choice of Aggregate Demand Proxy and its Affect on Phillips Curve Nonlinearity: U.S. Evidence |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Feb 03 2010 |
Takamitsu Kurita |
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Investigating time series properties of a dynamic system for Japan's
import demand |
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Abstract Contact Information Citation Full Text - Note |
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Jan 18 2010 |
Anne laure Delatte and Julien Fouquau |
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Smooth transition in China: New evidence in the cointegrating money demand relationship |
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Abstract Contact Information Citation Full Text - Note |
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Jan 11 2010 |
Marcel Aloy , Mohamed Boutahar , Karine Gente and Anne Péguin-feissolle |
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Fractional integration and cointegration in stock prices and exchange rates |
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Abstract Contact Information Citation Full Text - Note |
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Nov 13 2009 |
Manish Kumar |
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A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Nov 09 2009 |
Patrick Richard |
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Improving the accuracy of the analytical indirect inference estimator for MA models. |
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Abstract Contact Information Citation Full Text - Note |
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Oct 05 2009 |
Ahmad Zubaidi Baharumshah and Evan Lau |
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Structural breaks and the twin deficits hypothesis:
Evidence from East Asian countries
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Abstract Contact Information Citation Full Text - Note |
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Oct 02 2009 |
Vasudeva N. R. Murthy and Emmanuel Anoruo |
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Are Per Capita Real GDP Series in African Countries Non-stationary or Non-linear? What does Empirical Evidence Reveal?
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Abstract Contact Information Citation Full Text - Note |
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Sep 07 2009 |
Emmanuel Dubois , Jerome Hericourt and Valerie Mignon |
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What if the euro had never been launched? A counterfactual analysis
of the macroeconomic impact of euro membership |
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Abstract Contact Information Citation Full Text - Note |
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Jul 02 2009 |
Takamitsu Kurita |
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A note on small-sample correction for hypothesis testing on cointegrating vectors: recursive Monte Carlo analysis |
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Abstract Contact Information Citation Full Text - Note |
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Jun 08 2009 |
Qaiser Munir and Kasim Mansur |
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Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests |
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Abstract Contact Information Citation Full Text - Note |
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May 03 2009 |
Abhijit Sharma , Kelvin G Balcombe and Iain M Fraser |
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Non-renewable resource prices: Structural breaks and long term trends |
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Abstract Contact Information Citation Full Text - Note |
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