------------------------------------------------------------------------------ ------------------------------------------------------------------------------ Papers received as of Sun Feb 1 00:01:03 CST 2004. (To retrieve abstracts without full papers, use e.g. get 0402001.abs ) get 9404003 95011002.abs 9303001 , e.g., returns multiple papers. ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0402001 From: ergashev@wueconc.wustl.edu Date: Mon, 2 Feb 2004 12:58:30 -0600 ( 0kb + 384kb ) Date (revised): Tue, 16 Mar 2004 09:22:42 -0600 Title: Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures Author: Bakhodir A Ergashev (Washington University) Contact: ergashev@wueconc.wustl.edu Comments: Type of Document - ; prepared on WinXP; pages: 17; figures: 6 Keywords: Business cycles, change point detection, leading indicators JEL: C1, C2, E3 EWPA-references: Report-no: BAE01022004 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0402002 From: jonathan.hill@fiu.edu Date: Thu, 5 Feb 2004 14:41:48 -0600 ( 0kb + 498kb ) Date (revised): Mon, 1 Mar 2004 12:58:46 -0600 Date (revised): Mon, 1 Mar 2004 13:15:13 -0600 Title: Causation Delays and Causal Neutralization: The Money-Output Relationship Revisited Author: Jonathan B. Hill (Florida International University) Contact: jonathan.hill@fiu.edu Comments: Type of Document - pdf; prepared on WinXP; pages: 40 Keywords: Indirect causality, causality chains, multiple horizon causality, money, output, inflation, interest JEL: C32, C53, C22, E27, E3, E4, E52 EWPA-references: Report-no: jbhill_04 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0402003 From: vaguirre@bu.edu Date: Thu, 5 Feb 2004 14:44:19 -0600 ( 0kb + 149kb ) Title: Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems Author: Victor Aguirregabiria (Boston University) Contact: vaguirre@bu.edu Comments: Type of Document - pdf; prepared on Scientific Word; pages: 4; figures: 0 Keywords: JEL: C13, C63 EWPA-references: Report-no: VA02052004 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0402004 From: jonathan.hill@fiu.edu Date: Thu, 5 Feb 2004 14:51:08 -0600 ( 0kb + 374kb ) Date (revised): Mon, 1 Mar 2004 13:09:57 -0600 Date (revised): Mon, 8 Mar 2004 11:54:06 -0600 Date (revised): Wed, 10 Mar 2004 12:02:23 -0600 Date (revised): Tue, 16 Mar 2004 11:10:48 -0600 Date (revised): Wed, 24 Mar 2004 12:40:27 -0600 Date (revised): Sat, 27 Mar 2004 13:51:30 -0600 Date (revised): Mon, 29 Mar 2004 12:47:10 -0600 Title: Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives Author: Jonathan B. Hill (Florida International University) Contact: jonathan.hill@fiu.edu Comments: Type of Document - pdf; prepared on WinXP; pages: 35 Keywords: conditional moment tests, vector weighted tests, consistent tests of functional form, smooth transition autoregression, non- degerenate test JEL: C12, C22, C45, C52 EWPA-references: Report-no: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0402005 From: Levyda@mail.biu.ac.il Date: Sat, 7 Feb 2004 09:12:33 -0600 ( 0kb + 48kb ) Title: Cointegration in Frequency Domain Author: Daniel Levy (Bar-Ilan & Emory) Contact: Levyda@mail.biu.ac.il Comments: Type of Document - pdf; prepared on Win 98; to print on Any printer; pages: 14 ; figures: There are no figures Keywords: Common Stochastic Trend, Cointegration, Integration, Frequency Domain Anlysis, Cross-Spectrum, Zero-Frequency, Coherence, Squared Coherence, Phase, Gain, Cross-Spectral Properties, Bivariate Cointegrated System, Long Run Comovement JEL: C14, C32, C50, E30, O40 EWPA-references: Report-no: cointegrationinfrequencydomainfebruary072004 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0402006 From: jmcasado@aragob.es Date: Tue, 10 Feb 2004 04:50:37 -0600 ( 0kb + 478kb ) Title: ASIMETRÍA, PERSISTENCIA Y NO LINEALIDAD DE LA TASA DE DESEMPLEO ESPAÑOL Author: José María Casado García (Centro de Investigación y Tecnología Agroalimentaria) and F.Javier Trívez (Universidad de Zaragoza) Contact: jmcasado@aragob.es Comments: Type of Document - pdf; prepared on Win98,WinXP; pages: 32 Keywords: Persistencia, asimetría, no-linealidad, modelos autorregresivos de transición suave, serie temporal, desempleo. JEL: C22, C52, E24 EWPA-references: Report-no: JM \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0402007 From: asl@iseg.utl.pt Date: Sat, 14 Feb 2004 13:30:28 -0600 ( 0kb + 275kb ) Date (revised): Thu, 18 Mar 2004 16:42:12 -0600 Title: Deterministic Seasonality in Dickey-Fuller Tests: Should We Care? Author: Artur C. B. da Silva Lopes (ISEG-UTL & CEMAPRE) Contact: asl@iseg.utl.pt Comments: Type of Document - pdf; prepared on Win98; pages: 22. version 2.0 Keywords: unit root; Dickey-Fuller tests; similar tests; seasonality; Monte Carlo JEL: C22, C52 EWPA-references: Report-no: asliseg \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0402008 From: eotranto@uniss.it Date: Tue, 17 Feb 2004 04:51:09 -0600 ( 0kb + 285kb ) Title: The Choice of Time Interval in Seasonal Adjustment: A Heuristic Approach Author: Giancarlo bruno (ISAE, Roma) and Edoardo Otranto (DEIR, Sassari) Contact: eotranto@uniss.it Comments: Type of Document - pdf; prepared on WinXP; to print on Laser witer II NP; pages: 14; figures: 4 figures in the document. PDF document submitted via ftp Keywords: Linear filters, Structural break, Distance. JEL: C22 EWPA-references: Report-no: EO-68-4 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0402009 From: eotranto@uniss.it Date: Tue, 17 Feb 2004 04:57:59 -0600 ( 0kb + 524kb ) Date (revised): Fri, 5 Mar 2004 09:47:27 -0600 Title: Classifying the Markets Volatility with ARMA Distance Measures Author: Edoardo Otranto (DEIR, Sassari) Contact: eotranto@uniss.it Comments: Type of Document - pdf; prepared on WinXP; to print on Laser witer II NP; pages: 11; figures: 4 figures in the document. PDF document submitted via ftp Keywords: GARCH models, clusters, agglomerative algorithm JEL: C12 C22 EWPA-references: Report-no: EO-68-5 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0402010 From: adiazbau@yahoo.com Date: Wed, 18 Feb 2004 20:39:44 -0600 ( 0kb + 735kb ) Title: Mexico’s Industrial Engine of Growth: Cointegration and Causality Author: Alejandro Diaz-Bautista (COLEF) Contact: adiazbau@yahoo.com Comments: Type of Document - pdf; to print on Lexmark; pages: 12. I thank two anonymous referees for very valuable comments and suggestions for the study. Published in “ Revista Momento Economico”, UNAM, number 126, march 2003, pages 34-41. Keywords: Cointegation, Causality, Economic Growth, Mexico. JEL: C0, O4 EWPA-references: Report-no: ADB-2004-3 \\