Publications

by members of

Euro-area Economy Modelling Centre
Joint Research Centre
European Commission
Ispra, Italy

Working papers

2008

1. Christophe Planas & Alessandro Rossi & Gabriele Fiorentini, 2008. "The marginal likelihood of Structural Time Series Models, with application to the euroareaa nd US NAIRU," Working Paper Series 21-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]
2. Marc Hallin & Roman Liska, 2008. "Dynamic Factors in the Presence of Block Structure," Economics Working Papers ECO2008/22, European University Institute. [Downloadable!]
3. Marc Hallin & Roman Liska, 2008. "Dynamic Factors in the Presence of Block Structure," ECARES Working Papers 2008_012, Université Libre de Bruxelles, Ecares. [Downloadable!]

2007

1. Ivano Azzini & Riccardo Girardi & Marco Ratto, 2007. "Parallelization of Matlab codes under Windows platform for Bayesian estimation: A Dynare application," Working Papers 1, Euro-area Economy Modelling Centre. [Downloadable!]

2006

1. Marco Ratto, 2006. "Global sensitivity analysis for macro-economic models," Computing in Economics and Finance 2006 42, Society for Computational Economics. [Downloadable!]
2. M. Ratto & R. Girardi & R. Liska & W. Roeger & J. In't Veld, 2006. "Impact of oil prices in an estimated EU12 open economy model," Computing in Economics and Finance 2006 386, Society for Computational Economics. [Downloadable!]
3. Ratto Marco & Roeger Werner & Veld Jan, 2006. "Fiscal Policy in an estimated open-economy model for the EURO area," Computing in Economics and Finance 2006 43, Society for Computational Economics. [Downloadable!]
4. Laurens Cherchye & Wim Moesen & Nicky Rogge & Tom Van Puyenbroeck & Michaela Saisana & A. Saltelli & R. Liska & S. Tarantola, 2006. "Creating Composite Indicators with DEA and Robustness Analysis: the case of the Technology Achievement Index," Public Economics Working Paper Series ces0613, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, Working Group Public Economics. [Downloadable!]

2005

1. Ratto M. & Roeger W. & in’t Veld J. & Girardi R., 2005. "An estimated new Keynesian dynamic stochastic general equilibrium model of the Euro area," Macroeconomics 0503002, EconWPA. [Downloadable!]
2. Marco Ratto & Werner Roeger, 2005. "An estimated open-economy model for the EURO area," Computing in Economics and Finance 2005 84, Society for Computational Economics. [Downloadable!]

2004

1. Marco Ratto & Riccardo Girardi, 2004. "Bayesian Estimation of Total Investment Expenditures For Romanian Economy using DYNARE," Computing in Economics and Finance 2004 151, Society for Computational Economics. [Downloadable!]
2. Christophe Planas & Werner Roeger & Alessandro Rossi, 2004. "How much has labour taxation contributed to European structural unemployment?," Econometrics 0408005, EconWPA. [Downloadable!]

2002

1. Christophe Planas & Alessandro Rossi & Werner Roeger, 2002. "An Unobserved Components Model for NAIRU Estimation," Computing in Economics and Finance 2002 356, Society for Computational Economics.
2. Alessandro Rossi & Giampiero M. Gallo, 2002. "Volatility Estimation via Hidden Markov Models," Econometrics Working Papers Archive wp2002_14, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
3. Rossi, Alessandro & Canpolongo, Francesca & Bichisao, Guido, 2002. "Hedge Accounting Within Ias 39," Economic and Financial Reports 2002/2, European Investment Bank, Economic and Financial Studies. [Downloadable!]

Journal articles

2009

1. Ratto, Marco & Roeger, Werner & Veld, Jan in 't, 2009. "QUEST III: An estimated open-economy DSGE model of the euro area with fiscal and monetary policy," Economic Modelling, Elsevier, vol. 26(1), pages 222-233, January. [Downloadable!] (restricted)

2008

1. Marco Ratto, 2008. "Analysing DSGE Models with Global Sensitivity Analysis," Computational Economics, Springer, vol. 31(2), pages 115-139, March. [Downloadable!] (restricted)
2. Planas, Christophe & Rossi, Alessandro & Fiorentini, Gabriele, 2008. "Bayesian Analysis of the Output Gap," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 18-32, January. [Downloadable!] (restricted)

2007

1. Planas, Christophe & Roeger, Werner & Rossi, Alessandro, 2007. "How much has labour taxation contributed to European structural unemployment?," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1359-1375, April. [Downloadable!] (restricted)
2. Hallin, Marc & Liska, Roman, 2007. "Determining the Number of Factors in the General Dynamic Factor Model," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 603-617, June. [Downloadable!] (restricted)

2006

1. Rossi, Alessandro & Gallo, Giampiero M., 2006. "Volatility estimation via hidden Markov models," Journal of Empirical Finance, Elsevier, vol. 13(2), pages 203-230, March. [Downloadable!] (restricted)

2004

1. Christophe Planas & Alessandro Rossi, 2004. "Can inflation data improve the real-time reliability of output gap estimates?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 121-133. [Downloadable!]

2002

1. Planas, Christophe, 2002. "Seasonal Adjustment with the X-11 Method: Dominique Ladiray and Benoit Quenneville, Lecture Notes in Statistics, 2001, New York: Springer-Verlag, pp.260. [UK pound]48, $59.95, ISBN 0-387-95171-7," International Journal of Forecasting, Elsevier, vol. 18(3), pages 467-468. [Downloadable!] (restricted)

2001

1. Fiorentini, Gabriele & Planas, Christophe, 2001. "Overcoming Nonadmissibility in ARIMA-Model-Based Signal Extraction," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(4), pages 455-64, October.

1999

1. Maravall, Agustin & Planas, Christophe, 1999. "Estimation error and the specification of unobserved component models," Journal of Econometrics, Elsevier, vol. 92(2), pages 325-353, October. [Downloadable!] (restricted)

1994

1. Bramanti, Alberto & Girardi, Riccardo, 1994. " New Firm Location: An Equilibrium Model and Its Disequilibrium Dynamics," Small Business Economics, Springer, vol. 6(2), pages 151-63, April.
2. R. Girardi & J. H. Paelinck, 1994. "A Regional Equilibrium Growth Model and its Disequilibrium Dynamics: A One Sector Approach," Regional Studies, Taylor and Francis Journals, vol. 28(3), pages 305-317, June. [Downloadable!] (restricted)

This page was last updated on 2009-12-2.