Ufuk Demiroglu
Personal Details
First Name: | Ufuk |
Middle Name: | |
Last Name: | Demiroglu |
Suffix: | |
RePEc Short-ID: | pde421 |
[This author has chosen not to make the email address public] | |
Terminal Degree: | 1999 Economics Department; University of Michigan (from RePEc Genealogy) |
Affiliation
Türkiye Cumhuriyet Merkez Bankası
Ankara, Turkeyhttp://www.tcmb.gov.tr/
RePEc:edi:tcmgvtr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Orhun Sevinc & Ufuk Demiroglu & Emre Cakir & E. Meltem Bastan, 2021.
"Potential Growth in Turkey: Sources and Trends,"
Working Papers
2107, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Orhun Sevinc & Ufuk Demiroglu & Emre Cakir & E. Meltem Bastan, 2022. "Potential growth in Turkey: Sources and trends," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 22(1), pages 1-25.
- Evren Ceritoglu & Seyit Mumin Cilasun & Ufuk Demiroglu & Aytul Ganioglu, 2019.
"An Analysis to Detect Exuberance and Implosion in Regional House Prices in Turkey,"
Working Papers
1919, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Evren Ceritoglu & Seyit Mumin Cilasun & Ufuk Demiroglu & Aytul Ganioglu, 2019. "An analysis to detect exuberance and implosion in regional house prices in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 19(2), pages 67-82.
- Ufuk Demiroglu, 2019. "TL Deger Kaybi Karsisinda Ihracatin Karliligi," CBT Research Notes in Economics 1909, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Yusuf Emre Akgunduz & Emine Meltem Bastan & Ufuk Demiroglu & Semih Tumen, 2019. "Estimates of Exchange Rate Pass-through with Product-level Data," Working Papers 1922, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Ufuk Demiroglu & Caglar Yunculer, 2016.
"Estimating Light-Vehicle Sales in Turkey,"
Working Papers
1627, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Ufuk Demiroglu & Caglar Yunculer, 2016. "Estimating light-vehicle sales in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 16(3), pages 93-108.
- Mustafa Faruk Aydin & Yusuf Soner Baskaya & Ufuk Demiroglu, 2015. "An Empirical Analysis on the Export/Import Coverage Ratio in Turkey," Working Papers 1510, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- M. Faruk Aydin & Yusuf Soner Baskaya & Ufuk Demiroglu, 2014. "Turkiye’de Ihracatin Ithalati Karsilama Orani," CBT Research Notes in Economics 1408, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Ufuk Demiroglu, 2013. "Turkiye’de 2001 ve 2009 Krizlerinde Sabit Sermaye Buyumesindeki Kayiplar ve Bu Kayiplarin Potansiyel GSYH’ye Etkisi," CBT Research Notes in Economics 1307, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Ufuk Demiroglu & Cagri Sarikaya, 2013. "The Capacity Buildup over the Past Decade and the Capacity Utilization Rate in Turkey," CBT Research Notes in Economics 1312, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Ufuk Demiroglu, 2012. "Turkiye’de Sermaye Stogu ve Sermaye Hizmetleri Endeksi," CBT Research Notes in Economics 1226, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Demiroglu, Ufuk, 2006.
"Offshoring Of Service Jobs,"
MPRA Paper
6438, University Library of Munich, Germany.
- Ufuk Demiroglu, 2008. "Offshoring of Service Jobs," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 8(1), pages 17-63.
- Robert Arnold & Ufuk Demiroglu & Robert Dennis & Tracy Foertsch, 2004. "Macroeconomic Analysis of a 10 Percent Cut in Income Tax Rates: Technical Paper 2004-07," Working Papers 15668, Congressional Budget Office.
- Ufuk Demiroglu, 2004. "Large Foreign Markets and Export-Led Growth in Developing Countries: Technical Paper 2004-10," Working Papers 15896, Congressional Budget Office.
- Peter Debaere & Ufuk Demiroglu, 2003. "Factor Accumulation Without Diminishing Returns: The Case of East Asia: Technical Paper 2003-11," Working Papers 15113, Congressional Budget Office.
- Ufuk Demiroglu & Matthew Salomon, 2002. "Using Time-Series Models to Project Output Over the Medium Term: Technical Paper 2002-1," Working Papers 13983, Congressional Budget Office.
- Debaere, P. & Demiroglu, U., 1997.
"International Saving, Investment and Trade,"
Working Papers
406, Research Seminar in International Economics, University of Michigan.
- Peter Debaere & Ufuk Demiroglu, 2008. "International Saving, Investment and Trade," Open Economies Review, Springer, vol. 19(5), pages 613-627, November.
- Demiroglu, U. & Yun, K.K., 1997.
"The Lens Conditions for factor Price Equalization,"
Working Papers
404, Research Seminar in International Economics, University of Michigan.
- Demiroglu, Ufuk & Koo Yun, Kwan, 1999. "The lens condition for factor price equalization," Journal of International Economics, Elsevier, vol. 47(2), pages 449-456, April.
- Kilian, L. & Demiroglu, U., 1997. "Residual-Based Bootstrap Tests for Normality in Autoregressions," Papers 97-14, Michigan - Center for Research on Economic & Social Theory.
Articles
- Yusuf Emre Akgunduz & Emine Meltem Bastan & Ufuk Demiroglu & Semih Tumen, 2021. "Product‐level estimates of exchange rate pass‐through: Evidence from Turkey☆," The World Economy, Wiley Blackwell, vol. 44(7), pages 2203-2226, July.
- Evren Ceritoglu & Seyit Mumin Cilasun & Ufuk Demiroglu & Aytul Ganioglu, 2019.
"An analysis to detect exuberance and implosion in regional house prices in Turkey,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 19(2), pages 67-82.
- Evren Ceritoglu & Seyit Mumin Cilasun & Ufuk Demiroglu & Aytul Ganioglu, 2019. "An Analysis to Detect Exuberance and Implosion in Regional House Prices in Turkey," Working Papers 1919, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Ufuk Demiroglu & Caglar Yunculer, 2016.
"Estimating light-vehicle sales in Turkey,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 16(3), pages 93-108.
- Ufuk Demiroglu & Caglar Yunculer, 2016. "Estimating Light-Vehicle Sales in Turkey," Working Papers 1627, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Mustafa Faruk AYDIN & Yusuf Soner BAŞKAYA & Ufuk DEMİROĞLU, 2015. "Türkiye’de İhracatın İthalatı Karşılama Oranı Üzerine Ampirik Bir Analiz," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 30(354), pages 09-28.
- Ufuk DEMİROĞLU, 2015. "Calculating a Country’s Capital Input: A Review, and Calculations for the Turkish Capital Stock," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 30(347), pages 69-94.
- Ufuk Demiroglu, 2013. "The Effects of the Investment Decline on Potential GDP in Turkey’s 2001 and 2009 Crises," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 13(3), pages 25-44.
- Peter Debaere & Ufuk Demiroglu, 2008.
"International Saving, Investment and Trade,"
Open Economies Review, Springer, vol. 19(5), pages 613-627, November.
- Debaere, P. & Demiroglu, U., 1997. "International Saving, Investment and Trade," Working Papers 406, Research Seminar in International Economics, University of Michigan.
- Ufuk Demiroglu, 2008.
"Offshoring of Service Jobs,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 8(1), pages 17-63.
- Demiroglu, Ufuk, 2006. "Offshoring Of Service Jobs," MPRA Paper 6438, University Library of Munich, Germany.
- Peter Debaere & Ufuk Demiroglu, 2006. "Factor Accumulation without Diminishing Returns: the Case of East Asia," Review of International Economics, Wiley Blackwell, vol. 14(1), pages 16-29, February.
- Debaere, Peter & Demiroglu, Ufuk, 2003. "On the similarity of country endowments," Journal of International Economics, Elsevier, vol. 59(1), pages 101-136, January.
- Kilian, Lutz & Demiroglu, Ufuk, 2000. "Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(1), pages 40-50, January.
- Demiroglu, Ufuk & Koo Yun, Kwan, 1999.
"The lens condition for factor price equalization,"
Journal of International Economics, Elsevier, vol. 47(2), pages 449-456, April.
- Demiroglu, U. & Yun, K.K., 1997. "The Lens Conditions for factor Price Equalization," Working Papers 404, Research Seminar in International Economics, University of Michigan.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Evren Ceritoglu & Seyit Mumin Cilasun & Ufuk Demiroglu & Aytul Ganioglu, 2019.
"An Analysis to Detect Exuberance and Implosion in Regional House Prices in Turkey,"
Working Papers
1919, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Evren Ceritoglu & Seyit Mumin Cilasun & Ufuk Demiroglu & Aytul Ganioglu, 2019. "An analysis to detect exuberance and implosion in regional house prices in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 19(2), pages 67-82.
Cited by:
- Galina An & Charles Becker & Enoch Cheng, 2021. "Bubbling Away: Forecasting Real Estate Prices, Rents, and Bubbles in a Transition Economy," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 63(2), pages 263-317, June.
- Ufuk Demiroglu, 2019.
"TL Deger Kaybi Karsisinda Ihracatin Karliligi,"
CBT Research Notes in Economics
1909, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
Cited by:
- M. Faruk Aydin & Selcuk Gul, 2020. "The Role of Real Exchange Rates in Export Price Determination," CBT Research Notes in Economics 2006, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Yusuf Emre Akgunduz & Emine Meltem Bastan & Ufuk Demiroglu & Semih Tumen, 2019.
"Estimates of Exchange Rate Pass-through with Product-level Data,"
Working Papers
1922, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
Cited by:
- M. Faruk Aydin & Selcuk Gul, 2020. "The Role of Real Exchange Rates in Export Price Determination," CBT Research Notes in Economics 2006, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Ufuk Demiroglu, 2013.
"Turkiye’de 2001 ve 2009 Krizlerinde Sabit Sermaye Buyumesindeki Kayiplar ve Bu Kayiplarin Potansiyel GSYH’ye Etkisi,"
CBT Research Notes in Economics
1307, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
Cited by:
- Murat Ungor, 2012. "A Production Function Method of Estimating the Output Gap," CBT Research Notes in Economics 1219, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Demiroglu, Ufuk, 2006.
"Offshoring Of Service Jobs,"
MPRA Paper
6438, University Library of Munich, Germany.
- Ufuk Demiroglu, 2008. "Offshoring of Service Jobs," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 8(1), pages 17-63.
Cited by:
- Püschel, Julia, 2012. "Task dependence of U.S. service offshoring patterns," Discussion Papers 2012/15, Free University Berlin, School of Business & Economics.
- Martin Borowiecki & Bernhard Dachs & Doris Hanzl-Weiss & Steffen Kinkel & Johannes Pöschl & Magdolna Sass & Thomas Christian Schmall & Robert Stehrer & Andrea Szalavetz, 2012. "Global Value Chains and the EU Industry," wiiw Research Reports 383, The Vienna Institute for International Economic Studies, wiiw.
- Robert Arnold & Ufuk Demiroglu & Robert Dennis & Tracy Foertsch, 2004.
"Macroeconomic Analysis of a 10 Percent Cut in Income Tax Rates: Technical Paper 2004-07,"
Working Papers
15668, Congressional Budget Office.
Cited by:
- Kerk Phillips & Richard W. Evans & Jason DeBacker, 2017. "Integrating Microsimulation Tax Functions into a DGE Macroeconomic Model: A Canonical Example," EcoMod2017 10191, EcoMod.
- William Gale & Peter Orszag, 2005. "Economic Effects of Making the 2001 and 2003 Tax Cuts Permanent," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 12(2), pages 193-232, March.
- Peter Debaere & Ufuk Demiroglu, 2003.
"Factor Accumulation Without Diminishing Returns: The Case of East Asia: Technical Paper 2003-11,"
Working Papers
15113, Congressional Budget Office.
Cited by:
- Catia Batista & Jacques Potin, 2007. "Stages of diversification and specialization in an Heckscher-Ohlin world, 1976-2000," Economics Series Working Papers 356, University of Oxford, Department of Economics.
- Ufuk Demiroglu & Matthew Salomon, 2002.
"Using Time-Series Models to Project Output Over the Medium Term: Technical Paper 2002-1,"
Working Papers
13983, Congressional Budget Office.
Cited by:
- Hyeon-seung Huh & David Kim, 2013.
"Do SVAR Models Justify Discarding the Technology Shock-Driven Real Business Cycle Hypothesis?,"
Working papers
2013rwp-59, Yonsei University, Yonsei Economics Research Institute.
- Hyeon-Seung Huh & David Kim, 2014. "Do SVAR Models Justify Discarding the Technology-Shock-Driven Real Business Cycle Hypothesis?," The Economic Record, The Economic Society of Australia, vol. 90(288), pages 98-118, March.
- Charles Harvie & Hyeon‐Seung Huh, 2009. "A New Measure Of Us Potential Output, Inflation Forecasts, And Monetary Policy Rules," Manchester School, University of Manchester, vol. 77(5), pages 611-631, September.
- Hyeon-seung Huh & David Kim, 2013.
"Do SVAR Models Justify Discarding the Technology Shock-Driven Real Business Cycle Hypothesis?,"
Working papers
2013rwp-59, Yonsei University, Yonsei Economics Research Institute.
- Debaere, P. & Demiroglu, U., 1997.
"International Saving, Investment and Trade,"
Working Papers
406, Research Seminar in International Economics, University of Michigan.
- Peter Debaere & Ufuk Demiroglu, 2008. "International Saving, Investment and Trade," Open Economies Review, Springer, vol. 19(5), pages 613-627, November.
Cited by:
- João Sousa Andrade, 2006. "Mobilidade do Capital e Sustentabilidade Externa: uma aplicação da tese de F-H a Portugal (1910-2004)," GEMF Working Papers 2006-04, GEMF, Faculty of Economics, University of Coimbra.
- Demiroglu, U. & Yun, K.K., 1997.
"The Lens Conditions for factor Price Equalization,"
Working Papers
404, Research Seminar in International Economics, University of Michigan.
- Demiroglu, Ufuk & Koo Yun, Kwan, 1999. "The lens condition for factor price equalization," Journal of International Economics, Elsevier, vol. 47(2), pages 449-456, April.
Cited by:
- Steven Brakman & Charles van Marrewijk & Charles van Marrewijk, 2011.
"Lumpy Countries, Urbanization, and Trade,"
CESifo Working Paper Series
3669, CESifo.
- Brakman, Steven & van Marrewijk, Charles, 2013. "Lumpy countries, urbanization, and trade," Journal of International Economics, Elsevier, vol. 89(1), pages 252-261.
- Xiang, Chong, 2001.
"The sufficiency of the 'lens condition' for factor price equalization in the case of two factors,"
Journal of International Economics, Elsevier, vol. 53(2), pages 463-474, April.
- Xiang, C., 1999. "The Sufficiency of the "Lens Conditions" for Factor Price Equalization in the Case of Two Factors," Working Papers 434, Research Seminar in International Economics, University of Michigan.
- Kazuyuki Nakamura, 2015. "Computational investigation of the feasibility of factor price equalization," Letters in Spatial and Resource Sciences, Springer, vol. 8(2), pages 101-108, July.
- Andrew B. Bernard & Raymond Robertson & Peter K. Schott, 2004.
"Is Mexico A Lumpy Country?,"
NBER Working Papers
10898, National Bureau of Economic Research, Inc.
- Andrew B. Bernard & Raymond Robertson & Peter K. Schott, 2010. "Is Mexico a Lumpy Country?," Review of International Economics, Wiley Blackwell, vol. 18(5), pages 937-950, November.
- Peter Debaere & Ufuk Demiroglu, 2003. "Factor Accumulation Without Diminishing Returns: The Case of East Asia: Technical Paper 2003-11," Working Papers 15113, Congressional Budget Office.
- Kwan Koo Yun & Siu-kee Wong, 2001. "The Lens Condition with Two Factors," Discussion Papers 01-08, University at Albany, SUNY, Department of Economics.
- Harald Fadinger, 2007. "Development Accounting in a Heckscher-Ohlin World," 2007 Meeting Papers 600, Society for Economic Dynamics.
- Debaere, Peter, 2004. "Does lumpiness matter in an open economy?: Studying international economics with regional data," Journal of International Economics, Elsevier, vol. 64(2), pages 485-501, December.
- Eleydiane Maria Gomes Vale & João Mário De Franç, 2014. "Cones De Diversificação E Comércio Exterior: Uma Análise Sobre Diferenças Salariais E Competitividade Industrial No Nordeste E Sudeste Do Brasil," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 109, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Ling Qi, 2010. "Why the Lens Condition Cannot Imply Factor Price Equalization," Review of International Economics, Wiley Blackwell, vol. 18(4), pages 772-779, September.
- Kazuhiro Kurose & Naoki Yoshihara, 2018. "The Heckscher—Ohlin—Samuelson Trade Theory and the Cambridge Capital Controversies: On the Validity of Factor Price Equalisation Theorem," Working Papers SDES-2018-17, Kochi University of Technology, School of Economics and Management, revised Nov 2018.
- Debaere, Peter & Demiroglu, Ufuk, 2003. "On the similarity of country endowments," Journal of International Economics, Elsevier, vol. 59(1), pages 101-136, January.
- Andrew B. Bernard & Raymond Robertson & Peter K. Schott, 2005. "A Note on the Empirical Implementation of the Lens Condition," NBER Working Papers 11448, National Bureau of Economic Research, Inc.
- Kurose, Kazuhiro & Yoshihara, Naoki, 2018. "The Heckscher—Ohlin—Samuelson Trade Theory and the Cambridge Capital Controversies: On the Validity of Factor Price Equalisation Theorem," Discussion Paper Series 686, Institute of Economic Research, Hitotsubashi University.
- Harald Fadinger, 2006. "Development Accounting in a Heckscher-Ohlin World," DEGIT Conference Papers c011_017, DEGIT, Dynamics, Economic Growth, and International Trade.
- Kilian, L. & Demiroglu, U., 1997.
"Residual-Based Bootstrap Tests for Normality in Autoregressions,"
Papers
97-14, Michigan - Center for Research on Economic & Social Theory.
Cited by:
- Jean-Marie Dufour & Tarek Jouini, 2005.
"Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing,"
CIRANO Working Papers
2005s-26, CIRANO.
- DUFOUR, Jean-Marie & JOUINI, Tarek, 2005. "Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing," Cahiers de recherche 2005-12, Universite de Montreal, Departement de sciences economiques.
- DUFOUR, Jean-Marie & JOUINI, Tarek, 2005. "Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing," Cahiers de recherche 16-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dufour, Jean-Marie & Jouini, Tarek, 2006. "Finite-sample simulation-based inference in VAR models with application to Granger causality testing," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 229-254.
- Christian Bontemps & Nour Meddahi, 2005.
"Testing normality: a GMM approach,"
Post-Print
hal-02875105, HAL.
- Bontemps, Christian & Meddahi, Nour, 2005. "Testing normality: a GMM approach," Journal of Econometrics, Elsevier, vol. 124(1), pages 149-186, January.
- Christian BONTEMPS & Nour MEDDAHI, 2002. "Testing Normality : A Gmm Approach," Cahiers de recherche 14-2002, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Christian Bontemps & Nour Meddahi, 2002. "Testing Normality: A GMM Approach," CIRANO Working Papers 2002s-63, CIRANO.
- BONTEMPS, Christian & MEDDAHI, Nour, 2002. "Testing Normality : A GMM Approach," Cahiers de recherche 2002-14, Universite de Montreal, Departement de sciences economiques.
- Kim, Jae H., 2004. "Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators," International Journal of Forecasting, Elsevier, vol. 20(1), pages 85-97.
- Jean-Marie Dufour & Tarek Jouini, 2005.
"Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing,"
CIRANO Working Papers
2005s-26, CIRANO.
Articles
- Evren Ceritoglu & Seyit Mumin Cilasun & Ufuk Demiroglu & Aytul Ganioglu, 2019.
"An analysis to detect exuberance and implosion in regional house prices in Turkey,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 19(2), pages 67-82.
See citations under working paper version above.
- Evren Ceritoglu & Seyit Mumin Cilasun & Ufuk Demiroglu & Aytul Ganioglu, 2019. "An Analysis to Detect Exuberance and Implosion in Regional House Prices in Turkey," Working Papers 1919, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Peter Debaere & Ufuk Demiroglu, 2008.
"International Saving, Investment and Trade,"
Open Economies Review, Springer, vol. 19(5), pages 613-627, November.
See citations under working paper version above.
- Debaere, P. & Demiroglu, U., 1997. "International Saving, Investment and Trade," Working Papers 406, Research Seminar in International Economics, University of Michigan.
- Ufuk Demiroglu, 2008.
"Offshoring of Service Jobs,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 8(1), pages 17-63.
See citations under working paper version above.
- Demiroglu, Ufuk, 2006. "Offshoring Of Service Jobs," MPRA Paper 6438, University Library of Munich, Germany.
- Peter Debaere & Ufuk Demiroglu, 2006.
"Factor Accumulation without Diminishing Returns: the Case of East Asia,"
Review of International Economics, Wiley Blackwell, vol. 14(1), pages 16-29, February.
Cited by:
- Catia Batista & Jacques Potin, 2009.
"International Specialization and the Return to Capital,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp312, IIIS.
- Batista Cátia & Potin Jacques, 2015. "International specialization and the return to capital," The B.E. Journal of Macroeconomics, De Gruyter, vol. 15(2), pages 467-508, July.
- Batista, Catia & Potin, Jacques, 2010. "International Specialization and the Return to Capital," IZA Discussion Papers 4683, Institute of Labor Economics (IZA).
- Batista, Catia & Potin, Jacques, 2008. "International Specialization and the Return to Capital, 1976-2000," ESSEC Working Papers DR 08001, ESSEC Research Center, ESSEC Business School.
- Catia Batista & Jacques Potin, 2007. "Stages of diversification and specialization in an Heckscher-Ohlin world, 1976-2000," Economics Series Working Papers 356, University of Oxford, Department of Economics.
- Catia Batista & Jacques Potin, 2007. "Heckscher-Ohlin Specialization and the Marginal Product of Capital, 1976-2000," Economics Series Working Papers 357, University of Oxford, Department of Economics.
- Catia Batista & Jacques Potin, 2009.
"International Specialization and the Return to Capital,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp312, IIIS.
- Debaere, Peter & Demiroglu, Ufuk, 2003.
"On the similarity of country endowments,"
Journal of International Economics, Elsevier, vol. 59(1), pages 101-136, January.
Cited by:
- Richard G. Harris & Peter Robertson, 2009.
"Trade, Wages And Skill Accumulation In The Emerging Giants,"
Economics Discussion / Working Papers
09-19, The University of Western Australia, Department of Economics.
- Harris, Richard G. & Robertson, Peter E., 2013. "Trade, wages and skill accumulation in the emerging giants," Journal of International Economics, Elsevier, vol. 89(2), pages 407-421.
- Daniel Bernhofen, 2007. "Predicting the Factor Content of Foreign Trade: Theory and Evidence," Discussion Papers 07/11, University of Nottingham, GEP.
- Bernard, Andrew B & Stephen Redding & Peter K. Schott, 2003.
"Factor Price Equalization in the UK?,"
Royal Economic Society Annual Conference 2003
21, Royal Economic Society.
- Andrew B. Bernard & Stephen Redding & Peter K. Schott & Helen Simpson, 2002. "Factor Price Equalization in the UK?," NBER Working Papers 9052, National Bureau of Economic Research, Inc.
- Andrew B. Bernard & Stephen J. Redding & Peter K. Schott & Helen Simpson, 2002. "Factor Price Equalization in the UK?," Yale School of Management Working Papers ysm287, Yale School of Management.
- Andrew B. Bernard & Stephen Redding & Peter K. Schott & Helen Simpson, 2002. "Factor price equalisation in the UK," IFS Working Papers W02/11, Institute for Fiscal Studies.
- Bernard, Andrew B. & Redding, Stephen & Schott, Peter K. & Simpson, Helen, 2002. "Factor price equalization in the UK?," LSE Research Online Documents on Economics 3704, London School of Economics and Political Science, LSE Library.
- Andrew B. Bernard & Stephen Redding & Peter K. Schott & Helen Simpson, 2002. "Factor Price Equalization in the UK?," CEP Discussion Papers dp0547, Centre for Economic Performance, LSE.
- Bernard, Andrew & Redding, Stephen & Simpson, Helen & Schott, Peter, 2002. "Factor Price Equalization in the UK?," CEPR Discussion Papers 3523, C.E.P.R. Discussion Papers.
- Richard Frensch & Jan Hanousek & Evžen Kočenda, 2012.
"Incomplete specialization and offshoring across Europe,"
Working Papers
321, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Richard Frensch & Jan Hanousek & Ev??en Ko??enda, 2013. "Incomplete Specialization and Trade in Parts and Components," William Davidson Institute Working Papers Series wp1044, William Davidson Institute at the University of Michigan.
- Richard Frensch & Jan Hanousek & Evžen Kocenda, 2012. "Incomplete Specialization and Offshoring across Europe," CESifo Working Paper Series 3809, CESifo.
- Daniel M. Bernhofen, 2010.
"The Empirics of General Equilibrium Trade Theory: What Have We Learned?,"
Discussion Papers
10/24, University of Nottingham, GEP.
- Daniel Bernhofen, 2010. "The Empirics of General Equilibrium Tade Theory: What Have we Learned?," CESifo Working Paper Series 3242, CESifo.
- Andrés Artal & Juana Castillo & Francisco Requena, 2006. "Contrastación empírica del modelo de dotaciones factoriales para el comercio interregional de España," Investigaciones Economicas, Fundación SEPI, vol. 30(3), pages 539-576, September.
- Bernard, Andrew B. & Redding, Stephen J. & Schott, Peter K., 2013.
"Testing for factor price equality with unobserved differences in factor quality or productivity,"
LSE Research Online Documents on Economics
59317, London School of Economics and Political Science, LSE Library.
- Andrew B. Bernard & Stephen J. Redding & Peter K. Schott, 2012. "Testing for Factor Price Equality with Unobserved Differences in Factor Quality or Productivity," Working Papers 12-32, Center for Economic Studies, U.S. Census Bureau.
- Andrew B. Bernard & Stephen J. Redding & Peter K. Schott, 2013. "Testing for Factor Price Equality with Unobserved Differences in Factor Quality or Productivity," American Economic Journal: Microeconomics, American Economic Association, vol. 5(2), pages 135-163, May.
- Richard Frensch & Jan Hanousek & Evzen Kocenda, 2013.
"Specialization, gravity, and European trade in final goods,"
William Davidson Institute Working Papers Series
wp1054, William Davidson Institute at the University of Michigan.
- Richard Frensch & Jan Hanousek & Evžen Kočenda, 2012. "Specialization, gravity, and European trade in final goods," Working Papers 320, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Andrew B. Bernard & J. Bradford Jensen & Peter K. Schott, 2001.
"Factor Price Equality and the Economies of the United States,"
NBER Working Papers
8068, National Bureau of Economic Research, Inc.
- Bernard, Andrew B. & Redding, Stephen & Schott, Peter K., 2005. "Factor price equality and the economies of the United States," LSE Research Online Documents on Economics 3693, London School of Economics and Political Science, LSE Library.
- Andrew B. Bernard & Stephen Redding & Peter K. Schott, 2005. "Factor Price Equality and the Economies of the United States," CEP Discussion Papers dp0696, Centre for Economic Performance, LSE.
- Bernard, Andrew & Redding, Stephen & Schott, Peter, 2005. "Factor Price Equality and the Economies of the United States," CEPR Discussion Papers 5111, C.E.P.R. Discussion Papers.
- Andrew Bernard & Stephen Redding & Peter Schott, 2005. "Factor Price Equality and the Economies of the United States," Working Papers 05-21, Center for Economic Studies, U.S. Census Bureau.
- Fidel Pérez Sebastián & María Dolores Guilló Fuentes, 2003.
"The Curse And Blessing Of Fixed Specific Factors In Small-Open Economies,"
Working Papers. Serie AD
2003-36, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Guillo, Maria Dolores & Perez-Sebastian, Fidel, 2007. "The curse and blessing of fixed specific factors in small-open economies," Journal of Development Economics, Elsevier, vol. 82(1), pages 58-78, January.
- Lai, Huiwen & Zhu, Susan Chun, 2007. "Technology, endowments, and the factor content of bilateral trade," Journal of International Economics, Elsevier, vol. 71(2), pages 389-409, April.
- Keith E. Maskus & Shuichiro Nishioka, 2009.
"Development-related biases in factor productivities and the HOV model of trade,"
Canadian Journal of Economics, Canadian Economics Association, vol. 42(2), pages 519-553, May.
- Keith E. Maskus & Shuichiro Nishioka, 2008. "Development-Related Biases in Factor Productivities and the HOV Model of Trade," CESifo Working Paper Series 2253, CESifo.
- Keith E. Maskus & Shuichiro Nishioka, 2009. "Development‐related biases in factor productivities and the HOV model of trade," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 42(2), pages 519-553, May.
- Andrew B. Bernard & Stephen J. Redding & Peter K. Schott & Helen Simpson, 2008. "Relative Wage Variation and Industry Location in the United Kingdom," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(4), pages 431-459, August.
- Charles Van Marrewijk & Steven Brakman, 2011. "Missing trade and lumpy countries," ERSA conference papers ersa10p610, European Regional Science Association.
- Steven Brakman & Charles van Marrewijk & Charles van Marrewijk, 2011.
"Lumpy Countries, Urbanization, and Trade,"
CESifo Working Paper Series
3669, CESifo.
- Brakman, Steven & van Marrewijk, Charles, 2013. "Lumpy countries, urbanization, and trade," Journal of International Economics, Elsevier, vol. 89(1), pages 252-261.
- Xiang, Chong, 2001.
"The sufficiency of the 'lens condition' for factor price equalization in the case of two factors,"
Journal of International Economics, Elsevier, vol. 53(2), pages 463-474, April.
- Xiang, C., 1999. "The Sufficiency of the "Lens Conditions" for Factor Price Equalization in the Case of Two Factors," Working Papers 434, Research Seminar in International Economics, University of Michigan.
- Bernhofen, Daniel M., 2009. "Multiple cones, factor price differences and the factor content of trade," Journal of International Economics, Elsevier, vol. 79(2), pages 266-271, November.
- Abay Mulatu, 2017. "The Structure of UK Outbound FDI and Environmental Regulation," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 68(1), pages 65-96, September.
- Catia Batista & Jacques Potin, 2009.
"International Specialization and the Return to Capital,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp312, IIIS.
- Batista Cátia & Potin Jacques, 2015. "International specialization and the return to capital," The B.E. Journal of Macroeconomics, De Gruyter, vol. 15(2), pages 467-508, July.
- Batista, Catia & Potin, Jacques, 2010. "International Specialization and the Return to Capital," IZA Discussion Papers 4683, Institute of Labor Economics (IZA).
- Christian Volpe Martincus & Iulia Traistaru, 2004.
"Economic Integration And Manufacturing Concentration Patterns: Evidence From Mercosur,"
Royal Economic Society Annual Conference 2004
163, Royal Economic Society.
- Iulia Traistaru-Siedschlag & Christian Martincus, 2006. "Economic Integration and Manufacturing Concentration Patterns: Evidence from MERCOSUR," Open Economies Review, Springer, vol. 17(3), pages 297-319, July.
- Traistaru, Iulia & Volpe Martincus, Christian, 2003. "Economic integration and manufacturing concentration patterns: Evidence from Mercosur," ZEI Working Papers B 23-2003, University of Bonn, ZEI - Center for European Integration Studies.
- Steven Brakman & Tijl Hendrich & Charles van Marrewijk & Jennifer Olsen, 2023.
"On the revealed comparative advantages of Dutch cities,"
Review of International Economics, Wiley Blackwell, vol. 31(3), pages 785-825, August.
- Tijl Hendrich & Jennifer Buurma-Olsen & Steven Brakman & Charles van Marrewijk, 2021. "The Revealed Comparative Advantages of Dutch Cities," CPB Discussion Paper 418, CPB Netherlands Bureau for Economic Policy Analysis.
- Kazuyuki Nakamura, 2015. "Computational investigation of the feasibility of factor price equalization," Letters in Spatial and Resource Sciences, Springer, vol. 8(2), pages 101-108, July.
- Peter K. Schott, 2003.
"One Size Fits All? Heckscher-Ohlin Specialization in Global Production,"
American Economic Review, American Economic Association, vol. 93(3), pages 686-708, June.
- Peter K. Schott, 2001. "One Size Fits All? Heckscher-Ohlin Specialization in Global Production," NBER Working Papers 8244, National Bureau of Economic Research, Inc.
- Resham Naveed, 2015. "Relative Factor Abundance and Relative Factor Price Equality in Punjab," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 20(1), pages 105-133, Jan-June.
- Debaere & PEter, 2004. "Reversing the Perspective: Multinational Activity from Middle-Income Countries," Econometric Society 2004 North American Summer Meetings 140, Econometric Society.
- Lawrence, Robert Z., 2013.
"Associations of Southeast Asian Nations, People's Republic of China, and India Growth and the Rest of the World: The Role of Trade,"
Working Paper Series
rwp13-013, Harvard University, John F. Kennedy School of Government.
- Robert Z. Lawrence, 2013. "Association of Southeast Asian Nations, People's Republic of China, and India Growth and the Rest of the World : The Role of Trade," Trade Working Papers 23409, East Asian Bureau of Economic Research.
- Lawrence, Robert Z., 2013. "Association of Southeast Asian Nations, People's Republic of China, and India Growth and the Rest of the World: The Role of Trade," ADBI Working Papers 416, Asian Development Bank Institute.
- Robert Z. Lawrence, 2013. "Association of Southeast Asian Nations, People's Republic of China, and India Growth and the Rest of the World : The Role of Trade," Development Economics Working Papers 23409, East Asian Bureau of Economic Research.
- Andrew B. Bernard & Raymond Robertson & Peter K. Schott, 2004.
"Is Mexico A Lumpy Country?,"
NBER Working Papers
10898, National Bureau of Economic Research, Inc.
- Andrew B. Bernard & Raymond Robertson & Peter K. Schott, 2010. "Is Mexico a Lumpy Country?," Review of International Economics, Wiley Blackwell, vol. 18(5), pages 937-950, November.
- Peter Debaere & Ufuk Demiroglu, 2003. "Factor Accumulation Without Diminishing Returns: The Case of East Asia: Technical Paper 2003-11," Working Papers 15113, Congressional Budget Office.
- Wang-Sheng Lee, 2007. "Immigration and Wages: An Open Economy Model," Melbourne Institute Working Paper Series wp2007n07, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Kiyota, Kozo, 2012. "A many-cone world?," Journal of International Economics, Elsevier, vol. 86(2), pages 345-354.
- Xiang, Chong, 2007. "Diversification cones, trade costs and factor market linkages," Journal of International Economics, Elsevier, vol. 71(2), pages 448-466, April.
- Irena Mikolajun & Jean-Marie Viaene, 2019. "Is Hard Brexit Detrimental to EU Integration? Theory and Evidence," Open Economies Review, Springer, vol. 30(4), pages 621-654, September.
- Harald Fadinger, 2007. "Development Accounting in a Heckscher-Ohlin World," 2007 Meeting Papers 600, Society for Economic Dynamics.
- Alejandro Cunat & Marco Maffezzoli, 2004.
"Neoclassical Growth and Commodity Trade,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(3), pages 707-736, July.
- Maffezzoli, Marco & Cuñat, Alejandro, 2002. "Neoclassical Growth and Commodity Trade," CEPR Discussion Papers 3322, C.E.P.R. Discussion Papers.
- Xiang, Chong, 2007. "New goods and the skill premium," Journal of International Economics, Elsevier, vol. 71(1), pages 133-147, March.
- Kozo Kiyota & Yoshinori Kurokawa, 2022. "Factor intensity reversals redux: Feenstra is right!," Review of International Economics, Wiley Blackwell, vol. 30(4), pages 885-914, September.
- Steven Brakman & Tijl Hendrich & Charles Marrewijk & Jennifer Olsen, 2022.
"Is Holland a Lumpy Country? An application of the Lens-Condition to Dutch Cities,"
De Economist, Springer, vol. 170(3), pages 305-321, August.
- Steven Brakman & Tijl Hendrich & Charles van Marrewijk & Jennifer Olsen & Charles van Marrewijk, 2021. "Is Holland a Lumpy Country? An Application of the Lens-Condition to Dutch Cities," CESifo Working Paper Series 9364, CESifo.
- Deardorff, A.V., 1998.
"Fragmentation in Simple Trade Models,"
Working Papers
422, Research Seminar in International Economics, University of Michigan.
- Alan V. Deardorff, 2011. "Fragmentation in simple trade models," World Scientific Book Chapters, in: Robert M Stern (ed.), Comparative Advantage, Growth, And The Gains From Trade And Globalization A Festschrift in Honor of Alan V Deardorff, chapter 16, pages 165-181, World Scientific Publishing Co. Pte. Ltd..
- Deardorff, A.V., 1998. "Fragmentation in Simple Trade Models," Papers 98-11, Michigan - Center for Research on Economic & Social Theory.
- Deardorff, Alan V., 2001. "Fragmentation in simple trade models," The North American Journal of Economics and Finance, Elsevier, vol. 12(2), pages 121-137, July.
- Debaere, Peter, 2004. "Does lumpiness matter in an open economy?: Studying international economics with regional data," Journal of International Economics, Elsevier, vol. 64(2), pages 485-501, December.
- Batista, Catia & Potin, Jacques, 2008. "International Specialization and the Return to Capital, 1976-2000," ESSEC Working Papers DR 08001, ESSEC Research Center, ESSEC Business School.
- Catia Batista & Jacques Potin, 2007. "Stages of diversification and specialization in an Heckscher-Ohlin world, 1976-2000," Economics Series Working Papers 356, University of Oxford, Department of Economics.
- Debaere, P. & Demiroglu, U., 1997.
"International Saving, Investment and Trade,"
Working Papers
406, Research Seminar in International Economics, University of Michigan.
- Peter Debaere & Ufuk Demiroglu, 2008. "International Saving, Investment and Trade," Open Economies Review, Springer, vol. 19(5), pages 613-627, November.
- Lorenzo Rotunno & Adrian Wood, 2015. "Wages and endowments in a globalised world," Economics Papers 2015-W11, Economics Group, Nuffield College, University of Oxford.
- Eleydiane Maria Gomes Vale & João Mário De Franç, 2014. "Cones De Diversificação E Comércio Exterior: Uma Análise Sobre Diferenças Salariais E Competitividade Industrial No Nordeste E Sudeste Do Brasil," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 109, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Catia Batista & Jacques Potin, 2007. "Heckscher-Ohlin Specialization and the Marginal Product of Capital, 1976-2000," Economics Series Working Papers 357, University of Oxford, Department of Economics.
- Steven Brakman & Tijl Hendrich & Charles van Marrewijk & Jennifer Olsen & Charles van Marrewijk, 2020. "The Comparative Advantage of Dutch Cities," CESifo Working Paper Series 8649, CESifo.
- Irena Mikolajun & Jean-Marie Viaene, 2018. "Is Hard Brexit Detrimental to EU Integration? Theory and Evidence," CESifo Working Paper Series 7199, CESifo.
- Reimer, Jeffrey J., 2006. "Global production sharing and trade in the services of factors," Journal of International Economics, Elsevier, vol. 68(2), pages 384-408, March.
- Toshihiro Okubo & Pierre M. Picard & Jacques-François Thisse, 2011.
"No trade, one-way or two-way trade?,"
Discussion Paper Series
DP2011-14, Research Institute for Economics & Business Administration, Kobe University.
- Thisse, Jacques-François & picard, pierre & Okubo, Toshihiro, 2010. "No trade, one-way or two-way trade?," CEPR Discussion Papers 8161, C.E.P.R. Discussion Papers.
- Andrew B. Bernard & Raymond Robertson & Peter K. Schott, 2005. "A Note on the Empirical Implementation of the Lens Condition," NBER Working Papers 11448, National Bureau of Economic Research, Inc.
- Harald Fadinger, 2006. "Development Accounting in a Heckscher-Ohlin World," DEGIT Conference Papers c011_017, DEGIT, Dynamics, Economic Growth, and International Trade.
- Debaere, Peter, 2012. "The Global Economics of Water: Is Water A Source of Comparative Advantage?," CEPR Discussion Papers 9030, C.E.P.R. Discussion Papers.
- Richard G. Harris & Peter Robertson, 2009.
"Trade, Wages And Skill Accumulation In The Emerging Giants,"
Economics Discussion / Working Papers
09-19, The University of Western Australia, Department of Economics.
- Kilian, Lutz & Demiroglu, Ufuk, 2000.
"Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 18(1), pages 40-50, January.
Cited by:
- 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
07-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu, 2003. "Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models," CIRANO Working Papers 2003s-33, CIRANO.
- 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.
- Jean‐Marie Dufour & Lynda Khalaf & Marie‐Claude Beaulieu, 2003. "Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 891-906, December.
- Mezgebo, Taddese, 2009. "A multivariate approach for identification of optimal locations with in Ethiopia’s wheat market to tackle soaring inflation on food price (Extended version)," MPRA Paper 17960, University Library of Munich, Germany.
- Sentana, Enrique & MencÃa, Javier, 2005.
"Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations,"
CEPR Discussion Papers
5177, C.E.P.R. Discussion Papers.
- Enrique Sentana, 2004. "Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations," FMG Discussion Papers dp502, Financial Markets Group.
- F. Javier Mencía & Enrique Sentana, 2004. "Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations," Working Papers wp2004_0411, CEMFI.
- Mencia, Javier F. & Sentana, Enrique, 2004. "Estimation and testing of dynamic models with generalised hyperbolic innovations," LSE Research Online Documents on Economics 24742, London School of Economics and Political Science, LSE Library.
- Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda, 2010. "Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions," Journal of Empirical Finance, Elsevier, vol. 17(4), pages 763-782, September.
- Zacharias Psaradakis & Marián Vávra, 2015.
"A Distance Test of Normality for a Wide Class of Stationary Processes,"
Birkbeck Working Papers in Economics and Finance
1513, Birkbeck, Department of Economics, Mathematics & Statistics.
- Psaradakis, Zacharias & Vávra, Marián, 2017. "A distance test of normality for a wide class of stationary processes," Econometrics and Statistics, Elsevier, vol. 2(C), pages 50-60.
- Marian Vavra, 2015. "Testing for normality with applications," Working and Discussion Papers WP 1/2015, Research Department, National Bank of Slovakia.
- Alain Guay, 2020. "Identification of Structural Vector Autoregressions Through Higher Unconditional Moments," Working Papers 20-19, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Fresoli, Diego Eduardo, 2014.
"The uncertainty of conditional returns, volatilities and correlations in DCC models,"
DES - Working Papers. Statistics and Econometrics. WS
ws140202, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Fresoli, Diego E. & Ruiz, Esther, 2016. "The uncertainty of conditional returns, volatilities and correlations in DCC models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 170-185.
- Andrea Bastianin, 2020.
"Robust measures of skewness and kurtosis for macroeconomic and financial time series,"
Applied Economics, Taylor & Francis Journals, vol. 52(7), pages 637-670, February.
- Andrea Bastianin, 2019. "Robust measures of skewness and kurtosis for macroeconomic and financial time series," Working Papers 408, University of Milano-Bicocca, Department of Economics, revised 06 May 2019.
- David H. Bernstein & Bent Nielsen, 2019.
"Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient,"
Econometrics, MDPI, vol. 7(1), pages 1-24, January.
- David Bernstein & Bent Nielsen, 2014. "Asymptotic theory for cointegration analysis when the cointegration rank is deficient," Economics Papers 2014-W06, Economics Group, Nuffield College, University of Oxford.
- Bai, Jushan & Chen, Zhihong, 2008. "Testing multivariate distributions in GARCH models," Journal of Econometrics, Elsevier, vol. 143(1), pages 19-36, March.
- Guay, Alain, 2021. "Identification of structural vector autoregressions through higher unconditional moments," Journal of Econometrics, Elsevier, vol. 225(1), pages 27-46.
- Vassili Bazinas & Bent Nielsen, 2015.
"Causal transmission in reduced-form models,"
Economics Papers
2015-W07, Economics Group, Nuffield College, University of Oxford.
- Vassilios Bazinas & Bent Nielsen, 2022. "Causal Transmission in Reduced-Form Models," Econometrics, MDPI, vol. 10(2), pages 1-25, March.
- Christian Bontemps & Nour Meddahi, 2005.
"Testing normality: a GMM approach,"
Post-Print
hal-02875105, HAL.
- Bontemps, Christian & Meddahi, Nour, 2005. "Testing normality: a GMM approach," Journal of Econometrics, Elsevier, vol. 124(1), pages 149-186, January.
- Christian BONTEMPS & Nour MEDDAHI, 2002. "Testing Normality : A Gmm Approach," Cahiers de recherche 14-2002, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Christian Bontemps & Nour Meddahi, 2002. "Testing Normality: A GMM Approach," CIRANO Working Papers 2002s-63, CIRANO.
- BONTEMPS, Christian & MEDDAHI, Nour, 2002. "Testing Normality : A GMM Approach," Cahiers de recherche 2002-14, Universite de Montreal, Departement de sciences economiques.
- Bent Nielsen & Andrew Whitby, 2012.
"A Joint Chow Test for Structural Instability,"
Economics Papers
2012-W07, Economics Group, Nuffield College, University of Oxford.
- Bent Nielsen & Andrew Whitby, 2015. "A Joint Chow Test for Structural Instability," Econometrics, MDPI, vol. 3(1), pages 1-31, March.
- Fresoli, Diego & Ruiz, Esther & Pascual, Lorenzo, 2015. "Bootstrap multi-step forecasts of non-Gaussian VAR models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 834-848.
- Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli, 2022. "Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 3-22, January.
- Chakroun, Oussama & Dionne, Georges & Dugas-Sampara, Amélie, 2006.
"Empirical evaluation of investor rationality in the asset allocation puzzle,"
Working Papers
06-11, HEC Montreal, Canada Research Chair in Risk Management.
- Oussama Chakroun & Georges Dionne & Amélie Dugas-Sampara, 2006. "Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle," Cahiers de recherche 0635, CIRPEE.
- Jean-Marie Dufour & Lynda Khalaf & Marcel Voia, 2013.
"Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability,"
CIRANO Working Papers
2013s-40, CIRANO.
- Jean-Marie DUFOUR & Lynda KHALAF & Marcel VOIA, 2013. "Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability," Cahiers de recherche 13-2013, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Bent Nielsen & Eric Engler, 2007.
"The empirical process of autoregressive residuals,"
Economics Papers
2007-W01, Economics Group, Nuffield College, University of Oxford.
- E ric E ngler & B ent N ielsen, 2009. "The empirical process of autoregressive residuals," Econometrics Journal, Royal Economic Society, vol. 12(2), pages 367-381, July.
- Bastianin, Andrea & Manera, Matteo, 2021. "A test of symmetry based on L-moments with an application to the business cycles of the G7 economies," Economics Letters, Elsevier, vol. 198(C).
- Zacharias Psaradakis & Marián Vávra, 2017.
"Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches,"
Birkbeck Working Papers in Economics and Finance
1706, Birkbeck, Department of Economics, Mathematics & Statistics.
- Zacharias Psaradakis & Marian Vavra, 2017. "Normality Tests for Dependent Data," Working and Discussion Papers WP 12/2017, Research Department, National Bank of Slovakia.
- Kheifets, Igor L., 2018. "Multivariate specification tests based on a dynamic Rosenblatt transform," Computational Statistics & Data Analysis, Elsevier, vol. 124(C), pages 1-14.
- Helmut Luetkepohl, 2011.
"Vector Autoregressive Models,"
Economics Working Papers
ECO2011/30, European University Institute.
- Helmut Lütkepohl, 2013. "Vector autoregressive models," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 6, pages 139-164, Edward Elgar Publishing.
- Javier Mencía & Enrique Sentana, 2009.
"Distributional tests in multivariate dynamic models with Normal and Student t innovations,"
Working Papers
0929, Banco de España.
- Javier Mencía & Enrique Sentana, 2012. "Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 133-152, February.
- Javier Mencía & Enrique Sentana, 2008. "Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations," Working Papers wp2008_0804, CEMFI.
- Søren Johansen & Bent Nielsen, 2014.
"Outlier detection algorithms for least squares time series regression,"
CREATES Research Papers
2014-39, Department of Economics and Business Economics, Aarhus University.
- Søren Johansen & Bent Nielsen, 2014. "Outlier detection algorithms for least squares time series regression," Economics Papers 2014-W04, Economics Group, Nuffield College, University of Oxford.
- Kim, Jae H., 2004. "Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators," International Journal of Forecasting, Elsevier, vol. 20(1), pages 85-97.
- Greg Hannsgen, 2011. "Infinite-variance, Alpha-stable Shocks in Monetary SVAR: Final Working Paper Version," Economics Working Paper Archive wp_682, Levy Economics Institute.
- Ivanov Ventzislav & Kilian Lutz, 2005. "A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(1), pages 1-36, March.
- Søren Johansen & Lukasz Gatarek, 2014.
"Optimal hedging with the cointegrated vector autoregressive model,"
CREATES Research Papers
2014-40, Department of Economics and Business Economics, Aarhus University.
- Lukasz Gatarek & Søren Johansen, 2014. "Optimal hedging with the cointegrated vector autoregressive model," Discussion Papers 14-22, University of Copenhagen. Department of Economics.
- Søren Johansen & Bent Nielsen, 2014. "Optimal hedging with the cointegrated vector autoregressive model," Discussion Papers 14-23, University of Copenhagen. Department of Economics.
- Søren Johansen & Bent Nielsen, 2016. "Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(2), pages 321-348, June.
- Mezgebo, Taddese, 2009. "A multivariate approach for identification of optimal locations with in Ethiopia’s wheat market to tackle soaring inflation on food price," MPRA Paper 18663, University Library of Munich, Germany.
- Ren, Yunwen & Xiao, Zhiguo & Zhang, Xinsheng, 2013. "Two-step adaptive model selection for vector autoregressive processes," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 349-364.
- Ederington, Louis H. & Fernando, Chitru S. & Lee, Thomas K. & Linn, Scott C. & Zhang, Huiming, 2021. "The relation between petroleum product prices and crude oil prices," Energy Economics, Elsevier, vol. 94(C).
- Herwartz, Helmut & Plödt, Martin, 2016. "The macroeconomic effects of oil price shocks: Evidence from a statistical identification approach," Journal of International Money and Finance, Elsevier, vol. 61(C), pages 30-44.
- Yong Bao, 2013. "On Sample Skewness and Kurtosis," Econometric Reviews, Taylor & Francis Journals, vol. 32(4), pages 415-448, December.
- 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
07-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Demiroglu, Ufuk & Koo Yun, Kwan, 1999.
"The lens condition for factor price equalization,"
Journal of International Economics, Elsevier, vol. 47(2), pages 449-456, April.
See citations under working paper version above.
- Demiroglu, U. & Yun, K.K., 1997. "The Lens Conditions for factor Price Equalization," Working Papers 404, Research Seminar in International Economics, University of Michigan.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 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.- NEP-ARA: MENA - Middle East and North Africa (9) 2012-11-03 2013-06-04 2014-08-09 2015-10-04 2016-12-11 2019-09-02 2019-09-23 2019-10-21 2021-03-22. Author is listed
- NEP-CWA: Central and Western Asia (3) 2014-08-09 2015-10-04 2016-12-11
- NEP-INT: International Trade (2) 2015-10-04 2019-09-23
- NEP-MAC: Macroeconomics (2) 2016-12-11 2021-03-22
- NEP-EFF: Efficiency and Productivity (1) 2021-03-22
- NEP-FDG: Financial Development and Growth (1) 2021-03-22
- NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2021-03-22
- NEP-OPM: Open Economy Macroeconomics (1) 2019-09-23
- NEP-ORE: Operations Research (1) 2021-03-22
- NEP-TRE: Transport Economics (1) 2016-12-11
- NEP-URE: Urban and Real Estate Economics (1) 2019-09-02
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Ufuk Demiroglu should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.