Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots Por 
Trends and random walks in macroeconmic time series: Some evidence and implications Por 
Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties Por 
An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests Por 
LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power Por 
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis Por 
Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties Por 
Testing for a Unit Root in Time Series Regression Por 
An empirical note about additive outliers and nonstationarity in Latin-American inflation series Por Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order Por 
An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output Por 
The Dynamic Effects of Aggregate Demand and Supply Disturbances Por On the Theory of Testing for Unit Roots in Observed Time Series Por 
Testing the Null of No Cointegration When Covariates Are Known to Have a Unit Root Por Co-Integration and Error Correction: Representation, Estimation, and Testing Por 
How Well Does the IS-LM Model Fit Postwar U.S. Data? Por 
Residual based tests for cointegration: A Monte Carlo study of size distortions Por 
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models Por 
Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach Por Stochastic Trends and Economic Fluctuations Por 
Estimation of Peru’s sovereign yield curve: the role of macroeconomic and latent factors Por 
Simulating competing cointegration tests in a bivariate system Por Statistical Inference in Regressions with Integrated Processes: Part 1 Por 
Racines unitaires en macroéconomie: Le cas multidimensionnel Pierre Perron and John Y. Campbell Por Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties Por An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests Por 
Trend Adjustment Prior to Testing for the Cointegrating Rank of a VAR Proce Por 
Testing for the cointegrating rank of a VAR process with an intercept Por 
Asymptotic Properties of Residual Based Tests for Cointegration Por 
Asymptotics for Linear Processes Por 
Are Forecasting Models Usable for Policy Analysis? Por Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk Por 
Interpreting the macroeconomic time series facts: The effects of monetary policy Por Inference in Linear Time Series Models with some Unit Roots Por Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors Por Efficient Detrending in Cointegrating Regression Por The Power of Single Equation Tests for Cointegration When the Cointegrating Vector Is Prespecified Por Determining the Number of Factors in Approximate Factor Models Por 
Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series Por A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ Por Output Dynamics in Real-Business-Cycle Models Por The Econometrics of the Hodrick-Prescott Filter Por Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? Por 
Trend-cycle decomposition for Peruvian GDP: application of an alternative method Por 
Why You Should Never Use the Hodrick-Prescott Filter Por 
Post-War U.S. Business Cycles: An Empirical Investigation Por 
Low frequency filtering and real business cycles Por Plucking models of business cycle fluctuations: Evidence from the G-7 countries Por Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP so Different? Por Let's take a break: Trends and cycles in US real GDP Por 
Métodos alternativos para la estimación del PBI potencial: Una aplicación para el caso de Perú Por 
Application of three non-linear econometric approaches to identify business cycles in Peru Por 
Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru Por Estimating Output Gap, Core Inflation, and the NAIRU for Peru Por Univariate detrending methods with stochastic trends Por 
Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Market Por 
Stochastic Volatility in Peruvian Stock Market and Exchange Rate Returns: a Bayesian Approximation Por 
Modelos univariados de hetero-esquedasticidad condicional autoregresiva Aplicación a los retornos del mercado de valores en el Perú Por 
Extreme Value Theory: An Application to the Peruvian Stock Market Returns Por 
20 años de modelos ARCH: una visión de conjunto de las distintas variantes de la familia Por 
A long memory property of stock market returns and a new model Por Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation Por 
GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics Por Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market Por Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model Por 
Estimación de la volatidad condicional en el mercado de divisas con modelos de la familia Garch Por 
An Empirical Application of a Random Level Shifts Model with Time-Varying Probability and Mean Reversion to the Volatility of Latin-American Forex Markets Returns Por 
Volatility of Stock Market and Exchange Rate Returns in Peru: Long Memory or Short Memory with Level Shifts? Por 
Some stylized facts of returns in the foreign exchange and stock markets in Peru Por 
Stock returns and the weekend effect Por Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models Por 
Un modelo estoclástico de volatilidad con sesgo GH en la distribución T de Student Por 
Changes of Structure in Financial Time Series and the GARCH model Por 
Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects Por 
An Application of a Random Level Shifts Model to the Volatility of Peruvian Stock and Exchange Rates Returns Por 
Distinguishing between True and Spurious Long Memory in the Volatility of Stock Market Returns in Latin America Por Conditional Heteroskedasticity in Asset Returns: A New Approach Por 
Modelos de memoria larga para series económicas y financieras Por Conditional Exchange-Rate Volatility and the Volume of International Trade: Evidence from the Early 1900s Por 
Modeling Latin-American stock markets volatility: Varying probabilities and mean reversion in a random level shift model Por 
Modeling Latin-American Stock and Forex Markets Volatility: Empirical Application of a Model with Random Level Shifts and Genuine Long Memory Por 
An Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns Por 
Stock Volatility and the Crash of '87 Por 
Computing Robust Standard Errors for Within-groups Estimators Por Testing for Autocorrelation in Dynamic Random Effects Models Por 
Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey Por Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations Por Linear Regression Limit Theory for Nonstationary Panel Data Por Semiparametric Censored Regression Models Por 
A Theory of Extramarital Affairs Por Sample Selection Bias as a Specification Error Por Binary Response Models: Logits, Probits and Semiparametrics Por 
Economic Duration Data and Hazard Functions Por Econometric Methods for the Duration of Unemployment Por 
Occupational Segregation and Its Impact on Gender Wage Discrimination in China's Rural Industrial Sector Por 
On the Determination of Occupational Attainment and Mobility Por Estimation of Relationships for Limited Dependent Variables Por Estimating Models with Sample Selection Bias: A Survey Por 
Explaining the determinants of the frequency of exchange rate interventions in Peru using count models Por 
Measuring the Output Responses to Fiscal Policy Por Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation Por A New Approach to Markov-Switching GARCH Models Por A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle Por 
Threshold adjustment in deviations from the law of one price Por 
Improving Size and Power in Unit Root Testing Por 
Vector Autoregressions and Cointegration Por 
Advances in Econometrics Por 
Limited dependent variables Por Censored Data and Truncated Distributions Por 
Econometric analysis of qualitative response models Por 
Regime switching with time-varying transition probabilities Por 
An introduction to univariate GARCH models Por 
Econometric Analysis of Cross Section and Panel Data, Second Edition Por 
Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data Por 
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models Por 
Trend, Unit Root and Structural Change in Macroeconomic Time Series Por Unit Roots and Trend Breaks Por 
A Class of Tests for Integration and Cointegration Por Estimation and Inference for Dependent Processes Por ARCH Models Por 
