References

This folder holds the following references to publications, sorted by year and author.

There are 37 references in this bibliography folder.

Banerjee, A and Marcellino, M (2008).
Factor Augmented Error Correction Models
CEPR, Discussion Paper(6707).

Dees, S, Pesaran, M, Smith, L, and Smith, R (2008).
Identification of New Keynesian Phillips Curves from a Global Perspective
European Central Bank, Working Paper(892).

Harrison, S and Weder, M (2006).
Did Sunspot Forces Cause the Great Depression?
Journal of Monetary Economics, 53(7):1327-1339.

Pastor, L, Sinha, M, and Swaminathan, B (2006).
Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital
National Bureau of Economic Research, Inc, NBER Working Papers(11941).

Pesaran, M (2006).
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
Econometrica, 74(4):967-1012.

Pesaran, M and Smith, R (2006).
Macroeconometric Modelling with A Global Perspective
Manchester School, 74(s1):24-49.

Bernanke, B, Boivin, J, and Eliasz, P (2005).
Measuring the Effects of Monetary Policy: A Factor-augmented Vector Autoregressive (FAVAR) Approach
The Quarterly Journal of Economics, 120(1):387-422.

Hashimzade, N and Ortigueira, S (2005).
Endogenous Business Cycles With Frictional Labour Markets
Economic Journal, 115(502):C161-C175.

Nickell, S, Nunziata, L, and Ochel, W (2005).
Unemployment in the OECD Since the 1960s. What Do We Know?
Economic Journal, 115(500):1-27.

Stock, J and Watson, M (2005).
Implications of Dynamic Factor Models for VAR Analysis
National Bureau of Economic Research, NBER Working Papers(11467).

Baii, J and Ng, S (2004).
A PANIC Attack on Unit Roots and Cointegration
Econometrica, 72(4):1127-1177.

Baker, GD, Glyn, A, Howell, DR, and Schmitt, J (2004).
Labor Market Institutions and Unemployment: A Critical Assessment of the Cross-Country Evidence
In: Fighting Unemployment: The Limits of Free Market Orthodoxy, ed. by D. Howell, Oxford University Press.

Coakley, J, Fuertes, A, and Spagnolo, F (2004).
Is the Feldstein-Horioka Puzzle History?
Manchester School, 72(5):569-590.

Hyvonen, M (2004).
Inflation Convergence Across Countries
Reserve Bank of Australia, RBA Research Discussion Papers(rdp2004-04).

Xiao, W (2004).
Can Indeterminacy Resolve the Cross-country Correlation Puzzle?
Journal of Economic Dynamics and Control, 28(12):2341-2366.

Kose, MA, Otrok, C, and Whiteman, C (2003).
International Business Cycles: World, Region, and Country-Specific Factors
American Economic Review, 93(4):1216-1239.

Pesaran, M, Shin, Y, and Smith, R (2001).
Bounds Testing Approaches to the Analysis of Level Relationships
Journal of Applied Econometrics, 16(3):289-326.

Pissarides, C (2001).
Equilibrium Unemployment Theory
Basil Blackwell, Cambridge, Mass.

Blanchard, O and Wolfers, J (2000).
The Role of Shocks and Institutions in the Rise of European Unemployment: The Aggregate Evidence
Economic Journal, 110(462):C1-33.

Francesconi, M (2000).
Education and the Natural Rate of Unemployment
Oxford Economic Papers, 52(1):204-223.

Carruth, A, Hooker, M, and Oswald, A (1998).
Unemployment Equilibria And Input Prices: Theory And Evidence From The United States
The Review of Economics and Statistics, 80(4):621-628.

Shimer, R (1998).
Why is the U.S. Unemployment Rate So Much Lower?
NBER Macroeconomics Annual..

Oswald, A (1997).
Thoughts on NAIRU
Journal of Economic Perspectives:227-228.

Pesaran, M and Smith, R (1995).
Estimating Long-run Relationships from Dynamic Heterogeneous Panels
Journal of Econometrics, 68(1):79-113.

Phelps, E (1994).
Structural Slumps
Harvard University Press.