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2. Market Risk and Volatility Weighted Historical Simulation After Basel III. (2022). Firouzi, Hassan Omidi ; Laurent, Jean-Paul.
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3. Increasing the skill of short-term wind speed ensemble forecasts combining forecasts and observations via a new dynamic calibration. (2022). Mazzino, Andrea ; Lira-Loarca, Andrea ; Lagomarsino-Oneto, Daniele ; Ferrari, Francesco ; Casciaro, Gabriele.
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4. Deep distribution regression. (2021). Reich, Brian J ; Li, Rui ; Bondell, Howard D.
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5. Economic vulnerability is state dependent. (2021). Vallarino, Pierluigi ; Luati, Alessandra ; Catania, Leopoldo.
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6. Cryptocurrencies: A Copula Based Approach for Asymmetric Risk Marginal Allocations. (2020). Younas, Zahid Irshad ; Meloni, Mirko ; Jeleskovic, Vahidin .
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8. Nonlinear innovations and impulse responses. (1999). Jasiak, Joann ; gourieroux, christian.
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1. Computational framework for longevity risk management. (2014). Amato, Valeria D ; Haberman, Steven ; Russolillo, Maria ; Piscopo, Gabriella ; Damato, Valeria.
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2. Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis. (2012). Marczak, Martyna ; Gomez, Victor .
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3. Bootstrap LR tests of stationarity, common trends and cointegration. (2011). di sanzo, silvestro ; Busetti, Fabio.
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4. Hysteresis in East Asian unemployment. (2010). Wu, Jyh-lin ; Lin, Chiung-Hsiang ; Lee, Hsiu-Yun .
   In: Applied Economics.
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5. Bootstrap refinements in tests of microstructure frictions. (2010). George, Thomas ; Ronen, Tavy ; Hwang, Chuan-Yang.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:35:y:2010:i:1:p:47-70.

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6. Time-varying asymmetries in central bank preferences: The case of the ECB. (2010). Ikeda, Taro.
   In: Journal of Macroeconomics.
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7. Bootstrap prediction intervals for VaR and ES in the context of GARCH models. (2010). Ruiz, Esther ; Nieto, Maria Rosa .
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8. Chinas regional convergence in panels with multiple structural breaks. (2009). Matsuki, Takashi ; Usami, Ryoichi .
   In: Applied Economics.
   RePEc:taf:applec:v:43:y:2009:i:7:p:873-890.

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9. Tests of Random Walk: A Comparison of Bootstrap Approaches. (2009). Tabak, Benjamin ; Lima, Eduardo.
   In: Computational Economics.
   RePEc:kap:compec:v:34:y:2009:i:4:p:365-382.

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10. Revisiting the predictability of bond risk premia. (2009). Valente, Giorgio ; Thornton, Daniel.
    In: Working Papers.
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11. Chinas Regional Convergence in Panels with Multiple Structural Breaks. (2008). Usami, Ryoichi .
    In: MPRA Paper.
    RePEc:pra:mprapa:10167.

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12. The Continuing Puzzle of Short Horizon Exchange Rate Forecasting. (2008). Stavrakeva, Vania ; Rogoff, Kenneth.
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13. Short and long run causality measures: theory and inference. (2008). Taamouti, Abderrahim ; Dufour, Jean-Marie.
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14. Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment. (2007). Patterson, K..
    In: Journal of Applied Statistics.
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15. Explaining Exchange Rate Movements in New Member States of the European Union: Nominal and Real Convergence. (2007). Blaszkiewicz-Schwartzman, Monika.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
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16. Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective. (2006). Spanos, Aris ; Heracleous, Maria .
    In: Computing in Economics and Finance 2006.
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17. Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach. (2006). Silvapulle, Param ; Kim, Jae ; Hyndman, Rob.
    In: Monash Econometrics and Business Statistics Working Papers.
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18. Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach. (2005). Kim, Jae.
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:3:p:347-354.

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19. Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing. (2005). Dufour, Jean-Marie ; Jouini, Tarek .
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20. Real Interest Rate Linkages in the Pacific Basin Region. (2005). Kim, Jae ; Ji, Philip Inyeob.
    In: Monash Econometrics and Business Statistics Working Papers.
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21. Some statistical investigations on the nature and dynamics of electricity prices. (2005). Secchi, Angelo ; Sapio, Sandro ; Bottazzi, Giulio.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:355:y:2005:i:1:p:54-61.

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22. Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing. (2005). Dufour, Jean-Marie ; Jouini, Tarek .
    In: CIRANO Working Papers.
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23. Convergence of interest rates around the Pacific Rim. (2004). Wu, Jyh-lin ; Lee, Hsiu-Yun .
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:12:p:1281-1288.

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24. Some Statistical Investigations on the Nature and Dynamics of Electricity Prices. (2004). Secchi, Angelo ; Sapio, Sandro ; Bottazzi, Giulio.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2004/13.

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25. Are real exchange rates non-stationary? The Pacific Basin perspective. (2004). Wu, Jyh-lin ; Chen, Show-Lin ; Tsai, Li-Ju.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:15:y:2004:i:2:p:425-438.

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26. Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity. (2004). Prodan, Ruxandra.
    In: Econometric Society 2004 North American Summer Meetings.
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27. International linkage of real interest rates: the case of East Asian countries. (2004). Kim, Jae ; Ji, Philip Inyeob.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:124.

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28. Inflation persistence in the European Union, the euro area, and the United States. (2004). Orlandi, Fabrice ; Gadzinski, Gregory .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004414.

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29. Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form. (2003). Kilian, Lutz ; Goncalves, Silvia ; Gonalves, Silvia.
    In: Cahiers de recherche.
    RePEc:mtl:montec:01-2003.

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30. Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form. (2003). Kilian, Lutz ; Goncalves, Silvia.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2003-01.

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31. Estimation and control of an optimization-based model with sticky prices and wages. (2003). Laubach, Thomas ; Amato, Jeffery D..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2003:i:7:p:1181-1215.

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32. Bootstrapping Macroeconometric Models. (2003). Fair, Ray.
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33. Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form. (2003). Kilian, Lutz ; Goncalves, Silvia.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-17.

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34. DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY. (2002). Kilian, Lutz ; Birgean, Ionel.
    In: Econometric Reviews.
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35. Bootstrapping and Bartlett corrections in the cointegrated VAR model. (2002). Omtzigt, Pieter ; Fachin, Stefano.
    In: Economics and Quantitative Methods.
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36. How well do monetary fundamentals forecast exchange rates?. (2002). Sarno, Lucio ; Neely, Christopher.
    In: Working Papers.
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37. Violation of the iid-normal assumption: Effects on tests of asset-pricing models using Australian data. (2002). Groenewold, Nicolaas ; Fraser, Patricia .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:11:y:2002:i:4:p:491-510.

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38. Mean Reversion of Inflation Rates: Evidence from 13 OECD Countries. (2001). Wu, Jyh-lin ; Lee, Hsiu-Yun .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:23:y:2001:i:3:p:477-487.

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39. Tests of asset-pricing models: how important is the iid-normal assumption?. (2001). Groenewold, Nicolaas ; Fraser, Patricia .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:8:y:2001:i:4:p:427-449.

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40. The Bootstrap and Multiple Imputations: Harnessing Increased Computing Power for Improved Statistical Tests. (2001). Valletta, Robert ; Brownstone, David.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:15:y:2001:i:4:p:129-141.

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41. The Sensitivity of Tests of Asset Pricing Models to the IID-normal Assumptions: Contemporaneous evidence from the US and UK stock markets. (2000). GROENEWOLD, N..
    In: Economics Discussion / Working Papers.
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42. MONETARY POLICY IN AN ESTIMATED OPTIMIZATION-BASED MODEL WITH STICKY PRICES AND WAGES. (2000). Laubach, Thomas ; Jeffery Amato, Thomas Laubach, .
    In: Computing in Economics and Finance 2000.
    RePEc:sce:scecf0:303.

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43. VALUE AT RISK INCORPORATING DYNAMIC PORTFOLIO MANAGEMENT. (2000). Lawrence, Stephen.
    In: Computing in Economics and Finance 2000.
    RePEc:sce:scecf0:147.

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44. Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data. (2000). Wright, Jonathan ; Bollerslev, Tim.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:98:y:2000:i:1:p:81-106.

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45. Mean reversion of the current account: evidence from the panel data unit-root test. (2000). Wu, Jyh-lin.
    In: Economics Letters.
    RePEc:eee:ecolet:v:66:y:2000:i:2:p:215-222.

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46. Monetary policy in an estimated optimisation-based model with sticky prices and wages. (2000). Laubach, Thomas ; Amato, Jeffery D..
    In: BIS Working Papers.
    RePEc:bis:biswps:87.

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47. Monetary policy in an estimated optimization-based model with sticky prices and wages. (1999). Laubach, Thomas ; Amato, Jeffery D..
    In: Research Working Paper.
    RePEc:fip:fedkrw:99-09.

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48. On the finite-sample accuracy of nonparametric resampling algorithms for economic time series. (1999). Kilian, Lutz ; Birgean, Ionel ; Berkowitz, Jeremy .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-04.

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49. Is OECD real per capita GDP trend or difference stationary? Evidence from panel unit root tests. (1999). Strauss, Jack ; Fleissig, Adrian R..
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:21:y:1999:i:4:p:673-689.

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50. Evaluating density forecasts. (1997). Tay, Anthony S ; Diebold, Francis ; Gunther, Todd A..
    In: Working Papers.
    RePEc:fip:fedpwp:97-6.

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