Content
2012
- 64_12 The Long-Term Cognitive Consequences of Early Childhood Malnutrition: The Case of Famine in Ghana
by Samuel K. Ampaabeng & Chih Ming Tang - 63_12 The Role of Job Satisfaction in Transitions into Self-Employment
by Giuliano Guerra & Roberto Patuelli - 62_12 The Business Cycle Human Capital Accumulation Nexus and its Effect on Labor Supply Volatility
by Diana Alessandrini & Stephen Kosempel & Thanasis Stengos - 61_12 Self-Financing of Traditional and R&D Investments: Evidence from Italian SMEs
by Paola Brighi & Roberto Patuelli & Giuseppe Torluccio - 60_12 The Effect of Public Debt on Growth in Multiple Regimes
by Andros Kourtellos & Thanasis Stengos & Chih Ming Tan - 59_12 Bayesian Semiparametric Dynamic Nelson-Siegel Model
by Cem Çakmakli - 58_12 The Effect of Recent Increases in the U.S. Minimum Wage: Results from Three Data Sources
by John T. Addison & McKinley L. Blackburn & Chad D. Cotti - 57_12 Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil
by Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa - 56_12 On ABCs (and Ds) of VAR representations of DSGE models
by Massimo Franchi & Paolo Paruolo - 55_12 Infant Industry Protection and the Growth of Canada's Cotton Mills: A Test of the Chang Hypothesis
by Michael N.A. Hinton - 54_12 Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS
by Gabriella Legrenzi & Costas Milas - 53_12 Model Selection in Equations with Many 'Small' Effects
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - 52_12 Growth, Deficits and Uncertainty in a Panel of 28 Countries
by Eleftherios Goulas & Athina Zervoyianni - 51_12 Economic Growth and Crime: Does Uncertainty Matter?
by Eleftherios Goulas & Athina Zervoyianni - 50_12 Mis-specification Testing: Non-Invariance of Expectations Models of Inflation
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen - 49_12 Modelling Realized Covariances and Returns
by Xin Jin & John M. Maheu - 48_12 Bayesian Semiparametric Multivariate GARCH Modeling
by Mark J. Jensen & John M. Maheu - 47_12 Do Jumps Contribute to the Dynamics of the Equity Premium?
by John M. Maheu & Thomas H. McCurdy & Xiaofei Zhao - 46_12 Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models
by Martin Burda & John M. Maheu - 45_12 Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture
by Mark J. Jensen & John M. Maheu - 44_12 Managerial Delegation Schemes in a Duopoly with Endogenous Production Costs: A Comparison of Sales and Relative Profit Delegation under Centralised Unionisation
by Nicola Meccheri & Luciano Fanti - 43_12 Non-Tradeable Pollution Permits as Green R&D Incentives
by Mehdi Fadaee & Luca Lambertini - 42_12 Measuring Human Development: A Stochastic Dominance Approach
by Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou - 41_12 Effective Trade Execution
by Riccardo Cesari & Massimiliano Marzo & Paolo Zagaglia - 40_12 Trade Liberalisation between Asymmetric Countries with Environmentally Concerned Consumers
by Giuseppe Francesco Gori & Luca Lambertini - 39_12 Friends and Rivals: Modelling the Social Relations of Inventors
by Lorenzo Cassi & Lorenzo Zirulia - 38_12 Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models
by Kazuhiko Hayakawa & M. Hashem Pesaran - 37_12 Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing
by M. Hashem Pesaran & Ron P. Smith - 36_12 Do Political Institutions Yield Multiple Growth Regimes?
by David Coyne & Chih Ming Tan - 35_12 Improving Non-Parametric Option Pricing during the Financial Crisis
by Dragan Kukolj & Nikola Gradojevic & Camillo Lento - 34_12 Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework
by Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu - 33_12 Trade-offs in CO2-Oriented Vehicle Tax Reforms: A Case Study of Greece
by Adamos Adamou & Sofronis Clerides & Theodoros Zachariadis - 32_12 Do Emissions and Income Have a Common Trend? A Country-Specific, Time-Series, Global Analysis, 1970-2008
by Paolo Paruolo & Ben Murphy & Greet Janssen-Maenhout - 31_12 Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability
by Nikola Gradojevic & Camillo Lento - 30_12 Maximizing Human Development
by Merwan Engineer & Ian King - 29_12 A Positive Analysis of Deposit Insurance Provision: Regulatory Competition Among European Union Countries
by Merwan Engineer & Paul Schure & Mark Gillis - 28_12 Modelling Regime Switching and Structural Breaks with an Infinite Hidden Markov Model
by Yong Song - 27_12 A New Structural Break Model with Application to Canadian Inflation Forecasting
by John M. Maheu & Yong Song - 26_12 Identifying Speculative Bubbles with an Infinite Hidden Markov Model
by Shu-Ping Shi & Yong Song - 25_12 Beyond Co-Integration: Modelling Co-Movements in Macro finance
by Karim M. Abadir & Gabriel Talmain - 24_12 Biases of Correlograms and of AR Representations of Stationary Series
by Karim M. Abadir & Rolf Larsson - 23_12 Asymptotic Normality for Weighted Sums of Linear Processes
by K.M. Abadir & W. Distaso & L. Giraitis & H.L. Koul - 22_12 Approximating Moments by Nonlinear Transformations
by Karim M. Abadir & Adriana Cornea - 21_12 The Square Root of a Matrix
by Karim M. Abadir - 20_12 Firm Corruption in the Presence of an Auditor
by Michael Dietrich & Jolian McHardy & Abhijit Sharma - 19_12 The Stackelberg Model as a Partial Solution to the Problem of Pricing in a Network
by Jolian McHardy & Michael Reynolds & Stephen Trotter - 18_12 Secrecy Versus Patents: Process Innovations and the Role of Uncertainty
by Tapan Biswas & Jolian McHardy - 17_12 Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle
by Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan - 16_12 Persistence in Real Exchange Rate Convergence
by Thanasis Stengos & M. Ege Yazgan - 15_12 Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions
by MatÃas Mayor & Roberto Patuelli - 14_12 The Effects of World Heritage Sites on Domestic Tourism: A Spatial Interaction Model for Italy
by Roberto Patuelli & Maurizio Mussoni & Guido Candela - 13_12 Horizontal Agreements and R&D Complementarities: Merger versus RJV
by Ben Ferrett & Joanna Poyago-Theotoky - 12_12 Hedging through a Limit Order Book with Varying Liquidity
by Rossella Agliardi & Ramazan Gençay - 11_12 Large Time-Varying Parameter VARs
by Gary Koop & Dimitris Korobilis - 10_12 Properties of Foreign Exchange Risk Premiums
by Lucio Sarno & Paul Schneider & Christian Wagner - 09_12 Currency Momentum Strategies
by Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf - 08_12 Preferential vs. Full Trade Liberalisation: A Dynamic CGE Model with Heterogeneous Households for Jordan
by Omar Feraboli - 07_12 Managerial Delegation under Alternative Unionization Structures
by Luciano Fanti & Nicola Meccheri - 06_12 Profits and Competition in a Unionized Duopoly Model with Product Differentiation and Labour Decreasing Returns
by Luciano Fanti & Nicola Meccheri - 05_12 Differentiated Duopoly and Horizontal Merger Profitability under Monopoly Central Union and Convex Costs
by Luciano Fanti & Nicola Meccheri - 04_12 Basel Accord and Financial Intermediation: The Impact of Policy
by Martin Berka & Christian Zimmermann - 03_12 An Evaluation of the Greek Universities Economics Departments
by Stelios Katranidis & Theodore Panagiotidis & Costas Zontanos - 02_12 Measuring Market Liquidity: An Introductory Survey
by Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia - 01_12 Welfare Improving Taxation on Savings in a Growth Model
by Xin Long & Alessandra Pelloni
2011
- 53_11 Environmental Protection, Public Finance Requirements and the Timing of Emission Reductions
by Elettra Agliardi & Luigi Sereno - 52_11 Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method
by Massimiliano Marzo & Daniele Ritelli & Paolo Zagaglia - 51_11 PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks
by Mark J. Holmes & Jesús Otero & Theodore Panagiotidis - 50_11 Marketing Response Models for Shrinking Beer Sales in Germany
by Wolfgang Polasek - 49_11 Structural Threshold Regression
by Andros Kourtellos & Thanasis Stengos & Chih Ming Tan - 48_11 Low Cost Carriers and Airports Performance: Empirical Evidence from a Panel of UK Airports
by Anna Bottasso & Maurizio Conti & Claudio A. Piga - 47_11 Airline Pricing under Different Market Conditions: Evidence from European Low-Cost Carriers
by Volodymyr Bilotkach & Alberto A. Gaggero & Claudio A. Piga - 46_11 The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model
by Wolfgang Polasek - 45_11 The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing
by Wolfgang Polasek - 44_11 Was Canadian Manufacturing Inefficient before WWI? The Case of the Cotton Textile Industry, 1870-1910
by Michael Hinton - 43_11 Optimal Manipulation Rules in a Mixed Duopoly
by Corrado Benassi & Alessandra Chirco & Marcella Scrimitore - 42_11 Debt Sustainability and Financial Crises: Evidence from the GIIPS
by Gabriella Legrenzi & Costas Milas - 41_11 Relationship Lending, Distance and Efficiency in a Heterogeneous Banking System
by Cristina Bernini & Paola Brighi - 40_11 Regime-Switching Cointegration
by Markus Jochmann & Gary Koop - 39_11 Regional Unemployment in the EU before and after the Global Crisis
by Enrico Marelli & Roberto Patuelli & Marcello Signorelli - 38_11 The Contribution of Structural Break Models to Forecasting Macroeconomic Series
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts - 37_11 On Product Differentiation and Profits in Unionized Duopolies
by Luciano Fanti & Nicola Meccheri - 36_11 Survival in the Cultural Market: The Case of Temporary Exhibitions
by A. E. Scorcu & R. Zanola - 35_11 Hierarchical Shrinkage in Time-Varying Parameter Models
by Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis - 34_11 Persistence in Convergence
by Thanasis Stengos & M. Ege Yazgan - 33_11 Growth and Pollution Convergence: Theory and Evidence
by C. Ordás Criado & S. Valente & T. Stengos - 32_11 Testing for Bivariate Stochastic Dominance Using Inequality Restrictions
by Thanasis Stengos & Brennan S. Thompson - 31_11 A New Index of Environmental Quality
by Elettra Agliardi & Mehmet Pinar & Thanasis Stengos - 30_11 Fee Structure, Financing, and Investment Decisions: The Case of REITs
by Pierpaolo Pattitoni & Barbara Petracci & Massimo Spisni - 29_11 Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach
by Mark J. Holmes & Jesús Otero & Theodore Panagiotidis - 28_11 Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market
by Massimiliano Marzo & Paolo Zagaglia - 27_11 Dissent in Monetary Policy Decisions
by Alessandro Riboni & Francisco J. Ruge-Murcia - 26_11 Abnormal Returns of Soccer Teams: Reassessing the Informational Value of Betting Odds
by Massimiliano Castellani & Pierpaolo Pattitoni & Roberto Patuelli - 25_11 MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models
by Wolfgang Polasek - 24_11 Does Globalization affect Regional Growth? Evidence for NUTS-2 Regions in EU-27
by Wolfgang Polasek & Richard Sellner - 23_11 Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests
by Mark J. Holmes & Jesús Otero & Theodore Panagiotidis - 22_11 Failure to Launch? The Role of Land Inequality in Transition Delays
by Andros Kourtellos & Ioanna Stylianou & Chih Ming Tan - 21_11 Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors
by Dimitris Korobilis - 20_11 Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run
by Massimiliano Marzo & Paolo Zagaglia - 19_11 Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback
by Paolo Zagaglia - 18_11 Heterogeneous Convergence
by Andrew T. Young & Matthew J. Higgins & Daniel Levy - 17_11 Shrinking Goods and Sticky Prices: Theory and Evidence
by Avichai Snir & Daniel Levy - 16_11 The Greek Sovereign Debt Crisis: Testing for Regime Changes
by N. Apergis & E. Mamatzakis & C. Staikuras - 15_11 Does Cluster Policy Trigger R&D Activity? Evidence from German Biotech Contests
by Dirk Engel & Timo Mitze & Roberto Patuelli & Janina Reinkowski - 14_11 Financial Crises and Monetary Policy: Evidence from the UK
by Christopher Martin & Costas Milas - 13_11 On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK
by Dimitris Korobilis & Michelle Gilmartin - 12_11 The Dynamic Effects of U.S. Monetary Policy on State Unemployment
by Dimitris Korobilis & Michelle Gilmartin - 11_11 The Economics of Marriage
by Alessandro Cigno - 10_11 Liquidity Provision, Ambiguous Asset Returns and the Financial Crisis
by Willem Spanjers - 09_11 Bayesian Model Averaging in the Instrumental Variable Regression Model
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan - 08_11 Modelling Realized Covariances and Returns
by Xin Jin & John M. Maheu - 07_11 Investment Choices: Indivisible non-Marketable Assets and Bounded Rationality
by Pierpaolo Pattitoni & Marco Savioli - 06_11 A Note on Convex Transformations and the First Order Approach
by Corrado Benassi - 05_11 Spatial Cournot Competition and Consumers' Heterogeneity: A Note
by Corrado Benassi - 04_11 Communication for Multi-Taskers: Perspectives on Dealing with Both Monetary Policy and Financial Stability
by Pierre L. Siklos - 03_11 Emerging Market Yield Spreads: Domestic, External Determinants, and Volatility Spillovers
by Pierre L. Siklos - 02_11 Tribal Art Market. Signs and Signals
by Guido Candela & Massimiliano Castellani & Pierpaolo Pattitoni - 01_11 Least Concave Ordinal Utility Function and The Marshallian Cardinal Utility
by Taradas Bandyopadhyay & Tapan Biswas
2010
- 51_10 VAR Forecasting Using Bayesian Variable Selection
by Dimitris Korobilis - 50_10 Factor Analysis of a Large DSGE Model
by Alexei Onatski & Francisco J. Ruge-Murcia - 49_10 Estimating Nonlinear DSGE Models by the Simulated Method of Moments
by Francisco J. Ruge-Murcia - 48_10 Price Competition in International Mixed Oligopolies
by Alessandra Chirco & Marcella Scrimitore - 47_10 Chow-Lin Methods in Spatial Mixed Models
by Wolfgang Polasek & Richard Sellner & Carlos Llano - 46_10 Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis
by Deborah Gefang & Gary Koop & Simon M. Potter - 45_10 Understanding Liquidity and Credit Risks in the Financial Crisis
by Deborah Gefang & Gary Koop & Simon M. Potter - 44_10 Time Varying Dimension Models
by Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan - 43_10 Forecasting with Medium and Large Bayesian VARs
by Gary Koop - 42_10 Should Macroeconomic Forecasters Use Daily Financial Data and How?
by Elena Andreou & Eric Ghysels & Andros Kourtellos - 41_10 Does Cost-Effectiveness Analysis Discriminate against Patients with Short Life Expectancy?
by Mike Paulden & Anthony J. Culyer - 40_10 A General Equilibrium Evaluation of the Employment Service
by Miana Plesca - 39_10 Capital Misallocation and Aggregate Factor Productivity
by Costas Azariadis & Leo Kaas - 38_10 Labour Incentive Schemes in a Cournot Duopoly with Simple Institutional Constraints
by Luciano Fanti & Nicola Meccheri - 37_10 Industry Profits, Wages and Competition under Incentive Labour Contracts with Unverifiable Effort
by Nicola Meccheri & Luciano Fanti - 36_10 The Cournot-Bertrand Profit Differential in a Differentiated Duopoly with Unions and Labour Decreasing Returns
by Luciano Fanti & Nicola Meccheri - 35_10 Development Strategies for Tourism Destinations: Tourism Sophistication vs. Resource Investments
by Rainer Andergassen & Guido Candela - 34_10 The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies
by Mark J. Holmes & Jesús Otero & Theodore Panagiotidis - 33_10 Why a Diversified Portfolio Should Include African Assets
by Paul Alagidede & Theodore Panagiotidis & Xu Zhang - 32_10 Sales, Quantity Surcharge, and Consumer Inattention
by Sofronis Clerides & Pascal Courty - 31_10 Too Small or too Low? New Evidence on the 4-Factor Model
by Paola Brighi & Stefano d'Addona & Antonio Carlo Francesco Della Bina - 30_10 Did Globalization Drive Convergence? Identifying Cross-Country Growth Regimes in the Long Run
by Gianfranco Di Vaio & Kerstin Enflo - 29_10 The Influence of Role Models on Immigrant Self-Employment: A Spatial Analysis for Switzerland
by Giuliano Guerra & Roberto Patuelli - 28_10 Cross–Sectoral Variation in Firm–Level Idiosyncratic Risk
by Rui Castro & Gian Luca Clementi & Yoonsoo Lee - 27_10 Entry, Exit, Firm Dynamics, and Aggregate Fluctuations
by Gian Luca Clementi & Dino Palazzo - 26_10 Slavery, Education, and Inequality
by Graziella Bertocchi & Arcangelo Dimico - 25_10 The Impact of the Iraq War on US Consumer Goods Sales in Arab Countries
by Sofronis Clerides & Peter Davis & Antonis Michis - 24_10 Off-Season Tourists and the Cultural Offer of a Mass-Tourism Destination: The Case of Rimini
by Paolo Figini & Laura Vici - 23_10 Is the Economic Crisis Over (and Out)?
by Karim M. Abadir - 22_10 Sensitivity Analysis of SAR Estimators: A Simulation Study
by Shuangzhe Liu & Wolfgang Polasek & Richard Sellner - 21_10 Endogeneity and Exogeneity in Sales Response Functions
by Wolfgang Polasek - 20_10 An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application
by Theodore Panagiotidis - 19_10 Purchasing Power Parity and the European Single Currency: Some New Evidence
by Maria Christidou & Theodore Panagiotidis - 18_10 An I(d) Model with Trend and Cycles
by Karim M. Abadir & Walter Distaso & Liudas Giraitis - 17_10 Model-Free Estimation of Large Variance Matrices
by Karim M. Abadir & Walter Distaso & Filip Žikeš - 16_10 Explicit Solutions for the Asymptotically-Optimal Bandwidth in Cross Validation
by Karim M. Abadir & Michel Lubrano - 15_10 An Updated Ranking of Academic Journals in Economics
by Pantelis Kalaitzidakis & Theofanis P. Mamuneas & Thanasis Stengos - 14_10 Product Line Pricing in a Vertically Differentiated Oligopoly
by George Deltas & Thanasis Stengos & Eleftherios Zacharias - 13_10 Dating and Exploration of the Business Cycle in Iceland
by Wolfgang Polasek - 12_10 Financial Stability and Monetary Policy
by Christopher Martin & Costas Milas - 11_10 Ethnic Concentration, Cultural Identity and Immigrant Self-Employment in Switzerland
by Giuliano Guerra & Roberto Patuelli & Rico Maggi - 10_10 The Asia Financial Crises and Exchange Rates: Had There Been Volatility Shifts for Asian Currencies?
by Takashi Oga & Wolfgang Polasek - 09_10 The Financing Menu of R&D and Traditional Investments
by Paola Brighi & Giuseppe Torluccio - 08_10 Gold and the U.S. Dollar: Tales from the Turmoil
by Massimiliano Marzo & Paolo Zagaglia - 07_10 How Risky Is the Value at Risk?
by Roxana Chiriac & Winfried Pohlmeier - 06_10 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
by Paul Alagidede & Theodore Panagiotidis - 05_10 On the Stationarity of Current Account Deficits in the European Union
by Mark J. Holmes & Jesús Otero & Theodore Panagiotidis - 04_10 Dynamic Specification Tests for Static Factor Models
by Gabriele Fiorentini & Enrique Sentana - 03_10 Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach
by Markus Jochmann - 02_10 Informed Trading in the Euro Money Market for Term Lending
by Paolo Zagaglia - 01_10 The 'Right' Price for Art Collectibles. A Quantile Hedonic Regression Investigation of Picasso Paintings
by Antonello E. Scorcu & Roberto Zanola
2009
- 49_09 Persistence of Regional Unemployment: Application of a Spatial Filtering Approach to Local Labour Markets in Germany
by Roberto Patuelli & Norbert Schanne & Daniel A. Griffith & Peter Nijkamp - 48_09 The Demand-Supply-Demand Twist: How the Wage Structure Got More Convex
by Chiara Binelli - 47_09 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
by Gary Koop & Dimitris Korobilis - 46_09 Executive Compensation: Facts
by Gian Luca Clementi & Thomas Cooley - 45_09 What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care
by Markus Jochmann - 44_09 Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan - 43_09 R&D Productivity and Intellectual Property Rights Protection Regimes
by Joanna Poyago-Theotoky & Khemarat Talerngsri Teerasuwannajak - 42_09 Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment
by Costas Milas & Ruthira Naraidoo - 41_09 Prospects and Limits of Tourism-Led Growth: The International Evidence
by Adamos Adamou & Sofronis Clerides - 40_09 Trading Cultural Goods in the Era of Digital Piracy
by Stefania Lionetti & Roberto Patuelli - 39_09 Competition between and within Tourist Destinations
by Lorenzo Zirulia - 38_09 Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty
by Alessandro Flamini & Costas Milas - 37_09 Air Passengers and Tourism Flows: Evidence from Sicily and Sardinia
by Massimiliano Castellani & Maurizio Mussoni & Pierpaolo Pattitoni - 36_09 Destination Unknown. Is There any Economics Beyond Tourism Areas?
by Guido Candela & Paolo Figini - 35_09 Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models
by Dimitris Korobilis - 34_09 Forecasting Inflation Using Dynamic Model Averaging
by Gary Koop & Dimitris Korobilis - 32_09 Option Pricing with Modular Neural Networks
by Nikola Gradojevic & Ramazan Gencay & Dragan Kukolj - 31_09 Trading Frequency and Volatility Clustering
by Yi Xue & Ramazan Gencay - 30_09 Errors-in-Variables Estimation with No Instruments
by Ramazan Gencay & Nikola Gradojevic - 29_09 Hierarchical Information and the Rate of Information Diffusion
by Yi Xue & Ramazan Gencay - 28_09 Crash of '87 - Was it Expected? Aggregate Market Fears and Long Range Dependence
by Ramazan Gencay & Nikola Gradojevic - 27_09 Asymmetry of Information Flow Between Volatilities Across Time Scales
by Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher - 26_09 Overnight Interest Rates and Aggregate Market Expectations
by Nikola Gradojevic & Ramazan Gençay - 25_09 Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation?
by Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk - 24_09 Informed Trading in an Electronic Foreign Exchange Market
by Ramazan Gencay & Nikola Gradojevic - 23_09 Bayesian Semiparametric Stochastic Volatility Modeling
by Mark J. Jensen & John M. Maheu - 22_09 Structural Threshold Regression
by Andros Kourtellos & Thanasis Stengos & Chih Ming Tan - 21_09 The Incentive to Invest in Environmental-Friendly Technologies: Dynamics Makes a Difference
by Davide Dragone & Luca Lambertini & Arsen Palestini - 20_09 Skill Dispersion and Trade Flows
by Matilde Bombardini & Giovanni Gallipoli & Germán Pupato - 19_09 Do High-Frequency Measures of Volatility Improve Forecasts of Return Distributions?
by John M. Maheu & Thomas H. McCurdy