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2. Learning and monetary policy shifts. (2003). Schorfheide, Frank.
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1. 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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2. Non-parametric tests of real exchange rates in the post-Bretton Woods era. (2010). Ahking, Francis.
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3. Did the euro give us a break in inflation?. (2010). Shiamptanis, Christos.
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4. Testing for Shifts in Trend with an Integrated or Stationary Noise Component. (2007). Yabu, Tomoyoshi ; Perron, Pierre.
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5. Consistent Model Specification Tests Against Smooth Transition Alternatives. (2004). Hill, Jonathan.
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6. On Markov error-correction models, with an application to stock prices and dividends. (2004). Spagnolo, Fabio ; Sola, Martin ; Psaradakis, Zacharias.
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7. Testing parameter constancy in stationary vector autoregressive models against continuous change. (2004). Teräsvirta, Timo ; Gonzalez, Andres ; He, Changli.
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8. Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification. (2003). Pitarakis, Jean-Yves.
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9. Guns or Butter? Revisited: Robustness and Nonlinearity Issues in the Defense-Grotwth Nexus. (2003). Reitschuler, Gerhard ; Crespo Cuaresma, Jesus.
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10. Are Rich Countries Immune to the Resource Curse? Evidence from Norways Management of Its Oil Riches. (2003). Larsen, Erling Roed.
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11. The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations. (2003). Piger, Jeremy ; Nelson, Charles ; Kim, Chang-Jin.
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12. Bootstrapping Macroeconometric Models. (2003). Fair, Ray.
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13. TESTING FOR PERIODIC STATIONARITY. (2002). Kurozumi, Eiji.
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14. Testing for Indeterminacy in Linear Rational Expectations Models. (2002). Schorfheide, Frank ; Lubik, Thomas.
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15. Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle?. (2002). Chapman, David.
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16. Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?. (2002). Goldberg, Linda ; Campa, Jose.
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17. Exchange rate pass-through into import prices: a macro or micro phenomenon?. (2002). Goldberg, Linda ; Campa, Jose.
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18. On the causes of the increased stability of the U.S. economy. (2002). Perez Quiros, Gabriel ; Kahn, James ; McConnell, Margaret M. ; Perez-Quiros, Gabriel.
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19. Forecast-based model selection in the presence of structural breaks. (2002). McCracken, Michael ; Clark, Todd.
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20. Differences in exchange rate pass-through in the euro area.. (2002). Campa, Jose ; Gonzalez, Jose M..
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21. Exchange rate pass-through into import prices: A macro or micro phenomenon?. (2002). Goldberg, Linda ; Campa, Jose.
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22. Corporate Bond Spreads and the Business Cycle. (2002). Zhang, Zhiwei.
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23. Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data. (2001). LE BIHAN, Hervé ; Jondeau, Eric.
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24. The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials. (2001). Tillmann, Peter.
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25. The non-linear dynamics of output and unemployment in the U.S.. (2001). Violante, Giovanni ; Altissimo, Filippo.
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26. A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models. (2001). Otranto, Edoardo ; Gallo, Giampiero.
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27. Information technology and the U.S. productivity revival: what do the industry data say?. (2001). Stiroh, Kevin.
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28. Measuring the natural rate of interest. (2001). Williams, John.
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29. Testing for Structural Change in the Presence of Auxiliary Models. (2001). Guay, Alain ; Ghysels, Eric.
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30. The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity. (2001). Hansen, Bruce.
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31. Structural Breaks in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
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32. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (2000). McCracken, Michael ; Clark, Todd.
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33. Structural Changes in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
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34. Output Fluctuations in the United States: What Has Changed since the Early 1980s?. (2000). Perez Quiros, Gabriel ; McConnell, Margaret M. ; Perez-Quiros, Gabriel.
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35. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (1999). McCracken, Michael ; Clark, Todd.
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36. Nonlinear time series modelling: an introduction. (1999). Potter, Simon.
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37. Tests of equal forecast accuracy and encompassing for nested models. (1999). McCracken, Michael ; Clark, Todd.
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38. Whats happened to the Phillips curve?. (1999). Williams, John ; Roberts, John ; Brayton, Flint.
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39. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
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40. Structural change in regional economies: A varying coefficients econometric modeling approach. (1998). Ramajo, Julian ; Márquez, Miguel ; MARQUEZ, MIGUEL A..
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41. Output fluctuations in the United States: what has changed since the early 1980s?. (1998). Perez Quiros, Gabriel ; McConnell, Margaret M..
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42. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain.
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43. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain ; Ghysels, Eric.
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44. Slowdowns and Meltdowns: Postwar Growth Evidence from 74 Countries. (1997). Papell, David ; Ben-David, Dan.
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45. Explaining the Labor Force Participation of Women 20-24. (1996). Macunovich, Diane ; Fair, Ray.
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46. On Stable Factor Structures in the Pricing of Risk. (1995). Ghysels, Eric.
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47. Forecasting EMU macroeconomic variables. (). Marcellino, Massimiliano.
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48. Forecast pooling for short time series of macroeconomic variables. (). Marcellino, Massimiliano.
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49. Instability and non-linearity in the EMU. (). Marcellino, Massimiliano.
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50. Ex Post and Ex Ante Analysis of Provisional Data. (). Marcellino, Massimiliano ; Gallo, Giampiero.
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