This document has not been cited yet.

1. Anatolyev S. and Gospodinov N. (2010) Specification Testing in Models with Many Instruments, Econometric Theory, forthcoming.

2. Anderson T.W. (1984) An Introduction to Multivariate Statistical Analysis, Wiley, New York.
   Paper not yet in RePEc: Add citation now
   
3. Anderson T.W. and Rubin H. (1949) Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations, The Annals of Mathematical Statistics, 20, 46-63.
   Paper not yet in RePEc: Add citation now
   

4. Andrews D.W.K. (1993) Tests for Parameter Instability and Structural Change with Unknown Change Point, Econometrica, 61, 821-856.

5. Andrews D.W.K. and Stock J.H. (2007) Testing With Many Weak Instruments, Journal of Econometrics, 138, 24-46.

6. Andrews D.W.K., Moreira M. and Stock J.H. (2006) Optimal Two-Sided Invariant Similar Tests for Instrumental Variable Regression, Econometrica, 74, 715-752.

7. Bürger G., (2007) Comment on The Spatial Extent of 20th-Century Warmth in the Context of the Past 1200 Years, Science, 316/5833, 1844.
   Paper not yet in RePEc: Add citation now
   

8. Bai J. and Ng S. (2002) Determining the Number of Factors in Approximate Factor Models, Econometrica, 70, 191-221.

9. Bai J. and Ng S. (2007) Determining the Number of Primitive Shocks in Factor Models, Journal of Business and Economic Statistics, 25, 52-60.

10. Bai J. and Ng S. (2008) Instrumental Variable Estimation in a Data Rich Environment, Econometric Theory, Forthcoming.

11. Bai J. and Perron P. (2003) Computation and Analysis of Multiple Structural Change Models, Journal of Applied Econometrics, 18, 1-22.

12. Baliunas S. and Soon W. (2003) Lessons and Limits of Climate History: Was the 20th. Century Climate Unusual?, The George C. Marshall Institute, Washington D.C..
    Paper not yet in RePEc: Add citation now
    

13. Banerjee A., Lumsdaine R.L. and Stock J.H. (1992) Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence, Journal of Business and Economic Statistics, 10, 271-287.

14. Bard E. and Frank M. (2006) Climate Change and Solar Variability: WhatÂ’s new Under the Sun?, Earth and Planetary Science Letters, 248, 1-14.
    Paper not yet in RePEc: Add citation now
    
15. Bard, E., G. Raisbeck, F. Yiou, and J. Jouzel (2000) Solar irradiance during the last 1200 years based on cosmogenic nuclides, TELLUS B, 52, pp. 985-992.
    Paper not yet in RePEc: Add citation now
    
16. Chenet A.L., Fluteau F. and Courtillot V. (2005) Modeling Massive Sulphate Aerosol Pollution Following the Large 1783 Laki Basaltic Eruption, Earth and Planetary Science Letters, 236, 721-731.
    Paper not yet in RePEc: Add citation now
    

17. Clarida R., Galì J. and Gertler M. (2000) Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory, The Quarterly Journal of Economics, CXV, 147-180.

18. Cragg J.G. and Donald S.G. (1993) Testing Identifiability and Specification in Instrumental Variable Models, Econometric Theory, 9, 222-240.

19. Crowley, T.J. (2000) Causes of Climate Change Over the Past 1000 Years, Science, 289, 270-277.
    Paper not yet in RePEc: Add citation now
    
20. Cruz L.M. and Moreira M.J. (2005) On the Validity of Econometric Techniques with Weak Instruments, The Journal of Human Resources, XL, 393-410.
    Paper not yet in RePEc: Add citation now
    
21. Cullen, H.M., deMenocal, P.B., Hemming, S., Hemming, G., Brown, F.H., Guilderson, T. and Sirocko, F. (2000) Climate Change and the Collapse of the Akkadian Empire: Evidence from the Deep Sea, Geology, 28, 379-382.
    Paper not yet in RePEc: Add citation now
    
22. Dickey D.A. and Fuller W.A. (1979) Distribution of the Estimators for Autoregressive Time Series With a Unit Root, Journal of the American Statistical Association, 74, 427-431.
    Paper not yet in RePEc: Add citation now
    
23. Doran P.T. and Zimmerman M.K. (2009) Examining the Scientific Consensus on Climate Change, Transactions of the American Geophysical Union, 90, No.3.
    Paper not yet in RePEc: Add citation now
    
24. Engle R.F. (1982) Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of UK Inflation, Econometrica, 50, 987-1008.
    Paper not yet in RePEc: Add citation now
    
25. Gill, R.B. (2000) The Great Maya Droughts: Water, Life, and Death, University of New Mexico Press, Albuquerque.
    Paper not yet in RePEc: Add citation now
    
26. Granger C.W.J. (1969) Investigating Causal Relations by Econometric Models and Cross-Spectral Models, Econometrica, 37, 424-438.
    Paper not yet in RePEc: Add citation now
    

27. Granger C.W.J. and Newbold P. (1974) Spurious Regressions in Econometrics, Journal of Econometrics, 2, 111-120.

28. Granger C.W.J., Namwon H. and Jeon Y. (2001) Spurious Regressions with Stationary Series, Applied Economics, 33, 899-904.

29. Gray W.M., Sheaffer J.D. and Landsea C.W. (1997) Climate Trends Associated with Multidecadal Variability of Atlantic Hurricane Activity, in Diaz H.F. and Pulwarty R.S. eds., Hurricanes: Climate and Socioeconomic Impacts, Springer-Verlag, New York, N.Y., 15-53.
    Paper not yet in RePEc: Add citation now
    

30. Hansen B. E. (2000) Testing for Structural Change in Conditional Models, Journal of Econometrics, 97, 93-115.

31. Hansen B.E. and West K.D. (2002) Generalized Method of Moments and Macroeconomics, Journal of Business and Economic Statistics, 20, 460-469.

32. Hansen B.E., Heaton J. and Yaron A. (1996) Finite Sample Properties of Some Alternative GMM Estimators, Journal of Business and Economic Statistics, 14, 262-80.

33. Hansen L.P. (1982) Large Sample Properties of Generalized Method of Moments Estimator, Econometrica, 50, 1029-1054.

34. Kiefer N.M. and Vogelsang T.J. (2002) Heteroskedasticity-Autocorrelation Robust Testing Using Bandwidth Equal to Sample Size, Econometric Theory, 18, 1350-66.

35. Kim D. and Lee Y. (2009) Likelihood Ratio based Joint Test for the Exogeneity and the Relevance of Instrumental Variables, mimeo.
    Paper not yet in RePEc: Add citation now
    

36. Kim D. and Perron P. (2009) Unit Root Tests Allowing for a Break in the Trend Function at an Unknown Time under Both the Null and Alternative Hypotheses, Journal of Econometrics, 148, 1-13.

37. Kleibergen F. and Mavroeidis S. (2009) Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve, Journal of Business and Economic Statistics, 27, 293-311.

38. Kleibergen F. and Paap R. (2007) Generalized Reduced Rank Tests using the Singular Value Decomposition, Journal of Econometrics, 139, 181-216.

39. Kleibergen, F. (2002) Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression, Econometrica, 70, 1781-1803.

40. Kleibergen, F. (2005) Testing Parameters in GMM without Assuming that they are Identified, Econometrica, 73, 1103-1124.

41. Kleibergen, F. (2008) Testing, New Palgrave Dictionary of Economics, Edited by Durlauf S.N. and Blume L.E., Second Edition.
    Paper not yet in RePEc: Add citation now
    
42. Krivova N.A., Balmaceda L. and Solanki S.K. (2007) Reconstruction of solar total irradiance since 1700 from the surface magnetic flux, Astronomy & Astrophysics, 467, 335–346.
    Paper not yet in RePEc: Add citation now
    
43. Lean, J. (2000) Evolution of the Suns Spectral Irradiance since the Maunder Minimum, Geophysical Research Letters, 27, 16, 2425-2428.
    Paper not yet in RePEc: Add citation now
    
44. Lean, J. (2004) Solar Irradiance Reconstruction, IGBP PAGES/World Data Center for Paleoclimatology, Data Contribution Series No. 2004-035, NOAA/NGDC Paleoclimatology Program.
    Paper not yet in RePEc: Add citation now
    
45. Mann, M.E., Cane M.A., Zebiak S.E., and Clement A. (2005) Volcanic and Solar Forcing of the Tropical Pacific over the Past 1000 Years, Journal of Climate, 18, 417-456.
    Paper not yet in RePEc: Add citation now
    
46. McDonald G.M. and Case R.A. (2005) Variations in the Pacific Decadal Oscillation over the Past Millennium, Geophysical Research Letters, 32, L08703, doi:10.1029/2005GL022478.
    Paper not yet in RePEc: Add citation now
    
47. Mikusheva A. (2007) Robust Confidence Sets in the Presence of Weak Instruments, MIT, Department of Economics, Working Paper No. 07-27.
    Paper not yet in RePEc: Add citation now
    
48. National Geophysical Data Center (NGDC, 2007) Tables of Monthly Sunspot Numbers 1700-Present, NOAA Satellite and Information Service.
    Paper not yet in RePEc: Add citation now
    

49. Newey W. and Smith R.J. (2004) Higher Order Properties of GMM and Generalized Empirical Likelihood Estimators, Econometrica, 72, 219-255.

50. Newey W. and West K. (1987) A Simple Positive-Definite Heteroskedasticity and Autocorrelation Consistent Covariance Matrix, Econometrica, 55, 703-708.

51. Newey W. and Windmeijer F. (2009) GMM with Many Weak Moment Conditions, Econometrica, 77, 687-719.

52. Noriega A. E. and Ventosa-Santaulària N. (2005) Spurious Regression under Broken Trend Stationarity, School of Economics, University of Guanajuato, Working Paper EM-0501.

53. Perron P. (1989) The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis, Econometrica, 57, 1361-1401.

54. Perron P. (1997) Further Evidence on Breaking Trend Functions in Macroeconomic Variables, Journal of Econometrics, 80, 335-385.

55. Perron P. and Yabu T. (2009) Estimating Deterministic Trends with an Integrated or Stationary Noise Component, Journal of Econometrics, 151, 56-69.

56. Perron P. and Zhu X. (2005) Structural Breaks with Deterministic and Stochastic Trends, Journal of Econometrics, 129, 65-119.

57. Phillips P.C.B. (1986) Understanding Spurious Regressions in Econometrics, Journal of Econometrics, 33, 311-340.

58. Ravn M.O. and Uhlig H. (2001) On Adjusting the HP-Filter for the Frequency of Observations, LBS Department of Economics, Working Paper No. DP (2001)/1.

59. Rind D., Lean J., Lerner J., Lonergan P. and Leboissitier A. (2008) Exploring the stratospheric/tropospheric response to solar forcing, Journal of Geophysical Research, 113, DOI:10.1029/2008JD010114.
    Paper not yet in RePEc: Add citation now
    
60. Robertson A., Overpeck J., Rind D., Mosley-Thompson E., Zielinski G., Lean J., Koch D., Penner J., Tegen I., and Healy R. (2001) Hypothesized Climate Forcing Time Series for the Last 500 Years, Journal of Geophysical Research, 106, 14,783-14,803.
    Paper not yet in RePEc: Add citation now
    
61. Shaviv N. (2005) On Climate Response to Changes in the Cosmic Ray Flux and Radiative Budget, Journal of Geophysical Research, 110, 1-15.
    Paper not yet in RePEc: Add citation now
    
62. Shaviv N. and Veizer J. (2003) Celestial Driver of Phanerozoic climate?, GSA Today, 13, 4-10.
    Paper not yet in RePEc: Add citation now
    
63. Shen C., Wang W.C., Gong W. and Hao Z. (2006) A Pacific Decadal Oscillation Record since 1470 AD Reconstructed from Proxy Data of Summer Rainfall over Eastern China, Geophysical Research Letters, 33, L03702.
    Paper not yet in RePEc: Add citation now
    
64. Shindell D.T., Schmidt G.A., Mann E.M. and Faluvegi G. (2004) Dynamic Winter Climate Response to Large Tropical Volcanic Eruptions since 1600, Journal of Geophysical Research, 109, D05104, 1-12.
    Paper not yet in RePEc: Add citation now
    

65. Smith R.J. (2005) Automatic Positive Semidefinite HAC Covariance Matrix and GMM estimation, Econometric Theory, 25, 158-70.

66. Solanki S.K., Usoskin I.G., Kromer B., Schüssler M. and Beer J. (2004) Unusual Activity of the Sun During Recent Decades Compared to the Previous 11,000 Years, Nature, 431, 1084 - 1087.

67. Staiger D. and Stock J.H. (1997) Instrumental Variables Regression with Weak Instruments, Econometrica, 65, 557-86.

68. Stern D. I. (2002) Explaining Changes in Global Sulfur Emissions: an Econometric Decomposition Approach, Ecological Economics 42, 201-220.

69. Stern D.I. (2004) A Multicointegration Model of Global Climate Change, Rensselaer Working Papers in Economics, No. 0406.
    Paper not yet in RePEc: Add citation now
    

70. Stock J. H., Yogo M. and Wright J. (2002) A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments, Journal of Business and Economic Statistics, 20, 518-529.

71. Stock J.H. and Wright J. (2000) GMM with Weak Identification, Econometrica, 68, 1055-1096.

72. Stock J.H. and Yogo M. (2003) Testing for Weak Instruments in Linear IV Regression, Department of Economics, Harvard University.

73. Sun Y. (2004) A Convergent t-statistic in Spurious Regressions, Econometric Theory, 20, 943-962.

74. Sun, Y., Phillips P.C.B. and Jin S. (2008) Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing, Econometrica 76, 175-94.

75. Svensmark H. (1998) Influence of Cosmic Rays on EarthÂ’s Climate, Physical Review Letters, 81, 5027-5030.
    Paper not yet in RePEc: Add citation now
    
76. Svensmark, H. and Frijs-Christensen, E. (2007) Reply to Lockwood and Fröhlich. The Persistent Role of the Sun in Climate Forcing, Danish National Space Center Scientific Report 3/(2007).
    Paper not yet in RePEc: Add citation now
    
77. Trouet, V., Esper J., Graham N.E., Baker A., Scourse J.D. and Frank D.C. (2009) Persistent Positive North Atlantic Oscillation Mode Dominated the Medieval Climate Anomaly, Science, 324, 78-80.
    Paper not yet in RePEc: Add citation now
    
78. Usoskin I.G., Mursula K., Solanki S., Schüssler M. and Alanko K. (2004a) Reconstruction of Solar Activity for the Last Millennium using Data, Astronomy and Astrophysics, 413, 745-751.
    Paper not yet in RePEc: Add citation now
    
79. Usoskin I.G., Mursula K., Solanki S., Schüssler M. and Kovaltsov G.A. (2003) A Physical Reconstruction of Cosmic Ray Intensity since 1610, Journal of Geophysical Research, 107, SSH 13, 1-6.
    Paper not yet in RePEc: Add citation now
    
80. Usoskin I.G., Solanki S.K. and Korte M. (2006) Solar Activity Reconstructed over the Last 7000 years: The Influence of Geomagnetic Field Changes, Geophysical Research Letters, 33, L08103, 1-4.
    Paper not yet in RePEc: Add citation now
    

81. Vogelsang T.J. (1997) Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series, Economic Theory, 13, 818-849.

82. Vogelsang T.J. (1999) Testing for a Shift in Trend when Serial Correlation is of Unknown Form, Tinbergen Institute of Econometrics, Discussion Paper No. TI99-016/4.
    Paper not yet in RePEc: Add citation now
    

83. Vogelsang T.J. and Perron P. (1998) Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time, International Economic Review, 39, 1073-1100.

84. Yogo M. (2004) Estimating the Elasticity of Intertemporal Substitution when Instruments are Weak, Review of Economics and Statistics, 86, 797–810.

85. Zivot E. and Andrews D.W.K. (1992) Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis, Journal of Business and Economic Statistics, 10, 251-270.

1. Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables. (2021). Dovi, Max-Sebastian.
   In: Papers.
   RePEc:arx:papers:2101.09543.

   Full description at Econpapers || Download paper

2. Inference with Many Weak Instruments. (2020). Sun, Liyang ; Mikusheva, Anna.
   In: Papers.
   RePEc:arx:papers:2004.12445.

   Full description at Econpapers || Download paper

3. A quantile regression analysis of flights-to-safety with implied volatilities. (2019). Troster, Victor ; Bouri, Elie ; Roubaud, David.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:62:y:2019:i:c:p:482-495.

   Full description at Econpapers || Download paper

4. Bootstrapping Anderson-Rubin Statistic and J Statistic in Linear IV Models with Many Instruments. (2012). Wang, Wenjie.
   In: KIER Working Papers.
   RePEc:kyo:wpaper:810.

   Full description at Econpapers || Download paper

5. Instrumental variables estimation and inference in the presence of many exogenous regressors. (2012). Anatolyev, Stanislav.
   In: Working Papers.
   RePEc:cfr:cefirw:w0162.

   Full description at Econpapers || Download paper

6. Generalized empirical likelihood for a continuum of moment conditions. (2011). Chausse, Pierre.
   In: Working Papers.
   RePEc:wat:wpaper:1104.

   Full description at Econpapers || Download paper

7. Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity. (2011). Swanson, Norman ; Newey, Whitney ; Hausman, Jerry ; Chao, John ; Woutersen, Tiemen.
   In: Departmental Working Papers.
   RePEc:rut:rutres:201118.

   Full description at Econpapers || Download paper

8. Dynamic Econometric Testing of Climate Change and of its Causes. (2010). Travaglini, Guido.
   In: MPRA Paper.
   RePEc:pra:mprapa:23600.

   Full description at Econpapers || Download paper

9. A Specification Test for Instrumental Variables Regression with Many Instruments. (2009). Okui, Ryo ; Lee, Yoonseok.
   In: Cowles Foundation Discussion Papers.
   RePEc:cwl:cwldpp:1741.

   Full description at Econpapers || Download paper

10. Testing parameter constancy in stationary vector autoregressive models against continuous change. (2004). Teräsvirta, Timo ; Gonzalez, Andres ; He, Changli.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0507.

    Full description at Econpapers || Download paper

11. Empirical Analysis of Policy Interventions. (2002). Zha, Tao ; Leeper, Eric.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9063.

    Full description at Econpapers || Download paper

12. Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?. (2002). Goldberg, Linda ; Campa, Jose.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8934.

    Full description at Econpapers || Download paper

13. Inventory dynamics and business cycles: what has changed?. (2002). Zakrajsek, Egon ; McCarthy, Jonathan.
    In: Staff Reports.
    RePEc:fip:fednsr:156.

    Full description at Econpapers || Download paper

14. Exchange rate pass-through into import prices: a macro or micro phenomenon?. (2002). Goldberg, Linda ; Campa, Jose.
    In: Staff Reports.
    RePEc:fip:fednsr:149.

    Full description at Econpapers || Download paper

15. Assessing changes in the monetary transmission mechanism: a VAR approach. (2002). Giannoni, Marc ; Boivin, Jean.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2002:i:may:p:97-111:n:v.8no.1.

    Full description at Econpapers || Download paper

16. Empirical analysis of policy interventions. (2002). Zha, Tao ; Leeper, Eric.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2002:i:mar:x:1.

    Full description at Econpapers || Download paper

17. Differences in exchange rate pass-through in the euro area.. (2002). Campa, Jose ; Gonzalez, Jose M..
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0479.

    Full description at Econpapers || Download paper

18. Demand Systems With Nonstationary Prices. (2002). Ng, Serena ; Lewbel, Arthur.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:441.

    Full description at Econpapers || Download paper

19. Inflation Changes, Yield Spreads, and Threshold Effects. (2002). Tkacz, Greg.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-40.

    Full description at Econpapers || Download paper

20. Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data. (2001). LE BIHAN, Hervé ; Jondeau, Eric.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0111005.

    Full description at Econpapers || Download paper

21. Prices, Wages and the U.S. NAIRU in the 1990s. (2001). Watson, Mark ; Staiger, Doug ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8320.

    Full description at Econpapers || Download paper

22. The Empirical Relevance of Simple Forward- and Backward-looking Models: A View from a Dynamic General Equilibrium Model. (2001). Lindé, Jesper ; Linde, Jesper.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0130.

    Full description at Econpapers || Download paper

23. MODELING THE DIVIDEND-PRICE RATIO: THE ROLE OF FUNDAMENTALS USING A REGIME-SWITCHING APPROACH. (2001). Olesen, Jan Overgaard ; Nielsen, Steen .
    In: Working Papers.
    RePEc:hhs:cbsnow:2000_012.

    Full description at Econpapers || Download paper

24. Structural change in U.S. wage determination. (2001). Rich, Robert ; Rissmiller, Donald.
    In: Staff Reports.
    RePEc:fip:fednsr:117.

    Full description at Econpapers || Download paper

25. Information technology and the U.S. productivity revival: what do the industry data say?. (2001). Stiroh, Kevin.
    In: Staff Reports.
    RePEc:fip:fednsr:115.

    Full description at Econpapers || Download paper

26. Anticipations of monetary policy in financial markets. (2001). Sack, Brian ; Whitesell, William ; Lange, Joe.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-24.

    Full description at Econpapers || Download paper

27. Testing for Structural Change in the Presence of Auxiliary Models. (2001). Guay, Alain ; Ghysels, Eric.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:133.

    Full description at Econpapers || Download paper

28. Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?. (2000). Nelson, Charles ; Morley, James ; Kim, Chang-Jin.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0011.

    Full description at Econpapers || Download paper

29. Measuring Systematic Monetary Policy. (2000). Jorda, Oscar ; Hoover, Kevin.
    In: Department of Economics.
    RePEc:fth:caldec:00-05.

    Full description at Econpapers || Download paper

30. Is money useful in the conduct of monetary policy?. (2000). Santucci, Larry ; Lantz, Carl D. ; Dotsey, Michael.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2000:i:fall:p:23-48.

    Full description at Econpapers || Download paper

31. How stable is the predictive power of the yield curve? evidence from Germany and the United States. (2000). Rodrigues, Anthony ; Estrella, Arturo ; Schich, Sebastian.
    In: Staff Reports.
    RePEc:fip:fednsr:113.

    Full description at Econpapers || Download paper

32. Inference on the Quantile Regression Process. (2000). Koenker, Roger.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0886.

    Full description at Econpapers || Download paper

33. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (2000). McCracken, Michael ; Clark, Todd.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0319.

    Full description at Econpapers || Download paper

34. A Time Series Model of Multiple Structural changes in Level, Trend and Variance. (1999). Zivot, Eric ; Wang, Jiahui.
    In: Econometrics.
    RePEc:wpa:wuwpem:9903002.

    Full description at Econpapers || Download paper

35. Specification Search and Stability Analysis. (1999). Hoyo, del J. ; Llorente, Guillermo J..
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:642.

    Full description at Econpapers || Download paper

36. Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:621.

    Full description at Econpapers || Download paper

37. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (1999). McCracken, Michael ; Clark, Todd.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:1241.

    Full description at Econpapers || Download paper

38. Testing for Structural Breaks in the Evaluation of Programs. (1999). Piehl, Anne ; AnthonyA. Braga, ; Cooper, Suzanne J. ; Kennedy, David M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7226.

    Full description at Econpapers || Download paper

39. Tests of equal forecast accuracy and encompassing for nested models. (1999). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:99-11.

    Full description at Econpapers || Download paper

40. Are oil shocks inflationary? Asymmetric and nonlinear specifications versus changes in regime. (1999). Hooker, Mark A..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-65.

    Full description at Econpapers || Download paper

41. Are deep parameters stable? the Lucas critique as an empirical hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo.
    In: Working Papers.
    RePEc:fip:fedbwp:99-4.

    Full description at Econpapers || Download paper

42. Modest policy interventions. (1999). Zha, Tao ; Leeper, Eric.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:99-22.

    Full description at Econpapers || Download paper

43. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:99s-04.

    Full description at Econpapers || Download paper

44. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:61.

    Full description at Econpapers || Download paper

45. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:98s-19.

    Full description at Econpapers || Download paper

46. Slowdowns and Meltdowns: Postwar Growth Evidence from 74 Countries. (1997). Papell, David ; Ben-David, Dan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6266.

    Full description at Econpapers || Download paper

47. The bank lending channel of monetary policy transmission: evidence from a model of bank behavior that incorporates long-term customer relationships.. (1997). Gibson, Michael S..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:584.

    Full description at Econpapers || Download paper

48. What Does the Bundesbank Target?. (1996). Mihov, Ilian ; Bernanke, Ben.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5764.

    Full description at Econpapers || Download paper

49. Moving endpoints and the internal consistency of agents ex ante forecasts. (1996). Tinsley, Peter ; Kozicki, Sharon.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:96-47.

    Full description at Econpapers || Download paper

50. Structural Change and Asset Pricing in Emerging Markets. (1996). Ghysels, Eric ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:96s-34.

    Full description at Econpapers || Download paper

51. Modelling Federal Reserve Discount Policy. (1996). Baum, Christopher ; Karasulu, Meral .
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:335.

    Full description at Econpapers || Download paper

52. CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications. (1995). Hostland, Doug.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9508001.

    Full description at Econpapers || Download paper

53. Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate. (1995). van Norden, Simon ; Amano, Robert.
    In: International Finance.
    RePEc:wpa:wuwpif:9502001.

    Full description at Econpapers || Download paper

54. On Stable Factor Structures in the Pricing of Risk. (1995). Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-16.

    Full description at Econpapers || Download paper

55. Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models. (1995). Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-07.

    Full description at Econpapers || Download paper

56. An Analysis of the Real Interest Rate Under Regime Shifts. (1995). Perron, Pierre ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-05.

    Full description at Econpapers || Download paper

57. Moving Endpoints in Macrofinance. (). Tinsley, Peter ; Kozicki, Sharon.
    In: Computing in Economics and Finance 1996.
    RePEc:sce:scecf6:_058.

    Full description at Econpapers || Download paper

58. Ex Post and Ex Ante Analysis of Provisional Data. (). Marcellino, Massimiliano ; Gallo, Giampiero.
    In: Working Papers.
    RePEc:igi:igierp:141.

    Full description at Econpapers || Download paper

59. Too much cocited documents. This list is not complete

Report date: 2025-02-24 08:14:15 || Missing content? Let us know