Content
June 2009, Volume 36, Issue 3
- 575-596 Testing time-homogeneity of rating transitions after origination of debt
by Rafael Weißbach & Patrick Tschiersch & Claudia Lawrenz - 597-610 A study on the military alliance of South Korea–United States with the existence of threat from North Korea: a public good demand approach
by Young-Wan Goo & Seung-Nyeon Kim - 611-619 Heterogeneity, saving-investment dynamics and capital mobility in Latin America
by Fabiana Rocha - 621-643 Monetary policy before and after the euro: evidence from Greece
by Michael Arghyrou - 645-669 Estimating gravity equations: to log or not to log?
by Boriss Siliverstovs & Dieter Schumacher - 671-683 A re-examination of the savings displacement hypothesis
by Bazoumana Ouattara - 685-696 Estimating money demand functions for South Asian countries
by Paresh Narayan & Seema Narayan & Vinod Mishra - 697-712 Keynes and Wagner on government expenditures and economic development: the case of a developing economy
by Muthi Samudram & Mahendhiran Nair & Santha Vaithilingam - 713-713 Keynes and Wagner on government expenditures and economic development: the case of a developing economy
by Muthi Samudram & Mahendhiran Nair & Santha Vaithilingam
May 2009, Volume 36, Issue 2
- 231-242 Pricing farm-level agricultural insurance: a Bayesian approach
by Vitor Ozaki - 243-267 Forecasting growth cycle turning points using US and Japanese professional forecasters
by Kosei Fukuda - 269-295 The effect of pay-for-performance contracts on wages
by Daniel Parent - 297-319 The natural rate of interest and the output gap in the euro area: a joint estimation
by Julien Garnier & Bjørn-Roger Wilhelmsen - 321-338 Downward nominal wage rigidity in Europe: an analysis of European micro data from the ECHP 1994–2001
by Christoph Knoppik & Thomas Beissinger - 339-365 Do coincident indicators have one-factor structure?
by Yasutomo Murasawa - 367-384 The sustainability of the current account in the Czech Republic, Hungary and Slovenia
by László Kónya - 385-402 European incomplete catching-up
by Aránzazu Juan & Antonio Arroyo - 403-425 The structure of bias in peer voting systems: lessons from the Eurovision Song Contest
by Laura Spierdijk & Michel Vellekoop - 427-440 From correlation to dispersion: geometry of the price-value deviation
by Emilio Díaz & Rubén Osuna - 441-453 Reconsidering the macroeconomics of the oil price in Germany: testing for causality in the frequency domain
by Marc Gronwald - 455-477 Modeling US inflation dynamics: persistence and monetary policy regimes
by Chengsi Zhang & Joel Clovis - 479-485 A replication note on unemployment in the OECD since the 1960s: what do we know?
by Tino Berger & Gerdie Everaert
February 2009, Volume 36, Issue 1
- 1-26 Panel cointegration and the neutrality of money
by Joakim Westerlund & Mauro Costantini - 27-54 Volatility transmission between Japan, UK and USA in daily stock returns
by Hisashi Tanizaki & Shigeyuki Hamori - 55-64 The inflation rates may accelerate after all: panel evidence from 19 OECD economies
by Tsung-wu Ho - 65-80 Discrete choice model analysis of mobile telephone service demand in Japan
by Takanori Ida & Toshifumi Kuroda - 81-107 Sensitivity analysis of job-training effects on reemployment for Korean women
by Myoung Lee & Sang Lee - 109-132 Using inverted Engel curves to estimate material standards of living in a household
by Erling Larsen - 133-173 Models for count data with endogenous participation
by William Greene - 175-199 Does the term spread play a role in the fed funds rate reaction function? An empirical investigation
by Jesús Vázquez - 201-229 A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence
by Wei Sun & Svetlozar Rachev & Frank Fabozzi & Petko Kalev
November 2008, Volume 35, Issue 3
- 413-436 Forecasting inflation with an uncertain output gap
by Hilde Bjørnland & Leif Brubakk & Anne Jore - 437-450 Critical values of the augmented fractional Dickey–Fuller test
by Peter Sephton - 451-473 The structure of income mobility: empirical evidence from five UE countries
by Luis Ayala & Mercedes Sastre - 475-495 Estimates of foreign exchange risk premia: a pricing kernel approach
by Lorenzo Cappiello & Nikolaos Panigirtzoglou - 497-505 Tests for cointegration with two unknown regime shifts with an application to financial market integration
by Abdulnasser Hatemi-J - 507-526 Patents, R&D and lag effects: evidence from flexible methods for count panel data on manufacturing firms
by Shiferaw Gurmu & Fidel Pérez-Sebastián - 527-541 Exchange rates and asymmetric shocks in small open economies
by Annika Alexius & Erik Post - 543-568 On the optimality and sustainability of Turkey’s current account
by Ayla Ogus & Niloufer Sohrabji - 569-590 Malaysia’s current account deficits: an intertemporal optimization perspective
by Hamizun Ismail & Ahmad Baharumshah - 591-606 Non-linear cointegration and adjustment: an asymmetric exponential smooth-transition model for US interest rates
by David McMillan - 607-619 Exchange rate volatility and United Kingdom trade: evidence from Canada, Japan and New Zealand
by Taufiq Choudhry
September 2008, Volume 35, Issue 2
- 207-228 True versus spurious state dependence in firm performance
by Ulrich Kaiser & Hans Kongsted - 229-249 On PPP, unit roots and panels
by Martin Wagner - 251-274 Trust and growth: a shaky relationship
by Niclas Berggren & Mikael Elinder & Henrik Jordahl - 275-300 Graphical causal models and VARs: an empirical assessment of the real business cycles hypothesis
by Alessio Moneta - 301-332 The behaviour of producer prices: evidence from French PPI micro data
by Erwan Gautier - 333-359 International stock markets comovements: the role of economic and financial integration
by Claudio Morana - 361-377 Education public financing and economic growth: an endogenous growth model versus evidence
by Tiago Sequeira & Elsa Martins - 379-393 A dynamic profit function with adjustment costs for outputs
by Frank Asche & Subal Kumbhakar & Ragnar Tveteras - 395-412 The absolute health income hypothesis revisited: a semiparametric quantile regression approach
by Yiguo Sun & Thanasis Stengos
August 2008, Volume 35, Issue 1
- 1-10 The Fisher effect, survey data and time-varying volatility
by Kasimir Kaliva - 11-27 Evaluating currency crises: the case of the European monetary system
by Andrea Cipollini & Kostas Mouratidis & Nicola Spagnolo - 29-61 Cohort, age and time effects in alcohol consumption by Italian households: a double-hurdle approach
by David Aristei & Federico Perali & Luca Pieroni - 63-76 Gender wage gap studies: consistency and decomposition
by Astrid Kunze - 77-99 On the persistence of Spanish unemployment rates
by Diego Romero-Ávila & Carlos Usabiaga - 101-122 Testing the null hypothesis of no regime switching with an application to GDP growth rates
by Vadim Marmer - 123-140 Are subjective evaluations biased by social factors or connections? An econometric analysis of soccer referee decisions
by Vincenzo Scoppa - 141-152 S-Curve at the industry level: evidence from US–UK commodity trade
by Mohsen Bahmani-Oskooee & Artatrana Ratha - 153-178 Choice and success of job search methods
by Andrea Weber & Helmut Mahringer - 179-192 A count data model with endogenous household specific censoring: the number of nights to stay
by Jörgen Hellström & Jonas Nordström - 193-205 Report of the Editors
by Robert Kunst
June 2008, Volume 34, Issue 3
- 417-438 Non-linearity in the determinants of capital structure: evidence from UK firms
by Bassam Fattouh & Laurence Harris & Pasquale Scaramozzino - 439-449 Is Asian per capita GDP panel stationary?
by Paresh Narayan - 451-476 Consumption, wealth and business cycles in Germany
by Britta Hamburg & Mathias Hoffmann & Joachim Keller - 477-491 Nonparametric estimation of a dependent competing risks model for unemployment durations
by Gerard Berg & A. Lomwel & Jan Ours - 493-524 Monitoring and forecasting annual public deficit every month: the case of France
by Andrea Silvestrini & Matteo Salto & Laurent Moulin & David Veredas - 525-536 Wealth effects on money demand in the euro area
by Laurence Boone & Paul Noord - 537-565 GMM estimation of a structural demand model for yogurt and the effects of the introduction of new brands
by Marina Giacomo - 567-584 Impacts of the distribution of households across income groups in a differential demand system for orange juice
by Mark Brown & Jonq-Ying Lee - 585-602 Scale and efficiency measurement using a semiparametric stochastic frontier model: evidence from the U.S. commercial banks
by Subal Kumbhakar & Efthymios Tsionas - 603-622 The agribusiness cycle and its wavelets
by Roger Bowden & Jennifer Zhu
March 2008, Volume 34, Issue 2
- 205-230 Downward wage rigidity and job mobility
by Thomas Cornelißen & Olaf Hübler - 231-255 Metafrontier frameworks for the study of firm-level efficiencies and technology ratios
by Christopher O’Donnell & D. Rao & George Battese - 257-271 Demographic versus expenditure flexibility in Engel curves
by Panayiota Lyssiotou & Panos Pashardes & Thanasis Stengos - 273-284 Decomposing productivity growth and divergence: an index number approach
by Troy Matheson - 285-297 The role of credit constraints and government subsidies in farmland valuations in the US: an options pricing model approach
by Ashok Mishra & Charles Moss & Kenneth Erickson - 299-313 Price convergence across regions in India
by Samarjit Das & Kaushik Bhattacharya - 315-342 Private returns to education versus education spill-over effects
by Aniela Wirz - 343-356 On comparing the accuracy of default predictions in the rating industry
by Walter Krämer & André Güttler - 357-379 Measuring uncertainty of the euro area NAIRU: Monte Carlo and empirical evidence for alternative confidence intervals in a state space framework
by Christian Schumacher - 381-416 Expectations in micro data: rationality revisited
by Hugo Benítez-Silva & Debra Dwyer & Wayne-Roy Gayle & Thomas Muench
February 2008, Volume 34, Issue 1
- 1-4 Introduction
by Badi Baltagi & Giuseppe Arbia - 5-34 Errors in variables and spatial effects in hedonic house price models of ambient air quality
by Luc Anselin & Nancy Lozano-Gracia - 35-57 A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices
by Bernard Fingleton - 59-80 Spatial analysis of urban growth in Spain, 1900–2001
by Julie Gallo & Coro Chasco - 81-103 A class of spatial econometric methods in the empirical analysis of clusters of firms in the space
by Giuseppe Arbia & Giuseppe Espa & Danny Quah - 105-121 A spatially filtered mixture of β-convergence regressions for EU regions, 1980–2002
by Michele Battisti & Gianfranco Di Vaio - 123-142 Spatial shift-share analysis versus spatial filtering: an application to Spanish employment data
by Matías Mayor & Ana López - 143-166 R&D spillovers and firms’ performance in Italy
by Francesco Aiello & Paola Cardamone - 167-184 The impact of decentralization and inter-territorial interactions on Spanish health expenditure
by Joan Costa-Font & Francesco Moscone - 185-201 Regional evidence on financial development, finance term structure and growth
by Andrea Vaona - 203-203 A spatially filtered mixture of β-convergence regressions for EU regions, 1980–2002
by Michele Battisti & Gianfranco Vaio
November 2007, Volume 33, Issue 3
- 389-399 Indeterminacy in price–value correlation measures
by Emilio Díaz & Rubén Osuna - 401-426 Italian households’ debt: the participation to the debt market and the size of the loan
by Silvia Magri - 427-448 Price effects of airline consolidation: evidence from a sample of transatlantic markets
by Volodymyr Bilotkach - 449-468 Improving the estimation of total factor productivity growth: capital operating time in a latent variable approach
by Luc Everaert & Francisco Simone - 469-490 Measuring chronic and transient components of poverty: a Bayesian approach
by Hikaru Hasegawa & Kazuhiro Ueda - 491-513 Why did US air pollution decline after 1970?
by Ross McKitrick - 515-530 Financial shocks and worry about the future
by Ann Owen & Stephen Wu - 531-540 A flexible time-varying specification of the technical inefficiency effects model
by Giannis Karagiannis & Vangelis Tzouvelekas - 541-569 Interest rate reaction functions for the euro area
by Karsten Ruth
September 2007, Volume 33, Issue 2
- 199-230 New evidence on the convergence of international income from a group of 29 countries
by John Dawson & Amit Sen - 231-244 Commodity price cycles and heterogeneous speculators: a STAR–GARCH model
by Stefan Reitz & Frank Westerhoff - 245-262 The effect of computer use on earnings in Italy
by Giorgio Pietro - 263-287 PISA: What makes the difference?
by Andreas Ammermueller - 289-311 Hedonic price measurement: the CCC approach
by Ludwig Auer - 313-337 Model selection via genetic algorithms illustrated with cross-country growth data
by Eduardo Acosta-González & Fernando Fernández-Rodríguez - 339-357 Avoiding arbitrary exclusion restrictions using ratios of reduced-form estimates
by Myoung-jae Lee & Pao-Li Chang - 359-388 School composition effects in Denmark: quantile regression evidence from PISA 2000
by Beatrice Rangvid
July 2007, Volume 33, Issue 1
- 1-21 Pitfalls in estimates of the relationship between stock returns and inflation
by Jakob Madsen - 23-39 Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data
by Mark Trede & Bernd Wilfling - 41-49 Testing for Cointegrating Rank Via Model Selection: Evidence From 165 Data Sets
by Badi Baltagi & Zijun Wang - 51-84 The shadow economy in three Mediterranean countries: France, Spain and Greece. A MIMIC approach
by Roberto Dell’Anno & Miguel Gómez-Antonio & Angel Pardo - 85-113 Estimating potential output and the output gap for the euro area: a model-based production function approach
by Tommaso Proietti & Alberto Musso & Thomas Westermann - 115-149 A dynamic econometric system for the real yen–dollar rate
by Takamitsu Kurita - 151-176 The information content of the divisia monetary aggregates in forecasting inflation in the euro area
by Petri Mäki-Fränti - 177-195 Assessing the predictive power of financial spreads in the euro area: does parameters instability matter?
by Andrea Nobili - 197-197 The shadow economy in three Mediterranean countries: France, Spain and Greece. A MIMIC approach
by Roberto Dell’Anno & Miguel Gómez-Antonio & Angel Alañon-Pardo
May 2007, Volume 32, Issue 2
- 255-260 The economics of education and training
by Christian Dustmann & Bernd Fitzenberger & Steve Machin - 261-275 Does reducing student support affect scholastic performance? Evidence from a Dutch reform
by Michèle Belot & Erik Canton & Dinand Webbink - 277-299 Part-time work, school success and school leaving
by Christian Dustmann & Arthur Soest - 301-332 Time to learn? The organizational structure of schools and student achievement
by Ozkan Eren & Daniel Millimet - 333-357 Who actually goes to university?
by Oscar Marcenaro-Gutierrez & Fernando Galindo-Rueda & Anna Vignoles - 359-386 Does the early bird catch the worm?
by Patrick Puhani & Andrea Weber - 387-409 Peer effects in Austrian schools
by Nicole Schneeweis & Rudolf Winter-Ebmer - 411-431 Fair ranking of teachers
by Hendrik Jürges & Kerstin Schneider - 433-464 What accounts for international differences in student performance? A re-examination using PISA data
by Thomas Fuchs & Ludger Wößmann - 465-489 The impact of unionization on the incidence of and sources of payment for training in Canada
by David Green & Thomas Lemieux - 491-528 Evaluating multi-treatment programs: theory and evidence from the U.S. Job Training Partnership Act experiment
by Miana Plesca & Jeffrey Smith - 529-573 Employment effects of the provision of specific professional skills and techniques in Germany
by Bernd Fitzenberger & Stefan Speckesser
April 2007, Volume 32, Issue 1
- 1-18 Productivity, Scale and Efficiency in the U.S. Textile Industry
by Mikhail Kouliavtsev & Susan Christoffersen & Philip Russel - 19-39 Generalized method of moments and present value tests of the consumption-capital asset pricing model under transactions costs: evidence from the UK stock market
by Andros Gregoriou & Christos Ioannidis - 41-65 Human capital composition, growth and development: an R&D growth model versus data
by Tiago Sequeira - 67-84 A non-parametric analysis of ERM exchange rate fundamentals
by José Torres - 85-104 M1 demand and volatility
by Martin Schmidt - 105-124 A linear demand system within a seemingly unrelated time series equations framework
by Arvid Raknerud & Terje Skjerpen & Anders Swensen - 125-139 Absenteeism in the workplace: results from Danish sample survey data
by Søren Jensen & James McIntosh - 141-159 The effects of education on agricultural productivity under traditional and improved technology in northern Nigeria: an endogenous switching regression analysis
by Arega Alene & V. Manyong - 161-184 Intersectoral wage linkages: the case of Sweden
by Kent Friberg - 185-215 Another look at the identical tastes hypothesis on the analysis of cross-country alcohol data
by Saroja Selvanathan & Eliyathamby Selvanathan - 217-237 Children’s health benefits of reducing environmental tobacco smoke exposure: evidence from parents who smoke
by Mark Agee & Thomas Crocker - 239-246 Ex ante forecasts of business-cycle turning points
by Rolando Pelàez - 247-253 Report of the editors
by Robert Kunst
November 2006, Volume 31, Issue 4
- 801-820 An Investigation of the Effects of Data Transformation on Nonlinearity
by Emanuela Marrocu - 821-845 Expectations and regime robustness in price formation: evidence from vector autoregressive models and recursive methods
by Pål Boug & Ådne Cappelen & Anders Swensen - 847-860 Inflation Dynamics in the Euro Area and the Role of Expectations
by Maritta Paloviita - 861-869 Structure of Financial Savings During Indian Economic Reforms
by Raghbendra Jha & Ibotombi Longjam - 871-882 German Exports to the Euro Area
by Sabine Stephan - 883-903 Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence
by David Giles & Chad Stroomer - 905-919 The Impact of Unemployment Insurance on the Job Match Quality: A Quantile Regression Approach
by Mário Centeno & Álvaro Novo - 921-950 Determinants of business cycles in small scale macroeconomic models: the German case
by Alfred Maussner & Julius Spatz - 951-975 An Eclectic Approach to Estimating U.S. Potential GDP
by Marc-André Gosselin & René Lalonde - 977-1002 Euro area inflation persistence
by Nicoletta Batini - 1003-1024 Censored quantile regressions and the length of unemployment periods in West Germany
by Elke Lüdemann & Ralf Wilke & Xuan Zhang - 1025-1041 Further Evidence from Aggregate Data on the Life-Cycle-Permanent-Income Model
by Jim Malley & Hassan Molana - 1043-1060 Estimating Demand Response with Panel Data
by Sébastien Lecocq & Jean-Marc Robin - 1061-1087 Economic Theory and Econometric Practice: Parametric Efficiency Analysis
by Johannes Sauer
September 2006, Volume 31, Issue 3
- 549-568 Convergence in per-capita GDP across European regions: a reappraisal
by Valentina Meliciani & Franco Peracchi - 569-586 Inflation adjustment in the open economy: an I(2) analysis of UK prices
by Heino Nielsen & Christopher Bowdler - 587-599 Econometric estimation of PCAIDS models
by Germán Coloma - 601-611 Does a non-linear mean reverting process characterize real GDP movements?
by Dimitris Christopoulos - 613-629 Testing the permanent-income hypothesis: new evidence from West-German states ( Länder)
by Joseph DeJuan & John Seater & Tony Wirjanto - 631-643 Empirical size and power of some diagnostic tests applied to a distributed lag model
by Dimitris Hatzinikolaou & Athanassios Stavrakoudis - 645-662 Comparing monetary policy reaction functions: ECB versus Bundesbank
by Bernd Hayo & Boris Hofmann - 663-675 Linear approximations to the quadratic almost ideal demand system
by Toshinobu Matsuda - 677-697 The distributional effects of selection and capital accumulation on firm productivity under imperfect capital markets
by Elliott Parker & Mark Pingle - 699-715 Price, private demand and optimal provision of public R&D investment: An application to Italian agriculture, 1960–1995
by Roberto Esposti & Pierpaolo Pierani - 717-734 Testing for the principal’s monopsony power in agency contracts
by Atsushi Inoue & Tomislav Vukina - 735-754 On the estimation and forecasting of international migration: how relevant is heterogeneity across countries?
by Herbert Brücker & Boriss Siliverstovs - 755-776 Further results on monopolistic competition, markup pricing and the business cycle in Switzerland
by Christian Müller - 777-798 Growth and inflation forecasts for Germany a panel-based assessment of accuracy and efficiency
by Jörg Döpke & Ulrich Fritsche - 799-799 Specification and estimation of nonstandard profit functions
by Subal Kumbhakar
June 2006, Volume 31, Issue 2
- 277-289 Bayesian estimation of cointegrating thresholds in the term structure of interest rates
by K. Balcombe - 291-312 Locational choice and price competition: some empirical results for the austrian retail gasoline market
by Gerhard Clemenz & Klaus Gugler - 313-331 Innovation dynamics in the EU: convergence or divergence? A cross-country panel data analysis
by Andre Jungmittag - 333-367 Semiparametric estimation of conditional mean functions with missing data
by Markus Frölich - 369-391 Consumers and experts: an econometric analysis of the demand for water heaters
by Robert Bartels & Denzil Fiebig & Arthur Soest - 393-408 Transaction tax and stock market behavior: evidence from an emerging market
by Badi Baltagi & Dong Li & Qi Li - 409-431 Sources of German unemployment: a structural vector error correction analysis
by Ralf Brüggemann - 433-448 A guide to the computation of stationarity tests
by Josep Carrion-i-Silvestre & Andreu Sansó - 449-477 Testing efficiency of the ruble-sterling foreign-exchange market under the gold standard
by Elena Goldman - 479-495 Nonlinear adjustment in PPP—evidence from threshold cointegration
by Kari Heimonen - 497-511 The joint dynamics of inflation, unemployment and interest rate in the United States since 1980
by Antonio Ribba - 513-533 Modeling probabilities of patent oppositions in a Bayesian semiparametric regression framework
by Alexander Jerak & Stefan Wagner - 535-548 Firm exit and technical inefficiency
by Efthymios Tsionas & Theodore Papadogonas
March 2006, Volume 31, Issue 1
- 1-30 Comparing international consumption patterns
by Kenneth Clements & Yanrui Wu & Jing Zhang - 31-48 Measurement of technical and allocative efficiencies using a CES cost frontier: a benchmarking study of Japanese transmission-distribution electricity
by Jiro Nemoto & Mika Goto - 49-64 Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts
by Michael Clements - 65-82 An econometric analysis of the effects of market liberalization on price dynamics and price volatility
by Jean-Paul Chavas & Kwansoo Kim - 83-93 Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994
by Guglielmo Caporale & Luis Gil-Alana - 95-111 Productivity dynamics beyond-the-mean in U.S. manufacturing industries: An application of quantile regression
by Jens Krüger - 113-142 Local flexibility in wage setting: evidence from the Norwegian local public sector
by Torberg Falch & Bjarne Strøm - 143-150 Comparing consumers’ preferences and willingness to pay for non-GM oil using a contingent valuation approach
by Wuyang Hu - 151-164 Heterogeneity in dentists’ activity in Taiwan: an application of quantile regression
by Miaw-Chwen Lee & Andrew Jones - 165-182 Deterministic seasonality in Dickey–Fuller tests: should we care?
by Artur Silva Lopes - 183-193 Are some taxes different than others? An empirical investigation of the effects of tax policy in Canada
by K. Arin & Faik Koray - 195-206 The prices of silver and exchange rates in a metallic monetary system—the cases of India and Iran
by Mohammad Hasan