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1. Impact of capital account liberalization on stock market crashes. (2023). Shehzad, Choudhry Tanveer ; Khalid, Rizwan ; Naqvi, Bushra.
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2. Does Capacity Utilization Predict Inflation? A Wavelet Based Evidence from United States. (2021). Bahramian, Pejman ; Saliminezhad, Andisheh.
   In: Computational Economics.
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3. Great recession, slow recovery and muted fiscal policies in the US. (2017). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice.
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4. Great Recession, Slow Recovery and Muted Fiscal Policies in the US. (2016). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice.
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5. Vertical price transmission along the diary supply chain in Russia. (2015). Kharin, Sergei .
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6. How smooth is the stock market integration of CEE-3?. (2014). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan.
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7. Determinanty integrácie akciových trhov krajín V4. (2014). Baumohl, Eduard.
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8. Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility. (2014). Lyócsa, Štefan ; Baumohl, Eduard.
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9. Volatility and dynamic conditional correlations of worldwide emerging and frontier markets. (2014). Lyócsa, Štefan ; Baumohl, Eduard.
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10. What Drives the Stock Market Integration in the CEE-3?. (2013). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard.
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11. Volatility and dynamic conditional correlations of European emerging stock markets. (2013). Lyócsa, Štefan ; Baumohl, Eduard.
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12. Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach.. (2013). Baumohl, Eduard ; Baumhl, Eduard .
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13. Are fluctuations in energy variables permanent or transitory? A survey of the literature on the integration properties of energy consumption and production. (2013). Smyth, Russell.
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14. The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility. (2012). Ravazzolo, Francesco ; Clark, Todd.
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15. The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility. (2012). Ravazzolo, Francesco ; Clark, Todd.
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16. Production Adjustments for Consumer Durables and the Great Moderation. (2011). .
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17. Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group. (2011). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan.
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18. The Growth-Volatility Relationship: New Evidence Based on Stochastic Volatility in Mean Models. (2010). Lemoine, Matthieu ; Mougin, C..
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19. Is the Great Moderation over? an empirical analysis. (2009). Clark, Todd.
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20. A VECX* Model of the Swiss Economy. (2008). Assenmacher, Katrin ; Pesaran, M.
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21. Efficiency of the foreign exchange markets in South Asian Countries. (2008). Noman, Abullah M ; Ahmed, Minhaz U.
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22. Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures. (2006). Yamagata, Takashi ; Smith, Ronald ; Pesaran, M ; Hvozdyk, Lyudmyla.
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23. A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests. (2006). Qu, Zhongjun ; Perron, Pierre.
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24. Short-Run Italian GDP Forecasting and Real-Time Data. (2005). Golinelli, Roberto ; Parigi, Giuseppe .
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25. Total Factor Productivity: An Unobserved Components Approach. (2005). Crespo, Raul.
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26. Long Run Effects of Money on Real Consumption and Investment in the U.S.. (2004). Wallace, Frederick ; Shelley, Gary L..
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27. Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?. (2004). Silva Lopes, Artur.
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28. Regional convergence across European Union. (2004). Gutierrez, Luciano ; Brasili, Cristina.
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29. Dynamics of Intra-EMS Interest Rate Linkages. (2004). Barkoulas, John ; Baum, Christopher.
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30. State of the Art Unit Root Tests and the PPP Puzzle. (2003). Papell, David ; Murray, Chris ; Lopez, Claude.
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31. Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models. (2003). PEGUIN-FEISSOLLE, Anne ; Mignon, Valérie ; Dufrénot, Gilles ; PEGUIN-FEISSOLE, Anne.
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32. Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification. (2003). Leybourne, Stephen ; Kim, Tae-Hwan ; Newbold, Paul.
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33. EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST. (2003). Leybourne, Stephen ; Kim, Tae-Hwan ; Newbold, Paul.
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34. An Improved Panel Unit Root Test Using GLS-Detrending. (2003). Lopez, Claude.
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35. Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison. (2003). Gutierrez, Luciano.
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36. An Improved Panel Unit Root Test Using GLS-Detrending. (2003). Lopez, Claude.
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37. Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets. (2003). Leon-Ledesma, Miguel ; Ferreira, Alex.
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38. A Decomposition of Global Linkages in Financial Markets Over Time. (2003). Forbes, Kristin ; Chinn, Menzie.
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39. The Chinese Economies in Global Context: The Integration Process and Its Determinants. (2003). Fujii, Eiji ; Cheung, Yin-Wong ; Chinn, Menzie.
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40. Efficient Tests of Stock Return Predictability. (2003). Yogo, Motohiro ; Campbell, John.
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41. Interest Rate Transmission to Commercial Credit Rates in Austria. (2003). Burgstaller, Johann.
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42. Inflation, Minimum Wage and Other Wages: An Econometric Study on French Macroeconomic Data. (2003). Rault, Christophe ; L'Horty, Yannick.
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43. Cross-sectional dependency and size distortion in a small-sample homogeneous panel-data unit root test. (2003). Jönsson, Kristian.
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44. A Simple Panel Unit Root Test in the Presence of Cross Section Dependence. (2003). Pesaran, M.
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45. Efficient Unit Root Tests of real Exchange Rates in the Post-Bretton Woods Era. (2002). Ahking, Francis.
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46. Dynamics of Intra-EMS Interest Rate Linkages. (2002). Barkoulas, John ; Baum, Christopher.
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47. Another Look at Origins of the Asian Crisis: Tests of External Borrowing Constraints. (2002). MIYAO, Ryuzo ; Ryuzo, MIYAO .
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48. Structural Unemployment and the Output Gap in Germany: Evidence from an SVAR Analysis within a Hysteresis Framework. (2002). Logeay, Camille ; Fritsche, Ulrich.
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49. An I(2) analysis of inflation and the markup. (2001). Russell, Bill ; Banerjee, Anindya ; Cockerell, Lynne .
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50. Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums. (2001). Chakraborty, Atreya ; Barkoulas, John ; Baum, Christopher.
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51. Internal Versus External Convertibility and Developing-Country Financial. (2000). Taylor, Alan ; della Paolera, Gerardo.
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52. A Century of Purchasing-Power Parity. (2000). Taylor, Alan.
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53. Fin de Siecle Real Interest Parity. (2000). Fujii, Eiji ; Chinn, Menzie.
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54. New results on the rationality of survey measures of exchange-rate expectations. (2000). Osterberg, William P..
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55. Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power. (2000). Perron, Pierre ; Ng, Serena.
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56. Internal Versus External Convertibility and Developing-Country Financial Crises: Lessons from the Argentine Bank Bailout of the 1930s.. (1999). Taylor, Alan ; della Paolera, Gerardo.
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57. Internal Versus External Convertibility and Developing-Country FinancialCrises: Lessons from the Argentine Bank Bailout of the 1930s. (1999). Taylor, Alan ; della Paolera, Gerardo.
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58. Unit Root Tests are Useful for Selecting Forecasting Models. (1999). Kilian, Lutz ; Diebold, Francis.
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59. Is hysteresis important for U.S. unemployment?. (1999). Roberts, John ; Morin, Norman J..
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60. Intraperiod and Intertemporal Substitution in Import Demand. (1999). Wirjanto, Tony ; Ho, Wai-Ming ; Amano, Robert.
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61. Forecasting Dynamic Time Series in the Presence of Deterministic Components. (1999). Vogelsang, Timothy.
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62. The Great Appreciation, the Great Depreciation, and the Purchasing Power Parity Hypothesis. (1998). Papell, David.
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63. A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series. (1998). Watson, Mark ; Stock, James.
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64. The Uncertain Trend in U.S. GDP. (1998). Nelson, Charles ; Murray, Chris.
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65. The Uncertain Trend in U.S. GDP. (1997). Nelson, Charles ; Murray, Christian .
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66. Forecasting EMU macroeconomic variables. (). Marcellino, Massimiliano.
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67. Forecast pooling for short time series of macroeconomic variables. (). Marcellino, Massimiliano.
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