Discussion paper DP5688 Challenges and Opportunities for Resource Rich Economies Frederick Van Der Ploeg 24 May 2006 International Macroeconomics C12 C13 E1 F43 K42 O41 Q3
Discussion paper DP5652 Selecting Copulas for Risk Management Kees Koedijk Marno Verbeek Erik Kole 19 Apr 2006 Financial Economics C12 C14 G11
Discussion paper DP5355 Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability Martin Lettau Stijn Van Nieuwerburgh 15 Nov 2005 Financial Economics C12 C22 G1
Discussion paper DP4536 Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons Barbara Rossi Elena Pesavento 23 Sep 2004 International Macroeconomics C12 C32 F40
Discussion paper DP4422 Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach Enrique Sentana Francisco Peñaranda 23 Jun 2004 Financial Economics C12 C13 G11 G12
Discussion paper DP4340 Market Stress and Herding Mark Salmon Soosung Hwang 23 Apr 2004 Financial Economics C12 C31 G12 G14
Discussion paper DP3671 In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? Lutz Kilian Atsushi Inoue 20 Dec 2002 International Macroeconomics C12 C22 C52
Discussion paper DP2039 Ageing Gracefully? A Bootstrap Analysis of Poverty Among Pensioners Using Evidence from the PACO Databases 18 Dec 1998 Transition Economics C12 C14 H55 I32
Discussion paper DP1932 Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions Ronald MacDonald Tamim Bayoumi 31 Jul 1998 International Macroeconomics C12 C23 F31