1. Actual monetary policy independence in a small open economy: the Polish perspective. (2019). Mycielska, Dagmara ; Goczek, Lukasz.
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2. Do Markets Trump Politics? Evidence from Fossil Market Reactions to the Paris Agreement and the U.S. Election. (2018). Sterner, Thomas ; Mukanjari, Samson.
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3. Global shocks and their impact on the Tanzanian economy. (2017). Haile, Fiseha.
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4. Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer.
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5. Global shocks and their impact on the Tanzanian Economy. (2016). Haile, Fiseha.
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6. Policy Analysis, Forediction, and Forecast Failure. (2016). Martinez, Andrew ; Hendry, David ; Castle, Jennifer.
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7. General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets. (2016). Sucarrat, Genaro ; Reade, J ; Pretis, Felix.
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8. Big data analytics: a new perspective. (2016). Pesaran, Mohammad ; Kapetanios, George ; Chudik, Alexander.
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9. Forecasting food prices: The case of corn, soybeans and wheat. (2016). Cornejo, Magdalena ; Ahumada, Hildegart.
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10. Outlier detection in structural time series models: The indicator saturation approach. (2016). Proietti, Tommaso ; Marczak, Martyna.
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11. Big Data Analytics: A New Perspective. (2016). Pesaran, Mohammad ; Kapetanios, George ; Chudik, Alexander.
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12. Big Data Analytics: A New Perspective. (2016). Pesaran, Mohammad ; Kapetanios, George ; Chudik, Alexander.
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13. Prediction Markets, Social Media and Information Efficiency. (2016). Vaughan Williams, Leighton ; Reade, J.
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14. DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION. (2016). Pretis, Felix ; Hendry, David ; Zheng, Siqi ; Schneider, Lea ; Smerdon, Jason E ; Lin, Brian Chi-Ang.
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15. Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach. (2015). Proietti, Tommaso ; Marczak, Martyna.
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16. TIPS and the VIX: Non-linear Spillovers from Financial Panic to Breakeven Inflation. (2015). Stillwagon, Josh.
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17. Detecting Location Shifts during Model Selection by Step-Indicator Saturation. (2015). Pretis, Felix ; Hendry, David ; Doornik, Jurgen ; Castle, Jennifer.
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18. Impact of monetary policy on exchange market pressure: The case of Nepal. (2015). Panday, Anjan.
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19. Forecasting a large set of disaggregates with common trends and outliers. (2015). Espasa, Antoni ; Carlomagno, Guillermo.
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20. Outlier detection in structural time series models: The indicator saturation approach. (2014). Proietti, Tommaso ; Marczak, Martyna.
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21. Non-Linear Exchange Rate Relationships: An Automated Model Selection Approach with Indicator Saturation. (2014). Stillwagon, Josh.
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22. Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach. (2014). Proietti, Tommaso ; Marczak, Martyna.
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23. Statistical Model Selection with Big Data. (2014). Hendry, David ; Doornik, Jurgen.
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24. Robust Approaches to Forecasting. (2014). Hendry, David ; Clements, Michael ; Castle, Jennifer.
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25. Model selection in under-specified equations facing breaks. (2014). Hendry, David ; Castle, Jennifer.
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26. Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach. (2014). Proietti, Tommaso ; Marczak, Martyna.
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1. Volatility and dynamic conditional correlations of worldwide emerging and frontier markets. (2014). Lyócsa, Štefan ; Baumohl, Eduard.
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2. Do Weak Institutions Prolong Crises? On the Identification, Characteristics, and Duration of Declines during Economic Slumps. (2014). Bluhm, Richard ; de Crombrugghe, Denis.
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3. Likelihood-Based Confidence Sets for the Timing of Structural Breaks. (2013). Morley, James ; Eo, Yunjong.
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4. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
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5. The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach. (2011). Kühl, Michael ; Beckmann, Joscha ; Kuhl, Michael ; Belke, Ansgar.
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6. Non-parametric tests of real exchange rates in the post-Bretton Woods era. (2010). Ahking, Francis.
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7. Did the euro give us a break in inflation?. (2010). Shiamptanis, Christos.
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8. Forecasting Random Walks Under Drift Instability. (2008). Pesaran, Mohammad ; Pick, Andreas.
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9. Prior Elicitation in Multiple Change-point Models. (2007). Potter, Simon ; Koop, Gary.
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10. Inflation Persistence under Semi-Fixed Exchange Rate Regimes: The European Evidence 1974–1998. (2005). Kool, Clemens ; Lammertsma, Alex .
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11. Inflation and Relative Price Dispersion in Canada: An Empirical Assessment. (2005). Martel, Sylvain ; Binette, Andre.
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12. Testing for Long Run Neutrality of Money in Mexico. (2004). Wallace, Frederick ; Shelley, Gary L..
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13. Mind the Break! Accounting for Changing Patterns of Growth during Transition. (2004). Tichit, Ariane ; Fidrmuc, Jan.
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14. Growth Accelerations. (2004). Rodrik, Dani ; Pritchett, Lant ; Hausmann, Ricardo.
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15. From Hindu Growth to Productivity Surge: The Mystery of the Indian Growth Transition. (2004). Subramanian, Arvind ; Rodrik, Dani.
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16. Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity. (2004). Prodan, Ruxandra.
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17. Shifts and Twists in the Relative Productivity of Skilled Labor: Reconciling Accelerated SBTC with the Productivity Slowdown. (2004). Marey, Philip ; Dupuy, Arnaud.
    In: Econometric Society 2004 North American Summer Meetings.
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18. International Evidence on Monetary Neutrality Under Broken Trend Stationary Models. (2004). Noriega, Antonio ; Velazquez, R. ; Soria, L. M..
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19. A range unit root test. (2004). Escribano, Alvaro ; Aparicio, Felipe M. ; Garcia, Ana.
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20. Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks†. (2004). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam.
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21. A Forecasting Model for Inventory Investments in Canada. (2004). Chacra, Marwan ; Kichian, Maral.
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22. Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation. (2004). Fujii, Eiji ; Bailliu, Jeannine.
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23. Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks. (2004). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam.
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24. The Fall in British Electricity Prices: Market Rules, Market Structure, or Both?. (2003). Fabra, Natalia ; Toro, Juan.
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25. Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification. (2003). Pitarakis, Jean-Yves.
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26. Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan.
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27. An Intraday Pricing Model of Foreign Exchange Markets. (2003). Romeu, Rafael.
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28. Bayesian Evidence on the Structure of Unemployment. (2003). Summers, Peter.
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29. Productivity shocks and the unemployment rate. (2003). Trehan, Bharat.
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30. Range unit root tests. (2003). Escribano, Alvaro ; Aparicio, Felipe M. ; Garcia, Ana.
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31. Measuring trend output: how useful are the Great Ratios?. (2003). Temple, Jonathan ; Cliff L. F. Attfield, .
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32. The Canadian Phillips Curve and Regime Shifting. (2003). Demers, Frederick.
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33. The unemployment structure of the US States. (2002). Montañés, Antonio ; Lanaspa, Luis ; Clemente Lopez, Jesus.
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34. Some Implications of the Zero Lower Bound on Interest Rates for the Term Structure and Monetary Policy. (2002). Ruge-Murcia, Francisco.
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35. Detecting multiple breaks in financial market volatility dynamics. (2002). Ghysels, Eric ; Andreou, Elena.
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36. Forecast-based model selection in the presence of structural breaks. (2002). McCracken, Michael ; Clark, Todd.
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37. Detecting Structural Breaks: Exchange Rates in Transition Economies. (2001). Kočenda, Evžen.
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38. The Effects on Sick Leave of Changes in the Sickness Insurance System. (2001). Persson, Mats ; Henrekson, Magnus.
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39. Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests. (2001). Wohar, Mark ; Carlson, John ; Pelz, Eduard A..
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40. Are taste and technology parameters stable? a test of \deep\ parameter stability in real business cycle models of the U.S. economy. (2001). Swaine, Daniel G..
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41. The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity. (2001). Hansen, Bruce.
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42. US deficit sustainability: a new approach based on multiple endogenous breaks. (2000). Martin, Gael.
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43. Measuring Systematic Monetary Policy. (2000). Jorda, Oscar ; Hoover, Kevin.
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44. 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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45. Testing for the Cointegration Rank when Some Cointegrating Directions are Shifting. (2000). Gregoir, Stéphane ; Andrade, Philippe ; Bruneau, Catherine.
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46. Structural Breaks in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
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47. Long Memory or Structural Change: Testing Method and Empirical Examination. (2000). Hsu, Chih-Chiang.
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48. Structural Changes in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
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49. Is the U.S. economy characterized by endogenous growth?: a time-series test of two stochastic growth models. (1999). Swaine, Daniel G..
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50. Table of Contents, List of Contributors, and Introduction to NONLINEAR TIME SERIES ANALYSIS OF ECONOMIC AND FINANCIAL DATA, Kluwer Academic Press, edited. (1998). Rothman, Philip.
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