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2. A contribution to the study of the German treasury bills market. (2015). Lagoa, Sergio C ; Leao, Emanuel R ; McMillan, David.
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3. The Fed and short-term rates: Is it open market operations, open mouth operations or interest rate smoothing?. (2004). Thornton, Daniel.
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4. Monetary policy rules and regime shifts. (2003). Valente, Giorgio.
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5. Money market operations and short-term interest rate volatility in the United Kingdom. (2003). wetherilt, anne.
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6. Retail Bank Interest Rate Pass-Through: Is Chile Atypical?. (2003). Rebucci, Alessandro ; Espinosa-Vega, Marco.
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7. Monetary policy transparency: transparent about what?. (2003). Thornton, Daniel.
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8. Retail Bank Interest Rate Pass-Through: Is Chile Atypical?. (2003). Rebucci, Alessandro ; Espinosa-Vega, Marco.
   In: Working Papers Central Bank of Chile.
   RePEc:chb:bcchwp:221.

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1. Do on/off time series models reproduce emerging stock market comovements?. (2011). JAWADI, Fredj ; AROURI, Mohamed ; Mohamed el hédi Arouri, .
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2. What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?. (2010). Nguyen, Duc Khuong ; JAWADI, Fredj ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
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3. Likelihood-based inference for cointegration with nonlinear error-correction. (2010). Rahbek, Anders ; Kristensen, Dennis.
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4. Threshold cointegration relationships between oil and stock markets. (2009). Leoni, Patrick ; JAWADI, Fredj.
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5. First and second order non-linear cointegration models. (2009). Lange, Theis.
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6. The Performance of Variance Ratio Unit Root Tests Under Nonlinear Stationary TAR and STAR Processes: Evidence from Monte Carlo Simulations and Applications. (2008). .
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7. Measuring the Financial Markets’ Perception of EMU Enlargement: The Role of Ambiguity Aversion. (2008). Cincibuch, Martin ; Hornikova, Matrina .
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8. The ACR Model: A Multivariate Dynamic Mixture Autoregression*. (2008). Shephard, Neil ; Rahbek, Anders ; Bec, Frédérique.
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9. On the relationship between nominal exchange rates and domestic and foreign prices. (2007). Peel, David ; Paya, Ivan.
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10. Estimating Argentinas imports elasticities. (2007). Nicolini-Llosa, J L ; Paya, Ivan ; Duarte, A.
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11. Estimating Argentinas imports elasticities. (2007). Nicolini-Llosa, J L ; Paya, Ivan ; Duarte, A.
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12. Estimating Argentinas imports elasticities. (2007). Nicolini-Llosa, J L ; Paya, Ivan ; Duarte, A.
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13. Estimating Argentinas imports elasticities. (2007). Nicolini-Llosa, J L ; Paya, Ivan ; Duarte, A.
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14. Nonlinear autoregressive leading indicator models of output in G-7 countries. (2007). Vahid, Farshid ; Athanasopoulos, George ; Anderson, Heather.
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15. Measuring the Financial Markets Perception of EMU Enlargement: The Role of Ambiguity Aversion. (2007). Cincibuch, Martin ; Hornikova, Martina .
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16. Likelihood-Based Inference in Nonlinear Error-Correction Models. (2007). Rahbek, Anders ; Kristensen, Dennis.
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17. Non-linear adjustment in the term structure of interest rates: a cointegration analysis in the non-linear STAR framework. (2006). Maki, Daiki.
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18. Nonparametric Econometrics: Theory and Practice. (2006). Li, QI ; Racine, Jeffrey Scott .
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19. Changements de régime pour la persistance et la dynamique du taux dintérêt réel américain. (2006). Million, Nicolas.
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20. On the relationship between Nominal Exchange Rates and domestic and foreign prices. (2006). Paya, Ivan ; Peel, David.
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21. On the relationship between Nominal Exchange Rates and domestic and foreign prices. (2006). Paya, Ivan.
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22. On the relationship between Nominal Exchange Rates and domestic and foreign prices. (2006). Paya, Ivan ; Peel, D.
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23. On the relationship between Nominal Exchange Rates and domestic and foreign prices. (2006). Holden, K ; Paya, Ivan ; Duarte, A.
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24. The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity. (2006). Vahid, Farshid ; Issler, João.
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25. The process followed by PPP data. On the properties of linearity tests. (2005). Peel, David ; Paya, Ivan.
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26. THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS. (2005). Peel, David ; Paya, Ivan.
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27. The term structure of interest rates with nonlinear adjustment: Evidence from a unit root test in the nonlinear STAR framework. (2005). Maki, Daiki.
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28. The Bi-parameter Smooth Transition Autoregressive model. (2005). .
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29. The term structure of interest rates with nonlinear adjustment: Evidence from a unit root test in the nonlinear STAR framework. (2005). Maki, Daiki.
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30. The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates. (2005). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
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31. The Term Spread International Evidence of Non-Linear Adjustment. (2004). Siklos, Pierre ; Haug, Alfred.
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32. Threshold Cointegration between Stock Returns : An application of STECM Models. (2004). JAWADI, Fredj ; Yousra, Koubaa.
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33. Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity. (2004). Sollis, Robert.
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34. Forecasting the spot prices of various coffee types using linear and non-linear error correction models. (2004). Panagiotidis, Theodore ; Otero, Jesus ; Milas, Costas.
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37. Lajustement à seuil des processus cointégrés. Que sait-on des modèles à trois régimes ?. (2004). Bec, Frédérique ; Ben Salem, Melika.
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38. The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test. (2003). Swanson, Norman ; Corradi, Valentina.
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39. Forecasting economic and financial time-series with non-linear models. (2003). Swanson, Norman ; Franses, Philip Hans ; Clements, Michael.
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40. Unit Root Tests in Three-Regime SETAR Models. (2003). shin, yongcheol ; Kapetanios, George.
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41. SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; Teräsvirta, Timo ; Franses, Philip Hans ; Terasvirta, Timo.
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42. The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation. (2002). Thornton, Daniel ; Sarno, Lucio.
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43. Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices.. (2001). Vahid, Farshid ; Anderson, Heather.
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44. Forecasting the spot prices of various coffee types using linear and non-linear error correction models. (2001). Panagiotidis, Theodore ; Otero, Jesus ; Milas, Costas.
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45. Modelling Mortgage Rate Changes with a Smooth Transition Error-Correction Model. (2001). Liu, Ying.
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46. Limited arbitrage in international wheat markets: threshold and smooth transition cointegration. (2001). Mainardi, Stefano.
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47. Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes. (2000). Swanson, Norman ; Corradi, Valentina.
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48. The Bi-parameter Smooth Transition AutoRegressive model. (2000). Siliverstovs, Boriss.
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49. Asymmetric Adjustment Costs and The Dynamics of Housing Supply. (1999). Kenny, Geoff.
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50. Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate. (1996). Barkoulas, John ; Baum, Christopher ; Onochie, Joseph.
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