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| 2002 | A New Class of Multivariate skew Densities, with Application to GARCH Models
RePEc:sce:scecf2:5 [Citation Analysis] | 28 |
| 2002 | Inflation Dynamics and International Linkages: A Model of the United States, the Euro Area and Japan
RePEc:sce:scecf2:240 [Citation Analysis] | 26 |
| 2002 | Too Much Too Soon: Instability and Indeterminacy with Forward-Looking Rules
RePEc:sce:scecf2:182 [Citation Analysis] | 17 |
| 2002 | Optimal Monetary Policy with Durable and Non-Durable Goods
RePEc:sce:scecf2:343 [Citation Analysis] | 16 |
| 2002 | The Impact of Macroeconomic Uncertainty on Bank Lending Behavior
RePEc:sce:scecf2:94 [Citation Analysis] | 13 |
| 2002 | An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies
RePEc:sce:scecf2:135 [Citation Analysis] | 13 |
| 2002 | A branch and bound algorithm for computing the best subset regression models
RePEc:sce:scecf2:294 [Citation Analysis] | 12 |
| 2002 | Probability distribution of returns in the Heston model with stochastic volatility
RePEc:sce:scecf2:127 [Citation Analysis] | 11 |
| 2002 | Spanish diffusion indexes
RePEc:sce:scecf2:276 [Citation Analysis] | 10 |
| 2002 | Inflation Targeting and Nominal Income Growth Targeting: When and Why Are They Suboptimal?
RePEc:sce:scecf2:59 [Citation Analysis] | 9 |
| 2002 | Monetary Policy, Asset Prices, and Misspecification: the robust approach to bubbles with model uncertainty
RePEc:sce:scecf2:335 [Citation Analysis] | 9 |
| 2002 | The Brazilian Depression in the 1980s and 1990s
RePEc:sce:scecf2:338 [Citation Analysis] | 8 |
| 2002 | How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries?
RePEc:sce:scecf2:359 [Citation Analysis] | 7 |
| 2002 | The Joint Dynamics of Networks and Knowledge
RePEc:sce:scecf2:354 [Citation Analysis] | 7 |
| 2002 | Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies
RePEc:sce:scecf2:239 [Citation Analysis] | 7 |
| 2002 | Risky Habits and the Marginal Propensity to Consume Out Of Permanent Income
RePEc:sce:scecf2:42 [Citation Analysis] | 6 |
| 2002 | A minimal noise trader model with realistic time series
RePEc:sce:scecf2:317 [Citation Analysis] | 6 |
| 2002 | Traders long-run wealth in an artificial financial market
RePEc:sce:scecf2:301 [Citation Analysis] | 6 |
| 2002 | Optimal Capital-Labor Taxes under Uncertainty and Limits on Debt
RePEc:sce:scecf2:329 [Citation Analysis] | 5 |
| 2002 | Trade, Human Capital and Innovation: The Engines of European Regional Growth in the 1990s
RePEc:sce:scecf2:237 [Citation Analysis] | 5 |
| 2002 | Comparing the Accuracy of Density Forecasts from Competing Models
RePEc:sce:scecf2:223 [Citation Analysis] | 5 |
| 2002 | Computer Testbeds and Mechanism Design
RePEc:sce:scecf2:262 [Citation Analysis] | 5 |
| 2002 | Optimal Monetary Policy When Interest Rates are Bounded at Zero
RePEc:sce:scecf2:8 [Citation Analysis] | 5 |
| 2002 | Absolute Convergence, Period
RePEc:sce:scecf2:218 [Citation Analysis] | 5 |
| 2002 | Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe
RePEc:sce:scecf2:3 [Citation Analysis] | 4 |
| 2002 | Adaptive Polar Sampling
RePEc:sce:scecf2:307 [Citation Analysis] | 4 |
| 2002 | interpolation with a large information set
RePEc:sce:scecf2:72 [Citation Analysis] | 4 |
| 2002 | An empirical model of volatility of returns and option pricing
RePEc:sce:scecf2:186 [Citation Analysis] | 3 |
| 2002 | Foreign Exchange Risk Premia
RePEc:sce:scecf2:310 [Citation Analysis] | 3 |
| 2002 | Co-Evolution of Firms and Consumers and the Implications for Market Dominance
RePEc:sce:scecf2:234 [Citation Analysis] | 3 |
| 2002 | Heterogeneous Traders and the Tobin Tax
RePEc:sce:scecf2:51 [Citation Analysis] | 3 |
| 2002 | Testing for Indeterminacy in Linear Rational Expectations Models
RePEc:sce:scecf2:214 [Citation Analysis] | 3 |
| 2002 | Output and interest rate gaps: Theory versus practice
RePEc:sce:scecf2:355 [Citation Analysis] | 3 |
| 2002 | Time Varying Uncertainty and the Credit Channel
RePEc:sce:scecf2:137 [Citation Analysis] | 3 |
| 2002 | Time series evidence of international output convergence in Mercosur
RePEc:sce:scecf2:87 [Citation Analysis] | 3 |
| 2002 | Capacity Dynamics and Endogenous Asymmetries in Firm Size
RePEc:sce:scecf2:196 [Citation Analysis] | 3 |
| 2002 | Inflation Persistence and Flexible Prices
RePEc:sce:scecf2:190 [Citation Analysis] | 3 |
| 2002 | Financial Market in the Laboratory
RePEc:sce:scecf2:151 [Citation Analysis] | 3 |
| 2002 | A simple microstructure model of double auction markets
RePEc:sce:scecf2:44 [Citation Analysis] | 3 |
| 2002 | Existence of Strongly Rational Expectations Equilibria on Asset Markets with Asymmetric Information
RePEc:sce:scecf2:57 [Citation Analysis] | 2 |
| 2002 | Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions
RePEc:sce:scecf2:345 [Citation Analysis] | 2 |
| 2002 | Evolutionary Bargaining with Cooperative Investments
RePEc:sce:scecf2:308 [Citation Analysis] | 2 |
| 2002 | Asset Price Bubbles and Crashes With Zero--Intelligence Traders
RePEc:sce:scecf2:39 [Citation Analysis] | 2 |
| 2002 | The Multiple Dimensions of Asset Allocation:Countries, Sectors or Factors?
RePEc:sce:scecf2:65 [Citation Analysis] | 2 |
| 2002 | Household Risk Management and Optimal Mortgage Choice
RePEc:sce:scecf2:47 [Citation Analysis] | 2 |
| 2002 | Endogenous fluctuations in the demand for education
RePEc:sce:scecf2:107 [Citation Analysis] | 2 |
| 2002 | Indirect Estimation of the Parameters of Agent Based Models of Financial Markets
RePEc:sce:scecf2:314 [Citation Analysis] | 2 |
| 2002 | Monetary Policy Credibility and the Unemployment-Inflation Tradeoff: Some Evidence from Seventeen OECD Countries
RePEc:sce:scecf2:364 [Citation Analysis] | 1 |
| 2002 | Is non-linear serial dependence present in the US unemployment rate and the growth rates of employment sectoral shares?
RePEc:sce:scecf2:10 [Citation Analysis] | 1 |
| 2002 | Exchange Rate Overshooting and the Forward Premium Puzzle
RePEc:sce:scecf2:145 [Citation Analysis] | 1 |
