[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data. (2014). Fantazzini, Dean ; Fantazziini, Dean .
In: MPRA Paper.
RePEc:pra:mprapa:59696.

Full description at Econpapers || Download paper

Cited: 7

Citations received by this document

Cites: 71

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Americas decoupling from China: A perspective from stock markets. (2023). Liu, Kerry.
    In: Economic Affairs.
    RePEc:bla:ecaffa:v:43:y:2023:i:1:p:32-52.

    Full description at Econpapers || Download paper

  2. Are Google searches making the Bitcoin market run amok? A tail event analysis. (2021). Neto, David.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000796.

    Full description at Econpapers || Download paper

  3. Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries. (2020). Fantazzini, Dean.
    In: MPRA Paper.
    RePEc:pra:mprapa:102315.

    Full description at Econpapers || Download paper

  4. Searching for a better life: Predicting international migration with online search keywords. (2020). Stöhr, Tobias ; Gröger, André ; Stohr, Tobias ; Groger, Andre ; Bohme, Marcus H.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:142:y:2020:i:c:s0304387819304900.

    Full description at Econpapers || Download paper

  5. Big Data and Unemployment Analysis. (2017). Zimmermann, Klaus ; Simionescu, Mihaela.
    In: GLO Discussion Paper Series.
    RePEc:zbw:glodps:81.

    Full description at Econpapers || Download paper

  6. The Internet as a Data Source for Advancement in Social Sciences. (2015). Zimmermann, Klaus ; Askitas, Nikos.
    In: Working Paper Series of the German Council for Social and Economic Data.
    RePEc:rsw:rswwps:rswwps248.

    Full description at Econpapers || Download paper

  7. The Internet as a Data Source for Advancement in Social Sciences. (2015). Zimmermann, Klaus ; Askitas, Nikos.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp8899.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Albert, V., and R. Barth (1996): Predicting growth in child abuse and neglect reports in urban, suburban, and rural counties, Social Service Review, 70(1), 58–82.
    Paper not yet in RePEc: Add citation now
  2. Andrews, D. (1993): Tests for parameter instability and structural change with unknown change point, Econometrica, 61, 821–856.

  3. Andrews, D., and K. Ploberger (1994): Optimal tests when a nuisance parameter is present only under the alternative , Econometrica, 62, 1383–1414.

  4. Aparicio, F., A. Escribano, and A. Garcia (2006): Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers, Journal of Time Series Analysis, 27(4), 545–576.

  5. Askitas, N., and K. Zimmermann (2009): Google Econometrics and Unemployment Forecasting, Appl Econ Quart, 55, 107–120.

  6. Bai, J., and P. Perron (2003): Computation and Analysis of Multiple Structural Change Models, J Appl Econom, 18, 1–22.

  7. Bartlett, S., N. Burstein, and W. Hamilton (2004): Food Stamp Program Access Study Final Report., Discussion paper, Washington, DC: U.S. Department of Agriculture, Economic Research Service., Available from www.myfoodstamps.org/pdffiles/ProgAccess.pdf. Accessed 2013 January 15.
    Paper not yet in RePEc: Add citation now
  8. Boswijk, H., and P. Franses (1996): Unit roots in periodic autoregressions, Journal of Time Series Analysis, 17, 221–245.

  9. Brock, W., D. Dechert, J. Sheinkman, and B. LeBaron (1996): A Test for Independence Based on the Correlation Dimension, Economet Rev, 15(3), 197–235.
    Paper not yet in RePEc: Add citation now
  10. Brown, R., J. Durbin, and J. Evans (1975): Techniques for testing the constancy of regression relationships over time, J Roy Stat Soc B, 37, 149–163.
    Paper not yet in RePEc: Add citation now
  11. Cho, S., C. H. Sohn, M. W. Jo, S.-Y. Shin, J. H. Lee, S. M. Ryoo, W. Y. Kim, and D.-W. Seo (2013): Correlation between National Influenza Surveillance Data and Google Trends in South Korea, PLoS ONE, 8(12), e81422.
    Paper not yet in RePEc: Add citation now
  12. Choi, H., and H. Varian (2012): Predicting the Present with Google Trends, Economic Record, 88, 2–9.

  13. Chow, G. (1960): Tests of equality between sets of coefficients in two linear regressions, Econometrica, 28, 591–605.
    Paper not yet in RePEc: Add citation now
  14. Chu, C., K. Hornik, and C. Kuan (1995): MOSUM tests for parameter constancy, Biometrika, 82, 603–617.
    Paper not yet in RePEc: Add citation now
  15. Conte, M., D. Levy, F. Shahrokh, J. Staveley, and S. Thompson (1998): Economic determinants of income maintenance programs: The Maryland forecasting model, J Policy Model, 20(4), 461–481.

  16. D’Amuri, F., and J. Marcucci (2013): The predictive power of Google searches in forecasting unemployment, Temi di discussione (Economic working papers) 891, Bank of Italy.
    Paper not yet in RePEc: Add citation now
  17. DAmuri, F. (2009): Predicting unemployment in short samples with internet job search query data., Discussion paper, MPRA working paper n. 1840.
    Paper not yet in RePEc: Add citation now
  18. Doan, T., R. Litterman, and C. Sims (1984): Forecasting and Conditional Projection Using Realistic Prior Distributions, Econometric Reviews, 3, 1–100.
    Paper not yet in RePEc: Add citation now
  19. Dynaski, M., A. Rangarajan, and P. Decker (1991): Forecasting Food Stamp Program Participation and Benefits, Discussion paper, Prepared by Mathematica Policy Research, Inc. for U.S. Department of Agriculture, Food and Nutrition Service, August.
    Paper not yet in RePEc: Add citation now
  20. Edelman, B. (2012): Using Internet Data for Economic Research, Journal of Economic Perspectives, 26(2), 189–206.

  21. Engle, R. (1982): Autoregressive conditional heteroskedasticity with estimates of the variance of U.K. inflation, Econometrica, 50, 987–1008.

  22. Engle, R., and C. Granger (1987): Co-integration and Error Correction: Representation, Econometrica, 55, 251–276.

  23. Fantazzini, D., and N. Fomichev (2014): Forecasting the Real Price of Oil Using Online Search Data, International Journal of Computational Economics and Econometrics, 4(1-2), 4-31.

  24. Franses, P., and R. Paap (2004): Periodic time series models. Oxford University Press, Oxford.

  25. Franses, P., and V. Dijk (2000): Nonlinear Time Series Models in Empirical Finance. Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  26. Ginsberg, J., M. Mohebbi, R. Patel, L. Brammer, M. Smolinski, and L. Brilliant (2009): Detecting Influenza epidemics using Search Engine Query Data, Nature, 457, 1012–1014.

  27. Gregory, A., and B. Hansen (1996): Residual-based tests for cointegration in models with regime shifts, Journal of Econometrics, 70, 99–126.

  28. Grogger, J. (2007): Markov forecasting methods for welfare caseloads, Child Youth Serv Rev, 29(7), 900–911.

  29. Gurmu, S., and W. Smith (2008): Estimating and forecasting welfare caseloads., in Government Budget Forecasting: Theory and Practice, ed. by J. Sun, and T. Lynch, pp. 188–222. Auerbach Publications, Boca Raton, Florida.
    Paper not yet in RePEc: Add citation now
  30. Hall, S., S. Henry, and J. Greenslade (2002): On the identification of cointegrated systems in small samples: A modelling strategy with an application to UK, Journal of Economic Dynamics and Control, 26, 1517–1537.

  31. Hatemi, J. (2008): Tests for cointegration with two unknown regime shifts with an application to financial market integration, Empir Econ, 35, 497–505.

  32. Hayashi, M. (2012): Forecasting Welfare Caseloads: The Case of the Japanese Public Assistance Program., Discussion paper, IPSS Discussion Paper Series No.2011-E03.

  33. Jarque, C., and A. Bera (1987): A test for normality of observations and regression residuals, Int Stat Rev, 55, 163–172.
    Paper not yet in RePEc: Add citation now
  34. Johansen, S. (2006): Cointegration: a survey, in Palgrave Handbook of Econometrics: Volume 1, Econometric Theory, ed. by T. Mills, and K. Patterson, pp. 540–577. Palgrave MacMillan, Basingstoke, UK and New York, USA.
    Paper not yet in RePEc: Add citation now
  35. Johansen, S. (1995): Likelihood-based inference in cointegrated Vector autoregressive models. Oxford University Press, Oxford.

  36. Johansen, S., R. Moscow, and B. Nielsen (2000): Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend, Econometric Journal, 3, 216–249.

  37. Kang, M., H. Zhong, J. He, S. Rutherford, and F. Yang (2013): Using Google Trends for Influenza Surveillance in South China, PLoS ONE, 8(1), e55205.
    Paper not yet in RePEc: Add citation now
  38. Koop, G., and D. Korobilis (2010): Bayesian Multivariate Time Series Methods for Empirical Macroeconomics, Foundations and Trends in Econometrics, 3(4), 267–358.

  39. Kristoufek, L (2013b): Can Google Trends search queries contribute to risk diversification?, Scientific Reports, 3(2713), DOI:10.1038/srep02713.

  40. Kristoufek, L. (2013a): BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era, Scientific Reports, 3(3415), DOI:10.1038/srep03415
    Paper not yet in RePEc: Add citation now
  41. Lazariu, V., Y. Chengxuan, and C. Gundersen (2011): Forecasting women, infants, and children caseloads: A comparison of vector autoregression and autoregressive integrated moving average approaches, Contemporary Economic Policy, 29(1), 46–55.

  42. Lee, L., and M. Strazicich (2003): Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks, Review of Economics and Statistics, 85(4), 1082–1089.

  43. Litterman, R. (1986): Forecasting with Bayesian Vector Autoregressions: Five Years of Experience, Journal of Business and Economic Statistics, 4, 25–38.

  44. Liu, J., S. Wu, and J. Zidek (1997): On Segmented Multivariate Regression, Statistica Sinica, 7, 497–525.
    Paper not yet in RePEc: Add citation now
  45. Mabli, J., S. Castner, T. Godfrey, and P. Foran (2011): Dynamics of Supplemental Nutrition Assistance Program Participation in the Mid-2000s., Discussion paper, Princeton, NJ: Mathematica Policy Research, Inc.

  46. Naik, G., and R. Leuthold (1986): A Note on Qualitative Forecast Evaluation, American Journal of Agriculture Economics, 68, 721–726.

  47. Office, G. A. (1999): Food Stamp Program: Various factors have led to declining participation., Available from http://www.gao.gov/archive/1999/rc99185.pdf . GAO/RCED-99-185. Washington, DC.
    Paper not yet in RePEc: Add citation now
  48. Opitz, W., and H. Nelson (1996): Short-term, population-based forecasting in the public sector: A dynamic caseload simulation model, Popul Res Policy Rev, 15(5/6), 549–563.
    Paper not yet in RePEc: Add citation now
  49. Osterholm P. (2004): Killing Four Unit Root Birds in the US Economy with Three Panel Unit Root Test Stones, Applied Economics Letters, 11(4), 213–216.
    Paper not yet in RePEc: Add citation now
  50. Pesaran, M., and A. Timmermann (2007): Selection of estimation window in the presence of breaks, Journal of Econometrics, 137(1), 134–161.

  51. Ploberger, W., and W. Kramer (1992): The CUSUM test with OLS residuals, Econometrica, 60(2), 271–285.

  52. Preis, T., H. Moat, and H. Stanley (2013): Quantifying Trading Behavior in Financial Markets Using Google Trends, Scientific Reports, 3(1684), DOI:10.1038/srep01684.
    Paper not yet in RePEc: Add citation now
  53. Preis, T., H. Moat, H. Stanley, and S. Bishop (2012): Quantifying the Advantage of Looking Forward, Scientific Reports, 2(350), DOI:10.1038/srep00350.
    Paper not yet in RePEc: Add citation now
  54. Proietti, T. (2003): Forecasting the US Unemployment Rate, Computational Statistics and Data Analysis, 42, 451–476.

  55. Ramsey, J. (1969): Tests for specification errors in classical linear least-squares regression analysis, J Roy Stat Soc B, 31, 350–371.
    Paper not yet in RePEc: Add citation now
  56. Rossi, E., and D. Fantazzini (2014): Long memory and Periodicity in Intraday Volatility, Journal of Financial Econometrics, forthcoming.

  57. Sa-ngasoongsong, A., S. T. S. Bukkapatnam, J. Kim, P. S. Iyer, and R. P. Suresh (2012): Multi-step sales forecasting in automotive industry based on structural relationship identification, International Journal of Production Economics, 140, 875– 887.

  58. Suhoy, T. (2009): Query Indices and a 2008 Downturn, Discussion Paper 6, Bank of Israel.
    Paper not yet in RePEc: Add citation now
  59. Taylor, M., and L. Sarno (1998): The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period, Journal of International Economics, 46(2), 281–312.

  60. The-Economist (2011): Food Stamps - The struggle to eat .
    Paper not yet in RePEc: Add citation now
  61. Theil, H. (1961): Economic Forecasts and Policy. North Holland Publishing Company, Amsterdam.
    Paper not yet in RePEc: Add citation now
  62. Toda, H., and T. Yamamoto (1995): Statistical inference in vector autoregressions with possibly integrated processes., Journal of Econometrics, 66(12), 225–250.

  63. Tong, H. (1990): Non-linear time series: a dynamical system approach. Oxford University Press, Oxford.
    Paper not yet in RePEc: Add citation now
  64. Venables, W., and B. Ripley (2003): Modern Applied Statistics with S. Springer, 4th edition.
    Paper not yet in RePEc: Add citation now
  65. Wilde, P. (2013): The New Normal: The Supplemental Nutrition Assistance Program (SNAP), American Journal of Agriculture Economics, 95(2), 325–331.

  66. Wood, S. (2006): Generalized additive models: an introduction with R,. Chapman and Hall / CRC, Boca Raton.
    Paper not yet in RePEc: Add citation now
  67. Zeileis, A. (2005): A unified approach to structural change tests based on ML scores, F statistics, and OLS residuals., Econometric Reviews, 24(4), 445–466.

  68. Zeileis, A., A. Shah, and I. Patnaik (2010): Testing, monitoring, and dating structural changes in exchange rate regimes, Computational Statistics and Data Analysis,, 54(6), 1696–1706.

  69. Zeileis, A., C. Kleiber, W. Kramer, and K. Hornik (2003): Testing and dating of structural changes in practice, Computational Statistics and Data Analysis, 44(12), 109–123.

  70. Zeileis, A., F. Leisch, K. Hornik, and C. Kleiber (2002): strucchange: An R package for testing for structural change in linear regression models, Journal of Statistical Software, 7(2), 1–38.

  71. Ziliak, J., C. Gundersen, and D. Figlio (2003): Food stamp caseloads over the business cycle, South Economic Journal, 69, 903–919.

Cocites

Documents in RePEc which have cited the same bibliography

  1. 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

  2. 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

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

    Full description at Econpapers || Download paper

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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

  14. 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

  15. 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

  16. 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

  17. 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

  18. 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

  19. 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

  20. 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

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

    Full description at Econpapers || Download paper

  22. 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

  23. 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

  24. 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

  25. 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

  26. 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

  27. 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

  28. 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

  29. 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

  30. 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

  31. 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

  32. 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

  33. 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

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

    Full description at Econpapers || Download paper

  35. 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

  36. 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

  37. 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

  38. 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

  39. 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

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

    Full description at Econpapers || Download paper

  41. 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

  42. 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

  43. 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

  44. 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

  45. 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

  46. 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

  47. 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

  48. 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

  49. 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

  50. 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

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-30 10:40:27 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.