1. Examining world-wide purchasing power parity

   • Tor Jacobson
   • Marianne Nessén

   OriginalPaper Pages: 463 - 476

2. Long memory in volatilities of German stock returns

   • Philipp Sibbertsen

   OriginalPaper Pages: 477 - 488

3. Noisy chaotic dynamics in commodity markets

   • Catherine Kyrtsou
   • Walter C. Labys
   • Michel Terraza

   OriginalPaper Pages: 489 - 502

4. Causality tests of the relationship between the twin deficits

   • Eugene Kouassi
   • Mbodja Mougoué
   • Kern O. Kymn

   OriginalPaper Pages: 503 - 525

5. Do stock market returns predict changes to output? Evidence from a nonlinear panel data model

   • Ólan T. Henry
   • Nilss Olekalns
   • Jonathan Thong

   OriginalPaper Pages: 527 - 540

6. A testing of the purchasing power parity hypothesis using a vector autoregressive model

   • Tatsuyoshi Miyakoshi

   OriginalPaper Pages: 541 - 552

7. A monetary vector error correction model of the Euro area and implications for monetary policy

   • Oliver Holtemöller

   OriginalPaper Pages: 553 - 574

8. Lead-lag effects in the mean and variance of returns of size-sorted UK equity portfolios

   • Angelos Kanas

   OriginalPaper Pages: 575 - 592

9. Openness, productivity and growth in the APEC economies

   • Yanrui Wu

   OriginalPaper Pages: 593 - 604

10. The long run, market power and retail pricing

    • Adusei Jumah

    OriginalPaper Pages: 605 - 620

11. New technologies and productivity growth in the euro area

    • Focco Vijselaar
    • Ronald Albers

    OriginalPaper Pages: 621 - 646

12. Forecasting industrial production and the early detection of turning points

    • Giancarlo Bruno
    • Claudio Lupi

    OriginalPaper Pages: 647 - 671

13. Do prices count? A micro-econometric study of illicit drug consumption based on self-reported data

    • Anne Line Bretteville-Jensen
    • Erik Biørn

    OriginalPaper Pages: 673 - 695

14. Note

    • Thomas Kämpke

    OriginalPaper Pages: 697 - 704