References

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

There are 44 references in this bibliography folder.

Bai, J and Ng, S (2007).
Determining the Number of Primitive Shocks in Factor Models
Journal of Business & Economic Statistics, 25:52-60.

Bussière, M (2007).
Exchange Rate Pass-through to Trade Prices: The Role of Non-linearities and Asymmetries
European Central Bank, Working Paper(822).

Qin, D, Cagas, M, Ducanes, G, Magtibay-Ramos, N, and Quising, P (2007).
Measuring Regional Market Integration by Dynamic Factor Error Correction Model (DF-ECM) Approach: The Case of Developing Asia
Office of Regional Economic Integration, Asian Development Bank, Working Papers(8).

Chinn, M (2006).
A Primer on Real Effective Exchange Rates: Determinants, Overvaluation, Trade Flows and Competitive Devaluation.
Open economies Review, 17:115-143.

Johansen, S (2006).
Cointegration: An Overview
In: Palgrave Handbook of Econometrics, vol.I Econometric Theory, ed. by Mills, T.C., Patterson, K., pp. 540-577, Palgrave MacMillan, New York.

Pipatchaipoom, O and Norrbin, S (2006).
Re-examining Real Interest Rate Parity
In: .

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, 120:387-422.

Campa, J and Goldberg, L (2005).
Exchange Rate Pass-through into Import Prices
The Review of Economics and Statistics, 87:679-690.

Coakley, J, Flood, R, Fuertes, A, and Taylor, M (2005).
Purchasing Power Parity and the Theory of General Relativity: The First Tests
Journal of International Money and Finance, 24:293-316.

Crucini, M, Telmer, C, and Zachariadis, M (2005).
Understanding European Real Exchange Rates
American Economic Review, 95:724-738.

Favero, C, Marcellino, M, and Neglia, R (2005).
Principal Components at Work: The Empirical Analysis of Monetary Policy with Large Data Sets
Journal of Applied Econometrics, 20:603-620.

Imbs, J, Mumtaz, HR, and Rey, H (2005).
PPP Strikes Back: Aggregation and the Real Exchange Rate
Quarterly Journal of Economics, 120:1-43.

Onatski, A (2005).
Determining the Number of Factors from Empirical Distribution of Eigenvalues
Columbia University, Discussion Paper.

Phillips, P (2005).
Automated Discovery in Econometrics
Econometric Theory, 21:3-20.

Sarno, L (2005).
Towards a Solution to the Puzzles in Exchange Rate Economics: Where do we Stand?
Canadian Journal of Economics, 38:673-708.

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

Koedijk, K, Tims, B, and van Dijk, M (2004).
Purchasing Power Parity and the Euro Area
Journal of International Money and Finance, 23:1081-1107.

Parsley, D and Wei, S (2004).
A Prism into the PPP Puzzles: The Micro-foundations of Big Mac Real Exchange Rates
CEPR, Discussion Papers(4486).

Sarno, L, Taylor, M, and Chowdhury, I (2004).
Nonlinear Dynamics in Deviations from the Law of One Price: A Broad-based Empirical Study
Journal of International Money and Finance, 23:1-25.

Taylor, A and Taylor, M (2004).
The Purchasing Power Parity Debate
Journal of Economic Perspectives, 18:135-158.

Forni, M, Giannone, D, Lippi, M, and Reichlin, L (2003).
Opening the Black Box: Structural Factor Models Versus Structural VARs
CEPR, Discussion Papers(4133).

Owen, P (2003).
General-to-specific Modelling Using PcGets
Journal of Economic Surveys, 17:609-628.

Barrett, C and Li, J (2002).
Distinguishing between Equilibrium and Integration in Spatial Price Analysis
American Journal of Agricultural Economics, 84:292-307.

Barrett, C (2001).
Measuring Integration and Efficiency in International Agricultural Markets
Review of Agricultural Economics, 23:19-32.

Camba-Mendez, G, Kapetanios, G, Smith, R, and Weale, M (2001).
An Automatic Leading Indicator of Economic Activity: Forecasting GDP Growth for European Countries
Econometrics Journal, 4:56-90.