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1. A quantile regression analysis of flights-to-safety with implied volatilities. (2019). Troster, Victor ; Roubaud, David ; Bouri, Elie.
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2. Testing parameter constancy in stationary vector autoregressive models against continuous change. (2004). Teräsvirta, Timo ; Gonzalez, Andres ; He, Changli.
   In: SSE/EFI Working Paper Series in Economics and Finance.
   RePEc:hhs:hastef:0507.

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3. Empirical Analysis of Policy Interventions. (2002). Zha, Tao ; Leeper, Eric.
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4. Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?. (2002). Goldberg, Linda ; Campa, Jose.
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5. Inventory dynamics and business cycles: what has changed?. (2002). Zakrajšek, Egon ; McCarthy, Jonathan ; Zakrajsek, Egon.
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6. Exchange rate pass-through into import prices: a macro or micro phenomenon?. (2002). Goldberg, Linda ; Campa, Jose.
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7. Assessing changes in the monetary transmission mechanism: a VAR approach. (2002). Giannoni, Marc ; Boivin, Jean.
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   RePEc:fip:fednep:y:2002:i:may:p:97-111:n:v.8no.1.

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8. Empirical analysis of policy interventions. (2002). Zha, Tao ; Leeper, Eric.
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9. Differences in exchange rate pass-through in the euro area.. (2002). Campa, Jose ; Gonzalez, Jose M..
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10. Demand Systems With Nonstationary Prices. (2002). Ng, Serena ; Lewbel, Arthur.
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11. Inflation Changes, Yield Spreads, and Threshold Effects. (2002). Tkacz, Greg.
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12. Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data. (2001). LE BIHAN, Hervé ; Jondeau, Eric.
    In: Macroeconomics.
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13. Prices, Wages and the U.S. NAIRU in the 1990s. (2001). Watson, Mark ; Staiger, Doug ; Stock, James.
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14. The Empirical Relevance of Simple Forward- and Backward-looking Models: A View from a Dynamic General Equilibrium Model. (2001). Lindé, Jesper ; Linde, Jesper.
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15. MODELING THE DIVIDEND-PRICE RATIO: THE ROLE OF FUNDAMENTALS USING A REGIME-SWITCHING APPROACH. (2001). Nielsen, Steen ; Olesen, Jan Overgaard .
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16. Structural change in U.S. wage determination. (2001). Rich, Robert ; Rissmiller, Donald.
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17. Information technology and the U.S. productivity revival: what do the industry data say?. (2001). Stiroh, Kevin.
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18. Anticipations of monetary policy in financial markets. (2001). Whitesell, William ; Lange, Joe ; Sack, Brian.
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19. Testing for Structural Change in the Presence of Auxiliary Models. (2001). Guay, Alain ; Ghysels, Eric.
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20. Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?. (2000). Nelson, Charles ; Morley, James ; Kim, Chang-Jin.
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21. Measuring Systematic Monetary Policy. (2000). Jorda, Oscar ; Hoover, Kevin.
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22. Is money useful in the conduct of monetary policy?. (2000). Santucci, Larry ; Dotsey, Michael ; Lantz, Carl D..
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23. How stable is the predictive power of the yield curve? evidence from Germany and the United States. (2000). Schich, Sebastian ; Rodrigues, Anthony ; Estrella, Arturo.
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24. Inference on the Quantile Regression Process. (2000). Koenker, Roger.
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25. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (2000). McCracken, Michael ; Clark, Todd.
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26. A Time Series Model of Multiple Structural changes in Level, Trend and Variance. (1999). Zivot, Eric ; Wang, Jiahui.
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27. Specification Search and Stability Analysis. (1999). Llorente, Guillermo J. ; Hoyo, del J..
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28. Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo.
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29. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (1999). McCracken, Michael ; Clark, Todd.
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30. Testing for Structural Breaks in the Evaluation of Programs. (1999). Piehl, Anne ; Cooper, Suzanne J. ; Kennedy, David M. ; Braga, Anthony A..
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31. Tests of equal forecast accuracy and encompassing for nested models. (1999). McCracken, Michael ; Clark, Todd.
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32. Are oil shocks inflationary? Asymmetric and nonlinear specifications versus changes in regime. (1999). Hooker, Mark A..
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33. Are \deep\ parameters stable? the Lucas critique as an empirical hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo.
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34. Modest policy interventions. (1999). Zha, Tao ; Leeper, Eric.
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35. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
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36. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain.
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37. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain ; Ghysels, Eric.
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38. Slowdowns and Meltdowns: Postwar Growth Evidence from 74 Countries. (1997). Papell, David ; Ben-David, Dan.
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39. The bank lending channel of monetary policy transmission: evidence from a model of bank behavior that incorporates long-term customer relationships.. (1997). Gibson, Michael S..
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41. Moving endpoints and the internal consistency of agents ex ante forecasts. (1996). Kozicki, Sharon.
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42. Structural Change and Asset Pricing in Emerging Markets. (1996). Ghysels, Eric ; Garcia, René.
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43. Modelling Federal Reserve Discount Policy. (1996). Baum, Christopher ; Karasulu, Meral.
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44. CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications. (1995). Hostland, Doug.
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45. Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate. (1995). van Norden, Simon ; Amano, Robert.
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46. On Stable Factor Structures in the Pricing of Risk. (1995). Ghysels, Eric.
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47. Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models. (1995). Garcia, René.
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48. An Analysis of the Real Interest Rate Under Regime Shifts. (1995). Perron, Pierre ; Garcia, René.
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49. Moving Endpoints in Macrofinance. (). Kozicki, Sharon.
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50. Ex Post and Ex Ante Analysis of Provisional Data. (). Marcellino, Massimiliano ; Gallo, Giampiero.
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