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Content
March 2006, Volume 31, Issue 1
- 207-216 A bootstrap-corrected causality test: another look at the money–income relationship
by Abdulnasser Hatemi-J & Manuchehr Irandoust - 217-241 The role of permanent and transitory components in business cycle volatility moderation
by Oleg Korenok & Stanislav Radchenko - 243-260 Specification and estimation of nonstandard profit functions
by Subal Khumbhakar - 261-275 Factor accumulation in Canada before the Great Depression: investment and immigration dynamics
by Stuart Wilson
January 2006, Volume 30, Issue 4
- 791-794 Editor’s introduction
by Luc Bauwens & Winfried Pohlmeier & David Veredas - 795-825 Modelling financial transaction price movements: a dynamic integer count data model
by Roman Liesenfeld & Ingmar Nolte & Winfried Pohlmeier - 827-842 Intraday stock prices, volume, and duration: a nonparametric conditional density analysis
by Anthony Tay & Christopher Ting - 843-866 Macroeconomic surprises and short-term behaviour in bond futures
by David Veredas - 867-887 How large is liquidity risk in an automated auction market?
by Pierre Giot & Joachim Grammig - 889-911 Exchange rate volatility and the mixture of distribution hypothesis
by Luc Bauwens & Dagfinn Rime & Genaro Sucarrat - 913-946 Asymmetries in bid and ask responses to innovations in the trading process
by Alvaro Escribano & Roberto Pascual - 947-971 The performance analysis of chart patterns: Monte Carlo simulation and evidence from the euro/dollar foreign exchange market
by Walid Omrane & Hervé Oppens - 973-1005 Order aggressiveness and order book dynamics
by Anthony Hall & Nikolaus Hautsch - 1007-1033 Liquidity supply and adverse selection in a pure limit order book market
by Stefan Frey & Joachim Grammig
October 2005, Volume 30, Issue 3
- 539-553 Rational expectations and fixed-event forecasts: An application to UK inflation
by H. Bakhshi & G. Kapetanios & T. Yates - 555-573 The flow through of cost changes in competitive telecommunications: Theory and evidence
by T. Beard & George Ford & R. Hill & Richard Saba - 575-595 Econometric estimation of a variable rate of depreciation of the capital stock
by José Hernández & Ignacio Mauleón - 597-617 Determinants of long-term growth: New results applying robust estimation and extreme bounds analysis
by Jan- Sturm & Jakob de Haan - 619-642 Countercyclical or procyclical real wages? A disaggregate explanation of aggregate asymmetry
by Magda Kandil - 643-663 Genetic multi-model composite forecast for non-linear prediction of exchange rates
by Marcos Álvarez-Díaz & Alberto Álvarez - 665-691 Testing the significance and the non-linearity of the Phillips trade-off in the Euro Area
by Alvaro Aguiar & Manuel Martins - 693-710 Are overtime plants more efficient than standard-time plants? A stochastic production frontier analysis using the IAB Establishment Panel
by Thorsten Schank - 711-734 And the winner is... An empirical evaluation of unitary and collective labour supply models
by Frederic Vermeulen - 735-748 Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models
by Joaquim Ramalho - 749-761 Subjective well-being and the family: Results from an ordered probit model with multiple random effects
by Rainer Winkelmann - 763-781 Estimates of real economic activity in Switzerland, 1886–1930
by Stefan Gerlach & Petra Gerlach-Kristen - 783-790 The purchasing power parity puzzle is worse than you think
by Christian Murray & David Papell
September 2005, Volume 30, Issue 2
- 263-276 Institutions and economic development: How strong is the relation?
by Tiago V. de V. Cavalcanti & Álvaro A. Novo - 277-308 The forecasting ability of a cointegrated VAR system of the UK tourism demand for France, Spain and Portugal
by Maria De Mello & Kevin Nell - 309-329 The predictive value of subjective labour supply data: A partial-adjustment model with measurement error
by Rob Euwals - 331-358 A framework for the decomposition of poverty differences with an application to poverty differences between countries
by Martin Biewen & Stephen Jenkins - 359-378 A survival analysis of de novo co-operative credit banks
by Paola Maggiolini & Paolo Mistrulli - 379-392 Dynamic and stochastic structures in tourism demand modeling
by Jonas Nordström - 393-409 The contribution of institutions, trade, and geography to the development process: How robust is the empirical evidence to variations in the sample?
by Shawn Knabb - 411-426 Bounded dividends, earnings and fundamental stock values
by G. Lim - 427-464 What’s spurious, what’s real? Measuring the productivity impacts of ICT at the firm-level
by Thomas Hempell - 465-471 A test of Hotelling’s Valuation Principle for nonrenewable resources
by Joseph Eisenhauer - 473-478 Rejecting the Hotelling Valuation Principle
by Robert Cairns & Graham Davis - 479-482 Retaining the Hotelling Valuation Principle
by Joseph Eisenhauer - 483-492 The real exchange rate and the black market exchange rate in developing countries
by Khalifa Hassanain - 493-504 Effects of government expenditure on private investment: Canadian empirical evidence
by Baotai Wang - 505-520 Public-private sector wage differentials in Germany: Evidence from quantile regression
by Blaise Melly - 521-538 Item non-response on income and wealth questions
by Regina Riphahn & Oliver Serfling
January 2005, Volume 30, Issue 1
- 1-22 Endogenous schooling and the distribution of the gender wage gap
by Jörgen Hansen & Roger Wahlberg - 23-35 Convergence among five industrial countries (1870–1994): Results from a time varying cointegration approach
by Yannick Le Pen - 37-63 Requiem for the unit root in per capita real GDP? Additional evidence from historical data
by Edoardo Gaffeo & Marco Gallegati & Mauro Gallegati - 65-75 Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models
by Günter Coenen - 77-91 Testing for PPP: Should we use panel methods?
by Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat - 93-114 Estimation of hedonic price functions via additive nonparametric regression
by Carlos Martins-Filho & Okmyung Bin - 115-135 Fiscal policy and private consumption behaviour: The Spanish case
by Agustín García & Julián Ramajo - 137-150 Productivity growth and inflation in Europe: Evidence from panel cointegration tests
by Dimitris K. Christopoulos & Efthymios G. Tsionas - 151-169 Dynamic employment adjustments over business cycles
by Tung Liu & Lee C. Spector - 171-192 Semiparametric estimation and testing in a model of environmental regulation with adverse selection
by Pascal Lavergne & Alban Thomas - 193-207 Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate
by Luis A. Gil-Alanaa - 209-233 A dynamic panel analysis of the profitability of Australian tax entities
by Simon Feeny & Mark Harris & Mark Rogers - 235-244 A comparison of empirical models used to infer the willingness to pay in contingent valuation
by Aurelia Bengochea-Morancho & Ana Fuertes-Eugenio & Salvador Saz-Salazar - 245-253 Capital mobility and sustainability: Evidence from U.S. current account data
by Bassam Fattouh
December 2004, Volume 29, Issue 4
- 705-722 Dynamic spatial modelling of regional convergence processes
by Reinhold Kosfeld & Jorgen Lauridsen - 723-736 Fractional cointegration and the term structure
by Sandrine Lardic & Valérie Mignon - 737-751 Used automobile protection and trade: Gravity and ordered probit analysis
by Danilo Pelletiere & Kenneth A. Reinert - 753-768 Cross-country catch-up in the manufacturing sector: Impacts of heterogeneity on convergence and technology adoption
by Patrik T. Hultberg & M. Ishaq Nadiri & Robin C. Sickles - 769-786 Does ownership affect firms’ efficiency? Panel data evidence on Italy
by Anna Bottasso & Alessandro Sembenelli - 787-801 Forecasting exchange rates in transition economies: A comparison of multivariate time series models
by Jesús Crespo Cuaresma & Jaroslava Hlouskova - 803-824 Accounting for unexpected capital gains on natural assets in Net National Product
by Robert J. Hill - 825-853 The link between inflation and inflation uncertainty: Evidence from G7 countries
by Ramaprasad Bhar & Shigeyuki Hamori - 855-883 Qualifications, discrimination, or assimilation? An extended framework for analysing immigrant wage gaps
by Helena Skyt Nielsen & Michael Rosholm & Nina Smith & Leif Husted - 885-900 Firm-financed training: Firm-specific or general skills?
by Pål Schøne - 901-920 Model selection for nonlinear time series
by Sebastiano Manzan - 921-937 Long-run matching relationship in the Japanese labor market
by Shigeki Kano & Makoto Ohta
September 2004, Volume 29, Issue 3
- 463-476 Examining world-wide purchasing power parity
by Tor Jacobson & Marianne Nessén - 477-488 Long memory in volatilities of German stock returns
by Philipp Sibbertsen - 489-502 Noisy chaotic dynamics in commodity markets
by Catherine Kyrtsou & Walter C. Labys & Michel Terraza - 503-525 Causality tests of the relationship between the twin deficits
by Eugene Kouassi & Mbodja Mougoué & Kern O. Kymn - 527-540 Do stock market returns predict changes to output? Evidence from a nonlinear panel data model
by Ólan T. Henry & Nilss Olekalns & Jonathan Thong - 541-552 A testing of the purchasing power parity hypothesis using a vector autoregressive model
by Tatsuyoshi Miyakoshi - 553-574 A monetary vector error correction model of the Euro area and implications for monetary policy
by Oliver Holtemöller - 575-592 Lead-lag effects in the mean and variance of returns of size-sorted UK equity portfolios
by Angelos Kanas - 593-604 Openness, productivity and growth in the APEC economies
by Yanrui Wu - 605-620 The long run, market power and retail pricing
by Adusei Jumah - 621-646 New technologies and productivity growth in the euro area
by Focco Vijselaar & Ronald Albers - 647-671 Forecasting industrial production and the early detection of turning points
by Giancarlo Bruno & Claudio Lupi - 673-695 Do prices count? A micro-econometric study of illicit drug consumption based on self-reported data
by Anne Line Bretteville-Jensen & Erik Biørn - 697-704 Note
by Thomas Kämpke
May 2004, Volume 29, Issue 2
- 209-226 Policy matters. The long run effects of aggregate demand and mark-up shocks on the Italian unemployment rate
by Luca Gambetti & Barbara Pistoresi - 227-245 Testing J-curve hypothesis and analysing the effect of exchange rate volatility on the balance of trade in India
by Tarlok Singh - 247-260 Financial development and economic growth in Australia: An empirical analysis
by Shandre M. Thangavelu & Ang Beng Jiunn & James - 261-280 Investment in Swedish manufacturing: Analysis and forecasts
by Bengt Assarsson & Claes Berg & Per Jansson - 281-292 The power of tests for equivalent ARMA models: The implications for practitioners
by Tim Chenoweth & Robert Hubata & Robert D. St. Louis - 293-309 Pricing-to-market tests in instrumental regressions: Case of the transportation equipment industry
by Lynda Khalaf & Maral Kichian - 311-341 A system approach for measuring the euro area NAIRU
by Silvia Fabiani & Ricardo Mestre - 343-359 Fractional integration and business cycle features
by Bertrand Candelon & Luis A. Gil-Alana - 361-372 An empirical note about additive outliers and nonstationarity in Latin-American inflation series
by Gabriel Rodríguez - 373-381 Quantile estimation of frontier production function
by Cristina Bernini & Marzia Freo & Attilio Gardini - 383-414 Monetary transmission in Germany: Lessons for the Euro area
by Kirstin Hubrich & Peter Vlaar - 415-430 Testing for changing shapes of income distribution: Italian evidence in the 1990s from kernel density estimates
by Maria Grazia Pittau & Roberto Zelli - 431-449 An econometric analysis of veterans’ health care utilization using two-part models
by Kajal Lahiri & Guibo Xing - 451-462 Retesting symmetry and homogeneity in a cointegrated demand system with bootstrapping: The case of meat demand in Greece
by Kelvin. G. Balcombe
January 2004, Volume 29, Issue 1
- 1-4 Introduction
by Badi H. Baltagi - 5-20 Analyzing the effect of dynamically assigned treatments using duration models, binary treatment models, and panel data models
by Jaap H. Abbring & Gerard J. van den Berg - 21-47 Convenient estimators for the panel probit model: Further results
by William Greene - 49-77 Simulation-based inference in dynamic panel probit models: An application to health
by Paul Contoyannis & Andrew M. Jones & Nigel Rice - 79-88 Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects
by Sune Karlsson & Jimmy Skoglund - 89-106 Testing poolability in a system of dynamic regressions with nonspherical disturbances
by Maurice J.G. Bun - 107-113 Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators
by Badi H. Baltagi & Georges Bresson & Alain Pirotte - 115-128 The effect of uncertainty on UK investment authorisation: Homogenous vs. heterogeneous estimators
by Ciaran Driver & Katsushi Imai & Paul Temple & Giovanni Urga - 129-147 Reinterpreting the performance of immigrant wages from panel data
by Derek Hum & Wayne Simpson - 149-167 Inflation and growth: Explaining a negative effect
by Max Gillman & Mark N. Harris & László Mátyás - 169-183 Efficiency measurement using a latent class stochastic frontier model
by Luis Orea & Subal C. Kumbhakar - 185-191 Productivity and technical change: Measurement and testing
by Subal C. Kumbhakar - 193-208 Modeling corner solutions with panel data: Application to the industrial energy demand in France
by Raja Chakir & Alain Bousquet & Norbert Ladoux
November 2003, Volume 28, Issue 4
- 649-668 Art as an investment: Short and long-term comovements in major painting markets
by Andrew C. Worthington & Helen Higgs - 669-685 A correlated bivariate Poisson jump model for foreign exchange
by Wing H. Chan - 687-707 Threshold models for trended time series
by George Kapetanios - 709-731 Asymmetric ACD models: Introducing price information in ACD models
by Luc Bauwens & Pierre Giot - 733-751 Spatial and supply/demand agglomeration economies: State- and industry-linkages in the U.S. food system
by Jeffrey P. Cohen & Catherine J. Morrison Paul - 753-765 Estimating multiproduct costs when some outputs are not produced
by Quinn Weninger - 767-782 How productivity and domestic output are related to exports and foreign output in the case of Sweden
by R. Scott Hacker & Abdulnasser Hatemi-J - 783-794 The order of integration for quarterly macroeconomic time series: A simple testing strategy
by Artur C. B. da Silva Lopes - 795-811 Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption
by Badi H. Baltagi & Georges Bresson & James M. Griffin & Alain Pirotte - 813-838 Effects of the single market on the Austrian insurance industry
by Bernhard Mahlberg & Thomas Url - 839-860 The Polish exchange rate system: A unit root and cointegration analysis
by Carsten Trenkler
July 2003, Volume 28, Issue 3
- 431-459 Employer-supported training in Canada and its impact on mobility and wages
by Daniel Parent - 461-478 Distributional assumptions and a test of the dual labor market hypothesis
by John Baffoe-Bonnie - 479-514 New insights on earnings trends across skill groups and industries in West Germany
by Bernd Fitzenberger & Claudia Kurz - 515-533 Estimating the employment effects of education for disabled workers in Norway
by Arild Aakvik - 535-552 Testing for hysteresis: Unemployment persistence and wage adjustment
by P. Fève & P. Y. Hénin & P. Jolivaldt - 553-570 Contracting out refuse collection
by E. Dijkgraaf & R. H. J. M. Gradus & B. Melenberg - 571-580 The proper panel econometric specification of the gravity equation: A three-way model with bilateral interaction effects
by Peter Egger & Michael Pfaffermayr - 581-598 Estimating a mixture of stochastic frontier regression models via the em algorithm: A multiproduct cost function application
by Steven B. Caudill - 599-613 A modified logit model for time series with an application to the pricing behaviour of manufacturing firms in Australia
by Chris M. Alaouze - 615-638 Real exchange rate shocks on tradables, nontradables, and the current account: Mexico, 1980–2000
by André Varella Mollick - 639-647 Risk compensation in wages – a replication
by Joop Hartog & Erik Plug & Luis Diaz Serrano & Jose Vieira
April 2003, Volume 28, Issue 2
- 223-247 Do national business cycles have an international origin?
by Joffrey Malek Mansour - 249-273 Effects of health information on Nordic meat and fish demand
by Kyrre Rickertsen & Dadi Kristofersson & Solveig Lothe - 275-289 Why are saving rates in East Asia so high? Reviving the life cycle hypothesis
by F. Gerard Adams & Peter A. Prazmowski - 291-302 Statistical analysis of inequality with decompositions: the Canadian experience
by David Gray & Jeffrey A. Mills & Sourushe Zandvakili - 303-319 Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks
by Dan Ben-David & Robin L. Lumsdaine & David H. Papell - 321-334 Inflation-unemployment tradeoff and regional labor market data
by Uwe Hassler & Michael Neugart - 335-351 Weighted samples, kernel density estimators and convergence
by Francisco J. Goerlich Gisbert - 353-364 Model selection when estimating and predicting consumer demands using international, cross section data
by J. A. L. Cranfield & James S. Eales & Thomas W. Hertel & Paul V. Preckel - 365-386 Seasonality and Markov switching in an unobserved component time series model
by Rob Luginbuhl & Aart de Vos - 387-402 The effects of shocks on the Austrian unemployment rate – a structural VAR approach
by Susanne Maidorn - 403-416 The impact of imports on price-cost margins: An empirical illustration
by Rigoberto A. Lopez & Elena Lopez - 417-429 Ten-year forecasts of real stock price changes
by Rolando F. Peláez
January 2003, Volume 28, Issue 1
- 3-22 A generalized additive Tobit model
by Armando Levy - 23-44 Short- and long-term unemployment: How do temporary layoffs affect this distinction?
by Peter Jensen & Michael Svarer - 45-59 Bayesian estimation of social welfare and tax progressivity measures
by Duangkamon Chotikapanich & John Creedy - 61-73 Robust estimation of models of Engel curves
by Jiazhong You - 75-100 On the choice of functional form in stochastic frontier modeling
by Konstantinos Giannakas & Kien C. Tran & Vangelis Tzouvelekas - 101-113 Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks
by Luis A. Gil-Alana - 115-139 Social Security and personal saving: 1971 and beyond
by Philip Meguire - 141-156 Sectoral trends and cycles in Germany
by Yin-Wong Cheung & Frank Westermann - 157-172 A common trends model of UK core inflation
by Fabio C. Bagliano & Claudio Morana - 173-180 Real exchange rate determination: Empirical observations from East-Asian countries
by Tatsuyoshi Miyakoshi - 181-201 Pooling surveys in the estimation of income and price elasticities: An application to Tunisian households
by Mohamed Ayadi & Jaya Krishnakumar & Mohamed Salah Matoussi - 203-222 Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers
by K. Hadri & C. Guermat & J. Whittaker
2002, Volume 27, Issue 4
- 569-586 Conditional mean functions of non-linear models of US output
by Ana B. C. Galvão & Michael P. Clements - 587-600 A test for rational bubbles in stock prices
by Yuichi Fukuta - 601-606 Estimation of an effectively globally regular demand system: An application to United States meat consumption
by Anitoliy Skripnichenko & Kevin Chen - 607-630 Changing rewards in contests: Has the three-point rule brought more offense to soccer?
by José Correia Guedes & Fernando S. Machado - 631-643 Are Hodrick-Prescott `forecasts' rational?
by J. Z. Easaw & S. M. Heravi & J. C. K. Ash & D. J. Smyth - 645-656 Specification and sensitivity analysis of cross-country growth regressions
by Thanasis Stengos & Theofanis P. Mamuneas & Pantelis Kalaitzidakis - 657-686 Testing misspecified non-nested factor demand systems: Some Monte Carlo results
by Matteo Manera - 687-704 Unemployment hysteresis and the natural rate of vacancies
by By Knut Røed - 705-723 The symmetry of the wage-change distribution: Survey and contract data
by Thanasis Stengos & Louis N. Christofides
2002, Volume 27, Issue 3
- 403-425 On the herding instinct of interest rate forecasters
by Ronald Bewley & Denzil G. Fiebig - 427-446 Money and prices: U.S. Data 1869-1914 (A study with directed graphs)
by David A. Bessler & Seongpyo Lee - 447-460 Employment shifts, economic reform and the changes in public/private sector wages in Mexico: 1987-1997
by José A. Pagán & José A. Tijerina Guajardo & Jorge Valero Gil - 461-472 Risk preference and productivity measurement under output price uncertainty
by Subal C. Kumbhakar - 473-497 Implementing and interpreting indicators of core inflation: the case of France
by Franck Sédillot & Hervé Le Bihan - 499-527 The hidden economy in Spain - A monetary estimation, 1964-1998
by Mariá Dolores Gadea & José Mariá Serrano-Sanz - 529-542 The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation?
by Sylvia Kaufmann & Georg Winckler & Johann Scharler - 543-567 Goodness-of-fit techniques for count data models: an application to the demand for dental care in Spain
by Begoña Álvarez & Miguel A. Delgado
2002, Volume 27, Issue 2
- 149-162 New directions in business cycle research and financial analysis
by James D. Hamilton & Baldev Raj - 163-183 Permanent and transitory components of recessions
by Chang-Jin Kim & Christian J. Murray - 185-204 Can oil shocks explain asymmetries in the US Business Cycle?
by Hans-Martin Krolzig & Michael P. Clements - 205-232 Markov switching in disaggregate unemployment rates
by Chinhui Juhn & Simon Potter & Marcelle Chauvet - 233-254 A Markov-switching vector equilibrium correction model of the UK labour market
by Massimiliano Marcellino & Grayham E. Mizon & Hans-Martin Krolzig - 255-276 Plucking models of business cycle fluctuations: Evidence from the G-7 countries
by Terence C. Mills & Ping Wang - 277-297 Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data
by Sylvia Kaufmann - 299-334 A regime-switching approach to the study of speculative attacks: A focus on EMS crises
by Maria Soledad Martinez Peria - 335-362 Fads or bubbles?
by Simon van Norden & Huntley Schaller - 363-394 Improving GARCH volatility forecasts with regime-switching GARCH
by Franc Klaassen - 395-401 Power issues when testing the Markov switching model with the sup likelihood ratio test using U.S. output
by Patrick J. Coe
2002, Volume 27, Issue 1
- 1-22 The dynamic specification of the modified pecking order theory: Its relevance to Italy
by Maria Elena Bontempi - 23-47 A semiflexible normalized quadratic inverse demand system: an application to the price formation of fish
by Richard C. Bishop & Matthew T. Holt - 49-62 Are U.S. regions converging? Using new econometric methods to examine old issues
by Timothy J. Vogelsang & Marc Tomljanovich - 63-90 The European Community Household Panel: A review
by Franco Peracchi - 91-100 A panel cointegration approach to the investment-saving correlation
by Tsung-wu Ho - 101-112 Uncertainty of outcome versus reputation: Empirical evidence for the First German Football Division
by Georg Stadtmann & Dirk Czarnitzki - 113-129 Output gap uncertainty: Does it matter for the Taylor rule?
by Frank Smets - 131-148 Nonlinearity in dynamic adjustment: Semiparametric estimation of panel labor supply
by Qi Li & Thomas J. Kniesner
2001, Volume 26, Issue 4
- 599-622 The impact of health on wages: Evidence from the British Household Panel Survey
by (*), Nigel Rice & Paul Contoyannis - 623-650 Who is ruling Europe? Empirical evidence on the German Dominance Hypothesis
by Mariam Camarero & Javier Ordóñez - 651-672 Stock prices and money velocity: a multi-country analysis
by Massimo Caruso - 673-705 A small continuous time macro-econometric model of the Czech Republic
by Emil Stavrev - 707-720 The economic impact of EU-enlargement: assessing the migration potential
by Michael Fertig - 721-726 The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis
by Siu Fai Leung & Shihti Yu