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Report NEP-ALL-2003-08-31
This is the archive for NEP-ALL , a report on new working papers in the area of All new papers. Marco Novarese issued this report. It is usually issued weekly.Subscribe to this report: email or RSS Other reports in NEP-ALL
The following items were anounced in this report:
Hayette Gatfaoui, 2003.
"Risk Disaggregation And Credit Risk Valuation In The Merton Like Way ,"
Finance
0308007, EconWPA.
[Downloadable!] Hayette Gatfaoui, 2003.
"From Fault Tree to Credit Risk Assessment: An Empirical Attempt ,"
Risk and Insurance
0308003, EconWPA.
[Downloadable!] Gobert, Karine & González, Patrick & Lai, Alexandra & Poitevin, Michel, 2003.
"Endogenous Value and Financial Fragility ,"
Cahiers de recherche
0306, GREEN.
[Downloadable!] Joel S. Hellman & Geraint Jones & Daniel Kaufmann, 2003.
"Far From Home: Do Foreign Investors Import Higher Standards of Governance in Transition Economies? ,"
Development and Comp Systems
0308006, EconWPA.
[Downloadable!] Petzold, Max & Jonsson, Robert, 2003.
"Maximum Likelihood Ratio based small-sample tests for random coefficients in linear regression ,"
Working Papers in Economics
102, Göteborg University, Department of Economics.
[Downloadable!] CARDIA, Emanuela & MICHEL, Philippe, 2003.
"Altruism, Intergenerational Transfers of Time and Bequests ,"
Cahiers de recherche
2003-04, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Daron Acemoglu & Simon Johnson, 2003.
"Unbundling Institutions ,"
NBER Working Papers
9934, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Item repec:oec:stiwps:wp2003-7 is not listed on IDEAS anymore
Item repec:att:belgnw:200340 is not listed on IDEAS anymore
J. C. R. Alcantud & G. Bosi & C. Rodríguez-Palmero & M. Zuanon, 2003.
"The relationship between Mathematical Utility Theory and the Integrability Problem: some arguments in favour ,"
Microeconomics
0308002, EconWPA.
[Downloadable!] Jean-Robert Tyran & Arno Riedl, 2003.
"Tax Liability Side Equivalence in Gift-Exchange Labor Markets ,"
University of St. Gallen Department of Economics working paper series 2003
2003-15, Department of Economics, University of St. Gallen.
[Downloadable!] Hansson, Henrik & Löfström, Mikael & Ohlsson, Östen, 2003.
"Skolan och informationstekniken – en fallstudie av grundskolan i Stenungsund ,"
Working paper in Studies of Organization and Society
2003:2, Göteborg University, Studies of Organization and Society, Department of Business Administration.
[Downloadable!] Gobert, Karine & González, Patrick & Lai, Alexandra & Poitevin, Michel, 2003.
"Endogenous Value and Financial Fragility ,"
Cahiers de recherche
0306, Université Laval - Département d'économique.
[Downloadable!] Dominc Power & (ed.), .
"Behind The Music Profiting from Sound: A Systems Approach to the Dynamics of the Nordic Music Industry ,"
STEP Report series
200304, The STEP Group, Studies in technology, innovation and economic policy.
[Downloadable!] David W. Galenson, 2003.
"The Reappearing Masterpiece: Ranking American Artists and Art Works of the Late Twentieth Century ,"
NBER Working Papers
9935, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) J.W.B. Bos & J.W. Kolari, 2003.
"Large Bank Efficiency in Europe and the United States: Are There Economic Motivations for Geographic Expansion in Financial Services? ,"
Research Series Supervision (discontinued)
61, Netherlands Central Bank, Directorate Supervision.
[Downloadable!] Thorsten Wichmann & Pio Baake, 2003.
"Open Source Software, Competition and Potential Entry ,"
Berlecon Research Papers
0005, Berlecon Research.
[Downloadable!] Joel S. Hellman & Geraint Jones & Daniel Kaufmann & Mark Schankerman, 2003.
"Measuring Governance, Corruption and State Capture: How Firms and Bureaucrats Shape the Business Environment in Transition Economies ,"
Development and Comp Systems
0308004, EconWPA.
[Downloadable!] DUFOUR, Jean-Marie & TAAMOUTI, Mohamed, 2003.
"Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments ,"
Cahiers de recherche
2003-10, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Alex Luiz Ferreira & Miguel León-Ledesma, 2003.
"Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets ,"
Studies in Economics
0301, Department of Economics, University of Kent.
[Downloadable!] Arvind Panagariya, 2003.
"Aid through Trade: An effective option ,"
International Trade
0308011, EconWPA.
[Downloadable!] Nathalie de Marcellis-Warin & Geneviève Dufour, 2003.
"Analyse des événements indésirables liés à la prestation des soins de santé : Démarche structurée et grille d'analyse ,"
CIRANO Project Reports
2003rp-10, CIRANO.
Daniel Kaufmann & Massimo Mastruzzi & Diego Zavaleta, 2003.
"Sustained Macroeconomic Reforms, Tepid Growth: A Governance Puzzle in Bolivia? ,"
Development and Comp Systems
0308003, EconWPA.
[Downloadable!] Ebbe Graversen & et al., .
"Migration between the Nordic countries: What do register data tell us about the knowledge flows? ,"
STEP Report series
200310, The STEP Group, Studies in technology, innovation and economic policy.
[Downloadable!] DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003.
"Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models ,"
Cahiers de recherche
2003-08, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Daniel Kaufmann & Aart Kraay & Massimo Mastruzzi, 2003.
"Governance Matters III: Governance Indicators for 1996-2002 ,"
Macroeconomics
0308006, EconWPA.
[Downloadable!] Roland G. Fryer & Steven D. Levitt, 2003.
"The Causes and Consequences of Distinctively Black Names ,"
NBER Working Papers
9938, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Gil Mehrez & Daniel Kaufmann, 2003.
"Transparency, Liberalization and Financial Crises ,"
Finance
0308008, EconWPA.
[Downloadable!] Douglas A. Irwin, 2003.
"The Aftermath of Hamilton's "Report on Manufactures" ,"
NBER Working Papers
9943, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Tara Vishwanath & Daniel Kaufmann, 2003.
"Towards Transparency in Finance and Governance ,"
Finance
0308009, EconWPA.
[Downloadable!] Claude Montmarquette & Laure Thomas, 2003.
"Surqualification et sous-qualification des travailleurs sur le marché du travail : le cas du Québec et de l'Ontario en 1991 et 1996 ,"
CIRANO Project Reports
2003rp-13, CIRANO.
Anders Ekeland & et al., .
"Flows of human capital in the Nordic countries 1988-1998 ,"
STEP Report series
200309, The STEP Group, Studies in technology, innovation and economic policy.
[Downloadable!] Hayette Gatfaoui, 2003.
"How Does Systematic Risk Impact Stocks ? A Study On the French Financial Market ,"
Risk and Insurance
0308004, EconWPA.
[Downloadable!] Michael Faulkender & Mitchell A. Petersen, 2003.
"Does the Source of Capital Affect Capital Structure? ,"
NBER Working Papers
9930, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Kris Jacobs & Xiaofei Li, 2003.
"Modeling the Dynamics of Credit Spreads with Stochastic Volatility ,"
CIRANO Working Papers
2003s-51, CIRANO.
[Downloadable!] DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003.
"Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models ,"
Cahiers de recherche
2003-09, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Nicholas Aspergis & Stephen M. Miller, 2003.
"Macroeconomic Rationality and Lucas' Misperceptions Model: Further Evidence from Forty-One Countries ,"
Working papers
2003-26, University of Connecticut, Department of Economics.
[Downloadable!] Yongil Jeon & Stephen M. Miller & Subhash C. Ray, 2003.
"MBA Program Reputation: Objective Rankings for Students, Employers and Program Administrators ,"
Working papers
2003-28, University of Connecticut, Department of Economics.
[Downloadable!] Karin Mayr, 2003.
"Immigration and Majority Voting on Income Redistriubtion-Is there a Case for Opposition from Natives? ,"
Economics working papers
2003-08, Department of Economics, Johannes Kepler University Linz, Austria.
[Downloadable!] Ross Levine, 2003.
"Denying Foreign Bank Entry: Implications For Bank Interest Margins ,"
Working Papers Central Bank of Chile
222, Central Bank of Chile.
[Downloadable!] Vicky Henderson & David Hobson, 2002.
"Coupling and Option Price Comparisons in a Jump-Diffusion model ,"
OFRC Working Papers Series
2002mf01, Oxford Financial Research Centre.
[Downloadable!] BLACKORBY, Charles & BOSSERT, Walter & DONALDSON, David, 2003.
"Harsanyi’s Social Aggregation Theorem : A Multi-Profile Approach with Variable-Population Extensions ,"
Cahiers de recherche
2003-05, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Renaud Caillet, 2003.
"Analyse multicritère : Étude de comparaison des méthodes existantes en vue d'une application en analyse de cycle de vie ,"
CIRANO Working Papers
2003s-53, CIRANO.
[Downloadable!] Marco A. Espinosa-Vega & Alessandro Rebucci, 2003.
"Retail Bank Interest Rate Pass-Through: Is Chile Atypical? ,"
Working Papers Central Bank of Chile
221, Central Bank of Chile.
[Downloadable!] Philip Arestis & Malcolm Sawyer, 2003.
"Macroeconomic Policies of the Economic and Monetary Union: Theorectical Underpinnings and Challenges ,"
Macroeconomics
0308008, EconWPA.
[Downloadable!] Sean Nicholson & Kate Bundorf & Rebecca M. Stein & Daniel Polsky, 2003.
"The Magnitude and Nature of Risk Selection in Employer-Sponsored Health Plans ,"
NBER Working Papers
9937, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX Christian, 2003.
"Aversion Analysis ,"
Cahiers de recherche
2003-06, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Douglas A. Irwin & Joseph H. Davis, 2003.
"Trade Disruptions and America's Early Industrialization ,"
NBER Working Papers
9944, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Andres Velasco & Alejandro Neut, 2003.
"Tough Policies, Incredible Policies? ,"
NBER Working Papers
9932, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Chihiro Shimizu & Kiyohiko G. Nishimura & Yasushi Asami, 2003.
"Measuring the Cost of Imperfect Information in the Tokyo Housing Market ,"
CIRJE F-Series
CIRJE-F-238, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!] Jaan Masso & Almas Heshmati, 2003.
"The Optimality And Overuse Of Labour In Estonian Manufacturing Enterprises ,"
University of Tartu - Faculty of Economics and Business Administration Working Paper Series
20, Faculty of Economics and Business Administration, University of Tartu (Estonia).
[Downloadable!] Markku Virtaharju & Mikael Åkerblom, .
"Measuring mobility – some methodological issues ,"
STEP Report series
200313, The STEP Group, Studies in technology, innovation and economic policy.
[Downloadable!] Vicki Knoblauch, 2003.
"Continuous Lexicographic Preferences ,"
Working papers
2003-31, University of Connecticut, Department of Economics.
[Downloadable!] Debabrata Bagchi & Georgios E. Chortareas & Stephen M. Miller, 2003.
"The Real Exchange Rate in Small Open Developed Economies: Evidence from Cointegration Analysis ,"
Working papers
2003-27, University of Connecticut, Department of Economics.
[Downloadable!] Vicky Henderson, 2002.
"Analytical Comparisons of Option prices in Stochastic Volatility Models ,"
OFRC Working Papers Series
2002mf03, Oxford Financial Research Centre.
[Downloadable!] Mulligen, Peter Hein van, 2003.
"Alternative price indices for computers in the Netherlands using scanner data ,"
GGDC Research Memorandum
200365, Groningen Growth and Development Centre, University of Groningen.
[Downloadable!] Vicki Knoblauch, 2003.
"Continuous Paretian Preferences ,"
Working papers
2003-29, University of Connecticut, Department of Economics.
[Downloadable!] Dora L. Costa & Joanna Lahey, 2003.
"Becoming Oldest-Old: Evidence from Historical U.S. Data ,"
NBER Working Papers
9933, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Inklaar, Robert & Wu, Harry & Ark, Bart van, 2003.
""Losing ground" : Japanese labour productivity and unit laboour cost manufacturing in comparison to the U.S ,"
GGDC Research Memorandum
200364, Groningen Growth and Development Centre, University of Groningen.
[Downloadable!] Giovanni Barone-Adesi & Claudia Ravanelli & Henrik Rasmussen, 2003.
"An Option Pricing Formula for the GARCH diffusion model ,"
OFRC Working Papers Series
2003mf07, Oxford Financial Research Centre.
[Downloadable!] Eliasson, Gunnar & Henrekson, Magnus, 2003.
"William J. Baumol: An Entrepreneurial Economist on the Economics of Entrepreneurship ,"
Working Paper Series in Economics and Finance
532, Stockholm School of Economics.
[Downloadable!] Daniel Kaufmann & Gil Mehrez & Tugrul Gurgur, 2003.
"Voice or Public Sector Management? An Empirical Investigation of Determinants of Public Sector Performance based on a Survey of Public Officials ,"
Econometrics
0308004, EconWPA.
[Downloadable!] Alvaro Cartea & Sam Howison, 2002.
"Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing ,"
OFRC Working Papers Series
2002mf04, Oxford Financial Research Centre.
[Downloadable!] Item repec:oed:oecdec:365 is not listed on IDEAS anymore
Miroslav Misina, 2003.
"What Does the Risk-Appetite Index Measure? ,"
Working Papers
03-23, Bank of Canada.
[Downloadable!] Giles Duranton & Diego Puga, 2003.
"Micro-Foundations of Urban Agglomeration Economies ,"
NBER Working Papers
9931, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Peter Christoffersen & Steve Heston & Kris Jacobs, 2003.
"Option Valuation with Conditional Skewness ,"
CIRANO Working Papers
2003s-50, CIRANO.
[Downloadable!] Item repec:cdl:agrebk:11002 is not listed on IDEAS anymore
Ebbe Graversen & et al., .
"Mobility of human capital – the Nordic countries, 1988-1998 ,"
STEP Report series
200311, The STEP Group, Studies in technology, innovation and economic policy.
[Downloadable!] Philippe Huber & Elvezio Ronchetti & Maria-Pia Victoria-Feser, 2003.
"Variable Estimation of Generalized Linear Latent Variable Models ,"
Cahiers du Département d'Econométrie
2003.05, Département d'Econométrie, Université de Genève.
[Downloadable!] Maaja Vadi & Maive Suuroja, 2003.
"A Model Of Customer-Oriented Communication And Its Implementation In The Transition Economies ,"
University of Tartu - Faculty of Economics and Business Administration Working Paper Series
19, Faculty of Economics and Business Administration, University of Tartu (Estonia).
[Downloadable!] EHLERS, Lars & KLAUS, Bettina, 2003.
"Resource-Monotonicity for House Allocation Problems ,"
Cahiers de recherche
2003-14, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] EHLERS, Lars, 2003.
"In Search of Advice for Physicians in Entry-Level Medical Markets ,"
Cahiers de recherche
2003-15, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Hayette Gatfaoui, 2003.
"How Does Systematic Risk Impact US Credit Spreads? A Copula Study ,"
Risk and Insurance
0308002, EconWPA.
[Downloadable!] Ómar Harðarson, .
"Some methodological issues using labour force survey data for mobility research ,"
STEP Report series
200314, The STEP Group, Studies in technology, innovation and economic policy.
[Downloadable!] Bonroy, Olivier & Constantatos, Christos, 2003.
"Consumer Uncertainty about which Firm Sells the High Quality: on the Slow Penetration of Some Credence Goods ,"
Cahiers de recherche
0307, GREEN.
[Downloadable!] Timmer, Marcel P. & Ypma, Gerard & Ark, Bart van der, 2003.
"IT in the European Union: driving productivity divergence? ,"
GGDC Research Memorandum
200363, Groningen Growth and Development Centre, University of Groningen.
[Downloadable!] Nathalie de Marcellis-Warin & Geneviève Dufour, 2003.
"Déclaration des incidents et des accidents dans les centres hospitaliers - Analyse critique du rapport d'incident/accident AH-223 et évaluation de la structure de gestion des rapports ,"
CIRANO Project Reports
2003rp-09, CIRANO.
Marcin Piatkowski, 2003.
"The Contribution of ICT Investment to Economic Growth and Labor Productivity in Poland 1995-2000 ,"
Development and Comp Systems
0308002, EconWPA.
[Downloadable!] Arvind Panagariya, 2003.
"Trade and Food Security Conceptualizing the Linkages ,"
International Trade
0308012, EconWPA.
[Downloadable!] Marc P. Giannoni & Michael Woodford, 2003.
"Optimal Inflation Targeting Rules ,"
NBER Working Papers
9939, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Joel Waldfogel & Lu Chen, 2003.
"Does Information Undermine Brand? Information Intermediary Use and Preference for Branded Web Retailers ,"
NBER Working Papers
9942, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Anders Ekeland & et al., .
"Mobility from the research sector in the Nordic countries ,"
STEP Report series
200312, The STEP Group, Studies in technology, innovation and economic policy.
[Downloadable!] DUFOUR, Jean-Marie, 2003.
"Identification, Weak Instruments and Statistical Inference in Econometrics ,"
Cahiers de recherche
2003-12, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Olav Wicken & Johan Hauknes, .
"Innovation policy in the post-war period ,"
STEP Report series
200301, The STEP Group, Studies in technology, innovation and economic policy.
[Downloadable!] Schnabel, Isabel, 2002.
"The Great Banks` Depression - Deposit Withdrawals in the German Crisis of 1931 ,"
Sonderforschungsbereich 504 Publications
03-11, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!] Caroline Debuissy, 2003.
"Propagation des risques biotechnologiques : Le cas du maïs StarLink ,"
CIRANO Working Papers
2003s-46, CIRANO.
[Downloadable!] Joel Hellman & Daniel Kaufmann, 2003.
"The Inequality of Influence ,"
Development and Comp Systems
0308005, EconWPA.
[Downloadable!] Tibor Besedes & Thomas J. Prusa, 2003.
"On the Duration of Trade ,"
NBER Working Papers
9936, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Lars Sondergaard, 2003.
"Using Instrumental Variables to Estimate the Share of Backward- Looking Firms ,"
Macroeconomics
0308009, EconWPA.
[Downloadable!] Vlad Makhankov, 2003.
"A Self-Consistent Model for the Forward Price Dynamics ,"
Econometrics
0308005, EconWPA.
[Downloadable!] EHLERS, Lars & KLAUS, Bettina, 2003.
"Efficient Priority Rules ,"
Cahiers de recherche
2003-13, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Jeannette H.C. Woerner, 2002.
"Variational Sums and Power Variation: a unifying approach to model selection and estimation in semimartingale models ,"
OFRC Working Papers Series
2002mf05, Oxford Financial Research Centre.
[Downloadable!] René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003.
"Forecasting and Analyzing World Commodity Prices ,"
Working Papers
03-24, Bank of Canada.
[Downloadable!] Simon Johnson & Daniel Kaufmann & John McMillan & Christopher Woodruff, 2003.
"Why Do Firms Hide? Bribes and Unofficial Activity after Communism ,"
Public Economics
0308004, EconWPA.
[Downloadable!] BLACKORBY, Charles & BOSSERT, Walter & DONALDSON, David, 2003.
"Population Ethics and the Value of Life ,"
Cahiers de recherche
2003-07, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Daniel Kaufmann, 2003.
"Rethinking Governance: Empirical Lessons Challenge Orthodoxy ,"
Macroeconomics
0308007, EconWPA.
[Downloadable!] David Bakstein & Sam Howison, 2002.
"A Risk-Neutral Parametric Liquidity Model for Derivatives ,"
OFRC Working Papers Series
2002mf02, Oxford Financial Research Centre.
[Downloadable!] Item repec:cdl:agrebk:11009 is not listed on IDEAS anymore
Henriette Prast, 2003.
"Behavioral finance: the role of psychology in financial markets (Dutch title: Gedragseconomie: de rol van psychologie op financiële markten) ,"
Research Series Supervision (discontinued)
62, Netherlands Central Bank, Directorate Supervision.
Samuel Copt & Maria-Pia Victoria-Feser, 2003.
"Variable Fast algorithms for computing high breakdown covariance matrices with missing data ,"
Cahiers du Département d'Econométrie
2003.04, Département d'Econométrie, Université de Genève.
[Downloadable!] Hellström, Jörgen & Rudholm, Niklas, 2003.
"Advertising as a Signaling Device in the Swedish Pharmaceuticals Market ,"
Umeå Economic Studies
612, Umeå University, Department of Economics.
[Downloadable!] Vicki Knoblauch, 2003.
"Characterizing Paretian Preferences ,"
Working papers
2003-30, University of Connecticut, Department of Economics.
[Downloadable!] Juha Oksanen & Per M. Koch & Lennart Nordgren, .
"Goodnip - Good Practices in Nordic Innovation Policies Part 1: Summary and Policy Recommendations ,"
STEP Report series
200306, The STEP Group, Studies in technology, innovation and economic policy.
[Downloadable!] DUFOUR, Jean-Marie & NEIFAR, Malika, 2003.
"Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes ,"
Cahiers de recherche
2003-11, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] This page was last updated on 2009-11-8.
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