1. Central Bank Intervention in Foreign Exchange Market under Managed Float: A Three Regime Threshold VAR Analysis of Indian Rupee-US Dollar Exchange Rate. (2019). Kundu, Srikanta ; Ghosh, Sunandan.
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2. With or without you: Do financial data help to forecast industrial production?. (2015). Kitlinski, Tobias.
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3. Estimating and forecasting Bahrain quarterly GDP growth using simple regression and factor-based methods. (2015). Naser, Hanan.
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4. Structural Change via Threshold Effects: Estimating U.S. Meat Demand Using Smooth Transition Functions and the Effects of More Women in the Labor Force. (2015). Eales, James S ; Rodriguez, Nestor .
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5. The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand. (2013). GUPTA, RANGAN ; Bosch, Adel ; Balcilar, Mehmet ; Aye, Goodness C. ; Stofberg, Francois .
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6. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
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7. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
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8. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
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9. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
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10. The Forecasting Performance of Seasonal and Nonlinear Models. (2011). HoudaBenHadjBoubaker, ; Houda Ben Hadj Boubaker, .
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11. Non-linear relation between industrial production and business surveys data. (2009). Bruno, Giancarlo.
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12. Non-linear relation between industrial production and business surveys data. (2009). Bruno, Giancarlo.
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13. A bootstrap-based non-parametric forecast density. (2008). Zerom, Dawit ; Manzan, Sebastiano .
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14. The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior. (2006). Wohar, Mark ; Rapach, David E..
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15. Can fear beat hope? A story of GARCH-in-Mean-Level effects for Emerging Market Country Risks. (2005). Une, Maurício ; Portugal, Marcelo Savino.
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16. Forecasting economic variables with nonlinear models. (2005). Teräsvirta, Timo.
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17. Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination. (2005). van Dijk, Dick ; Teräsvirta, Timo ; Medeiros, Marcelo ; Terasvirta, Timo.
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18. A Multi-Step Forecast Density. (2005). Manzan, S..
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19. Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination. (2004). van Dijk, Dick ; Teräsvirta, Timo ; Medeiros, Marcelo ; Terasvirta, Timo.
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20. Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination. (2004). van Dijk, Dick ; Teräsvirta, Timo ; Medeiros, Marcelo.
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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). Szirmai, Adam ; Bluhm, Richard ; de Crombrugghe, Denis.
   In: CESifo Working Paper Series.
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3. Likelihood-Based Confidence Sets for the Timing of Structural Breaks. (2013). Morley, James ; Eo, Yunjong.
   In: Discussion Papers.
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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 ; Belke, Ansgar ; Kuhl, Michael.
   In: Review of World Economics (Weltwirtschaftliches Archiv).
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6. Non-parametric tests of real exchange rates in the post-Bretton Woods era. (2010). Ahking, Francis.
   In: Empirical Economics.
   RePEc:spr:empeco:v:39:y:2010:i:2:p:439-456.

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7. Did the euro give us a break in inflation?. (2010). Shiamptanis, Christos.
   In: Empirical Economics.
   RePEc:spr:empeco:v:39:y:2010:i:2:p:395-411.

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8. Forecasting Random Walks Under Drift Instability. (2008). Pesaran, M ; Pick, Andreas.
   In: Cambridge Working Papers in Economics.
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9. Prior Elicitation in Multiple Change-point Models. (2007). Potter, Simon ; Koop, Gary.
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   RePEc:rim:rimwps:17_07.

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10. Inflation Persistence under Semi-Fixed Exchange Rate Regimes: The European Evidence 1974–1998. (2005). Kool, Clemens ; Lammertsma, Alex.
    In: Open Economies Review.
    RePEc:kap:openec:v:16:y:2005:i:1:p:51-76.

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11. Inflation and Relative Price Dispersion in Canada: An Empirical Assessment. (2005). Binette, Andre ; Martel, Sylvain.
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-28.

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12. Testing for Long Run Neutrality of Money in Mexico. (2004). Wallace, Frederick ; Shelley, Gary L..
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0402003.

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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.
    In: Econometric Society 2004 North American Summer Meetings.
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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 ; Soria, L. M. ; Velazquez, R..
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:57.

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19. A range unit root test. (2004). Escribano, Alvaro ; Garcia, Ana ; Aparicio, Felipe M..
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws041104.

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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.
    In: Economic Working Papers at Centro de Estudios Andaluces.
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21. A Forecasting Model for Inventory Investments in Canada. (2004). Kichian, Maral ; Chacra, Marwan.
    In: Staff Working Papers.
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22. Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation. (2004). Fujii, Eiji ; Bailliu, Jeannine.
    In: Staff Working Papers.
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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.
    In: Working Papers in Economics.
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24. The Fall in British Electricity Prices: Market Rules, Market Structure, or Both?. (2003). Fabra, Natalia ; Toro, Juan.
    In: Industrial Organization.
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25. Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification. (2003). Pitarakis, Jean-Yves.
    In: Econometrics.
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26. Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22.

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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 ; Garcia, Ana ; Aparicio, Felipe M..
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws031126.

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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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    RePEc:wiw:wiwrsa:ersa02p081.

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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.
    In: Journal of Applied Econometrics.
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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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    RePEc:aea:jecper:v:15:y:2001:i:4:p:117-128.

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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). Rodrigues, Anthony ; Estrella, Arturo ; Schich, Sebastian.
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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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