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No. 526:
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On Testing for Diagonality of Large Dimensional Covariance Matrices
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George Kapetanios,
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No. 525:
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A New Method for Determining the Number of Factors in Factor Models with Large Datasets
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George Kapetanios,
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No. 524:
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The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks
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George Kapetanios,
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No. 523:
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A Bootstrap Procedure for Panel Datasets with Many Cross-Sectional Units
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George Kapetanios,
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No. 522:
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How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP
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Georgios Chortareas,
George Kapetanios,
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No. 521:
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Forecasting with Measurement Errors in Dynamic Models
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Richard Harrison,
George Kapetanios,
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No. 520:
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Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models
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George Kapetanios,
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No. 519:
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Modelling the Yield Curve: A Two Components Approach
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John Hatgioannides,
Menelaos Karanasos,
Marika Karanassou,
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No. 518:
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Inflation Persistence Revisited
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Marika Karanassou,
Dennis J. Snower,
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No. 517:
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Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels
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Georgios Chortareas,
George Kapetanios,
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No. 516:
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Nonlinear Autoregressive Models and Long Memory
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George Kapetanios,
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No. 515:
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Testing for Exogeneity in Nonlinear Threshold Models
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George Kapetanios,
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No. 514:
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A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models
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Loukia Meligkotsidou,
Elias Tzavalis,
Ioannis D. Vrontos,
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No. 513:
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Price Taking Equilibrium in Club Economies with Multiple Memberships and Unbounded Club Sizes
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Nizar Allouch,
Myrna Wooders,
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No. 512:
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Arbitrage, Equilibrium, and Nonsatiation
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Nizar Allouch,
Cuong Le Van,
Frank H. Page, Jr.,
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No. 511:
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Is the Currency Risk Priced in Equity Markets?
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Francesco Giurda,
Elias Tzavalis,
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No. 510:
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Can the Composition of Capital Constrain Potential Output? A Gap Approach
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Jose Miguel Albala-Bertrand,
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No. 509:
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Dynamic Factor Extraction of Cross-Sectional Dependence in Panel Unit Root Tests
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George Kapetanios,
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No. 508:
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Testing for Neglected Nonlinearity in Cointegrating Relationships
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Andrew P. Blake,
George Kapetanios,
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No. 507:
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A Bootstrap Invariance Principle for Highly Nonstationary Long Memory Processes
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George Kapetanios,
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No. 506:
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A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data
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Andrea Cipollini,
George Kapetanios,
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No. 505:
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Detection of Structural Breaks in Linear Dynamic Panel Data Models
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Stefan De Wachter,
Elias Tzavalis,
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