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1. Liquidity traps and large-scale financial crises. (2017). Pellegrino, Giovanni ; PARENT, Antoine ; Damette, Olivier ; Castelnuovo, Efrem ; Caggiano, Giovanni.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:81:y:2017:i:c:p:99-114.

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2. Liquidity Traps and Large-Scale Financial Crises. (2016). Pellegrino, Giovanni ; PARENT, Antoine ; Damette, Olivier ; Castelnuovo, Efrem ; Caggiano, Giovanni.
   In: Melbourne Institute Working Paper Series.
   RePEc:iae:iaewps:wp2016n32.

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3. Credit constraints and the international propagation of US financial shocks. (2016). Metiu, Norbert ; Grill, Michael ; Hilberg, Bjorn.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:72:y:2016:i:c:p:67-80.

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4. Credit constraints and the international propagation of US financial shocks. (2016). Metiu, Norbert ; Grill, Michael ; Hilberg, Bjorn.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20161954.

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5. Financial frictions and global spillovers. (2015). Metiu, Norbert ; Grill, Michael ; Hilberg, Bjorn.
   In: Discussion Papers.
   RePEc:zbw:bubdps:042015.

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6. The effects of the monetary policy stance on the transmission mechanism. (2014). Marcellino, Massimiliano ; Galvão, Ana ; Beatriz, Galvao Ana .
   In: Studies in Nonlinear Dynamics & Econometrics.
   RePEc:bpj:sndecm:v:18:y:2014:i:3:p:20:n:2.

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7. Threshold Cointegration: Model Selection with an Application. (2013). Sephton, Peter ; Mann, Janelle.
   In: Journal of Economics and Econometrics.
   RePEc:eei:journl:v:56:y:2013:i:2:p:54-77.

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8. Endogenous Monetary Policy Regimes and the Great Moderation. (2010). Marcellino, Massimiliano ; Galvão, Ana ; Galvao, Ana Beatriz.
   In: Economics Working Papers.
   RePEc:eui:euiwps:eco2010/22.

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9. Endogenous Monetary Policy Regimes and the Great Moderation. (2010). Marcellino, Massimiliano ; Galvão, Ana ; Galvão, Ana Beatriz C, .
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:7827.

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10. Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems. (2008). Nedeljkovic, Milan.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:876.

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11. Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems. (2008). Nedeljkovic, Milan.
    In: Economic Research Papers.
    RePEc:ags:uwarer:269887.

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12. Forecasting exchange rates: A robust regression approach. (2007). Franck, Raphael ; Preminger, Arie.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:23:y:2007:i:1:p:71-84.

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13. Structural break threshold VARs for predicting US recessions using the spread. (2006). Beatriz, Ana.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:21:y:2006:i:4:p:463-487.

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14. Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes. (2006). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200618.

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15. Structural break threshold VARs for predicting US recessions using the spread. (2006). Galvão, Ana ; Ana Beatriz C. GALVÃO, .
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:4:p:463-487.

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16. Predictive density and conditional confidence interval accuracy tests. (2006). Swanson, Norman ; Corradi, Valentina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:135:y:2006:i:1-2:p:187-228.

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17. A GARCH (1,1) estimator with (almost) no moment conditions on the error term. (2006). Storti, Giuseppe ; Preminger, Arie.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2006068.

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18. Deciding between GARCH and stochastic volatility via strong decision rules. (2006). Hafner, Christian ; Preminger, Arie.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2006042.

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19. A GARCH (1,1) ESTIMATOR WITH (ALMOST) NO MOMENT CONDITIONS ON THE ERROR TERM. (2006). Storti, Giuseppe ; Preminger, Arie.
    In: Working Papers.
    RePEc:bgu:wpaper:0607.

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20. DECIDING BETWEEN GARCH AND STOCHASTIC VOLATILITY VIA STRONG DECISION RULES. (2006). Hafner, Christian M. ; Preminger, Arie.
    In: Working Papers.
    RePEc:bgu:wpaper:0603.

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21. A model selection method for S-estimation. (2005). Sakata, Shinichi ; Preminger, Arie.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2005073.

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22. Forecasting exchange rates: a robust regression approach. (2005). Franck, Raphael ; Preminger, Arie.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2005025.

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23. Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models. (2005). Wettstein, David ; Preminger, Arie.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:26:y:2005:i:5:p:715-741.

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24. Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection. (2004). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200418.

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25. Chi-square Tests for Parameter Stability. (2004). Carrasco, Marine.
    In: RCER Working Papers.
    RePEc:roc:rocher:508.

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26. Measuring trust: An experiment in Brazil. (2004). Madalozzo, Regina ; Lazzarini, S. G. ; Madalozzo, R. C, ; Artes, R. & Siqueira, J. O., .
    In: Insper Working Papers.
    RePEc:ibm:ibmecp:wpe_42.

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27. The transmission mechanism in a changing world. (2003). Marcellino, Massimiliano ; Galvão, Ana ; Ana Beatriz C. GALVÃO, .
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2003/18.

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