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Michael J. Dueker

(deceased)

Personal Details

This person is deceased (Date: 29 Jan 2014)
First Name:Michael
Middle Name:J.
Last Name:Dueker
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RePEc Short-ID:pdu108
http://sites.google.com/site/michaeldueker/

Research output

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Jump to: Working papers Articles

Working papers

  1. Michael J. Dueker & Laura E. Jackson & Michael T. Owyang & Martin Sola, 2010. "A Time-Varying Threshold STAR Model with Applications," Working Papers 2010-029, Federal Reserve Bank of St. Louis, revised 10 Aug 2022.
  2. Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2010. "State-Dependent Threshold STAR Models," UFAE and IAE Working Papers 818.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  3. Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2010. "Multivariate Contemporaneous-Threshold Autoregressive Models," UFAE and IAE Working Papers 817.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  4. Michael D. Bordo & Michael J. Dueker & David C. Wheelock, 2009. "Inflation, monetary policy and stock market conditions: quantitative evidence from a hybrid latent-variable VAR," Working Papers 2008-012, Federal Reserve Bank of St. Louis.
  5. Michael Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2009. "Contemporaneous-Threshold Smooth Transition GARCH Models," Department of Economics Working Papers 2009-06, Universidad Torcuato Di Tella.
  6. Michael J. Dueker & Martin Sola, 2008. "Multivariate Markov switching with weighted regime determination: giving France more weight than Finland," Working Papers 2008-001, Federal Reserve Bank of St. Louis.
  7. Michael D. Bordo & Michael J. Dueker & David C. Wheelock, 2008. "Inflation, Monetary Policy and Stock Market Conditions," NBER Working Papers 14019, National Bureau of Economic Research, Inc.
  8. Anatoliy Belaygorod & Michael J. Dueker, 2007. "The price puzzle and indeterminacy in an estimated DSGE model," Working Papers 2006-025, Federal Reserve Bank of St. Louis.
  9. Michael J. Dueker, 2007. "Comment on Harding and Pagan 'The econometric analysis of some constructed binary time series'," Working Papers 2007-054, Federal Reserve Bank of St. Louis.
  10. Michael D. Bordo & Michael J. Dueker & David C. Wheelock, 2007. "Monetary policy and stock market booms and busts in the 20th century," Working Papers 2007-020, Federal Reserve Bank of St. Louis.
  11. Michael J. Dueker & Christopher J. Neely, 2006. "Can Markov switching models predict excess foreign exchange returns?," Working Papers 2001-021, Federal Reserve Bank of St. Louis.
  12. Michael J. Dueker & Martin Sola & Fabio Spagnolo, 2006. "Contemporaneous threshold autoregressive models: estimation, testing and forecasting," Working Papers 2003-024, Federal Reserve Bank of St. Louis.
  13. Michael J. Dueker, 2006. "Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models," Working Papers 2005-057, Federal Reserve Bank of St. Louis.
  14. Michael Dueker & Charles Nelson, 2006. "Business-Cycle Filtering of Macroeconomic Data Via A Latent Business-Cycle Index," Working Papers UWEC-2006-13-P, University of Washington, Department of Economics.
  15. Siddhartha Chib & Michael Dueker & Anatoliy Belaygorod, 2005. "Structural Breaks in Estimated DSGE Models with Indeterminacy," Computing in Economics and Finance 2005 357, Society for Computational Economics.
  16. Michael J. Dueker & Katrin Wesche, 2005. "Forecasting macro variables with a Qual VAR business cycle turning point index," Working Papers 2001-019, Federal Reserve Bank of St. Louis.
  17. Michael J. Dueker & Ada K. Jacox & David E. Kalist & Stephen J. Spurr, 2005. "The practice boundaries of advanced practice nurses: an economic and legal analysis," Working Papers 2005-071, Federal Reserve Bank of St. Louis.
  18. Michael Dueker, 2004. "Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths," Econometric Society 2004 Latin American Meetings 34, Econometric Society.
  19. Michael J. Dueker & Charles R. Nelson, 2003. "Business cycle detrending of macroeconomic data via a latent business cycle index," Working Papers 2002-025, Federal Reserve Bank of St. Louis.
  20. Michael J. Dueker, 2003. "Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions," Working Papers 2001-012, Federal Reserve Bank of St. Louis.
  21. Michael Dueker & Andreas Fischer, 2003. "Fixing Swiss Potholes: The Importance and Cyclical Nature of Improvements," Working Papers 03.01, Swiss National Bank, Study Center Gerzensee.
  22. Michael J. Dueker & Thomas W. Miller, 2002. "Directly measuring early exercise premiums using American and European S&P 500 index options," Working Papers 2002-016, Federal Reserve Bank of St. Louis.
  23. Fischer, Andreas & Dueker, Michael & Dittmar, Robert, 2002. "Stochastic Capital Depreciation and the Comovement of Hours and Productivity," CEPR Discussion Papers 3192, C.E.P.R. Discussion Papers.
  24. Fischer, Andreas & Dueker, Michael, 2002. "Fixing Swiss Potholes: The Importance of Improvements," CEPR Discussion Papers 3159, C.E.P.R. Discussion Papers.
  25. Michael D. Bordo & Michael J. Dueker & David C. Wheelock, 2001. "Aggregate price shocks and financial instability: a historical analysis," Working Papers 2000-005, Federal Reserve Bank of St. Louis.
  26. Fischer, Andreas & Dueker, Michael, 2001. "The Mechanics of a Successful Exchange-Rate Peg: Lessons for emerging Markets," CEPR Discussion Papers 2829, C.E.P.R. Discussion Papers.
  27. Michael D. Bordo & Michael J. Dueker & David C. Wheelock, 2001. "Aggregate price shocks and financial stability: the United Kingdom 1796-1999," Working Papers 2001-018, Federal Reserve Bank of St. Louis.
  28. Michael J. Dueker & Katrin Wesche, 2001. "European business cycles: new indices and analysis of their synchronicity," Working Papers 1999-019, Federal Reserve Bank of St. Louis.
  29. Fischer, Andreas & Dueker, Michael, 2000. "Austria's Hard-Currency Policy: The Mechanics of Successful Exchange-Rate Peg," CEPR Discussion Papers 2478, C.E.P.R. Discussion Papers.
  30. Michael J. Dueker & Apostolos Serletis, 2000. "Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks," Working Papers 2000-016, Federal Reserve Bank of St. Louis.
  31. Michael J. Dueker, 1998. "Conditional heteroskedasticity in qualitative response models of time series: a Gibbs sampling approach to the bank prime rate," Working Papers 1998-011, Federal Reserve Bank of St. Louis.
  32. Michael J. Dueker & Gyuhan Kim, 1998. "A monetary policy feedback rule in Korea's fast-growing economy," Working Papers 1998-014, Federal Reserve Bank of St. Louis.
  33. Michael J. Dueker & Daniel L. Thornton, 1997. "Do bank loan rates exhibit a countercyclical mark-up?," Working Papers 1997-004, Federal Reserve Bank of St. Louis.
  34. Michael J. Dueker & Richard Startz, 1997. "Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve," Working Papers 1994-027, Federal Reserve Bank of St. Louis.
  35. Michael J. Dueker & Thomas W. Miller, 1996. "Market microstructure effects on the direct measurement of the early exercise premium in exchange-listed options," Working Papers 1996-013, Federal Reserve Bank of St. Louis.
  36. Michael J. Dueker, 1995. "Compound volatility processes in EMS exchange rates," Working Papers 1994-016, Federal Reserve Bank of St. Louis.
  37. Michael J. Dueker & Andreas M. Fischer, 1995. "Identifying Austria's implicit monetary target: an alternative test of the \"hard currency\" policy," Working Papers 1995-005, Federal Reserve Bank of St. Louis.
  38. Michael J. Dueker, 1995. "Markov switching in GARCH processes and mean reverting stock market volatility," Working Papers 1994-015, Federal Reserve Bank of St. Louis.
  39. Patrick K. Asea & Michael J. Dueker, 1995. "Non-monotonic long memory dynamics in black-market premia," Working Papers 1995-003, Federal Reserve Bank of St. Louis.
  40. Michael J. Dueker, 1995. "Tariffs and asset market structure: some basic comparative dynamics," Working Papers 1995-009, Federal Reserve Bank of St. Louis.
  41. Michael J. Dueker & Andreas M. Fischer, 1995. "Inflation targeting in a small open economy: empirical results for Switzerland," Working Papers 1995-014, Federal Reserve Bank of St. Louis.
  42. Michael J. Dueker & Daniel L. Thornton, 1994. "Asymmetry in the prime rate and firms' preference for internal finance," Working Papers 1994-017, Federal Reserve Bank of St. Louis.
  43. Alison Butler & Michael J. Dueker, 1994. "Product cycles, innovation and relative wages in European countries," Working Papers 1994-022, Federal Reserve Bank of St. Louis.
  44. Dueker, M. & Startz, R., 1993. "Fractional Integration and Cointegration," Discussion Papers in Economics at the University of Washington 93-08, Department of Economics at the University of Washington.

Articles

  1. Michael Dueker & Laura E Jackson & Michael T Owyang & Martin Sola, 2023. "A time-varying threshold STAR model with applications," Oxford Open Economics, Oxford University Press, vol. 2, pages 63-98.
  2. Osvaldo C. Silva Filho & Flavio A. Ziegelmann & Michael J. Dueker, 2014. "Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR)," Quantitative Finance, Taylor & Francis Journals, vol. 14(12), pages 2155-2170, December.
  3. Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2013. "State-Dependent Threshold Smooth Transition Autoregressive Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(6), pages 835-854, December.
  4. Silva Filho, Osvaldo Candido da & Ziegelmann, Flavio Augusto & Dueker, Michael J., 2012. "Modeling dependence dynamics through copulas with regime switching," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 346-356.
  5. Dueker, Michael J. & Psaradakis, Zacharias & Sola, Martin & Spagnolo, Fabio, 2011. "Multivariate contemporaneous-threshold autoregressive models," Journal of Econometrics, Elsevier, vol. 160(2), pages 311-325, February.
  6. Dueker Michael J. & Psaradakis Zacharias & Sola Martin & Spagnolo Fabio, 2011. "Contemporaneous-Threshold Smooth Transition GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(2), pages 1-25, March.
  7. Michael Dueker & Katrin Assenmacher-Wesche, 2010. "Forecasting macro variables with a Qual VAR business cycle turning point index," Applied Economics, Taylor & Francis Journals, vol. 42(23), pages 2909-2920.
  8. Belaygorod, Anatoliy & Dueker, Michael, 2009. "Indeterminacy, change points and the price puzzle in an estimated DSGE model," Journal of Economic Dynamics and Control, Elsevier, vol. 33(3), pages 624-648, March.
  9. Dueker Michael & Fischer Andreas & Dittmar Robert, 2007. "Stochastic Capital Depreciation and the Co-movement of Hours and Productivity," The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(3), pages 1-24, January.
  10. Dueker, Michael & Neely, Christopher J., 2007. "Can Markov switching models predict excess foreign exchange returns?," Journal of Banking & Finance, Elsevier, vol. 31(2), pages 279-296, February.
  11. Dueker, Michael J. & Sola, Martin & Spagnolo, Fabio, 2007. "Contemporaneous threshold autoregressive models: Estimation, testing and forecasting," Journal of Econometrics, Elsevier, vol. 141(2), pages 517-547, December.
  12. Michael J. Dueker, 2006. "The price puzzle: an update and a lesson," National Economic Trends, Federal Reserve Bank of St. Louis, issue Oct.
  13. Michael J. Dueker & Andreas M. Fischer, 2006. "Do inflation targeters outperform non-targeters?," Review, Federal Reserve Bank of St. Louis, vol. 88(Sep), pages 431-450.
  14. Dueker, Michael, 2006. "Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models," Economics Letters, Elsevier, vol. 93(1), pages 58-62, October.
  15. Michael J. Dueker & Christopher J. Martinek, 2006. "Political economy of state homeland security grants," National Economic Trends, Federal Reserve Bank of St. Louis, issue Dec.
  16. Michael J. Dueker, 2006. "Using cyclical regimes of output growth to predict jobless recoveries," Review, Federal Reserve Bank of St. Louis, vol. 88(Mar), pages 145-154.
  17. Dueker, Michael & Nelson, Charles R., 2006. "Business-Cycle Filtering Of Macroeconomic Data Via A Latent Business-Cycle Index," Macroeconomic Dynamics, Cambridge University Press, vol. 10(5), pages 573-594, November.
  18. Michael Dueker & Ada Jacox & David Kalist & Stephen Spurr, 2005. "The Practice Boundaries of Advanced Practice Nurses: An Economic and Legal Analysis," Journal of Regulatory Economics, Springer, vol. 27(3), pages 309-330, January.
  19. Michael Dueker, 2005. "Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 96-104, January.
  20. Anatoliy Belaygorod & Michael J. Dueker, 2005. "Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models," Review, Federal Reserve Bank of St. Louis, vol. 87(Nov), pages 719-734.
  21. Michael J. Dueker & Andreas M. Fischer, 2005. "Open mouth operations: a Swiss case study," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jan.
  22. Michael J. Dueker & Robert H. Rasche, 2004. "Discrete policy changes and empirical models of the federal funds rate," Review, Federal Reserve Bank of St. Louis, vol. 86(Nov), pages 61-72.
  23. Michael Dueker & Thomas W. Miller Jr., 2003. "Directly measuring early exercise premiums using American and European S&P 500 Index options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(3), pages 287-313, March.
  24. Michael Dueker & Katrin Wesche, 2003. "European Business Cycles: New Indices and Their Synchronicity," Economic Inquiry, Western Economic Association International, vol. 41(1), pages 116-131, January.
  25. Michael J. Dueker, 2003. "Why predict past FOMC actions?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jun.
  26. Dueker, Michael J. & Fischer, Andreas M., 2003. "Fixing Swiss potholes: The importance and cyclical nature of improvements," Economics Letters, Elsevier, vol. 79(3), pages 409-415, June.
  27. Bordo, Michael D. & Dueker, Michael J. & Wheelock, David C., 2003. "Aggregate price shocks and financial stability: the United Kingdom 1796-1999," Explorations in Economic History, Elsevier, vol. 40(2), pages 143-169, April.
  28. Michael J. Dueker, 2002. "Argentina Agonistes," International Economic Trends, Federal Reserve Bank of St. Louis, issue Feb.
  29. Michael J. Dueker, 2002. "The monetary policy innovation paradox in VARs: a \\"discrete\\" explanation," Review, Federal Reserve Bank of St. Louis, vol. 84(Mar.), pages 43-50.
  30. Michael D. Bordo & Michael J. Dueker & David C. Wheelock, 2002. "Aggregate Price Shocks and Financial Instability: A Historical Analysis," Economic Inquiry, Western Economic Association International, vol. 40(4), pages 521-538, October.
  31. Michael J. Dueker, 2002. "Regime-dependent recession forecasts and the 2001 recession," Review, Federal Reserve Bank of St. Louis, vol. 84(Nov), pages 29-36.
  32. Michael J. Dueker & Andreas M. Fischer, 2001. "The mechanics of a successful exchange rate peg: lessons for emerging markets," Review, Federal Reserve Bank of St. Louis, vol. 83(May), pages 47-56.
  33. Michael J. Dueker, 2001. "The preemptive Fed," Monetary Trends, Federal Reserve Bank of St. Louis, issue Feb.
  34. Michael J. Dueker, 2000. "FOMC decisions and bond market uncertainty," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jan.
  35. Michael J. Dueker, 2000. "Are prime rate changes asymmetric?," Review, Federal Reserve Bank of St. Louis, vol. 82(Sep), pages 33-40.
  36. Michael J. Dueker, 2000. "Spring of disconnect across stock markets?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Sep.
  37. Butler, Alison & Dueker, Michael, 1999. "Does foreign innovation affect domestic wage inequality?," Journal of International Economics, Elsevier, vol. 47(1), pages 61-89, February.
  38. Dueker, Michael, 1999. "Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs-Sampling Approach to the Bank Prime Rate," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(4), pages 466-472, October.
  39. Michael J. Dueker, 1999. "A barometer of financial market uncertainty," Monetary Trends, Federal Reserve Bank of St. Louis, issue May.
  40. Dueker, Michael & Kim, Gyuhan, 1999. "A monetary policy feedback rule in Korea's fast-growing economy," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(1), pages 19-31, January.
  41. Michael J. Dueker, 1999. "Measuring monetary policy inertia in target Fed funds rate changes," Review, Federal Reserve Bank of St. Louis, vol. 81(Sep), pages 3-10.
  42. Michael Dueker & Richard Startz, 1998. "Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates," The Review of Economics and Statistics, MIT Press, vol. 80(3), pages 420-426, August.
  43. Michael J. Dueker & Andreas M. Fischer, 1998. "A guide to nominal feedback rules and their use for monetary policy," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 55-63.
  44. Michael J. Dueker, 1998. "Inverted yield curves and recessions," Monetary Trends, Federal Reserve Bank of St. Louis, issue May.
  45. Michael J. Dueker, 1998. "Risk premiums among corporate bonds," Monetary Trends, Federal Reserve Bank of St. Louis, issue Nov.
  46. Dueker, Michael J, 1997. "Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(1), pages 26-34, January.
  47. Michael J. Dueker, 1997. "Strengthening the case for the yield curve as a predictor of U.S. recessions," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 41-51.
  48. Michael J. Dueker & Andreas M. Fischer, 1997. "The FOMC in 1996: \\"watchful waiting\\"," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 7-23.
  49. Michael J. Dueker & Andreas M. Fischer, 1996. "Are federal funds rate changes consistent with price stability? Results from an indicator model," Review, Federal Reserve Bank of St. Louis, vol. 78(Jan), pages 45-51.
  50. Michael J. Dueker & Apostolos Serletis, 1996. "The sensitivity of empirical studies to alternative measures of the monetary base and reserves," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 51-69.
  51. Dueker, Michael & Fischer, Andreas M., 1996. "Inflation targeting in a small open economy: Empirical results for Switzerland," Journal of Monetary Economics, Elsevier, vol. 37(1), pages 89-103, February.
  52. Michael J. Dueker, 1995. "Narrow vs. broad measures of money as intermediate targets: some forecast results," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 41-51.
  53. Michael J. Dueker, 1993. "Can nominal GDP targeting rules stabilize the economy?," Review, Federal Reserve Bank of St. Louis, issue May, pages 15-29.
  54. Michael J. Dueker, 1993. "Hypothesis testing with near-unit roots: the case of long-run purchasing-power parity," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 37-48.
  55. Michael J. Dueker, 1993. "Indicators of monetary policy: the view from implicit feedback rules," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 23-40.
  56. Michael J. Dueker, 1992. "The response of market interest rates to discount rate changes," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 78-91.

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Distinct Works, Weighted by Recursive Impact Factor
  3. Number of Distinct Works, Weighted by Number of Authors
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Betweenness measure in co-authorship network

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 35 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (14) 2002-02-22 2003-10-28 2004-10-30 2004-10-30 2005-05-23 2005-10-04 2006-05-27 2007-06-23 2008-01-26 2009-09-26 2009-09-26 2010-05-02 2010-05-02 2023-02-20. Author is listed
  2. NEP-ETS: Econometric Time Series (14) 2002-04-15 2002-12-09 2004-08-09 2004-08-09 2004-10-30 2005-05-23 2005-10-04 2007-06-23 2009-09-26 2009-09-26 2010-05-02 2010-05-02 2010-10-16 2023-02-20. Author is listed
  3. NEP-MAC: Macroeconomics (10) 2001-10-29 2003-03-14 2005-10-04 2006-05-27 2007-06-23 2007-06-23 2008-01-05 2008-01-26 2008-05-17 2008-05-31. Author is listed
  4. NEP-CBA: Central Banking (7) 2001-11-05 2001-11-21 2006-05-27 2007-06-23 2007-06-23 2008-05-17 2008-05-31. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (6) 2002-06-13 2002-12-09 2003-03-14 2003-06-16 2005-10-04 2006-05-27. Author is listed
  6. NEP-HIS: Business, Economic and Financial History (6) 2000-03-06 2000-05-16 2000-05-16 2007-06-23 2008-05-17 2008-05-31. Author is listed
  7. NEP-PKE: Post Keynesian Economics (6) 2002-02-15 2002-02-15 2002-02-15 2002-02-15 2002-02-15 2002-02-15. Author is listed
  8. NEP-MON: Monetary Economics (5) 2000-05-16 2006-05-27 2007-06-23 2008-05-17 2008-05-31. Author is listed
  9. NEP-DCM: Discrete Choice Models (3) 2002-04-15 2002-04-15 2005-10-04
  10. NEP-EEC: European Economics (3) 2000-01-31 2001-11-21 2002-02-15
  11. NEP-IFN: International Finance (3) 2001-05-02 2002-04-15 2004-08-09
  12. NEP-FIN: Finance (2) 2001-11-05 2004-08-09
  13. NEP-EFF: Efficiency and Productivity (1) 2002-06-18
  14. NEP-FMK: Financial Markets (1) 2002-11-04
  15. NEP-FOR: Forecasting (1) 2009-09-26
  16. NEP-LAB: Labour Economics (1) 2010-10-16
  17. NEP-TID: Technology and Industrial Dynamics (1) 2002-02-15
  18. NEP-URE: Urban and Real Estate Economics (1) 2003-03-14

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