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1. Forecasting exchange rates out-of-sample with panel methods and real-time data. (2014). Ince, Onur.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:43:y:2014:i:c:p:1-18.

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2. A wavelet analysis of international risk-sharing. (2013). Trezzi, Riccardo.
   In: Economics Letters.
   RePEc:eee:ecolet:v:118:y:2013:i:2:p:330-333.

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3. Forecasting Exchange Rates Out-of-Sample with Panel Methods and Real-Time Data. (2013). Ince, Onur.
   In: Working Papers.
   RePEc:apl:wpaper:13-04.

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4. An improved test for statistical arbitrage. (2012). Jarrow, Robert ; Tse, Yiu Kuen ; Warachka, Mitch ; Teo, Melvyn.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:15:y:2012:i:1:p:47-80.

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5. A model-based indicator of the fiscal stance. (2012). Wickens, Michael ; Polito, Vito.
   In: European Economic Review.
   RePEc:eee:eecrev:v:56:y:2012:i:3:p:526-551.

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6. ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia. (2012). Kim, Jae ; Silvapulle, Param ; Rushdi, Mustabshira .
   In: Economic Modelling.
   RePEc:eee:ecmode:v:29:y:2012:i:3:p:535-543.

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7. Stock Return Predictability and Oil Prices. (2011). Casassus, Jaime ; Higuera, Freddy .
   In: Documentos de Trabajo.
   RePEc:ioe:doctra:406.

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8. Vector Autoregressive Models. (2011). Lütkepohl, Helmut ; Luetkepohl, Helmut.
   In: Economics Working Papers.
   RePEc:eui:euiwps:eco2011/30.

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9. Bootstrapping structural VARs: Avoiding a potential bias in confidence intervals for impulse response functions. (2011). Spencer, David ; Phillips, Kerk.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:33:y:2011:i:4:p:582-594.

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10. Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets. (2011). Yang, Minxian ; Wang, Jianxin.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:14:y:2011:i:1:p:82-108.

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11. Empirical likelihood block bootstrapping. (2011). Shimotsu, Katsumi ; Gregory, Allan ; Allen, Jason.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:161:y:2011:i:2:p:110-121.

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12. Bootstrapping Structural VARs: Avoiding a Potential Bias in Confidence Intervals for Impulse Response Functions. (2010). Spencer, David ; Phillips, Kerk.
    In: MPRA Paper.
    RePEc:pra:mprapa:23503.

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13. The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads. (2010). Ji, Philip Inyeob ; In, Francis.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:5:p:575-589.

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14. A century of equity premium predictability and the consumption-wealth ratio: An international perspective. (2010). Valente, Giorgio ; Sarno, Lucio ; della Corte, Pasquale.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:3:p:313-331.

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15. Short and long run causality measures: Theory and inference. (2010). Taamouti, Abderrahim ; Dufour, Jean-Marie.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:154:y:2010:i:1:p:42-58.

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16. Graphical methods for investigating the finite-sample properties of confidence regions. (2010). Siani, Carole ; de Peretti, Christian.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:54:y:2010:i:2:p:262-271.

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17. Real interest rate linkages in the Pacific-Basin region. (2009). Kim, Jae ; Ji, Philip Inyeob.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:18:y:2009:i:3:p:440-448.

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18. A revisit to the non-linear mean reversion of real exchange rates: Evidence from a series-specific non-linear panel unit-root test. (2009). Wu, Jyh-lin ; LEE, HSIU-YUN .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:31:y:2009:i:4:p:591-601.

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19. Do Local Projections Solve the Bias Problem in Impulse Response Inference?. (2009). Kim, Yun Jung ; Kilian, Lutz.
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20. The impact of oil price shocks: Evidence from the industries of six OECD countries. (2008). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca.
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:6:p:3095-3108.

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21. Are Asian stock markets efficient? Evidence from new multiple variance ratio tests. (2008). Shamsuddin, Abul ; Kim, Jae.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:3:p:518-532.

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22. Empirical Likelihood Block Bootstrapping. (2008). Shimotsu, Katsumi ; Gregory, Allan ; Allen, Jason.
    In: Staff Working Papers.
    RePEc:bca:bocawp:08-18.

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23. Bootstrapping Macroeconometric Models. (2007). Fair, Ray.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:ysm254.

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24. Pricing behaviour under competition in the UK electricity supply industry. (2007). Waterson, Michael ; Otero, Jesus ; Giulietti, Monica.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:790.

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25. Econometric Analysis with Vector Autoregressive Models. (2007). Lütkepohl, Helmut ; Luetkepohl, Helmut.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2007/11.

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26. A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP. (2007). cerrato, mario ; Sarantis, Nicholas.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:51:y:2007:i:8:p:4028-4037.

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27. Bootstrap prediction intervals for autoregressive time series. (2007). Kim, Jae ; Clements, Michael.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:51:y:2007:i:7:p:3580-3594.

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28. Half-life estimation based on the bias-corrected bootstrap: A highest density region approach. (2007). Silvapulle, Param ; Kim, Jae ; Hyndman, Rob.
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    RePEc:eee:csdana:v:51:y:2007:i:7:p:3418-3432.

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29. International cross-listings by Australian firms: A stochastic dominance analysis of equity returns. (2006). Kim, Jae ; Henry, Darren ; Ahmed, Kamran.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:16:y:2006:i:5:p:494-508.

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30. Valuation ratios and price deviations from fundamentals. (2006). Fuertes, Ana-Maria ; Coakley, Jerry.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:8:p:2325-2346.

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31. Finite-sample simulation-based inference in VAR models with application to Granger causality testing. (2006). Dufour, Jean-Marie ; Jouini, Tarek .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:135:y:2006:i:1-2:p:229-254.

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32. Maximum entropy ensembles for time series inference in economics. (2006). Vinod, Hrishikesh.
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    RePEc:eee:asieco:v:17:y:2006:i:6:p:955-978.

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33. What are the effects of monetary policy on output? Results from an agnostic identification procedure. (2005). Uhlig, Harald.
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    RePEc:eee:moneco:v:52:y:2005:i:2:p:381-419.

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34. Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors. (2005). Kim, Jae.
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35. Explanation of Economic Growth Differences in the CEE Countries: Importance of the BOP Constraint. (2005). Kvedaras, Virmantas.
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    RePEc:bic:journl:v:5:y:2005:i:2:p:48-65.

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36. Hooverism, Hyperstabilisation or Halfway-House? Describing Fiscal Policy in Central and Eastern European EU Members. (2005). Lewis, John ; KATTAI, RASMUS .
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    RePEc:bic:journl:v:5:y:2005:i:2:p:38-47.

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37. The Irish Growth Miracle: Can Latvia Replicate?. (2005). Hansen, Morten.
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    RePEc:bic:journl:v:5:y:2005:i:2:p:3-14.

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38. Baltic Trade with Europe: Back to the Roots?. (2005). Schrader, Klaus ; Laaser, Claus-Friedrich.
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39. Searching for evidence of long-run PPP from a post-Bretton Woods panel: separating the wheat from the chaff. (2004). Choi, Chi-Young.
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40. Bootstrapping autoregressions with conditional heteroskedasticity of unknown form. (2004). Kilian, Lutz ; Goncalves, Silvia.
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41. Analytical evaluation of the power of tests for the absence of cointegration. (2004). Pesavento, Elena.
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42. Thick modeling. (2004). JEON, YONGIL .
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43. Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity. (2004). Prodan, Ruxandra.
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44. Forecasting autoregressive time series with bias-corrected parameter estimators. (2003). Kim, Jae.
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45. Integration and interdependence of stock and foreign exchange markets: an Australian perspective. (2003). Kim, Jae ; Shamsuddin, Abul F. M., .
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46. How well do monetary fundamentals forecast exchange rates?. (2002). Sarno, Lucio ; Neely, Christopher.
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47. How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach. (2002). Kiviet, Jan ; Giersbergen, Noud ; van Giersbergen, Noud P. A., .
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48. Evaluating long-horizon forecasts. (2001). McCracken, Michael ; Clark, Todd.
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49. The Bootstrap and Multiple Imputations: Harnessing Increased Computing Power for Improved Statistical Tests. (2001). Valletta, Robert ; Brownstone, David.
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50. How accurate are confidence intervals for impulse responses in large VAR models?. (2000). Kilian, Lutz ; Chang, Pao-Li.
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