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Structural analysis of vector error correction models with exogenous I(1) variables, , and . Journal of Econometrics, 97 (2): 293--343 (August 2000)Impulse response analysis in nonlinear multivariate models, , and . Journal of Econometrics, 74 (1): 119--147 (September 1996)Estimating long-run relationships from dynamic heterogeneous panels, and . Journal of Econometrics, 68 (1): 79--113 (July 1995)How costly is it to ignore breaks when forecasting the direction of a time series?, and . International Journal of Forecasting, 20 (3): 411--425 (00 2004)Handbook of Economic Forecasting, and . Volume 1, chapter Chapter 14 Survey Expectations, page 715--776. Elsevier, (2006)A floor and ceiling model of US output, and . Journal of Economic Dynamics and Control, 21 (4-5): 661--695 (May 1997)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. Econometrica, 74 (4): 967--1012 (182 07 2006)doi: 10.1111/j.1468-0262.2006.00692.x.Exploring the international linkages of the euro area: a global VAR analysis, , , and . Journal of Applied Econometrics, 22 (1): 1--38 (2007)Forecast uncertainties in macroeconometric modelling, , , and . CESifo working paper series Univ., Center for Economic Studies, Munich, (2000)Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation, and . Econometric Theory, 13 (6): 877-88 (December 1997)available at http://ideas.repec.org/a/cup/etheor/v13y1997i6p877-88.html.