CIMF Publications Archive:
|
Author |
Publication Title |
Year |
|
Assenmacher-Wesche K & Pesaran M H |
2008 |
|
|
Assenmacher-Wesche K & Pesaran MH |
2008 |
|
|
Breitung J & Pesaran MH |
2008 |
|
|
Geweke J, Horowitz J & Pesaran MH |
2008 |
|
|
Hansen S, Pesaran MH & Schuermann T |
2008 |
|
|
Harvey A & Busetti F |
Testing for trend |
2008 |
|
Harvey A & Delle Monache D |
Computing the Mean Square Error of Unobserved Components Extracted by Misspecified Time Series Models |
2008 |
|
Hsiao C & Pesaran MH |
2008 |
|
|
Pesaran MH & Pick A |
2008 |
|
|
Pesaran MH & Yamagata T |
2008 |
|
|
Pesaran MH & Pagan A |
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks |
2008 |
|
Pesaran MH & Zaffaroni P |
Optimal Asset Allocation with Factor Models for Large Portfolios |
2008 |
|
Pesaran MH, Dupleich MR & Ulloa D |
2008 |
|
|
Pesaran MH, Ullah A & Yamagata T |
2008 |
|
|
Pesaran MH, Smith LV & Yamagata T |
Panel Unit Root Tests in the Presence of a Multifactor Error Structure |
2008 |
|
Aslam A & Corrado L |
2007 |
|
|
Busetti F & Harvey A |
2007 |
|
|
Carceles-Poveda E & Giannitsarou C |
2007 |
|
|
Chudik A & Pesaran MH |
2007 |
|
|
Corrado L, Miller M & Zhang L |
Bulls, Bears and Excess Volatility |
2007 |
|
Cuaresma J C & Doppelhofer G |
2007 |
|
|
Dees S, Holly S , Pesaran M H & Smith LV |
2007 |
|
|
Dhyne E, Fuss C, Pesaran MH & Sevestre P |
2007 |
|
|
Doppelhofer G & Weeks M |
Jointness of Growth Determinants |
2007 |
|
eRossi G & Harvey A |
2007 |
|
|
Evans GW & Honkapohja S |
The E-Correspondence Principle |
2007 |
|
Evans GW, Honkapohja S & Marimon R |
Stable Sunspot Equilibria in a Cash-in-Advance Economy |
2007 |
|
Giannitsarou C |
Balanced Budget Rules and Aggregate Instability |
2007 |
|
Harvey A, Busetti F & Fabiani S |
2007 |
|
|
Harvey A, Busetti F, Forni L & Vendetti F |
Inflation convergence and divergence within the European Monetary Union |
2007 |
|
Harvey A, Carvalho V & Trimbur T |
2007 |
|
|
Harvey A, Trimbur TM & Van Dijk HK |
Cyclical components in economic time series |
2007 |
|
Pesaran B & Pesaran MH |
2007 |
|
|
Pesaran MH |
A Simple Panel Unit Root Test In The Presence Of Cross Section Dependence |
2007 |
|
Pesaran MH |
A Pair-Wise Approach to Testing for Output and Growth Convergence |
2007 |
|
Pesaran MH & Kapetanios G |
2007 |
|
|
Pesaran MH & Pick A |
2007 |
|
|
Pesaran MH & Timmermann A |
2007 |
|
|
Pesaran MH & Tosseti E |
2007 |
|
|
Pesaran MH, Smith LV & Smith RP |
What if the UK or Sweden had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR |
2007 |
|
Pesaran MH, Dees S , Di Mauro F, Smith LV |
2007 |
|
|
Pesaran MH, Pettenuzzo D & Timmermann A |
Learning, Structural Instability And Present Value Calculations |
2007 |
|
Sancetta A |
Weak Convergence of Laws on RK with Common Marginals |
2007 |
|
Sancetta A |
Sample Covariance Shrinkage for High Dimensional Dependent Data |
2007 |
|
Sancetta A |
Online Forecast Combinations of Distributions |
2007 |
|
Sancetta A |
Nonparametric Estimation of Distributions with Given Marginals via Bernstein-Kantorovich Polynomials |
2007 |
|
Sancetta A & Satchell SE |
Changing Correlation and Equity Portfolio Diversification Failure for Linear Factor Models during Market Declines |
2007 |
|
Chadha J & Corrado L |
2006 |
|
|
Chadha J S & Holly S |
2006 |
|
|
Corrado L & Holly S |
2006 |
|
|
Corrado L & Weeks M |
The Identification of regional Convergence Clusters |
2006 |
|
DeRossi G & Harvey A |
2006 |
|
|
Geweke J, Horowitz J & Pesaran MH |
Econometrics, the New Palgrave Dictionary, Second Edition |
2006 |
|
Giannitsarou C |
Supply-side reforms and learning dynamics |
2006 |
|
Harvey A & De Rossi G |
2006 |
|
|
Harvey A, Elliot G, Granger C & Timmermann A |
2006 |
|
|
Meissner CM & Oomes N |
Why Do Countries Peg the Way They Peg? The Determinants of Anchor Currency Choice |
2006 |
|
Pesaran MH |
Estimation And Inference In Large Heterogeneous Panels With A Multifactor Error Structure |
2006 |
|
Pesaran MH & Smith R |
2006 |
|
|
Pesaran MH & Weale M |
Survey Expectations |
2006 |
|
Pesaran MH, Pettenuzzo D & Timmermann A |
Macroeconomic Dynamics and Credit Risk; a Global Perspective |
2006 |
|
Pesaran MH, Pettenuzzo D & Timmermann A |
Forecasting Time Series Subject To Multiple Structural Breaks |
2006 |
|
Sancetta A |
2006 |
|
|
Sancetta A |
CWPE 0637: Sample Covariance Shrinkage for High Dimensional Dependent Data |
2006 |
|
Bhattacharjee A & Holly S |
CWPE 0530: Inflation Targeting, Committee Decision Making and Uncertainty |
2005 |
|
Bullard J, Evans G W & Honkapohja S |
Near-Rational Exuberance |
2005 |
|
Carvalho VM & Harvey AC |
Convergence in the trends and cycles of Euro Zone income |
2005 |
|
Coe P J, Pesaran MH & Vahey S |
2005 |
|
|
Corrado L, Martin R & Weeks M |
Identifying and Interpreting Regional Convergence Clusters across Europe |
2005 |
|
Dees S, Di Mauro F, Pesaran MH & Smith V |
CWPE 0518: Exploring the International Linkages of the Euro Area |
2005 |
|
Doppelhofer G & Weeks M |
2005 |
|
|
Evans GW & Honkapohja S |
Monetary Policy, Expectations and Commitment |
2005 |
|
Giannitsarou C |
E-Stability Does not Imply Learnibility , Macroeconomic Dynamics |
2005 |
|
Harvey A & Carvalho VM |
Growth, cycles and convergence in US regional time series |
2005 |
|
Harvey A, Trimbur T & Van Dijk H |
Trends and Cycles in Economic Time Series |
2005 |
|
Honkapohja S |
Problems in Inflation Targeting Based on Constant Interest Rate Projections |
2005 |
|
Honkapohja S & Evans GW |
Policy Interaction, Learning and the Fiscal Theory of Prices |
2005 |
|
Honkapohja S & Mitra K |
Learning Stability in Economies with Heterogeneous Agents |
2005 |
|
Honkapohja S & Mitra K |
Performance of Monetary Policy with Internal Central Bank Forecasting |
2005 |
|
Honkapohja S & Mitra K |
Performance of Inflation Targeting Based on Constant Interest Rate Projections |
2005 |
|
Honkapohja S & Turunen-Red A |
Increasing Returns, Learning and Beneficial Tax Competition |
2005 |
|
Honkapohja S, Evans GW & Adam K |
Are Hyperinflation Paths Learnable? |
2005 |
|
Honkapohja S, Evans GW & Williams N |
Generalized Stochastic Gradient Learning |
2005 |
|
Meissner C |
A New World Order |
2005 |
|
Meissner C & Bordo MD |
2005 |
|
|
Meissner C & Bordo MD |
Financial Crises, 1880-1913 |
2005 |
|
Pesaran MH |
2005 |
|
|
Pesaran MH & Timmermann A |
Small Sample Properties Of Forecasts From Autoregressive Models Under Structural Breaks |
2005 |
|
Pesaran MH & Timmermann A |
2005 |
|
|
Pesaran MH, Binder M & Hsiao C |
Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration |
2005 |
|
Pesaran MH, Shuermann T & Treutler B-J |
Global Business Cycles and Credit Risk |
2005 |
|
Pesaran MH, Smith V & Smith RP |
What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR |
2005 |
|
Sancetta A |
CWPE 0506: Copula Based Monte Carlo Integration in Financial Problems |
2005 |
|
Sancetta A & Nikanrova A |
2005 |
|
|
Bhattacharjee A, Higson C, Holly S & Kattuman P |
2004 |
|
|
Doppelhofer G, Sala-i-Martin X & Miller RI |
Determinants of Long-Term Growth |
2004 |
|
Honkapohja S & Mitra K |
Are Non-Fundamental Equilibria Learnable in Models of Monetary Policy? |
2004 |
|
Honkapohja S & Turunen-Red A |
Gains and Losses from Tax Competition with Migration |
2004 |
|
Pesaran MH & Pick A |
CWPE 0402: Econometric Issues in the Analysis of Contagion |
2004 |
|
Pesaran MH & Timmermann A |
2004 |
|
|
Pesaran MH & Timmermann A |
How Costly Is It To Ignore Breaks When Forecasting The Direction Of A Time Series? |
2004 |
|
Pesaran MH, Schuermann T & Weiner S |
Modelling Regional Interdependencies Using A Global Error-Correcting Macroeconometric Model |
2004 |
|
Sancetta A & Satchell S |
2004 |
|
|
Corrado L & Holly S |
Nonlinear Phillips Curves, Mixing Feedback Rules and the Distribution of Inflation and Output |
2003 |
|
Garratt A, Lee K, Pesaran MH & Shin Y |
Forecast Uncertainties In Macroeconometric Modelling |
2003 |
|
Giannitsarou C |
2003 |
|
|
Honkapohja S & Evans GW |
Friedman’s Money Supply Rule vs. Optimal Interest Rate Setting |
2003 |
|
Honkapohja S & Evans GW |
Expectations and the Stability Problem for Optimal Monetary Policies |
2003 |
|
Honkapohja S & Evans GW |
Adaptive Learning and Monetary Policy Design |
2003 |
|
Meissner C |
Exchange Rate Regimes and International Trade |
2003 |