1. Revisiting the Dynamics of CEE Capital Markets. (2025). Ioan, Ttaru Rzvan ; Andreea, Iordache ; George-Cristian, Ttaru.
   In: Proceedings of the International Conference on Business Excellence.
   RePEc:vrs:poicbe:v:19:y:2025:i:1:p:1856-1874:n:1015.

   Full description at Econpapers || Download paper

2. Towards understanding MILA stock markets integration beyond MILA: New evidence between the pre-Global financial crisis and the COVID19 periods. (2024). Gomez-Bravo, Yuli Paola ; Sanchez-Barrios, Luis Javier ; Lukanima, Benedicto Kulwizira.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:89:y:2024:i:pa:p:478-497.

   Full description at Econpapers || Download paper

3. International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Raju, V L ; Patra, Ramakanta ; You, Kefei.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000052.

   Full description at Econpapers || Download paper

4. A state-dependent international CAPM for partially integrated markets: Using local and US risk factors. (2024). Tajaddini, Reza ; Hematizadeh, Roksana.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000954.

   Full description at Econpapers || Download paper

5. From Black Wednesday to Brexit: Macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom. (2023). Gottschalk, Sylvia.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2843-2873.

   Full description at Econpapers || Download paper

6. World pandemic uncertainty and German stock market: evidence from Markov regime-switching and Fourier based approaches. (2023). Kirikkaleli, Dervis ; Adebayo, Tomiwa Sunday ; Athari, Seyed Alireza.
   In: Quality & Quantity: International Journal of Methodology.
   RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01435-4.

   Full description at Econpapers || Download paper

7. Segmentation, business environment and global informational efficiency of emerging financial markets. (2022). Boamah, Nicholas Addai.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:84:y:2022:i:c:p:52-60.

   Full description at Econpapers || Download paper

8. Financial integration in the EU28 equity markets: Measures and drivers. (2022). Ossola, Elisa ; Nardo, M ; Papanagiotou, E.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100015x.

   Full description at Econpapers || Download paper

9. Euro area stock markets integration: Empirical evidence after the end of 2010 debt crisis. (2022). Stoupos, Nikolaos ; Kiohos, Apostolos.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004128.

   Full description at Econpapers || Download paper

10. Integration, investor protection rules and global informational inefficiency of emerging financial markets. (2021). Boamah, Nicholas Addai.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:1:y:2021:i:6:d:10.1007_s43546-021-00084-3.

    Full description at Econpapers || Download paper

11. The Integration of Conventional Equity Indices with Environmental, Social, and Governance Indices: Evidence from Emerging Economies. (2021). Nor, Safwan Mohd ; Ali, Rizwan ; Ur, Ramiz ; Ul, Muhammad Zain ; Ahmad, Muhammad Ishfaq ; Naseem, Muhammad Akram ; Hasan, Mudassar.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:2:p:676-:d:479041.

    Full description at Econpapers || Download paper

12. The Degree of Integration of the Bulgarian and Croatian Equity Markets into the Eurozone Share Equity Market. (2021). Bukowska, Joanna.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xxiv:y:2021:i:special4:p:269-277.

    Full description at Econpapers || Download paper

13. The Degree of Integration of the Bulgarian and Croatian Equity Markets into the Eurozone Share Equity Market. (2021). Bukowska, Joanna.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xxiv:y:2021:i:special2-part2:p:269-277.

    Full description at Econpapers || Download paper

14. The Independence of Central Banks, Political Institutional Quality and Financial Sector Development in Africa. (2020). Abor, Joshua ; Osei, Kofi Achampong ; Sa-Aadu, Jarjisu ; Agoba, Abel Mawuko.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:19:y:2020:i:2:p:154-188.

    Full description at Econpapers || Download paper

15. Convergence of retail banking interest rates to households in euro area: time-varying measurement and determinants. (2020). Sehgal, Sanjay ; Gupta, Priyanshi.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:17:y:2020:i:1:d:10.1007_s10368-019-00452-3.

    Full description at Econpapers || Download paper

16. Financial integration in the EU28 equity markets: measures and drivers. (2020). Papanagiotou, Evangelia ; Ossola, Elisa ; Nardo, Michela.
    In: JRC Working Papers in Economics and Finance.
    RePEc:jrs:wpaper:202009.

    Full description at Econpapers || Download paper

17. Balkan Stock Exchanges – Consideration of the Length of the Estimation Window in Similar Markets. (2020). Potrykus, Marcin ; Kubiszewska, Katarzyna.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xxiii:y:2020:i:4:p:1047-1067.

    Full description at Econpapers || Download paper

18. Economic engagement and within emerging markets integration. (2020). Boamah, Nicholas Addai ; Akotey, Joseph Oscar ; Aaawaar, Godfred.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301047.

    Full description at Econpapers || Download paper

19. Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro. (2020). Uddin, Gazi ; Troster, Victor ; Tuvhag, Tom ; Lindman, Sebastian ; Jayasekera, Ranadeva.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:56:y:2020:i:c:p:42-73.

    Full description at Econpapers || Download paper

20. Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach. (2020). Chen, Zhenxi.
    In: Manchester School.
    RePEc:bla:manchs:v:88:y:2020:i:2:p:262-281.

    Full description at Econpapers || Download paper

21. Bond market integration of emerging economies and bilateral linkages. (2020). Balli, Faruk ; Hu, Xuan ; Rana, Faisal.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:3:p:2039-2062.

    Full description at Econpapers || Download paper

22. Analysing the Effect of Portfolio Concentration Index and Stock Market Correlation. (2019). Azman-Saini, W.N.W ; Lee, Chin ; Law, Siong Hook ; Chin, Lee ; Azman-Saini, W. N. W., .
    In: Jurnal Ekonomi Malaysia.
    RePEc:ukm:jlekon:v:53:y:2019:i:2:p:165-176.

    Full description at Econpapers || Download paper

23. The Influence of Domestic and Foreign Shocks on Portfolio Diversification Gains and the Associated Risks. (2019). Narayan, Seema.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:160-:d:274897.

    Full description at Econpapers || Download paper

24. Stock market integration between the UK and the US: Evidence over eight decades. (2019). Casalin, Fabrizio ; Aladesanmi, Olalekan ; Metcalf, Hugh.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:41:y:2019:i:c:p:32-43.

    Full description at Econpapers || Download paper

25. Global and regional stock market integration in Asia: A panel convergence approach. (2019). Caporale, Guglielmo Maria ; Chen, Lei ; You, Kefei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:65:y:2019:i:c:s1057521918306665.

    Full description at Econpapers || Download paper

26. Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region. (2018). Deisting, Florent ; Sehgal, Sanjay ; Pandey, Piyush.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:16:y:2018:i:2:d:10.1007_s40953-017-0090-7.

    Full description at Econpapers || Download paper

27. Indicators of Regional Development Using Differentiation Characteristics. (2018). Kudrov, Alexander ; Aivazian, Sergei A ; Yu, Mikhail.
    In: Montenegrin Journal of Economics.
    RePEc:mje:mjejnl:v:14:y:2018:i:3:p:7-22.

    Full description at Econpapers || Download paper

28. Capital Markets Integration and Economic Growth. (2018). Stoica, Ovidiu ; Oprea, Otilia-Roxana.
    In: Montenegrin Journal of Economics.
    RePEc:mje:mjejnl:v:14:y:2018:i:3:p:23-35.

    Full description at Econpapers || Download paper

29. The influence of terrorism risk on stock market integration: Evidence from eight OECD countries. (2018). Narayan, Seema ; LE, Thai-Ha ; Sriananthakumar, S ; Le, T.-H., .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:58:y:2018:i:c:p:247-259.

    Full description at Econpapers || Download paper

30. Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets. (2017). de Carvalho, Miguel ; Wadsworth, Jennifer ; Castrocamilo, Daniela.
    In: Papers.
    RePEc:arx:papers:1709.01198.

    Full description at Econpapers || Download paper

31. Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance. (2016). Lyócsa, Štefan ; Horvath, Roman ; Baumohl, Eduard.
    In: Working Papers.
    RePEc:ost:wpaper:357.

    Full description at Econpapers || Download paper

32. Investigating temporal variation in the global and regional integration of African stock markets. (2016). Boamah, Nicholas Addai ; Loudon, Geoffrey ; Watts, Edward J.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:36:y:2016:i:c:p:103-118.

    Full description at Econpapers || Download paper

33. Correlations and Volatility Spillovers between the Carbon Trading Price and Bunker Index for the Maritime Industry. (2016). Chou, Ming-Tao ; Lu, Cherie.
    In: Review of Economics & Finance.
    RePEc:bap:journl:160407.

    Full description at Econpapers || Download paper

34. Return spillovers around the globe: A network approach. (2015). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Stefan .
    In: Papers.
    RePEc:arx:papers:1507.06242.

    Full description at Econpapers || Download paper

35. Determinanty integrácie akciových trhov krajín V4. (2014). Baumohl, Eduard.
    In: Politická ekonomie.
    RePEc:prg:jnlpol:v:2014:y:2014:i:3:id:955:p:347-365.

    Full description at Econpapers || Download paper

36. Determinants of stock exchange integration: evidence in worldwide perspective. (2014). Dorodnykh, Ekaterina.
    In: Journal of Economic Studies.
    RePEc:eme:jespps:v:41:y:2014:i:2:pp:292-316.

    Full description at Econpapers || Download paper

37. Intra-market sovereign linkages of key Latin American markets. (2014). Thuraisamy, Kannan.
    In: Economic Systems.
    RePEc:eee:ecosys:v:38:y:2014:i:2:p:140-160.

    Full description at Econpapers || Download paper

38. Stock market integration of emerging Asian economies: Patterns and causes. (2014). Narayan, Seema ; Islam, S. Z. ; Sriananthakumar, S..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:39:y:2014:i:c:p:19-31.

    Full description at Econpapers || Download paper

39. What Drives the Stock Market Integration in the CEE-3?. (2013). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard.
    In: EconStor Open Access Articles and Book Chapters.
    RePEc:zbw:espost:156176.

    Full description at Econpapers || Download paper

40. What Drives Stock Exchange Integration?. (2013). Dorodnykh, Ekaterina.
    In: International Journal of Business and Economic Sciences Applied Research (IJBESAR).
    RePEc:tei:journl:v:6:y:2013:i:2:p:47-79.

    Full description at Econpapers || Download paper

41. Volatility and dynamic conditional correlations of European emerging stock markets. (2013). Lyócsa, Štefan ; Baumohl, Eduard.
    In: MPRA Paper.
    RePEc:pra:mprapa:49898.

    Full description at Econpapers || Download paper

42. Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach.. (2013). Baumohl, Eduard ; Baumhl, Eduard .
    In: MPRA Paper.
    RePEc:pra:mprapa:43834.

    Full description at Econpapers || Download paper

43. Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration. (2013). Gebka, Bartosz ; Karoglou, Michail ; Gbka, Bartosz.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:9:p:3639-3653.

    Full description at Econpapers || Download paper

44. How can a small country affect the European economy? The Greek contagion phenomenon. (2013). Tsakalos, Ioannis ; Samitas, Aristeidis.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:25:y:2013:i:c:p:18-32.

    Full description at Econpapers || Download paper

45. Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis. (2012). Boutahar, Mohamed ; Khalfaoui, Rabeh.
    In: MPRA Paper.
    RePEc:pra:mprapa:41624.

    Full description at Econpapers || Download paper

46. Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis. (2012). Boutahar, Mohamed ; Khalfaoui, Rabeh.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00793068.

    Full description at Econpapers || Download paper

47. Multifactor explanations of returns on the Warsaw Stock Exchange in light of the ICAPM. (2012). Urbaski, Stanisaw.
    In: Economic Systems.
    RePEc:eee:ecosys:v:36:y:2012:i:4:p:552-570.

    Full description at Econpapers || Download paper

48. Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states. (2012). Pirovano, Mara.
    In: Economic Systems.
    RePEc:eee:ecosys:v:36:y:2012:i:3:p:372-390.

    Full description at Econpapers || Download paper

49. Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis. (2012). Boutahar, Mohamed ; Khalfaoui, Rabeh.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1208.

    Full description at Econpapers || Download paper

1. Andrews, D.W.K. Heteroskedasticity and autocorrelation consistent covariance matrix estimation. 1991 Econometrica. 59 817-858

2. Antoniou, A. ; Pescetto, G. ; Violaris, A. Modelling international price relationships and interdependencies between the stock index and stock index futures markets of three EU countries: a multivariate analysis. 2003 Journal of Business, Finance & Accounting. 30 645-667

3. Baele, L. Volatility spillover effects in European equity markets. 2005 Journal of Financial and Quantitative Analysis. 40 373-401

4. Baele, L., Ferrando, A., Hördahl, P., Krylova, E., Monnet, C., 2004. Measuring financial integration in the euro area. ECB Occasional Paper Series 14, Frankfurt/Main.

5. Baillie, R.T. ; Bollerslev, T. ; Mikkelsen, H.O. Fractionally integrated generalized autoregressive conditional heteroskedasticity. 1996 Journal of Econometrics. 74 3-30

6. Bartram, S.M. ; Taylor, S.J. ; Wang, Y.-H. The Euro and European financial market dependence. 2007 Journal of Banking & Finance. 31 1461-1481

7. Bekaert, G. ; Erb, C.B. ; Harvey, C. ; Viskanta, T. Distributional characteristics of emerging market returns and asset allocation. 1998 Journal of Portfolio Management. 24 102-116
   Paper not yet in RePEc: Add citation now
   

8. Cappiello, L. ; Engle, E.F. ; Sheppard, K. Asymmetric dynamics in the correlations of global equity and bond returns. 2006 Journal of Financial Econometrics. 4 537-572

9. Croci, M., 2004. Integration of the euro equity markets: An empirical analysis. Working Paper, Università Politecnica delle Marche - Department of Economics, Ancona.
   Paper not yet in RePEc: Add citation now
   
10. Engle, R.F. Dynamic conditional correlation—a simple class of multivariate GARCH models. 2002 Journal of Business and Economic Statistics. 20 339-350
    Paper not yet in RePEc: Add citation now
    

11. Engle, R.F. ; Sheppard, K. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH. 2001 Mimeo, UCSD: La Jolla, CA

12. Erb, C. ; Harvey, C.R. ; Viskanta, T.E. Forecasting international equity correlations. 1994 Financial Analysts Journal. 50 32-45
    Paper not yet in RePEc: Add citation now
    

13. Fratzscher, M. Financial market integration in Europe: on the effects of EMU on stock markets. 2002 International Journal of Finance and Economics. 7 165-193

14. Hodrick, R.J. ; Prescott, E.C. Postwar U.S. business cycles: an empirical investigation. 1997 Journal of Money, Credit, and Banking. 29 1-16

15. Kenourgios, D. ; Samitas, A. ; Paltalidis, N. Financial market dynamics in an enlarged European Union. 2009 Journal of Economic Integration. 24 197-221

16. Kim, S.J. ; Moshirian, F. ; Wu, E. Dynamic stock market integration driven by the European Monetary Union: an empirical analysis. 2005 Journal of Banking & Finance. 29 2475-2502

17. Leamer, E.E. Model choice and specification analysis. 1983 En : . North-Holland: Amsterdam

18. Longin, F. ; Solnik, B. Extreme correlation of international equity markets. 2001 The Journal of Finance. 56 649-676

19. Orphanides, A. ; van Norden, S. The unreliability of output-gap estimates in real time. 2002 Review of Economics and Statistics. 84 569-583

20. Pretorius, E. Economic determinants of emerging stock market interdependence. 2002 Emerging Markets Review. 3 84-105

21. Savva, C.S. ; Osborn, D.R. ; Gill, L. Spillovers and correlations between US and major European stock markets: the role of the euro. 2009 Applied Financial Economics. 19 1595-1604

22. Silvennoinen, A., Teräsvirta, T., 2008. Multivariate GARCH Models. SSE/EFI Working Paper Series in Economics and Finance 669, Stockholm.

1. The impact of oil shocks on the Spanish economy. (2011). Montañés, Antonio ; Gómez-Loscos, Ana ; Gadea, María ; Montas, Antonio ; Gmez-Loscos, Ana .
   In: Energy Economics.
   RePEc:eee:eneeco:v:33:y:2011:i:6:p:1070-1081.

   Full description at Econpapers || Download paper

2. Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Di Matteo, T. ; Aste, T..
   In: Econometrics.
   RePEc:wpa:wuwpem:0503004.

   Full description at Econpapers || Download paper

3. A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change. (2005). Perron, Pierre ; Deng, Ai.
   In: Boston University - Department of Economics - Working Papers Series.
   RePEc:bos:wpaper:wp2005-047.

   Full description at Econpapers || Download paper

4. Tests of Conditional Predictive Ability. (2003). Giacomini, Raffaella.
   In: Econometrics.
   RePEc:wpa:wuwpem:0308001.

   Full description at Econpapers || Download paper

5. Fixed-B Asymptotics in Single Equation Cointegration Models with Endogenous Regressors. (2003). Bunzel, Helle.
   In: Staff General Research Papers Archive.
   RePEc:isu:genres:10685.

   Full description at Econpapers || Download paper

6. Short Run and Long Run Causality in Time Series: Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
   In: CIRANO Working Papers.
   RePEc:cir:cirwor:2003s-61.

   Full description at Econpapers || Download paper

7. Tests of conditional predictive ability. (2003). Giacomini, Raffaella.
   In: Boston College Working Papers in Economics.
   RePEc:boc:bocoec:572.

   Full description at Econpapers || Download paper

8. Improved nonparametric confidence intervals in time series regressions. (2002). Wolf, Michael ; Romano, Joseph P..
   In: Economics Working Papers.
   RePEc:upf:upfgen:635.

   Full description at Econpapers || Download paper

9. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2002). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:9393.

   Full description at Econpapers || Download paper

10. Testing for a Unit Root in Panels with Dynamic Factors. (2002). Perron, Benoit ; Moon, Hyungsik.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2002-18.

    Full description at Econpapers || Download paper

11. Efficient Regression in Time Series Partial Linear Models. (2002). Xiao, Zhijie ; Phillips, Peter ; Guo, Binbin.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1363.

    Full description at Econpapers || Download paper

12. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence. (2002). Sul, Donggyu ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1362.

    Full description at Econpapers || Download paper

13. Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models. (2002). Goncalves, Silvia.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2002s-41.

    Full description at Econpapers || Download paper

14. The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond. (2001). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8601.

    Full description at Econpapers || Download paper

15. Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests. (2001). Wohar, Mark ; Carlson, John ; Pelz, Eduard A..
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0113.

    Full description at Econpapers || Download paper

16. Improved nonparametric confidence intervals in time series regressions. (2001). Wolf, Michael ; Romano, Joseph P..
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws010201.

    Full description at Econpapers || Download paper

17. A Dynamic Analysis of the Market for Wide-Bodied Commercial Aircraft. (2000). Benkard, Lanier C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7710.

    Full description at Econpapers || Download paper

18. The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis. (2000). Kuan, Chung-Ming ; Chen, Yi-Ting.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1723.

    Full description at Econpapers || Download paper

19. One-Sided Testing for ARCH Effect Using Wavelets. (2000). Lee, Jin.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1214.

    Full description at Econpapers || Download paper

20. Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices. (2000). Hong, Yongmiao ; Lee, Jin.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1211.

    Full description at Econpapers || Download paper

21. Long Memory or Structural Change: Testing Method and Empirical Examination. (2000). Hsu, Chih-Chiang.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0867.

    Full description at Econpapers || Download paper

22. Corruption and Resource Allocation Under Chinas Dual Track System. (2000). Li, Wei.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0179.

    Full description at Econpapers || Download paper

23. Agency Costs, Credit Constraints and Corporate Investment. (1999). Hansen, Sten .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0079.

    Full description at Econpapers || Download paper

24. On the finite-sample accuracy of nonparametric resampling algorithms for economic time series. (1999). Kilian, Lutz ; Berkowitz, Jeremy ; Birgean, Ionel.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-04.

    Full description at Econpapers || Download paper

25. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:99s-04.

    Full description at Econpapers || Download paper

26. Cyclicality and Durability: Evidence from U.S. Consumers Expediture.. (1999). Cook, Steven.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:2:y:1999:n:2:p:299-310.

    Full description at Econpapers || Download paper

27. Regression-Based Tests of Predictive Ability. (1998). West, Kenneth ; McCracken, Michael.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0226.

    Full description at Econpapers || Download paper

28. The Uncertain Trend in U.S. GDP. (1998). Nelson, Charles ; Murray, Chris.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0074.

    Full description at Econpapers || Download paper

29. Long-Run PPP May Not Hold After All. (1998). Engel, Charles.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0050.

    Full description at Econpapers || Download paper

30. Consistent covariance matrix estimation in probit models with autocorrelated errors. (1998). Rodrigues, Anthony ; Estrella, Arturo.
    In: Staff Reports.
    RePEc:fip:fednsr:39.

    Full description at Econpapers || Download paper

31. A multivariate cointegration analysis of the role of energy in the U.S. macroeconomy.. (1998). Stern, David.
    In: Working Papers in Ecological Economics.
    RePEc:anu:wpieep:9803.

    Full description at Econpapers || Download paper

32. The Uncertain Trend in U.S. GDP. (1997). Nelson, Charles ; Murray, Christian.
    In: Computational Economics.
    RePEc:wpa:wuwpco:9702001.

    Full description at Econpapers || Download paper

33. Bootstrap Testing for Fractional Integration. (1997). Gredenhoff, Mikael P. ; Andersson, Michael K..
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0188.

    Full description at Econpapers || Download paper

34. The determinants of UK business cycles. (1997). Scott, Andrew ; Holland, Allison .
    In: Bank of England working papers.
    RePEc:boe:boeewp:58.

    Full description at Econpapers || Download paper

35. Time series properties of global climate variables: detection and attribution of climate change. (1997). Stern, David ; Kaufmann, Robert.
    In: Working Papers in Ecological Economics.
    RePEc:anu:wpieep:9702.

    Full description at Econpapers || Download paper

36. The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified.. (1996). Zivot, Eric.
    In: Econometrics.
    RePEc:wpa:wuwpem:9612001.

    Full description at Econpapers || Download paper

37. Bootstrap Methods in Econometrics: Theory and Numerical Performance. (1996). Horowitz, Joel.
    In: Econometrics.
    RePEc:wpa:wuwpem:9602009.

    Full description at Econpapers || Download paper

38. Shortages, interest rates, and money demand in Poland, 1969-1995,. (1996). Sterken, Elmer ; Nijsse, Erwin.
    In: Working Papers.
    RePEc:wop:ccsowp:0025.

    Full description at Econpapers || Download paper

39. Long-Run PPP May Not Hold After All. (1996). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5646.

    Full description at Econpapers || Download paper

40. Recent developments in bootstrapping time series. (1996). Kilian, Lutz ; Berkowitz, Jeremy.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:96-45.

    Full description at Econpapers || Download paper

41. Unit Root Tests and the Burden of Proof. (1995). van Norden, Simon ; Amano, Robert.
    In: Econometrics.
    RePEc:wpa:wuwpem:9502005.

    Full description at Econpapers || Download paper

42. Likelihood analysis of non-Gaussian parameter driven models. (1995). Shephard, Neil ; Pitt, Michael K.
    In: Economics Papers.
    RePEc:nuf:econwp:0015.

    Full description at Econpapers || Download paper

43. Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act. (1995). Schmidt, Peter ; Horrace, William ; Witte, Ann Dryden .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5387.

    Full description at Econpapers || Download paper

44. An Analysis of the Real Interest Rate Under Regime Shifts. (1995). Perron, Pierre ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-05.

    Full description at Econpapers || Download paper

45. ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY. (1994). West, Kenneth.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9410002.

    Full description at Econpapers || Download paper

46. A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model. (1994). Wilcox, David ; West, Kenneth.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9410001.

    Full description at Econpapers || Download paper

47. A Further Analysis of Exchange Rate Targeting in Canada. (1994). Wirjanto, Tony ; Amano, Robert.
    In: Econometrics.
    RePEc:wpa:wuwpem:9406001.

    Full description at Econpapers || Download paper

48. A Further Analysis of Exchange Rate Targeting in Canada. (1994). Wirjanto, Tony ; Amano, Robert.
    In: Staff Working Papers.
    RePEc:bca:bocawp:94-2.

    Full description at Econpapers || Download paper

49. Soft Landing of a Stock Market Bubble, An Experimental Study. (). Fischbacher, Urs ; Hens, Thorsten.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:090.

    Full description at Econpapers || Download paper

50. Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models. (). Zhang, Harold ; Liu, Ming.
    In: Computing in Economics and Finance 1997.
    RePEc:sce:scecf7:93.

    Full description at Econpapers || Download paper

Report date: 2025-09-30 22:08:25 || Missing content? Let us know