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publications

(115)   

• Structural models: Intra/Inter-day volatility transmission and spillover persistence of the HSI, HSIF and S\&P500 futures
  Gerard L. Gannon and Daniel F. S. Choi International Review of Financial Analysis7(1):19--36(1998)
  to Volatility Structural Models by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Final demand impact on output: A macro multiplier approach
  Maurizio Ciaschini and Claudio Socci Journal of Policy Modeling29(1):115--132002007.
  to change Structural by smicha on Apr 28, 2008, 2:02 PM
  URL | BibTeX 
• Change of regime and Phillips curve stability: The case of Spain, 1964-2002
  Oscar Bajo-Rubio and Carmen D'iaz-Rold'an and Vicente Esteve Journal of Policy Modeling29(3):453--462002007.
  to changes Structural by smicha on Apr 28, 2008, 2:02 PM
  URL | BibTeX 
• Trade liberalisation and urban-rural linkages: a CGE analysis for Ethiopia
  Ayele Gelan Journal of Policy Modeling24(7-8):707--738Nov2002.
  to adjustment Structural by smicha on Apr 28, 2008, 2:02 PM
  URL | BibTeX 
• Policy-based lending, structural adjustment and economic growth in Pakistan
  Mark McGillivray Journal of Policy Modeling25(2):113--121Feb2003.
  to Structural program adjustment by smicha on Apr 28, 2008, 2:02 PM
  URL | BibTeX 
• The Great Leap Forward, Economic Reforms, and the Unit Root Hypothesis: Testing for Breaking Trend Functions in China's GDP Data
  Xiao-Ming Li Journal of Comparative Economics28(4):814--827Dec2000.
  to time GDP; unit-root structural China; stationarity; output testing break; trend series; by smicha on Apr 28, 2008, 1:27 PM
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• Structural stability and model design
  Donald A. R. George and Leslie T. Oxley Economic Modelling2(4):307--316Oct1985.
  to Structural stability by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Structural estimation and stochastic simulation of large non-linear models
  Karl-Heinz Toedter Economic Modelling9(2):121--128Apr1992.
  to instrumental Structural variables by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Modelling economies subject to structural change: The case of Germany
  Jennifer V. Greenslade and Stephen G. Hall Economic Modelling13(4):545--559Oct1996.
  to change Structural by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Instability tests in cointegration relationships. An application to the term structure of interest rates
  Mariam Camarero and Cecilio Tamarit Economic Modelling19(5):783--799Nov2002.
  to Structural change by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Evidence on structural changes in U.S. time series
  Jamel Jouini and Mohamed Boutahar Economic Modelling22(3):391--422May2005.
  to Structural change by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• A structural GARCH model: An application on South African data
  W. A. de Wet Economic Modelling23(5):775--791Sep2006.
  to GARCH Structural by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Permanent disinflationary effects on unemployment in a small open economy: Italy 1979-1995
  Antonio Ribba Economic Modelling24(1):66--81Jan2007.
  to cointegrated Structural VAR by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• The sources of macroeconomic fluctuations in oil exporting countries: A comparative study
  Mohsen Mehrara and Kamran Niki Oskoui Economic Modelling24(3):365--379May2007.
  to vector model Structural autoregressive by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Demand and supply shocks in Italy:: An application to industrial output
  Andrea Gavosto and Guido Pellegrini European Economic Review43(9):1679--1703Oct1999.
  to Structural VAR by smicha on Apr 28, 2008, 1:05 PM
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• Asymmetric temporary and permanent stock-price innovations
  Philip A. Shively Journal of Empirical Finance14(1):120--130Jan2007.
  to model Nonlinear structural by smicha on Apr 23, 2008, 10:05 PM
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• Analysis of structural equation models with interval and polytomous data
  Wai-Yin Poon and Yin-Ping Leung Statistics \& Probability Letters17(2):127--137May1993.
  to Structural equation models by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Maximum likelihood and generalized least squares analyses of two-level structural equation models
  Wai-Yin Poon and Sik-Yum Lee Statistics \& Probability Letters14(1):25--30May1992.
  to structural Two-level models equation by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Instability of return prediction models
  Bradley S. Paye and Allan Timmermann Journal of Empirical Finance13(3):274--315Jun2006.
  to breaks Structural by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Limited information estimation and testing subject to linear constraints
  Kimio Morimune and Kosuke Oya Journal of Statistical Planning and Inference50(2):223--240Mar1996.
  to model equation Structural by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX