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3. Output and Inflation Co-movement: An Update on Business-Cycle Stylized Facts. (2016). Bruha, Jan ; Andrle, Michal ; Solmaz, Serhat.
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4. Forecasting U.S. Recessions and Economic Activity. (2016). Stevanovic, Dalibor ; Kotchoni, Rachidi.
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5. On the Sources of Business Cycles: Implications for DSGE Models. (2016). Solmaz, Serhat ; Bruha, Jan ; Andrle, Michal.
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6. Forecasting U.S. Recessions and Economic Activity. (2016). Stevanovic, Dalibor ; Kotchoni, Rachidi.
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7. Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions. (2015). Bruder, Stefan.
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8. Tracking Trend Inflation: Nonseasonally Adjusted Variants of the Median and Trimmed-Mean CPI. (2015). Verbrugge, Randal ; Higgins, Amy.
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9. Evaluating Conditional Forecasts from Vector Autoregressions. (2014). McCracken, Michael ; Clark, Todd.
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10. Evaluating Conditional Forecasts from Vector Autoregressions. (2014). McCracken, Michael ; Clark, Todd.
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2. Contemporaneous threshold autoregressive models: estimation, testing and forecasting. (2006). Spagnolo, Fabio ; Sola, Martin.
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3. Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression. (2006). Perron, Pierre ; Kejriwal, Mohitosh.
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4. Structural Spurious Regressions and A Hausman-type Cointegration Test. (2005). Ogaki, Masao ; Choi, Chi-Young ; Hu, Ling.
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5. Improved HAR Inference. (2005). Sun, Yixiao ; Phillips, Peter ; Jin, Sainan.
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8. Optimal Invariant Similar Tests for Instrumental Variables Regression. (2004). Stock, James ; Moreira, Marcelo ; Andrews, Donald.
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11. Automatic positive semi-definite HAC covariance matrix and GMM estimation. (2004). Smith, Richard.
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12. Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity. (2004). Prodan, Ruxandra.
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13. Fixed Bandwidth Asymptotics in Single Equation Models of Cointegration with an Application to Money Demand. (2004). Bunzel, Helle.
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20. Fixed-B Asymptotics in Single Equation Cointegration Models with Endogenous Regressors. (2003). Bunzel, Helle.
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24. Improved nonparametric confidence intervals in time series regressions. (2002). Wolf, Michael ; Romano, Joseph P..
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25. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence. (2002). Sul, Donggyu ; Phillips, Peter.
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28. Tests for Skewness, Kurtosis, and Normality for Time Series Data. (2001). Ng, Serena ; Bai, Jushan.
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34. Long-Run PPP May Not Hold After All. (1998). Engel, Charles.
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35. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain.
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42. An Econometric Examination of the Trend Unemployment Rate in Canada.. (1996). Hostland, Doug ; Côté, Denise ; Cote, D..
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43. Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined?. (1996). Vigfusson, Robert ; van Norden, Simon ; Murray, J..
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44. CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications. (1995). Hostland, Doug.
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45. Empirical Evidence on the Cost of Adjustment and Dynamic Labour Demand. (1995). Amano, Robert.
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46. Exchange Rates and Oil Prices. (1995). van Norden, Simon ; Amano, Robert.
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47. On Stable Factor Structures in the Pricing of Risk. (1995). Ghysels, Eric.
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48. CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications. (1995). Hostland, Doug.
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49. Empirical Evidence on the Cost of Adjustment and Dynamic Labour Demand. (1995). Amano, Robert.
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50. Política fiscal y productividad del trabajo en la economía espanola: Un análisis de series temporales. (). Esteve, Vicente.
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