Content
2007
- 583 Representation in Econometrics: A Historical Perspective
by Christopher L. Gilbert & Duo Qin
2006
- 582 Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions
by Hugo Kruiniger - 581 An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting
by Silvia S.W. Lui - 580 The (Ir)relevance of the NRU for Policy Making: The Case of Denmark
by Marika Karanassou & Hector Sala & Pablo F. Salvador - 579 Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange
by Marcelo Fernandes & Marco Aurélio dos Santos Rocha - 578 How Much Does the UK Invest in Intangible Assets?
by Mauro Giorgio Marrano & Jonathan Haskel - 577 Factor-GMM Estimation with Large Sets of Possibly Weak Instruments
by George Kapetanios & Massimiliano Marcellino - 576 The Unlikeliness of an Economic Catastrophe: Localization & Globalization
by Jose Miguel Albala-Bertrand - 575 Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from Five OECD Countries
by Duo Qin - 574 Labour Market Flexibility and Regional Unemployment Rate Dynamics: Spain 1980-1995
by Roberto Bande & Marika Karanassou - 573 Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective
by Marika Karanassou & Hector Sala & Dennis J. Snower - 572 Two-stage Bargaining Solutions
by Paola Manzini & Marco Mariotti - 571 Consumer Choice and Revealed Bounded Rationality
by Paola Manzini & Marco Mariotti - 570 Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates
by Richard T. Baillie & George Kapetanios - 569 Panels with Nonstationary Multifactor Error Structures
by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata - 568 Stochastic Volatility Driven by Large Shocks
by George Kapetanios & Elias Tzavalis - 567 Forecasting Using Predictive Likelihood Model Averaging
by George Kapetanios & Vincent Labhard & Simon Price - 566 Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation
by George Kapetanios & Vincent Labhard & Simon Price - 565 Measuring Regional Market Integration by Dynamic Factor Error Correction Model (DF-ECM) Approach - The Case of Developing Asia
by Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas F. Quising - 564 Macroeconomic Effects of Fiscal Policies: Empirical Evidence from Bangladesh, China, Indonesia and the Philippines
by Geoffrey Ducanes & Marie Anne Cagas & Duo Qin & Pilipinas Quising & Mohammad Abdur Razzaque - 563 Uncovered Set Choice Rule
by Michele Lombardi - 562 Choosing Monetary Sequences: Theory and Experimental Evidence
by Paola Manzini & Marco Mariotti & Luigi Mittone - 561 Two-stage Boundedly Rational Choice Procedures: Theory and Experimental Evidence
by Paola Manzini & Marco Mariotti - 560 GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data
by Hugo Kruiniger - 559 Productivity, Exporting and the Learning-by-Exporting Hypothesis: Direct Evidence from UK Firms
by Gustavo Crespi & Chiara Criscuolo & Jonathan Haskel - 558 Information Technology, Organisational Change and Productivity Growth: Evidence from UK Firms
by Gustavo Crespi & Chiara Criscuolo & Jonathan Haskel - 557 VAR Modelling Approach and Cowles Commission Heritage
by Duo Qin - 556 Anonymous Price Taking Equilibrium in Tiebout Economies with Unbounded Club Sizes
by Nizar Allouch & John P. Conley & Myrna Wooders - 555 Walras and Dividends Equilibrium with Possibly Satiated Consumers
by Nizar Allouch & Cuong Le Van - 554 Forecasting Inflation and GDP growth: Comparison of Automatic Leading Indicator (ALI) Method with Macro Econometric Structural Models (MESMs)
by Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas Quising - 553 A Macroeconometric Model of the Chinese Economy
by Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Xinhua He & Rui Liu & Shiguo Liu & Nedelyn Magtibay-Ramos - 552 Sieve Bootstrap for Strongly Dependent Stationary Processes
by George Kapetanios & Zacharias Psaradakis
2005
- 551 A Testing Procedure for Determining the Number of Factors in Approximate Factor Models with Large Datasets
by George Kapetanios - 550 Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension
by Stefan De Wachter & Richard D.F. Harris & Elias Tzavalis - 549 Segregation in Networks
by Giorgio Fagiolo & Marco Valente & Nicolaas J. Vriend - 548 Income Disparity and Economic Growth: Evidence from China
by Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Xinhua He & Rui Liu & Shiguo Liu - 547 Estimates of Foreign Exchange Risk Premia: A Pricing Kernel Approach
by Lorenzo Cappiello & Nikolaos Panigirtzoglou - 546 Balanced Growth with a Network of Ideas
by Christian Ghiglino - 545 How Much Does Investment Drive Economic Growth in China?
by Duo Qin & Marie Anne Cagas & Pilipinas Quising & Xin-Hua He - 544 The First Fifty Years of Modern Econometrics
by Christopher L. Gilbert & Duo Qin - 543 Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?
by Richard T. Baillie & Rehim Kilic - 542 ACE Models of Endogenous Interactions
by Nicolaas J. Vriend - 541 Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling
by Gonzalo Camba-Mendez & George Kapetanios - 540 Estimating Deterministically Time-Varying Variances in Regression Models
by George Kapetanios - 539 Tests for Deterministic Parametric Structural Change in Regression Models
by George Kapetanios - 538 Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis
by Andrea Cipollini & George Kapetanios - 537 Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset
by George Kapetanios & Elias Tzavalis - 536 Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns
by George Kapetanios & M. Hashem Pesaran - 535 Cluster Analysis of Panel Datasets using Non-Standard Optimisation of Information Criteria
by George Kapetanios - 534 Cluster Analysis of Panel Choosing the Optimal Set of Instruments from Large Instrument Setsusing Non-Standard Optimisation of Information Criteria
by George Kapetanios - 533 Variable Selection using Non-Standard Optimisation of Information Criteria
by George Kapetanios - 532 The Employment Effects of the October 2003 Increase in the National Minimum Wage
by Richard Dickens & Mirko Draca - 531 On the Non-emptiness of the Fuzzy Core
by Nizar Allouch & Arkadi Predtetchinski - 530 Econometric Methods of Signal Extraction
by Stephen Pollock - 529 Orthogonality Conditions for Non-Dyadic Wavelet Analysis
by Stephen Pollock & Iolanda Lo Cascio - 528 Testing for Neglected Nonlinearity in Long Memory Models
by Richard T. Baillie & George Kapetanios - 527 Empirical Assessment of Sustainability and Feasibility of Government Debt: The Philippines Case
by Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas F. Quising
2004
- 526 On Testing for Diagonality of Large Dimensional Covariance Matrices
by George Kapetanios - 525 A New Method for Determining the Number of Factors in Factor Models with Large Datasets
by George Kapetanios - 524 The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks
by George Kapetanios - 523 A Bootstrap Procedure for Panel Datasets with Many Cross-Sectional Units
by George Kapetanios - 522 How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP
by Georgios Chortareas & George Kapetanios - 521 Forecasting with Measurement Errors in Dynamic Models
by Richard Harrison & George Kapetanios - 520 Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models
by George Kapetanios - 519 Modelling the Yield Curve: A Two Components Approach
by John Hatgioannides & Menelaos Karanasos & Marika Karanassou - 518 Inflation Persistence Revisited
by Marika Karanassou & Dennis J. Snower - 517 Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels
by Georgios Chortareas & George Kapetanios - 516 Nonlinear Autoregressive Models and Long Memory
by George Kapetanios - 515 Testing for Exogeneity in Nonlinear Threshold Models
by George Kapetanios - 514 A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models
by Loukia Meligkotsidou & Elias Tzavalis & Ioannis D. Vrontos - 513 Price Taking Equilibrium in Club Economies with Multiple Memberships and Unbounded Club Sizes
by Nizar Allouch & Myrna Wooders - 512 Arbitrage, Equilibrium, and Nonsatiation
by Nizar Allouch & Cuong Le Van & Frank H. Page, Jr. - 511 Is the Currency Risk Priced in Equity Markets?
by Francesco Giurda & Elias Tzavalis - 510 Can the Composition of Capital Constrain Potential Output? A Gap Approach
by Jose Miguel Albala-Bertrand - 509 Dynamic Factor Extraction of Cross-Sectional Dependence in Panel Unit Root Tests
by George Kapetanios - 508 Testing for Neglected Nonlinearity in Cointegrating Relationships
by Andrew P. Blake & George Kapetanios - 507 A Bootstrap Invariance Principle for Highly Nonstationary Long Memory Processes
by George Kapetanios - 506 A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data
by Andrea Cipollini & George Kapetanios - 505 Detection of Structural Breaks in Linear Dynamic Panel Data Models
by Stefan De Wachter & Elias Tzavalis
2003
- 504 Child Labor and the Labor Supply of Other Household Members: Evidence from 1920 America
by Marco Manacorda - 503 An Economical Approach to Estimate a Benchmark Capital Stock. An Optimal Consistency Method
by Jose Miguel Albala-Bertrand - 502 On the Behavior of Proposers in Ultimatum Games
by Thomas Brenner & Nicolaas J. Vriend - 501 Natural or Unnatural Monopolies in UK Telecommunications?
by Lisa Correa - 500 Testing for Nonstationary Long Memory against Nonlinear Ergodic Models
by George Kapetanios & Yongcheol Shin - 499 Determining the Poolability of Individual Series in Panel Datasets
by George Kapetanios - 498 A Dynamic Factor Analysis of Financial Contagion in Asia
by Andrea Cipollini & George Kapetanios - 497 Testing for Cointegration in Nonlinear STAR Error Correction Models
by George Kapetanios & Yongcheol Shin & Andy Snell - 496 Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean
by Andrew P. Blake & George Kapetanios - 495 Determining the Stationarity Properties of Individual Series in Panel Datasets
by George Kapetanios - 494 Using Extraneous Information and GMM to Estimate Threshold Parameters in TAR Models
by George Kapetanios - 493 Unemployment in the European Union: Institutions, Prices, and Growth
by Marika Karanassou & Hector Sala & Dennis J. Snower - 492 The Economic Impact of Telecommunications Diffusion on UK Productivity Growth
by Lisa Correa - 491 Inflation Forecast Targeting in an Overlapping Generations Model
by Gerhard Sorger - 490 Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests
by George Kapetanios & Melvyn Weeks - 489 A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions
by George Kapetanios & Massimiliano Marcellino - 488 Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary
by Elias Tzavalis & Shijun Wang - 487 Schelling's Spatial Proximity Model of Segregation Revisited
by Romans Pancs & Nicolaas J. Vriend - 486 A Nonlinear Approach to Public Finance Sustainability in Latin America
by Georgios Chortareas & George Kapetanios & Merih Uctum - 485 An Investigation of Current Account Solvency in Latin America Using Non Linear Stationarity Tests
by Georgios Chortareas & George Kapetanios & Merih Uctum - 484 The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests
by Georgios Chortareas & George Kapetanios - 483 A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems
by George Kapetanios - 482 A New Nonparametric Test of Cointegration Rank
by George Kapetanios - 481 Network Formation and Social Coordination
by Sanjeev Goyal & Fernando Vega-Redondo
2002
- 480 Unemployment in the European Union: A Dynamic Reappraisal
by Marika Karanassou & Hector Sala & Dennis J. Snower - 479 A Reappraisal of the Inflation-Unemployment Tradeoff
by Marika Karanassou & Hector Sala & Dennis J. Snower - 478 An Anatomy of the Phillips Curve
by Marika Karanassou & Dennis J. Snower - 477 Long-Run Inflation-Unemployment Dynamics: The Spanish Phillips Curve and Economic Policy
by Marika Karanassou & Hector Sala & Dennis J. Snower - 476 Unemployment Invariance
by Marika Karanassou & Dennis J. Snower - 475 A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models
by George Kapetanios - 474 Measuring Conditional Persistence in Time Series
by George Kapetanios - 474 Testing for Neglected Nonlinearity in Long Memory Models
by George Kapetanios - 472 GLS Detrending for Nonlinear Unit Root Tests
by George Kapetanios & Yongcheol Shin - 471 Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset
by George Kapetanios - 470 Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations
by George Kapetanios - 469 Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks
by George Kapetanios - 468 Bootstrap Statistical Tests of Rank Determination for System Identification
by Gonzalo Camba-Mendez & George Kapetanios - 467 A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models
by George Kapetanios - 466 Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting
by George Kapetanios - 465 Unit Root Tests in Three-Regime SETAR Models
by George Kapetanios & Yongcheol Shin - 464 Continuous Time Regime Switching Models and Applications in Estimating Processes with Stochastic Volatility and Jumps
by Kyriakos Chourdakis - 463 Pricing Information Goods in the Presence of Copying
by Paul Belleflamme - 462 Recursive Estimation in Econometrics
by Stephen Pollock - 461 Job Creation, Job Destruction and the Contribution of Small Businesses: Evidence for UK Manufacturing
by Matthew Barnes & Jonathan Haskel - 460 Fundamental Properties of Bond Prices in Models of the Short-Term Rate
by Antonio Mele - 459 Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms
by Hugo Kruiniger & Elias Tzavalis - 458 Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects
by Hugo Kruiniger - 457 Short-run Lats Rate Movements: Impact of Foreign Currency Shocks via Trade and Financial Markets
by Martin Kazaks & Duo Qin - 456 On Smiles, Winks, and Handshakes as Coordination Devices
by Paola Manzini & Abdolkarim Sadrieh & Nicolaas J. Vriend - 455 An Econometric Investigation into the Macroeconomic Relationship between Investment and Saving: Evidence from the EU Region
by Constantinos Alexiou - 454 Does Divorce Law Matter?
by Giulio Fella & Paola Manzini & Marco Mariotti - 453 Returns to Education: Evidence from UK Twins
by Dorothé Bonjour & Lyn Cherkas & Jonathan Haskel & Denise Hawkes & Tim Spector - 452 Does Inward Foreign Direct Investment Boost the Productivity of Domestic Firms?
by Jonathan E. Haskel & Sonia C. Pereira & Matthew J. Slaughter - 451 Divide et impera: Negotiating with a Stakeholder
by Paola Manzini - 450 On the Estimation of Panel Regression Models with Fixed Effects
by Hugo Kruiniger
2001
- 449 Improved Frequency-selective Filters
by Stephen Pollock - 448 Deconstructing the Consumption Function: New Tools and Old Problems
by Stephen Pollock & Nikoletta Lekka - 447 Low-Pay Mobility in the Swiss Labor Market
by Augustin de Coulon & Boris A. Zürcher - 446 Returns to Schooling in Spain. How Reliable Are IV Estimates?
by Empar Pons & Maria Teresa Gonzalo - 445 Time Preferences: Do They Matter in Bargaining?
by Paola Manzini - 444 The Politics of Redistributive Social Insurance
by Jean Hindriks & Philippe De Donder - 443 Market Sharing Agreements and Collusive Networks
by Paul Belleflamme & Francis Bloch - 442 Time-consistent Monetary Policy Rules
by Gerhard Sorger - 441 Yardstick Competition and Political Agency Problems
by Paul Belleflamme & Jean Hendriks - 440 Matching Grants and Ricardian Equivalence
by Charles Figuieres & Jean Hendriks - 439 Public versus Private Insurance with Non-Expected Utility: A Political Economy Argument
by Jean Hindriks - 438 The Implications of Linking Questions within the SG and TTO Methods
by Anne Spencer - 437 The Time Trade-Off Method: An Exploratory Study
by Anne Spencer - 436 Free Riding on Altruism and Group Size
by Jean Hindriks & Romans Pancs - 435 The Impact of Public Infrastructure on the Productivity of the Chilean Economy
by Jose Miguel Albala-Bertrand & Emmanouel C. Mamatzakis - 434 A Benchmark Estimate for the Capital Stock. An Optimal Consistency Method
by Jose Miguel Albala-Bertrand - 433 Signal Extraction, Maximum Likelihood Estimation and the Start-up Problem
by Stephen Pollock - 432 Has Futures Trading Affected the Volatility of Aluminium Transactions Prices?
by Isabel Figuerola-Ferretti & Christopher L. Gilbert - 431 Price Variability and Marketing Method in the Non-Ferrous Metals Industry
by Isabel Figuerola-Ferretti & Christopher L. Gilbert
2000
- 430 Stochastic Volatility and Jumps Driven by Continuous Time Markov Chains
by Kyriakos Chourdakis - 429 Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects
by Hugo Kruiniger - 428 GMM Estimation of Dynamic Panel Data Models with Persistent Data
by Hugo Kruiniger - 427 Testing the Additive Independence Assumption in the QALY Model
by Anne Spencer - 426 Option Pricing under Discrete Shifts in Stock Returns
by Kyriakos Chourdakis & Elias Tzavalis - 425 Option Pricing with a Dividend General Equilibrium Model
by Kyriakos Chourdakis & Elias Tzavalis - 424 Alliances and Negotiations
by Paola Manzini & Marco Mariotti - 423 Filters for Short Nonstationary Sequences
by Stephen Pollock - 422 Circulant Matrices and Time-series Analysis
by Stephen Pollock - 421 Product Differentiation in Successive Vertical Oligopolies
by Paul Belleflamme & Eric Toulemonde - 420 What is a "Complex Humanitarian Emergency"? An Analytical Essay
by Jose Miguel Albala-Bertrand - 419 The Likelihood of a Continuous-time Vector Autoregressive Model
by J. Roderick McCrorie - 417 Strategic Inter-Regional Transfers
by Jean Hindriks & Gareth D. Myles - 416 The Politics of Progressive Income Taxation with Incentive Effects
by Philippe De Donder & Jean Hindriks - 415 Is There a Demand for Income Tax Progressivity?
by Jean Hindriks - 414 A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback
by Stilianos Fountas & Menelaos Karanasos & Marika Karanassou - 413 R&D Cooperation or Competition in the Presence of Cannibalization
by Paul Belleflamme - 412 Coordination on Formal vs. de facto Standards: A Dynamic Approach
by Paul Belleflamme - 411 Optimal Ownership Structures in Asymmetric Joint Ventures
by Paul Belleflamme & Francis Bloch - 410 How Much Does Trade and Financial Contagion Contribute to Currency Crises? The Case of Korea
by Duo Qin - 409 The East End, the West End, and King's Cross: On Clustering in the Four-Player Hotelling Game
by Steffen Huck & Wieland Müller & Nicolaas J. Vriend
1999
- 408 Bivariate FIGARCH and Fractional Cointegration
by Celso Brunetti & Christopher L. Gilbert - 407 How Much Did Excess Debt Contribute to the 1997 Currency Crisis in Korea?
by Duo Qin - 406 Public Infrastructure, Private Input Demand, and Economic Performance of the Greek Industry
by Emmanouel C. Mamatzakis - 405 The Trade and Labour Approaches to Wage Inequality
by Jonathan E. Haskel - 404 Infrastructure Shortage: A Gap Approach
by Jose Miguel Albala-Bertrand - 403 Was Hayek an Ace?
by Nicolaas J. Vriend - 402 Markets, Money and Ideology
by Simon Mohun - 401 Joint Outside Options
by Paola Manzini & Marco Mariotti - 400 When Do Firing Costs Matter?
by Giulio Fella
1998
- 399 A Tragedy Of The Clubs: Excess Entry in Exclusive Coalitions
by Paola Manzini & Marco Mariotti - 398 The Chain Reaction Theory of Unemployment: How Unemployment Moves in the Medium Run
by Marika Karanassou & Dennis J. Snower - 397 Adjustment Dynamics and the Natural Rate: An Account of the UK Unemployment
by B. Henry & Marika Karanassou & Dennis J. Snower - 396 The Unequal Distribution of Unequal Pay - An Analysis of the Distribution of the Gender Wage Gap
by D. Bonjour & M. Gerfin - 395 A Behavioral Approach to a Strategic Market Game
by M. Shubik & N.J. Vriend - 394 "From Exchange It Comes to Tears". A Dutch Folk Theorem Reconsidered
by Nicolaas J. Vriend - 393 Research Report 1997
by R. Disney - 392 Welfare Improving Contracts in Cournot Markets
by E. Catilina - 391 Dynamic Responses of Private Sector Productivity to Public Infrastructure
by E.C. Mamatzakis - 390 A Bivariate FIGARCH Model of Crude Oil Price Volatility
by C. Brunetti & C.L. Gilbert - 389 Sharp Filters for Business-Cycle Analysis
by D.S.G. Pollock - 388 An Experimental Study of Adaptive Behavior in an Oligopolistic Market Game
by R. Nagel & N.J. Vriend - 387 An Illustration of the Essential Difference between Individual and Social Learning, and its Consequences for Computational Analyses
by Nicolaas J. Vriend - 386 Does the Sector Bias of Skill-Biased Technical Change Explain Changing Wage Inequality?
by J.E. Haskel & M.J. Slaughter - 385 Methodology for Trend Estimation
by D.S.G. Pollock