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Bayesian skepticism on unit root econometrics. (1988). Sims, Christopher.
In: Discussion Paper / Institute for Empirical Macroeconomics.
RePEc:fip:fedmem:3.

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  59. The Role of Monetary Policy in Macroeconomic Volatility of Association of Southeast Asian Nations-4 Countries against Oil Price Shock over Time. (2015). Razmi, Fatemeh ; Lee, Chin ; Habibullah, Muzafar Shah ; Azali, M. ; Chin, Lee ; Mohamed, Azali .
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  76. Un análisis VAR estructural de política monetaria en Colombia. (2013). Vigoya, Alejandro Ramirez ; Zambrano, Hernando Rodriguez .
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  77. Modeling Hyperinflation Phenomenon: A Bayesian Approach. (2013). Gonzales Martínez, Rolando ; Martinez, Last Gonzales .
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  78. Estimating the supply elasticity of cotton in Mali with the Nerlove Model: A bayesian method of moments approach. (2013). Traore, Fousseini.
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  79. Combination schemes for turning point predictions. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
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  80. A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge?. (2012). Tzavalis, Elias ; Vrontos, Ioannis D. ; Meligkotsidou, Loukia.
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  81. A New Bayesian Unit Root Test in Stochastic Volatility Models. (2012). Yu, Jun ; Li, Yong.
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  82. Orbital Priors for Time-Series Models. (2012). Kociecki, Andrzej.
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  83. BAYESIAN UNIT ROOT TESTING: THE EFFECT OF CHOICE OF PRIOR ON TEST OUTCOMES. (2012). Griffiths, William ; Xia, Charley .
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  84. Exchange Rate Pass-Through: Evidence Based on Vector Autoregression with Sign Restrictions. (2012). Wang, Jian.
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  85. External vulnerabilities and economic integration. Is the Union of South American Nations a promising project?. (2012). Bonilla Bolaños, Andrea Gabriela ; Bolanos, Andrea Bonilla .
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  86. Combination schemes for turning point predictions. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
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  87. Model selection in the presence of nonstationarity. (2012). Kim, Jae-Young .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:169:y:2012:i:2:p:247-257.

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  88. Combination schemes for turning point predictions. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
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  89. Dynamics of floating exchange rate: how important are capital flows relative to macroeconomic fundamentals?. (2011). An, Lian ; Sun, Wei.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:35:y:2011:i:4:p:456-472.

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  90. The Impact of Capital Inflows on Asset Prices in Emerging Asian Economies: Is Too Much Money Chasing Too Little Good?. (2011). yang, doo yong ; Kim, Soyoung.
    In: Open Economies Review.
    RePEc:kap:openec:v:22:y:2011:i:2:p:293-315.

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  91. Do bio-fuel policies lead to speculative behavior?. (2011). Huang, Chia-Hsing ; Ho, Liang-Chun .
    In: Journal of Financial Economic Policy.
    RePEc:eme:jfeppp:v:3:y:2011:i:2:p:161-174.

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  92. Fiscal policy switching in Japan, the US, and the UK. (2011). Yabu, Tomoyoshi ; Ito, Arata ; Watanabe, Tsutomu.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:25:y:2011:i:4:p:380-413.

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  93. Competition and Innovation: ICT- and non-ICT-enabled Product and Process Innovations. (2010). Nepelski, Daniel.
    In: MPRA Paper.
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  94. Competition and Innovation: ICT- and non-ICT-enabled Product and Process Innovations. (2010). Nepelski, Daniel.
    In: MPRA Paper.
    RePEc:pra:mprapa:26239.

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  95. Characterizing economic trends by Bayesian stochastic model specifi cation search. (2010). Proietti, Tommaso ; Grassi, Stefano.
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    RePEc:pra:mprapa:22569.

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  96. A flexible finite-horizon alternative to long-run restrictions with an application to technology shock. (2010). Owyang, Michael ; DiCecio, Riccardo ; Roush, Jennifer E. ; Francis, Neville.
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  97. Presidential Saber Rattling and the Economy. (2009). Wood, Dan B.
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    RePEc:wly:amposc:v:53:y:2009:i:3:p:695-709.

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  98. The spread of international financial shocks to Asean countries. (2009). Gimet, Celine.
    In: Post-Print.
    RePEc:hal:journl:halshs-00464216.

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  99. TESTING FOR PPP USING SADC REAL EXCHANGE RATES. (2009). GUPTA, RANGAN ; van Eyden, Renee ; Mokoena, Thabo m..
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:77:y:2009:i:3:p:351-362.

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  100. Do Capital Inflows Matter to Asset Prices? The Case of Korea. (2009). yang, doo yong ; Kim, Soyoung.
    In: Asian Economic Journal.
    RePEc:bla:asiaec:v:23:y:2009:i:3:p:323-348.

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  101. A Bayesian Analysis of Total Factor Productivity Persistence. (2009). Parhi, Mamata ; Mishra, Tapas ; DIEBOLT, Claude ; Mohanty, Asit Ranjan .
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  102. Evaluating stock returns with time?varying risk aversion driven by trend deviations from the consumption?to?wealth ratio: An analysis conditional on income levels. (2008). Bennett, James ; Smoluk, H J.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:17:y:2008:i:4:p:261-279.

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  103. Argentinean real exchange rate 1900-2006, test purchasing power parity theory. (2008). Dal Bianco, Marcos.
    In: Estudios de Economia.
    RePEc:udc:esteco:v:35:y:2008:i:1:p:33-64.

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  104. Unit Roots Tests with Smooth Breaks: An Application to the Nelson-Plosser Data Set. (2008). Pascalau, Razvan.
    In: MPRA Paper.
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  105. The Impact of Monetary Policy on Economic Growth and Inflation in Sri Lanka. (2008). Amarasekara, Chandranath.
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  106. FBST for Unit Root Problems. (2008). C. A. B. Pereira, ; Diniz, Marcio Alves ; Stern, J. M..
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  107. Evaluating stock returns with time-varying risk aversion driven by trend deviations from the consumption-to-wealth ratio: An analysis conditional on income levels. (2008). Smoluk, H. J. ; Bennett, James .
    In: Review of Financial Economics.
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  108. Demographic changes, saving, and current account: An analysis based on a panel VAR model. (2008). Lee, Jong-Wha ; Kim, Soyoung.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:20:y:2008:i:2:p:236-256.

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  109. Twin deficit or twin divergence? Fiscal policy, current account, and real exchange rate in the U.S.. (2008). Kim, Soyoung ; Roubini, Nouriel .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:74:y:2008:i:2:p:362-383.

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  110. A Perspective on Unit Root and Cointegration in Applied Macroeconomics. (2007). Razzak, Weshah.
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  111. Exchange Rate Pass-Through:Evidence Based on Vector Autoregression with Sign Restrictions. (2006). An, Lian.
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  112. Population Growth and Economic Development: Test for Causality. (2006). Mushtaq, Khalid.
    In: Lahore Journal of Economics.
    RePEc:lje:journl:v:11:y:2006:i:2:p:71-77.

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  113. Performance evaluation of the New Connecticut Leading Employment Index using lead profiles and BVAR models. (2006). Miller, Stephen ; Dua, Pami ; Banerji, Anirvan.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:25:y:2006:i:6:p:415-437.

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  114. Bayesian Inference for a Threshold Autoregression with a Unit Root. (2006). Smith, Penelope.
    In: Melbourne Institute Working Paper Series.
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  115. Effectiveness of Interest Rate Channel in Price and Output Determination in the Post Financial Liberalization Era of a Developing Economy: Evidence from India. (2006). AHMED, MUDABBER.
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:6:y:2006:i:3_15.

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  116. Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models. (2005). Miller, Stephen ; Dua, Pami ; Banerji, Anirvan.
    In: Working papers.
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  117. International Capital Flows and Boom-Bust Cycles in the Asia Pacific Region. (2005). Kim, Sunghyun ; Wang, Yunjong.
    In: Discussion Papers Series, Department of Economics, Tufts University.
    RePEc:tuf:tuftec:0506.

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  118. The Labor Supply of Nurses and Nursing Assistants in the United States. (2005). Burkett, John.
    In: Eastern Economic Journal.
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  119. Bayesian unit root test for model with maintained trend. (2005). Kumar, Jitendra ; Chaturvedi, Anoop.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:74:y:2005:i:2:p:109-115.

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  120. Dynamic Economic Relationships Among U.S. Soy Product Markets: Using a Cointegrated Vector Autoregression Approach with Directed Acyclic Graphs. (2005). Bessler, David ; Rogowsky, Robert A. ; Babula, Ronald A..
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  121. Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots. (2004). Silva, Ricardo.
    In: Econometrics.
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  122. The Power of the Objective Bayesian Unit-Root Test. (2004). Ahking, Francis.
    In: Working papers.
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  123. A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models. (2004). Tzavalis, Elias ; Vrontos, Ioannis D ; Meligkotsidou, Loukia.
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  124. Testing restrictions in hierarchical normal data models using Gibbs sampling. (2004). Ciccarelli, Matteo.
    In: Research in Economics.
    RePEc:eee:reecon:v:58:y:2004:i:2:p:135-157.

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  125. 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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  126. Unit Root Testing in a Central Bank. (2004). Mahadeva, Lavan ; Robinson, Paul.
    In: Handbooks.
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  127. Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Time Series Econometrics: Evaluating the U.S. Market Impacts of High Soy Meal Prices. (2004). Somwaru, Agapi ; Bessler, David ; Babula, Ronald A. ; Reeder, John .
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    RePEc:ags:uitcoi:15885.

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  128. Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Bernanke Structural VAR Methods: The Impacts of High Soy Meal and Soybean Prices. (2004). Somwaru, Agapi ; Bessler, David ; Babula, Ronald A. ; Reeder, John .
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    RePEc:ags:jlofdr:27559.

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  129. Policy Evaluation in Uncertain Economic Environments. (2003). West, Kenneth ; Durlauf, Steven ; Brock, William.
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  130. Discounting the distant future: how much do uncertain rates increase valuations?. (2003). Pizer, William ; Newell, Richard.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:46:y:2003:i:1:p:52-71.

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  131. Forecasts of market shares from VAR and BVAR models: a comparison of their accuracy. (2003). Ribeiro Ramos, Francisco.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:19:y:2003:i:1:p:95-110.

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  132. 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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  133. The Information Signaling Hypothesis of Dividends: Evidence from Cointegration and Causality Tests. (2003). Rao, Ramesh ; Mougoue, Mbodja .
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:30:y:2003:i:3-4:p:441-478.

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  134. Policy Evaluation in Uncertain Economic Environments. (2003). West, Kenneth ; Durlauf, Steven ; Brock, William.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:34:y:2003:i:2003-1:p:235-322.

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  135. Is the Bayesian Approach Necessarily Better than the Classical Approach in Unit-Root Test?. (2002). Ahking, Francis.
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  136. World Economic Growth, Northern Antagonism, and North-south Conflict. (2002). .
    In: Journal of Conflict Resolution.
    RePEc:sae:jocore:v:46:y:2002:i:4:p:484-514.

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  137. FROM GIBRATS LEGACY TO GIBRATS FALLACY. A BAYESIAN APPROACH TO STUDY THE GROWTH OF FIRMS. (2002). Orsenigo, Luigi ; Ciccarelli, Matteo ; Cefis, Elena.
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  138. Limited information likelihood and Bayesian analysis. (2002). Kim, Jae-Young .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:107:y:2002:i:1-2:p:175-193.

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  139. From Gibrat’s legacy to Gibrat’s fallacy. A Bayesian approach to study the growth of firms. (2002). Orsenigo, Luigi ; Ciccarelli, Matteo ; Cefis, Elena.
    In: Working Papers (-2012).
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  140. A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model. (2001). van Dijk, Herman ; Kleijn, Richard .
    In: Tinbergen Institute Discussion Papers.
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  141. The RMB Debate: Empirical Analysis on the Effects of Exchange Rate Shocks in China and Japan. (2001). Kim, Soyoung.
    In: Economics Working Papers.
    RePEc:sha:ecowps:16-01/2014.

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  142. A Cointegration Analysis of Advertising and Sales Data. (2001). Elliott, Caroline.
    In: Review of Industrial Organization.
    RePEc:kap:revind:v:18:y:2001:i:4:p:417-426.

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  143. Electricity demand analysis and forecasting: The tradition is questioned. (2001). Pillai, Vijayamohanan N..
    In: Centre for Development Studies, Trivendrum Working Papers.
    RePEc:ind:cdswpp:312.

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  144. A Bayesian analysis of the PPP puzzle using an unobserved components model. (2001). van Dijk, Herman ; Kleijn, R. H..
    In: Econometric Institute Research Papers.
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  145. When units roots matter: excess volatility and excess smoothness of long-term interest rates. (2001). Schotman, Peter C..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:8:y:2001:i:5:p:669-694.

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  146. Stationarity and structural breaks -- evidence from classical and Bayesian approaches. (2001). Noriega, Antonio ; de Alba, Enrique .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:18:y:2001:i:4:p:503-524.

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  147. Purchasing Power Parity and the Real Exchange Rate. (2001). Taylor, Mark ; Sarno, Lucio.
    In: CEPR Discussion Papers.
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  148. Dynamic Co-movements of Stock Indices: The Emerging Middle Eastern and the United States Markets. (2001). Shachmurove, Yochanan.
    In: Penn CARESS Working Papers.
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  149. Discounting the Distant Future: How Much Do Uncertain Rates Increase Valuations?. (2001). Pizer, William ; Newell, Richard.
    In: Discussion Papers.
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  150. Real convergence in Europe. How robust are econometric inferences?. (2000). Tsionas, Efthymios.
    In: Applied Economics.
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  151. Stock returns and inflation: a covariance decomposition. (2000). Joo, Sangyong .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:7:y:2000:i:4:p:233-237.

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  152. Discounting the Distant Future: How Much Do Uncertain Rates Increase Valuations?. (2000). Pizer, William ; Newell, Richard.
    In: Discussion Papers.
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  153. Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach. (2000). Roubini, Nouriel ; Kim, Soyoung.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:45:y:2000:i:3:p:561-586.

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  154. Current account dynamics and expected future budget deficits: some international evidence. (2000). Piersanti, Giovanni.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:19:y:2000:i:2:p:255-271.

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  155. A synthetic factor approach to the estimation of value-at-risk of a portfolio of interest rate swaps. (2000). Niffikeer, Cindy I. ; Hewins, Robin D. ; Flavell, Richard B..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:24:y:2000:i:12:p:1903-1932.

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  156. The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective. (2000). Marriott, John ; Newbold, Paul.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:98:y:2000:i:1:p:1-25.

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  157. Measuring international competitiveness: experience from East Asia. (1999). Wong, Wing-Keung ; Chee, Inn-Chau ; Manzur, Meher.
    In: Applied Economics.
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  158. Technical analysis versus market efficiency - a genetic programming approach. (1999). Fyfe, Colin ; Marney, John Paul ; Heather F. E. Tarbert, .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:9:y:1999:i:2:p:183-191.

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  159. Economic Innovation, Systemic Leadership, and Military Preparations for War. (1999). .
    In: Journal of Conflict Resolution.
    RePEc:sae:jocore:v:43:y:1999:i:5:p:570-595.

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  160. Predictive Regressions. (1999). Stambaugh, Robert.
    In: NBER Technical Working Papers.
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  161. Predictive regressions. (1999). Stambaugh, Robert.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:54:y:1999:i:3:p:375-421.

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  162. Fitting autoregressive trend stationary models with finite samples. (1999). Falk, Barry.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:15:y:1999:i:1:p:11-25.

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  163. Confidence intervals for impulse responses under departures from normality. (1998). Kilian, Lutz.
    In: Econometric Reviews.
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  164. Common Stochastic Trends among Asian Currencies: Evidence for Japan, ASEANs, and the Asian Tigers.. (1998). MOUGOUE, Mbodja ; Aggarwal, Raj.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:10:y:1998:i:2:p:193-206.

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  165. Cointegration of term structure premiums across countries. (1998). Zarruk, E. R. ; Wiley, M. K. ; Madura, J..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:8:y:1998:i:4:p:393-412.

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  166. Bureaucratic behavior modeled by reduced-rank regression: The case of expenditures from the Soviet state budget. (1998). Burkett, John.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:34:y:1998:i:1:p:173-187.

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  167. Asymptotic Bayesian analysis based on a limited information estimator. (1998). Kwan, Yum K..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:88:y:1998:i:1:p:99-121.

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  168. Using Vector Autoregression Models to Analyze the Behavior of the European Community Stock Markets. (1997). Shachmurove, Yochanan ; Friedman, Joseph.
    In: CARESS Working Papres.
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  169. An empirical note on demand for speculation and futures risk premium: A Kalman Filter application. (1997). Topyan, Kudret ; Kocagil, Ahmet E.
    In: Review of Financial Economics.
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  170. Testing for Evidence of Nonlinear Structure in Daily and Weekly United Kingdom Stock and Property Market Indicies. (1997). Newell, Graham ; Stevenson, Max ; Peat, Maurice.
    In: Working Paper Series.
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  171. A Cross-country Test of the Permanent Income Hypothesis. (1997). Seater, John ; DeJuan, Joseph ; De Juan, Joseph P..
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:11:y:1997:i:3:p:451-468.

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  172. Testing long-run purchasing power parity with a Bayesian unit root approach: the experience of Canada in the 1950s. (1997). Ahking, Francis.
    In: Applied Economics.
    RePEc:taf:applec:v:29:y:1997:i:6:p:813-819.

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  173. A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages. (1997). Masih, Abul ; Masih, Abul M M, .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:7:y:1997:i:1:p:59-74.

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  174. Another look at long-run purchasing power parity using Sims tests for unit roots. (1997). Chakraborty, Debasish ; Mclellan, Jacquelynne W. ; Jacquelynne W. Mc Lellan, .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:4:y:1997:i:8:p:473-476.

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  175. An empirical note on demand for speculation and futures risk premium: A Kalman Filter application. (1997). Topyan, Kudret ; Kocagil, Ahmet E..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:6:y:1997:i:1:p:77-93.

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  176. A threshold autoregressive analysis of stock returns and real economic activity. (1997). Domian, Dale L. ; Louton, David A..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:6:y:1997:i:2:p:167-179.

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  177. Can family-planning programs cause a significant fertility decline in countries characterized by very low levels of socioeconomic development? New evidence from Bangladesh based on dynamic multivariat. (1997). Masih, Abul ; Masih, Abul M. M., ; Masih , Abul M. M., .
    In: Journal of Policy Modeling.
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  178. On the temporal causal relationship between energy consumption, real income, and prices: Some new evidence from Asian-energy dependent NICs Based on a multivariate cointegration/vector error-correctio. (1997). Masih, Abul ; Masih, Abul M. M., ; Masih , Abul M. M., .
    In: Journal of Policy Modeling.
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