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Publications

by alumni of

Center for Operations Research and Econometrics (CORE)
École des Sciences Économiques de Louvain
Université Catholique de Louvain
Louvain-la-Neuve, Belgium

(Economics School of Louvain, Catholic University of Louvain-la-Neuve))

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.


| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

Undated material is listed at the end

2014

  1. Vallejos, Catalina & Steel, Mark F. J., 2014. "Bayesian Survival Modelling of University Outcomes," MPRA Paper 57185, University Library of Munich, Germany.
  2. Rubio, Francisco Javier & Steel, Mark F. J., 2014. "Bayesian modelling of skewness and kurtosis with two-piece scale and shape transformations," MPRA Paper 57102, University Library of Munich, Germany.
  3. Jakub Growiec & Katarzyna Growiec, 2014. "The impact of bridging and bonding social capital on individual earnings: Evidence for an inverted U," National Bank of Poland Working Papers 175, National Bank of Poland, Economic Institute.
  4. Vincent BODART & Jean-François CARPANTIER, 2014. "Real Exchange Rates and Skills," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2014005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  5. Carpantier, Jean-Francois & Litina, Anastasia, 2014. "Dissecting the Act of God: An Exploration of the Effect of Religion on Economic Activity," MPRA Paper 56267, University Library of Munich, Germany.
  6. Francesco De Sinopoli & Claudia Meroni & Carlos Pimienta, 2014. "Strategic Stability in Poisson Games," Discussion Papers 2014-09, School of Economics, The University of New South Wales.
  7. Galli, Fausto, 2014. "Stochastic conditonal range, a latent variable model for financial volatility," MPRA Paper 54030, University Library of Munich, Germany.
  8. Marco Marinucci, 2014. "Cooperative R&D networks among firms and public research institutions," Temi di discussione (Economic working papers) 962, Bank of Italy, Economic Research and International Relations Area.

2013

  1. MAULEON, Ana & SEMPERE-MONERRIS, Jose & VANNETELBOSCH, Vincent, 2013. "Contractually stable alliances," CORE Discussion Papers 2013031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. PARDO-GARCIA, Christina & SEMPERE-MONERRIS, Jose J., 2013. "Equilibrium mergers in a composite good industry with efficiencies," CORE Discussion Papers 2013067, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. L. Bauwens & E. Otranto, 2013. "Modeling the Dependence of Conditional Correlations on Volatility," Working Paper CRENoS 201304, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  4. Liesenfeld, Roman & Richard, Jean-François & Vogler, Jan, 2013. "Analysis of discrete dependent variable models with spatial correlation," Economics Working Papers 2013-01, Christian-Albrechts-University of Kiel, Department of Economics.
  5. Goulão, Catarina & Thibault, Emmanuel, 2013. "Physical Activity and Policy Recommendations: a Social Multiplier Approach," TSE Working Papers 13-414, Toulouse School of Economics (TSE).
  6. David Veredas, 2013. "Quantitative Finance Group: Activity Report 2010-2012," ULB Institutional Repository 2013/136245, ULB -- Universite Libre de Bruxelles.
  7. Yves Dominicy & David Veredas, 2013. "The method of simulated quantiles," ULB Institutional Repository 2013/136280, ULB -- Universite Libre de Bruxelles.
  8. Marc Hallin & Yves-Caoimhin Swan & Thomas Verdebout & David Veredas, 2013. "R-estimation in linear models with stable errors," ULB Institutional Repository 2013/136281, ULB -- Universite Libre de Bruxelles.
  9. Yves Dominicy & Hiroaki Ogata & David Veredas, 2013. "Inference for vast dimensional elliptical distributions," ULB Institutional Repository 2013/136282, ULB -- Universite Libre de Bruxelles.
  10. Yves Dominicy & Siegfried Hörmann & Hiroaki Ogata & David Veredas, 2013. "On sample marginal quantiles for stationary processes," ULB Institutional Repository 2013/136283, ULB -- Universite Libre de Bruxelles.
  11. Marc Paolella & Eric Renault & Gennady Samorodnitsky & David Veredas, 2013. "Latest developments in heavy-tailed distributions," ULB Institutional Repository 2013/136284, ULB -- Universite Libre de Bruxelles.
  12. Giacomo Sbrana & Andrea Silvestrini, 2013. "Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework," Temi di discussione (Economic working papers) 929, Bank of Italy, Economic Research and International Relations Area.
  13. Riccardo De Bonis & Fabio Farabullini & Miria Rocchelli & Alessandra Salvio & Andrea Silvestrini, 2013. "A quantitative look at the Italian banking system: evidence from a new dataset since 1861," Working Papers 9, Department of the Treasury, Ministry of the Economy and of Finance.
  14. Riccardo De Bonis & Andrea Silvestrini, 2013. "The Italian financial cycle: 1861-2011," Temi di discussione (Economic working papers) 936, Bank of Italy, Economic Research and International Relations Area.
  15. Jean-François Carpantier & Christelle Sapata, 2013. "Empirical Welfare Analysis: When Preferences Matter," CREA Discussion Paper Series 13-11, Center for Research in Economic Analysis, University of Luxembourg.
  16. Gautier M. Krings & Jean-Fran\c{c}ois Carpantier & Jean-Charles Delvenne, 2013. "Trade integration and trade imbalances in the European Union: a network perspective," Papers 1309.4156, arXiv.org.
  17. Marco Mantovani & Georg Kirchsteiger & Ana Mauleon & Vincent Vannetelbosch, 2013. "Limited Farsightedness in Network Formation," Working Papers ECARES 2013/76051, ULB -- Universite Libre de Bruxelles.
  18. FORSTER, Manuel & MAULEON, Ana & VANNETELBOSCH, Vincent, 2013. "Trust and manipulation in social networks," CORE Discussion Papers 2013050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  19. MAULEON, Ana & VANNETELBOSCH, Vincent, 2013. "Relative concerns and delays in bargaining with private information," CORE Discussion Papers 2013034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  20. Manuel Förster & Ana Mauleon & Vincent Vannetelbosch, 2013. "Trust and Manipulation in Social Networks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00881145, HAL.
  21. CAULIER, Jean-François & MAULEON, Ana & VANNETELBOSCH, Vincent, 2013. "Allocation rules for coalitional network games," CORE Discussion Papers 2013032, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  22. Mikel Bedayo & Ana Mauleon & Vincent Vannetelbosch, 2013. "Bargaining and Delay in Trading Networks," Working Papers 2013.01, Fondazione Eni Enrico Mattei.
  23. Francesco De Sinopoli & Giovanna Iannantuoni & Elena Manzoni, 2013. "Voting for Legislators," Working Papers 240, University of Milano-Bicocca, Department of Economics, revised Mar 2013.
  24. Fausto Galli & Giuseppe Russo, 2013. "Immigration Restriction and Long-Run Cultural Assimilation: Theory and Quasi-Experimental Evidence," CSEF Working Papers 349, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  25. Wladimir Raymond & Jacques Mairesse & Pierre Mohnen & Franz Palm, 2013. "Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing," NBER Working Papers 19074, National Bureau of Economic Research, Inc.
  26. Tiwari, Amaresh K. & Mohnen, Pierre & Palm, Franz & Schim van der Loeff, Sybrand, 2013. "Microeconometric evidence of financing frictions and innovative activity - a revision," MERIT Working Papers 027, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  27. Leandro D’Aurizio & Marco Marinucci, 2013. "Italian firms’ innovation strategies in 2008-2010," Questioni di Economia e Finanza (Occasional Papers) 197, Bank of Italy, Economic Research and International Relations Area.
  28. E. Bacchiega & O. Bonroy & R. Mabrouk, 2013. "Paying not to sell," Working Papers wp870, Dipartimento Scienze Economiche, Universita' di Bologna.
  29. E. Bacchiega & A. Minniti, 2013. "Training and Product Quality in Unionized Oligopolies," Working Papers wp871, Dipartimento Scienze Economiche, Universita' di Bologna.

2012

  1. GEORGANTZIS, Nikolaos & moner-colonques, Rafael & ORTS, Vicente & SEMPERE-MONERRIS, José J., 2012. "Theoretical and experimental insights on firms’ internationalization decisions under uncertainty," CORE Discussion Papers 2012041, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. BAUWENS, Luc & STORTI, Giuseppe, 2012. "Computationally efficient inference procedures for vast dimensional realized covariance models," CORE Discussion Papers 2012028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. WANG, Shin-Huei & BAUWENS, Luc & HSIAO, Cheng, 2012. "Forecasting long memory processes subject to structural breaks," CORE Discussion Papers 2012048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. BAUWENS, Luc & STORTI, Giuseppe & VIOLANTE, Francesco, 2012. "Dynamic conditional correlation models for realized covariance matrices," CORE Discussion Papers 2012060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. Jakub Growiec, 2012. "Factor-Augmenting Technology Choice and Monopolistic Competition," DEGIT Conference Papers c017_038, DEGIT, Dynamics, Economic Growth, and International Trade.
  6. Jakub Growiec & Christian Groth, 2012. "On aggregating human capital across heterogeneous cohorts," Discussion Papers 12-13, University of Copenhagen. Department of Economics.
  7. Laura Coroneo & David Veredas, 2012. "A simple two-component model for the distribution of intraday returns," ULB Institutional Repository 2013/136189, ULB -- Universite Libre de Bruxelles.
  8. Philippe Lambert & Sébastien Laurent & David Veredas, 2012. "Testing conditional asymmetry. A residual based approach," ULB Institutional Repository 2013/136195, ULB -- Universite Libre de Bruxelles.
  9. Thomas Lux & Pablo Rovira & David Veredas, 2012. "Quantifying and understanding dysfunctions in financial markets," ULB Institutional Repository 2013/136219, ULB -- Universite Libre de Bruxelles.
  10. Matteo Luciani & David Veredas, 2012. "A model for vast panels of volatilities," Banco de Espa�a Working Papers 1230, Banco de Espa�a.
  11. Yves Dominicy & Siegfried Hörmann & David Veredas & Hiroaki Ogata, 2012. "Marginal quantiles for stationary processes," Banco de Espa�a Working Papers 1228, Banco de Espa�a.
  12. Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," Tinbergen Institute Discussion Papers 12-115/IV/DSF44, Tinbergen Institute.
  13. Cathy Chen & Junichi Hirukawa & Hiroshi Shiraishi & Kenichiro Tamaki & Masanobu Taniguchi & David Veredas, 2012. "Statistical Estimation of Portfolios for Dependent Financial Returns," ULB Institutional Repository 2013/136659, ULB -- Universite Libre de Bruxelles.
  14. Hiroshi Shiraishi & Hiroaki Ogata & Tomoyuki Amano & Valentin Palitea & Masanobu Taniguchi & David Veredas, 2012. "Optimal portfolios with end-of-period target," ULB Institutional Repository 2013/136660, ULB -- Universite Libre de Bruxelles.
  15. Jeroen Rombouts & Lars Peter Stentoft & Francesco Violente, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options," CIRANO Working Papers 2012s-05, CIRANO.
  16. Vincent BODART & Jean-François CARPANTIER & Vanessa LUTGEN & Joël MACHADO & Catherine SMITH, 2012. "Perspectives économiques 2012," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 94, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  17. Vincent BODART & Jean-François CARPANTIER & Vanessa LUTGEN & Joël MACHADO & Catherine SMITH, 2012. "Perspectives économiques 2012-2013," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 97, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  18. CARPANTIER, Jean-François & SAMKHARADZE, Besik, 2012. "The asymmetric commodity inventory effect on the optimal hedge ratio," CORE Discussion Papers 2012020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  19. Jean-François Carpantier & Christelle Sapata, 2012. "An ex-post view of inequality of opportunity in France and its regions," Working Papers wpdea1211, Department of Applied Economics at Universitat Autonoma of Barcelona.
  20. CARPANTIER, Jean-François & SAPATA, Christelle, 2012. "Unfair inequalities in France: A regional comparison," CORE Discussion Papers 2012038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  21. CARPANTIER, Jean-François & DUFAYS, Arnaud, 2012. "Commodities volatility and the theory of storage," CORE Discussion Papers 2012037, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  22. Francesco De Sinopoli & Giovanna Iannantuoni & Carlos Pimienta, 2012. "Scoring Rules: A Game-Theoretical Analysis," Discussion Papers 2012-40, School of Economics, The University of New South Wales.
  23. Harvey, A. & Sucarrat, G., 2012. "EGARCH models with fat tails, skewness and leverage," Cambridge Working Papers in Economics 1236, Faculty of Economics, University of Cambridge.
  24. Elena-Ivona Dumitrescu & Bertrand Candelon & Christophe Hurlin & Franz C. Palm, 2012. "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Working Papers halshs-00630036, HAL.
  25. Pollmann, Daniel & Dohmen, Thomas & Palm, Franz C., 2012. "Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes," IZA Discussion Papers 6447, Institute for the Study of Labor (IZA).
  26. Amaresh K. Tiwari & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff, 2012. "Microeconometric Evidence of Financing Frictions and Innovative Activity," CIRANO Working Papers 2012s-24, CIRANO.
  27. Hecq Alain & Laurent Sébastien & Palm Franz C., 2012. "On the Univariate Representation of BEKK Models with Common Factors," Research Memorandum 018, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  28. Marco Marinucci, 2012. "A primer on R&D cooperation among firms," Questioni di Economia e Finanza (Occasional Papers) 130, Bank of Italy, Economic Research and International Relations Area.
  29. E. Bacchiega & O. Bonroy, 2012. "Vertical relations and number of channels in quality-differentiated markets," Working Papers wp823, Dipartimento Scienze Economiche, Universita' di Bologna.

2011

  1. CANTOS-SANCHEZ, Pedro & MONER-COLONQUES, Rafael & SEMPERE-MONERRIS, José J. & ALVAREZ-SANJAIME, Oscar, 2011. "Vertical integration and exclusivities in maritime freight transport," CORE Discussion Papers 2011015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. MANEZ, Juan A. & MONER-COLONQUES, Rafael & SEMPERE-MONERRIS, José J. & URBANO, Amparo, 2011. "Price differentials among brands in retail distribution: product quality and service quality," CORE Discussion Papers 2011017, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. CAULIER, Jean-François & MAULEON, Ana & SEMPERE-MONERRIS, José J. & VANNETELBOSCH, Vincent, 2011. "Stable and efficient coalitional networks," CORE Discussion Papers 2011039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models," Cahiers de recherche 1104, CIRPEE.
  5. Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Working Paper Series 38_11, The Rimini Centre for Economic Analysis.
  6. Luc Bauwens & Christian M. Hafner & Diane Pierret, 2011. "Multivariate Volatility Modeling of Electricity Futures," SFB 649 Discussion Papers SFB649DP2011-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  7. Luc Bauwens & Arnaud Dufays & Jeroen Rombouts, 2011. "Marginal Likelihood for Markov-Switching and Change-Point Garch Models," CIRANO Working Papers 2011s-72, CIRANO.
  8. BAUWENS, Luc & HAFNER, Christian & LAURENT, Sébastien, 2011. "Volatility models," CORE Discussion Papers 2011058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  9. BAUWENS, Luc & KOROBILIS, Dimitris, 2011. "Bayesian methods," CORE Discussion Papers 2011061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  10. BAUWENS, Luc & DUFAYS, Arnaud & DE BACKER, Bruno, 2011. "Estimating and forecasting structural breaks in financial time series," CORE Discussion Papers 2011055, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  11. Helmuth Cremer & Catarina Goulão, 2011. "Migration and Social Insurance," CESifo Working Paper Series 3478, CESifo Group Munich.
  12. Goulão, Catarina & Gouveia, Miguel, 2011. "Are we doing enough to discourage early retirement?," TSE Working Papers 11-220, Toulouse School of Economics (TSE).
  13. Goulão, Catarina & Pérez-Barahona, Agustín, 2011. "Intergenerational transmission of non-communicable chronic diseases," TSE Working Papers 11-219, Toulouse School of Economics (TSE).
  14. Massimo, Riccaboni & Jakub, Growiec & Fabio, Pammolli, 2011. "Innovation and Corporate Dynamics: A Theoretical Framework," MPRA Paper 30046, University Library of Munich, Germany.
  15. Katarzyna Growiec & Jakub Growiec, 2011. "Trusting only whom you know, knowing only whom you trust: the joint impact of social capital and trust on individuals’ economic performance and happiness in CEE countries," National Bank of Poland Working Papers 94, National Bank of Poland, Economic Institute.
  16. Jakub Growiec, 2011. "A microfoundation for normalized CES production functions with factor-augmenting technical change," National Bank of Poland Working Papers 98, National Bank of Poland, Economic Institute.
  17. Jakub Growiec & Anna Pajor & Dorota Pelle & Artur Prędki, 2011. "The shape of aggregate production functions: evidence from estimates of the World Technology Frontier," National Bank of Poland Working Papers 102, National Bank of Poland, Economic Institute.
  18. Rene Garcia & Eric Renault & David Veredas, 2011. "Estimation of stable distributions with indirect inference," ULB Institutional Repository 2013/136186, ULB -- Universite Libre de Bruxelles.
  19. Marc Hallin & Charles Mathias & Hugues Pirotte & David Veredas, 2011. "Market liquidity as dynamic factors," ULB Institutional Repository 2013/136188, ULB -- Universite Libre de Bruxelles.
  20. Marc Hallin & Yves-Caoimhin Swan & Thomas Verdebout & David Veredas, 2011. "Rank-based testing in linear models with stable errors," ULB Institutional Repository 2013/136196, ULB -- Universite Libre de Bruxelles.
  21. Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011. "Real Exchanges Rates in Commodity Producing Countries: A Reappraisal," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2011007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  22. Vincent BODART & Jean-François CARPANTIER & Vincent SCOURNEAU & Catherine SMITH & Géraldine THIRY, 2011. "Perspectives économiques 2011," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 84, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  23. Vincent BODART & Jean-François CARPANTIER & Vanessa LUTGEN & Joël MACHADO & Vincent SCOURNEAU, Catherine SMITH; Géraldine THIRY, 2011. "Perspectives économiques 2011 - 2012," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 89, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  24. Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011. "Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2011045, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  25. CALCIANO, Filippo L., 2011. "The complementarity foundations of industrial organization," CORE Discussion Papers 2011005, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  26. CALCIANO, Filippo L., 2011. "Oligopolistic competition with general complementarities," CORE Discussion Papers 2011054, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  27. Kirchsteiger, Georg & Mantovani, Marco & Mauleon, Ana & Vannetelbosch, Vincent, 2011. "Myopic or Farsighted? An Experiment on Network Formation," CEPR Discussion Papers 8263, C.E.P.R. Discussion Papers.
  28. MAULEON, Ana & MOLIS, Elena & VANNETELBOSCH, Vincent & VERGOTE, Wouter, 2011. "Absolutely stable roommate problems," CORE Discussion Papers 2011029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  29. Francesco de Sinopoli & Leo Ferraris & Giovanna Iannantuoni, 2011. "The effect of ideology on policy outcomes in proportional representation systems," Working Papers 205, University of Milano-Bicocca, Department of Economics, revised Mar 2011.
  30. Francesco De Sinopoli & Giovanna Iannantuoni, 2011. "On the superiority of approval vs plurality: a counterexample," Working Papers 210, University of Milano-Bicocca, Department of Economics, revised Jun 2011.
  31. Francesco De Sinopoli & Leo Ferraris & Giovanna Iannantuoni, 2011. "Moderating Government," Working Papers 09/2011, University of Verona, Department of Economics.
    • Francesco De Sinopoli & Leo Ferraris & Giovanna Iannantuoni, 2011. "Moderating Government," Working Papers 211, University of Milano-Bicocca, Department of Economics, revised Jul 2011.
  32. Alvaro Escribano & Genaro Sucarrat, 2011. "Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations," Working Papers 2011-09, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
  33. Laurent Cavenaile & Christian Gengenbach & Franz Palm, 2011. "Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis," CREPP Working Papers 1102, Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, University of Liège.
  34. Hecq Alain & Laurent Sébastien & Palm Franz, 2011. "On the Univariate Representation of Multivariate Volatility Models with Common Factors," Research Memorandum 011, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  35. Hecq Alain & Laurent Sébastien & Palm Franz, 2011. "Common intraday periodicity," Research Memorandum 010, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  36. E. Bacchiega, 2011. "Comparative Advantage Under Monopoly: A Note On the Role of Market Power," Working Papers wp724, Dipartimento Scienze Economiche, Universita' di Bologna.

2010

  1. Rafael Moner & José J. Sempere & Pedro Cantos & Oscar Álvarez, 2010. "Competition and horizontal integration in maritime freight transport," Working Papers 2010-13, FEDEA.
  2. José J. Sempere Monerris & Rafael Moner Colonques & Amparo Urbano Salvador, 2010. "Trade liberalization in vertically related markets," Working Papers. Serie AD 2010-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  3. Ley, Eduardo & Steel, Mark F. J., 2010. "Mixtures of g-priors for Bayesian model averaging with economic applications," MPRA Paper 26941, University Library of Munich, Germany.
  4. Growiec, Katarzyna & Growiec, Jakub, 2010. "Trusting Only Whom You Know, Knowing Only Whom You Trust: The Joint Impact of Social Capital and Trust on Individuals' Economic Performance and Well-Being in CEE Countries," MPRA Paper 23350, University Library of Munich, Germany.
  5. Nikolaus Hautsch & Dieter Hess & David Veredas, 2010. "The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility," SFB 649 Discussion Papers SFB649DP2010-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  6. Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas, 2010. "Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets," Econometrics Working Papers Archive wp2010_06, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  7. Alexandre Petkovic & David Veredas, 2010. "Aggregation of linear models for panel data," ULB Institutional Repository 2013/136203, ULB -- Universite Libre de Bruxelles.
  8. Jeroen Rombouts & Lars Peter Stentoft, 2010. "Multivariate Option Pricing With Time Varying Volatility and Correlations," CIRANO Working Papers 2010s-23, CIRANO.
  9. Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010. "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche 1021, CIRPEE.
  10. Jeroen Rombouts & Lars Peter Stentoft, 2010. "Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models," CIRANO Working Papers 2010s-38, CIRANO.
  11. Riccardo De Bonis & Andrea Silvestrini, 2010. "The Effects of Financial and Real Wealth on Consumption: New Evidence from OECD Countries," Mo.Fi.R. Working Papers 38, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  12. SBRANA, Giacomo & SILVESTRINI, Andrea, 2010. "Aggregation of exponential smoothing processes with an application to portfolio risk evaluation," CORE Discussion Papers 2010039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  13. CARPANTIER, Jean - François, 2010. "Commodities inventory effect," CORE Discussion Papers 2010040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  14. Vincent Bodart & Jean-François Carpantier & Hélène Latzer & Vincent Scourneau & Géraldine Thiry, 2010. "Perspectives économiques 2010," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 76, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  15. Vincent Bodart & Jean-François Carpantier & Vincent Scourneau, 2010. "Des prix ou des salaires, qui mène la danse en Belgique ?," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 82, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  16. Vincent Bodart & Jean-François Carpantier & Hélène Latzer & Vincent Scourneau & Géraldine Thiry, 2010. "Perspectives économiques 2010 - 2011," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 81, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  17. HERINGS, Jean - Jacques & MAULEON, Ana & VANNETELBOSCH, Vincent, 2010. "Coalition formation among farsighted agents," CORE Discussion Papers 2010022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  18. MAULEON, Ana & VANNETELBOSCH, Vincent & VERGARI, Cecilia, 2010. "Unions' relative concerns and strikes in wage bargaining," CORE Discussion Papers 2010076, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  19. MAULEON, Ana & VANNETELBOSCH, Vincent & VERGARI, Cecilia, 2010. "Bargaining and delay in patent licensing," CORE Discussion Papers 2010077, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  20. Genaro Sucarrat & Alvaro Escribano, 2010. "The power log-GARCH model," Economics Working Papers we1013, Universidad Carlos III, Departamento de Economía.
  21. Bertrand Candelon & Franz Palm, 2010. "Banking and Debt Crisis in Europe: The Dangerous Liaisons?," CESifo Working Paper Series 3001, CESifo Group Munich.
  22. E. Bacchiega & E. Randon & L. Zirulia, 2010. "Strategic Accessibility Competition," Working Papers 696, Dipartimento Scienze Economiche, Universita' di Bologna.
  23. E. Bacchiega & A. Minniti & A. Palestini, 2010. "Quality, Distance and Trade: a Strategic Approach," Working Papers wp717, Dipartimento Scienze Economiche, Universita' di Bologna.

2009

  1. Luc Bauwens & Jeroen V.K. Rombouts, 2009. "On Marginal Likelihood Computation in Change-point Models," Cahiers de recherche 0942, CIRPEE.
  2. Liesenfeld, Roman & Moura, Guilherme V. & Richard, Jean-François, 2009. "Determinants and dynamics of current account reversals: an empirical analysis," Economics Working Papers 2009,04, Christian-Albrechts-University of Kiel, Department of Economics.
  3. Growiec, Jakub, 2009. "On the Measurement of Technological Progress Across Countries," MPRA Paper 19321, University Library of Munich, Germany.
  4. Growiec, Katarzyna & Growiec, Jakub, 2009. "Social Capital, Trust, and Multiple Equilibria in Economic Performance," MPRA Paper 19518, University Library of Munich, Germany.
  5. Jakub Growiec, 2009. "Determinants of the Labor Share: Evidence from a Panel of Firms," National Bank of Poland Working Papers 69, National Bank of Poland, Economic Institute.
  6. Roberto Pascual & David Veredas, 2009. "What pieces of LOB information are informative? An empirical analysis of a pure order driven market," ULB Institutional Repository 2013/136193, ULB -- Universite Libre de Bruxelles.
  7. Marco Lombardi & David Veredas, 2009. "Indirect inference of elliptical fat tailed distributions," ULB Institutional Repository 2013/136204, ULB -- Universite Libre de Bruxelles.
  8. Jeroen V.K. Rombouts & Lars Stentoft, 2009. "Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models," CREATES Research Papers 2009-07, School of Economics and Management, University of Aarhus.
  9. Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009. "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," CIRANO Working Papers 2009s-28, CIRANO.
  10. LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO, 2009. "Consistent ranking of multivariate volatility models," CORE Discussion Papers 2009002, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  11. Sébastien Laurent & Jeroen Rombouts & Francesco Violente, 2009. "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," CIRANO Working Papers 2009s-45, CIRANO.
  12. Andrea Silvestrini, 2009. "Seasonal adjustment of bank deposits and loans," Questioni di Economia e Finanza (Occasional Papers) 42, Bank of Italy, Economic Research and International Relations Area.
  13. SBRANA, Giacomo & SILVESTRINI, Andrea, 2009. "What do we know about comparing aggregate and disaggregate forecasts?," CORE Discussion Papers 2009020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  14. Vincent Bodart & Jean-François Carpantier & Hélène Latzer & Vincent Scourneau & Géraldine Thiry, 2009. "Perspectives économiques 2009," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 65, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  15. Vincent Bodart & Jean-François Carpantier & Hélène Latzer & Vincent Scourneau & Géraldine Thiry, 2009. "Perspectives économiques 2009-2010," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 71, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  16. HEINEN, Andréas & VALDESOGO, Alfonso, 2009. "Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model," CORE Discussion Papers 2009069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  17. CALCIANO, Filippo L., 2009. "Nash equilibria of games with increasing best replies," CORE Discussion Papers 2009082, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  18. Vincent Vannetelbosch & Gilles Grandjean & Ana Mauleon, 2009. "Connections Among Farsighted Agents," Working Papers 2009.30, Fondazione Eni Enrico Mattei.
  19. GRANDJEAN, Gilles & MAULEON, Ana & VANNETELBOSCH, Vincent, 2009. "Strongly rational sets for normal-form games," CORE Discussion Papers 2009066, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  20. Francesco De Sinopoli & Giovanna Iannantuoni, 2009. "On the expect of ideology in proportional representation systems," Working Papers 160, University of Milano-Bicocca, Department of Economics, revised Apr 2009.
  21. Francesco De Sinopoli & Carlos Pimienta, 2009. "Costly Network Formation and Regular Equilibria," Discussion Papers 2009-05, School of Economics, The University of New South Wales.
  22. Genaro Sucarrat & Alvaro Escribano, 2009. "Automated financial multi-path GETS modelling," Economics Working Papers we093620, Universidad Carlos III, Departamento de Economía.
  23. Genaro Sucarrat, 2009. "Econometric reduction theory and philosophy," Economics Working Papers we091005, Universidad Carlos III, Departamento de Economía.
  24. Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff, 2009. "Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics," CIRANO Working Papers 2009s-29, CIRANO.
  25. SANIN, Maria Eugenia & ZANAJ, Skerdilajda, 2009. "Clean technology adoption and its influence on tradeable emission permit prices," CORE Discussion Papers 2009029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  26. SANIN, Maria Eugenia & VIOLANTE, Francesco, 2009. "Understanding volatility dynamics in the EU-ETS market: lessons from the future," CORE Discussion Papers 2009024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  27. Maria Eugénia Sanin, 2009. "Choosing a trading counterpart in the U.S. acid rain market," Working Papers hal-00437636, HAL.
  28. Joana Resende & Maria Eugénia Sanin, 2009. "Optimal allocation of tradable emission permits under upstream-downstream strategic interaction," Working Papers hal-00437645, HAL.
  29. MARINUCCI, Marco & VERGOTE, Wouter, 2009. "Endogenous network formation in patent contests and its role as a barrier to entry," CORE Discussion Papers 2009068, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

2008

  1. Pedro Cantos-Sanchez & Rafael Moner-Colonques & Jose J. Sempere-Monerris & Oscar Alvarez, 2008. "Viability of a New Road Infrastructure with Heterogeneous Users in Madrid Access," Working Papers 2008-06, FEDEA.
  2. Bauwens, Luc & Mion, Giordano & Thisse, Jacques-François, 2008. "The Resistible Decline of European Science," CEPR Discussion Papers 6625, C.E.P.R. Discussion Papers.
  3. Griffin, Jim & Steel, Mark F.J., 2008. "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," MPRA Paper 11071, University Library of Munich, Germany.
  4. Martin Burda & Roman Liesenfeld & Jean-Francois Richard, 2008. "Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors," Working Papers tecipa-321, University of Toronto, Department of Economics.
  5. David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Jean-Francois Richard, 2008. "Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Regime Changes," Working Papers 367, University of Pittsburgh, Department of Economics, revised Sep 2008.
  6. Guilherme Valle Moura & Roman Liesenfeld & Jean-Francois Richard, 2008. "Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807141048250, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  7. Jung, Robert & Liesenfeld, Roman & Richard, Jean-François, 2008. "Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity," Economics Working Papers 2008,12, Christian-Albrechts-University of Kiel, Department of Economics.
  8. Growiec, Jakub, 2008. "Knife-edge conditions in the modeling of long-run growth regularities," MPRA Paper 9956, University Library of Munich, Germany.
  9. Woźny, Łukasz & Growiec, Jakub, 2008. "Intergenerational interactions in human capital accumulation," MPRA Paper 10308, University Library of Munich, Germany.
  10. Growiec, Jakub, 2008. "Productivity differences across OECD countries, 1970–2000: the world technology frontier revisited," MPRA Paper 11605, University Library of Munich, Germany.
  11. Andrea Silvestrini & David Veredas, 2008. "Temporal aggregation of univariate and multivariate time series models: A survey," Temi di discussione (Economic working papers) 685, Bank of Italy, Economic Research and International Relations Area.
  12. Seethepalli, Kalpana & Bramati, Maria Caterina & Veredas, David, 2008. "How relevant is infrastructure to growth in East Asia ?," Policy Research Working Paper Series 4597, The World Bank.
  13. Taoufik Bouezmarni & Jeroen V. K. Rombouts & Abderrahim Taamouti, 2008. "Asymptotic properties of the Bernstein density copula for dependent data," Economics Working Papers we083619, Universidad Carlos III, Departamento de Economía.
  14. Meier, Iwan & Rombouts, Jeroen V.K., 2008. "Style rotation and performance persistence of mutual funds," CORE Discussion Papers 2008072, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  15. Vincent Bodart & Jean-François Carpantier & Anne Defourny & Hélène Latzer, Philippe Ledent & Vincent Scourneau, 2008. "Perspectives économiques 2008 - 2009," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 61, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  16. Chollete, Loran & Heinen, Andreas & Valdesogo, Alfonso, 2008. "Modeling International Financial Returns with a Multivariate Regime Switching Copula," MPRA Paper 8114, University Library of Munich, Germany.
  17. Ana, MAULEON & Vincent, VANNETELBOSCH & Wouter, VERGOTE, 2008. "Von Neuman-Morgenstern farsightedly stable sets in two-sided matching," Discussion Papers (ECON - Département des Sciences Economiques) 2008013, Université catholique de Louvain, Département des Sciences Economiques.
  18. MAULEON, Ana & VANNETELBOSCH, Vincent & VERGARI, Cecilia, 2008. "Market integration in network industries," CORE Discussion Papers 2008025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  19. Sucarrat, Genaro, 2008. "Forecast Evaluation of Explanatory Models of Financial Return Variability," Economics Discussion Papers 2008-18, Kiel Institute for the World Economy.
  20. Gianluca Cubadda & Alain Hecq & Franz C. Palm, 2008. "Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling," CEIS Research Paper 125, Tor Vergata University, CEIS, revised 14 Jul 2008.
  21. Sybrand Schim van der Loeff & Pierre Mohnen & Franz Palm & Amaresh K. Tiwari, 2008. "Financial Constraints and other Obstacles: Are they a Threat to Innovation Activity?," CESifo Working Paper Series 2204, CESifo Group Munich.
  22. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2008. "Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests," Research Memorandum 048, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  23. Marinucci, Marco, 2008. "Optimal ownership in joint ventures with contributions of asymmetric partners," MPRA Paper 8985, University Library of Munich, Germany.
  24. E. Bacchiega & L. Lambertini & A. Palestini, 2008. "On the Time Consistency of Equilibria in Additively Separable Differential Games," Working Papers 629, Dipartimento Scienze Economiche, Universita' di Bologna.
  25. E. Bacchiega & L. Lambertini & A. Mantovani, 2008. "R&D-hindering collusion," Working Papers 651, Dipartimento Scienze Economiche, Universita' di Bologna.

2007

  1. José J. Sempere Monerris & Rafael Moner Colonques & Amparo Urbano, 2007. "Store Vs. National Brands: A Product Line Mix Puzzle," Working Papers. Serie AD 2007-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  2. Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2007. "Theory and inference for a Markov switching GARCH model," Discussion Papers (ECON - Département des Sciences Economiques) 2007033, Université catholique de Louvain, Département des Sciences Economiques.
  3. Luc, BAUWENS & Fausto Galli, 2007. "Efficient importance sampling for ML estimation of SCD models," Discussion Papers (ECON - Département des Sciences Economiques) 2007032, Université catholique de Louvain, Département des Sciences Economiques.
  4. Winfried Pohlmeier & Luc Bauwens & David Veredas, 2007. "High frequency financial econometrics. Recent developments," ULB Institutional Repository 2013/136223, ULB -- Universite Libre de Bruxelles.
  5. Ley, Eduardo & Steel, Mark F. J., 2007. "On the effect of prior assumptions in Bayesian model averaging with applications to growth regression," Policy Research Working Paper Series 4238, The World Bank.
  6. Jean-Francois Richard & Roman Liesenfeld, 2007. "Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models," Working Papers 322, University of Pittsburgh, Department of Economics, revised Jan 2004.
  7. Jean-Francois Richard, 2007. "Efficient High-Dimensional Importance Sampling," Working Papers 321, University of Pittsburgh, Department of Economics, revised Jan 2007.
  8. David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Guilherme Moura & Jean-Francois Richard, 2007. "Efficient Likelihood Evaluation in State-Space Representations," Working Papers 374, University of Pittsburgh, Department of Economics, revised Dec 2008.
  9. David N. DeJong & Hariharan Dharmarajan & Liesenfeld Roman & Richard Jean-Francois, 2007. "Efficient Filtering in State-Space Representations," Working Papers 317, University of Pittsburgh, Department of Economics, revised Nov 2008.
  10. Liesenfeld, Roman & Richard, Jean-François, 2007. "The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation," Economics Working Papers 2007,26, Christian-Albrechts-University of Kiel, Department of Economics.
  11. DeJong, David Neil & Dharmarajan, Hariharan & Liesenfeld, Roman & Richard, Jean-François, 2007. "An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations," Economics Working Papers 2007,25, Christian-Albrechts-University of Kiel, Department of Economics.
  12. Catarina Goulão & Luca Panaccione, 2007. "Pooling And Redistribution With Moral Hazard," Working Papers. Serie AD 2007-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  13. Jakub, GROWIEC & Ingmar, SCHUMACHER, 2007. "Technological opportunity, long-run growth and convergence," Discussion Papers (ECON - Département des Sciences Economiques) 2007034, Université catholique de Louvain, Département des Sciences Economiques.
  14. Growiec, Jakub, 2007. "Human Capital, Aggregation, and Growth," MPRA Paper 7070, University Library of Munich, Germany.
  15. Growiec, Jakub & Growiec, Katarzyna, 2007. "Social Capital, Well-Being, and Earnings: Theory and Evidence from Poland," MPRA Paper 7071, University Library of Munich, Germany.
  16. LOMBARDI, Marco & VEREDAS, David, 2007. "Indirect estimation of elliptical stable distributions," CORE Discussion Papers 2007018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  17. Rodriguez-Poo Juan & David Veredas & Antoni Espasa, 2007. "Seminonparametric models for financial durations," ULB Institutional Repository 2013/136235, ULB -- Universite Libre de Bruxelles.
  18. Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche 07-15, HEC Montréal, Institut d'économie appliquée.
  19. Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Nonparametric density estimation for multivariate bounded data," Cahiers de recherche 07-10, HEC Montréal, Institut d'économie appliquée.
  20. Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche 07-08, HEC Montréal, Institut d'économie appliquée.
  21. Andrea, SILVESTRINI, 2007. "Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration," Discussion Papers (ECON - Département des Sciences Economiques) 2007040, Université catholique de Louvain, Département des Sciences Economiques.
  22. BLOISE, Gaetano & CALCIANO, Filippo L., 2007. "A characterization of inefficiency in stochastic overlapping generations economies," CORE Discussion Papers 2007093, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  23. CALCIANO, Filippo L., 2007. "Games with complementarities," CORE Discussion Papers 2007016, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  24. Gaetano Bloise & Filippo L. Calciano, 2007. "A Note On The Characterization Of Inefficiency In Stochastic Overlapping Generations Economies," Departmental Working Papers of Economics - University 'Roma Tre' 0083, Department of Economics - University Roma Tre.
  25. Jean-Francois Caulier & Ana Mauleon & Vincent VAnnetelbosch, 2007. "Contractually Stable Networks," NajEcon Working Paper Reviews 843644000000000084, www.najecon.org.
  26. Francesco De Sionopoli & Carlos Gonzalez Pimienta, 2007. "Undominated (and) perfect equilibria in Poisson games," Economics Working Papers we073117, Universidad Carlos III, Departamento de Economía.
  27. Francesco De Sinopoli & Leo Ferraris & Giovanna Iannantuoni, 2007. "Electing a parliament," Economics Working Papers we073319, Universidad Carlos III, Departamento de Economía.
    • Francesco De Sinopoli & Leo Ferraris & Giovanna Iannantuoni, 2008. "Electing a Parliament," Working Papers 150, University of Milano-Bicocca, Department of Economics, revised Dec 2008.
  28. Dagfinn Rime & Genaro Sucarrat, 2007. "Exchange rate variability, market activity and heterogeneity," Economics Working Papers we077039, Universidad Carlos III, Departamento de Economía.
  29. Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm, 2007. "Central bank intervention and exchange rate volatility, its continuous and jump components," Working Papers 2006-031, Federal Reserve Bank of St. Louis.
  30. Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff, 2007. "The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models," CESifo Working Paper Series 1992, CESifo Group Munich.
  31. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2007. "Macro-panels and Reality," Research Memorandum 009, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  32. Hagedoorn, John & Letterie, Wilko & Palm, Franz, 2007. "On the information value of (un)embedded network ties," Research Memorandum 004, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  33. Mohnen, Pierre & Tiwari, Amaresh & Palm, Franz & Schim van der Loeff, Sybrand, 2007. "Financial Constraint and R&D Investment: Evidence from CIS," MERIT Working Papers 011, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  34. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2007. "Studying Co-movements in Large Multivariate Models Without Multivariate Modelling," Research Memorandum 032, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  35. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2007. "A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model," Research Memorandum 054, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  36. Maria Eugenia, SANIN & Skerdilajda, ZANAJ, 2007. "Environmental innovation under Cournot competition," Discussion Papers (ECON - Département des Sciences Economiques) 2007031, Université catholique de Louvain, Département des Sciences Economiques.
  37. Marco MARINUCCI, 2007. "Research Joint Ventures e Welfare: Una Rassegna sulla Letteratura Teorica," Working Papers 284, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  38. E. Bacchiega & L. Lambertini & A. Mantovani, 2007. "Process and product innovation in a vertically differentiated industry," Working Papers 583, Dipartimento Scienze Economiche, Universita' di Bologna.
  39. Paolo Giorgio GARELLA & Emanuele BACCHIEGA, 2007. "Disclosing vs. withholding technology knowledge in a duopoly," Departmental Working Papers 2007-01, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.

2006

  1. Luc, BAUWENS & Walid, BEN OMRANE & Erick, Rengifo, 2006. "Intra-Daily FX Optimal Portfolio Allocation," Discussion Papers (ECON - Département des Sciences Economiques) 2006005, Université catholique de Louvain, Département des Sciences Economiques.
  2. Luc, BAUWENS & Genaro, SUCARRAT, 2006. "General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation," Discussion Papers (ECON - Département des Sciences Economiques) 2006013, Université catholique de Louvain, Département des Sciences Economiques.
  3. Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2006. "Regime switching GARCH models," Discussion Papers (ECON - Département des Sciences Economiques) 2006006, Université catholique de Louvain, Département des Sciences Economiques.
  4. Luc, BAUWENS & C.M., HAFNER & J.V.K., ROMBOUTS, 2006. "Multivariate mixed normal conditional heteroskedasticity," Discussion Papers (ECON - Département des Sciences Economiques) 2006007, Université catholique de Louvain, Département des Sciences Economiques.
  5. Giuseppe Storti & Luc Bauwens, 2006. "A component GARCH model with time varying weights," Computing in Economics and Finance 2006 388, Society for Computational Economics.
  6. Luc, BAUWENS & Michel, LUBRANO, 2006. "Bayesian Inference in Dynamic Disequilibrium Models : an Application to the Polish Credit Market," Discussion Papers (ECON - Département des Sciences Economiques) 2006027, Université catholique de Louvain, Département des Sciences Economiques.
  7. Luc, BAUWENS & Nikolaus, HAUTSCH, 2006. "Modelling Financial High Frequency Data Using Point Processes," Discussion Papers (ECON - Département des Sciences Economiques) 2006039, Université catholique de Louvain, Département des Sciences Economiques.
  8. Juarez, Miguel A. & Steel, Mark F. J., 2006. "Non-Gaussian dynamic Bayesian modelling for panel data," MPRA Paper 450, University Library of Munich, Germany.
  9. Ley, Eduardo & Steel, Mark F. J., 2006. "Jointness in Bayesian variable selection with applications to growth regression," Policy Research Working Paper Series 4063, The World Bank.
  10. Juarez, Miguel A. & Steel, Mark F. J., 2006. "Model-based Clustering of non-Gaussian Panel Data," MPRA Paper 880, University Library of Munich, Germany.
  11. Liesenfeld, Roman & Richard, Jean-François, 2006. "Improving MCMC Using Efficient Importance Sampling," Economics Working Papers 2006,05, Christian-Albrechts-University of Kiel, Department of Economics.
  12. Jakub, GROWIEC & Ingmar, SCHUMACHER, 2006. "On Technical Change in the Elasticities of Resource Inputs," Discussion Papers (ECON - Département des Sciences Economiques) 2006031, Université catholique de Louvain, Département des Sciences Economiques.
  13. Growiec, Jakub, 2006. "A New Class of Production Functions and an Argument Against Purely Labor-Augmenting Technical Change," MPRA Paper 7069, University Library of Munich, Germany.
  14. GIOT, Pierre & PETITJEAN, Mikael, 2006. "International stock return predictability: statistical evidence and economic significance," CORE Discussion Papers 2006088, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  15. BEAUPAIN, Renaud & GIOT, Pierre & PETITJEAN, Mikael, 2006. "Market-wide liquidity co-movements, volatility regimes and market cap sizes," CORE Discussion Papers 2006102, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  16. GIOT, Pierre & PETITJEAN, Mikael, 2006. "Short-term market timing using the Bond-Equity Yield Ratio," CORE Discussion Papers 2006090, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  17. GIOT, Pierre & PETITJEAN, Mikael, 2006. "The information content of the Bond-Equity Yield Ratio: better than a random walk?," CORE Discussion Papers 2006089, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  18. CORONEO, Laura & VEREDAS, David, 2006. "Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation," CORE Discussion Papers 2006077, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  19. GARCIA, René & RENAULT, Eric & VEREDAS, David, 2006. "Estimation of stable distributions by indirect inference," CORE Discussion Papers 2006112, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  20. PASCUAL, Roberto & VEREDAS, David, 2006. "Does the open limit order book matter in explaining long run volatility ?," CORE Discussion Papers 2006110, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  21. Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006. "Density and Hazard Rate Estimation for Censored and ?-mixing Data Using Gamma Kernels," Cahiers de recherche 06-16, HEC Montréal, Institut d'économie appliquée.
  22. Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006. "Nonparametric Density Estimation for Positive Time Series," Cahiers de recherche 06-09, HEC Montréal, Institut d'économie appliquée.
  23. Ana, MAULEON & Huasheng, SONG & Vincent, VANNETELBOSCH, 2006. "Networks for Free Trade Agreements among Heterogeneous Countries," Discussion Papers (ECON - Département des Sciences Economiques) 2006029, Université catholique de Louvain, Département des Sciences Economiques.
  24. Jean-Jacques, HERINGS & Ana, MAULEON & Vincent, VANNETELBOSCH, 2006. "Farsightedly stable networks," Discussion Papers (ECON - Département des Sciences Economiques) 2006046, Université catholique de Louvain, Département des Sciences Economiques.
  25. Genaro, SUCARRAT, 2006. "The First Stage in Hendry’s Reduction Theory Revisited," Discussion Papers (ECON - Département des Sciences Economiques) 2006041, Université catholique de Louvain, Département des Sciences Economiques.
  26. COSMA, Antonio & GALLI, Fausto, 2006. "A nonparametric ACD model," CORE Discussion Papers 2006067, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  27. Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff, 2006. "Persistence of Innovation in Dutch Manufacturing: Is it Spurious?," CIRANO Working Papers 2006s-04, CIRANO.
  28. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2006. "Bootstrap Unit Root Tests: Comparison and Extensions," Research Memorandum 015, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  29. SANIN, Maria Eugenia, 2006. "Market design in wholesale electricity markets," CORE Discussion Papers 2006100, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  30. E. Bacchiega & L. Lambertini & A. Mantovani, 2006. "On MQS regulation, innovation and market coverage," Working Papers 575, Dipartimento Scienze Economiche, Universita' di Bologna.

2005

  1. Vincent Vannetelbosch & Ana Mauleon & José Sempere-Monerris, 2005. "R&D Networks Among Unionized Firms," Working Papers 2005.49, Fondazione Eni Enrico Mattei.
  2. Ana, MAULEON & José, SEMPERE-MONERRIS & Vincent, VANNETELBOSCH, 2005. "Networks of Manufacturers and Retailers," Discussion Papers (ECON - Département des Sciences Economiques) 2005036, Université catholique de Louvain, Département des Sciences Economiques.
  3. Luc, BAUWENS & Dagfinn, RIME & Genaro, SUCARRAT, 2005. "Exchange Rate Volatility and the Mixture of Distribution Hypothesis," Discussion Papers (ECON - Département des Sciences Economiques) 2005043, Université catholique de Louvain, Département des Sciences Economiques.
  4. Luc, Bauwens & J.V.K., ROMBOUTS, 2005. "Bayesian inference for the mixed conditional heteroskedasticity model," Discussion Papers (ECON - Département des Sciences Economiques) 2005058, Université catholique de Louvain, Département des Sciences Economiques.
  5. Luc Bauwens & David Veredas & Winfried Pohlmeier, 2005. "High frequency finance," ULB Institutional Repository 2013/136220, ULB -- Universite Libre de Bruxelles.
  6. Jim Griffin & Mark Steel, 2005. "Bayesian Stochastic Frontier Analysis Using WinBUGS," Econometrics 0509004, EconWPA.
  7. José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel, 2005. "Directional Log-spline Distributions," Econometrics 0511001, EconWPA.
  8. Jean-François, RICHARD & Henry, TULKENS & Magali, Verdonck, 2005. "Tax interaction dynamics among Belgian municipalities, 1984-1997," Discussion Papers (ECON - Département des Sciences Economiques) 2005039, Université catholique de Louvain, Département des Sciences Economiques.
  9. J.F. Richard & R. Liesenfeld, 2005. "An Integrated Treatment of Monte Carlo Numerical Integration Techniques," Computing in Economics and Finance 2005 71, Society for Computational Economics.
  10. David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Jean-Francois Richard, 2005. "On the Structural Stability of U.S. GDP," Working Papers 214, University of Pittsburgh, Department of Economics, revised Jan 2005.
  11. Jakub Growiec, 2005. "Fertility Choice and Semi-Endogenous Growth: Where Becker Meets Jones," HEW 0503001, EconWPA, revised 17 Jan 2006.
  12. Jakub Growiec, 2005. "Beyond the Linearity Critique: The Knife-Edge Assumption of Steady State Growth," GE, Growth, Math methods 0505003, EconWPA, revised 23 Jun 2005.
  13. Alain Durré & Pierre Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Research 73, National Bank of Belgium.
  14. Helena, BELTRAN & Pierre, GIOT & Joachim, GRAMMIG, 2005. "Commonalities in the order book," Discussion Papers (ECON - Département des Sciences Economiques) 2005014, Université catholique de Louvain, Département des Sciences Economiques.
  15. GIOT, Pierre & PETITJEAN, Mikael, 2005. "Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio," CORE Discussion Papers 2005010, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  16. SILVESTRINI, Andrea & VEREDAS, David, 2005. "Temporal aggregation of univariate linear time series models," CORE Discussion Papers 2005059, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  17. Vincent Vannetelbosch & Olivier Tercieux, 2005. "A Characterization of Stochastically Stable Networks," Working Papers 2005.48, Fondazione Eni Enrico Mattei.
  18. Huasheng, SONG & Vincent, VANNETELBOSCH, 2005. "International R&D Collaboration Networks," Discussion Papers (ECON - Département des Sciences Economiques) 2005035, Université catholique de Louvain, Département des Sciences Economiques.
  19. Ana, MAULEON & Vincent, VANNETELBOSCH, 2005. "Market Integration and Strike Activity," Discussion Papers (ECON - Département des Sciences Economiques) 2005025, Université catholique de Louvain, Département des Sciences Economiques.
  20. Francesco De Sinopoli & Giovanna Iannantuoni, 2005. "Extreme Voting Under Proportional Representation:The Multidimensional Case," Economics Working Papers we053421, Universidad Carlos III, Departamento de Economía.
  21. Francesco De Sinopoli & Giovanna Iannantuoni, 2005. "On Asymmetric Behaviors If Voting Is Costly," Economics Working Papers we053320, Universidad Carlos III, Departamento de Economía.
  22. Bert Diederen & Pierre Mohnen & Franz Palm & Wladimir Raymond & Sybrand Schim van der Loeff, 2005. "Innovation in Enterprise Clusters:Evidence from Dutch Manufacturing," CIRANO Working Papers 2005s-32, CIRANO.
  23. Gengenbach,Christian & Palm,Franz C. & Urbain,Jean-Pierre, 2005. "Panel Cointegration Testing in the Presence of Common Factors," Research Memorandum 050, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  24. E. Bacchiega & A. Minniti, 2005. "Location in a Vertically Differentiated Industry," Working Papers 546, Dipartimento Scienze Economiche, Universita' di Bologna.

2004

  1. Luc Bauwens & Jeroen Rombouts, 2004. "Bayesian Clustering Of Similar Multivariate Garch Models," Econometric Society 2004 North American Winter Meetings 370, Econometric Society.
  2. Rombouts, Jeroen V. K. & Bauwens, Luc, 2004. "Econometrics," Papers 2004,33, Humboldt-Universität Berlin, Center for Applied Statistics and Economics (CASE).
  3. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions," Econometrics 0403001, EconWPA.
  4. Carmen Fernandez & Eduardo Ley & Mark Steel, 2004. "We have just averaged over two trillion cross-country growth regressions," ESE Discussion Papers 43, Edinburgh School of Economics, University of Edinburgh.
  5. Carmen Fernandez & Mark F. J. Steel, 2004. "Bayesian Regression Analysis with scale mixtures of normals," ESE Discussion Papers 27, Edinburgh School of Economics, University of Edinburgh.
  6. Carmen Fernandez & E. Ley & M. F. J. Steel, 2004. "Benchmark priors for Bayesian model averaging (first version)," ESE Discussion Papers 26, Edinburgh School of Economics, University of Edinburgh.
  7. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "A Constructive Representation of Univariate Skewed Distributions," Econometrics 0403002, EconWPA.
  8. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers," Econometrics 0404005, EconWPA.
  9. Carmen Fernandez & Gary Koop & M. F. J. Steel, 2004. "Alternative efficiency measures for multiple-output production," ESE Discussion Papers 65, Edinburgh School of Economics, University of Edinburgh.
  10. J. T. A. S. Ferreira & M. F. J. Steel, 2004. "On Describing Multivariate Skewness: A Directional Approach," Econometrics 0409010, EconWPA.
  11. Carmen Fernandez & Gary Koop & M. F. J. Steel, 2004. "A Bayesian analysis of multiple-output production frontiers," ESE Discussion Papers 21, Edinburgh School of Economics, University of Edinburgh.
  12. Gary Koop & M. F. J. Steel, 2004. "Bayesian Analysis of Stochastic Frontier Models," ESE Discussion Papers 19, Edinburgh School of Economics, University of Edinburgh.
  13. Carmen Fernandez & Gary Koop & M. F. J. Steel, 2004. "Bayesian modeling of catch in a Northwest Atlantic Fishery (first version)," ESE Discussion Papers 20, Edinburgh School of Economics, University of Edinburgh.
  14. Carmen Fernandez & M. F. J. Steel, 2004. "On the dangers of modelling through continuous distributions: A Bayesian perspective," ESE Discussion Papers 22, Edinburgh School of Economics, University of Edinburgh.
  15. J.T.A.S. Ferreira & M.F.J. Steel, 2004. "Modelling Directional Dispersion Through Hyperspherical Log- Splines," Econometrics 0410006, EconWPA.
  16. BEN OMRANE, Walid & VAN OPPEN, Hervé, 2004. "The predictive success and profitability of chart patterns in the Euro/Dollar foreign exchange market," CORE Discussion Papers 2004035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  17. Mikael Petitjean & Pierre Giot, 2004. "Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison," Computing in Economics and Finance 2004 6, Society for Computational Economics.
  18. Helena Beltran & Alain Durré & Pierre Giot, 2004. "How does liquidity react to stress periods in a limit order market?," Working Paper Research 49, National Bank of Belgium.
  19. Helena, BELTRAN & Alain, DURRE & Pierre, GIOT, 2004. "Volatility regimes and the provisions of liquidity in order book markets," Discussion Papers (ECON - Département des Sciences Economiques) 2005015, Université catholique de Louvain, Département des Sciences Economiques.
  20. DOLADO , Juan J. & RODRIGUEZ-POO, Juan & VEREDAS, David, 2004. "Testing weak exogeneity in the exponential family : an application to financial point processes," CORE Discussion Papers 2004049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  21. MOULIN, Laurent & SALTO, Matteo & SILVESTRINI, Andrea & VEREDAS, David, 2004. "Using intra annual information to forecast the annual state deficits : the case of France," CORE Discussion Papers 2004048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  22. PASCUAL, Roberto & VEREDAS, David, 2004. "What pieces of limit order book information are informative ?," CORE Discussion Papers 2004033, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  23. Jeroen V.K. Rombouts & Marno Verbeek, 2004. "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Cahiers de recherche 04-14, HEC Montréal, Institut d'économie appliquée.
  24. Jeroen Rombouts & E.W. Rengifo, 2004. "Dynamic Optimal Portfolio Selection in a VaR Framework," Cahiers de recherche 04-05, HEC Montréal, Institut d'économie appliquée.
  25. Rombouts, Jeroen V. K. & Hafner, Christian M., 2004. "Semiparametric multivariate volatility models," Papers 2004,14, Humboldt-Universität Berlin, Center for Applied Statistics and Economics (CASE).
  26. Francesco De Sinopoli & Giovanna Iannantuoni, 2004. "Meetings With Costly Participation: A Comment," Economics Working Papers we040502, Universidad Carlos III, Departamento de Economía.
  27. Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff, 2004. "An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications," CIRANO Working Papers 2004s-36, CIRANO.
  28. BEINE, Michel & LAURENT, Sébastien & PALM, Franz, 2004. "Central Bank forex interventions assessed using realized moments," CORE Discussion Papers 2004001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  29. Michel Beine & Sébastien Laurent & Franz Palm, 2004. "Have sequential interventions of Central Banks in foreign exchange been effective ?," ULB Institutional Repository 2013/10429, ULB -- Universite Libre de Bruxelles.
  30. Gengenbach,Christian & Palm,Franz & Urbain,Jean-Pierre, 2004. "Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling," Research Memorandum 040, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  31. BACCHIEGA, Emmanuelle & GABSZEWICZ, Jean J. & TAROLA, Ornella, 2004. "Time-to-market in vertically differentiated industries," CORE Discussion Papers 2004077, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  32. BACCHIEGA, Emanuele, 2004. "Vertical differentiation, wage bargaining and intra-industry trade liberalization," CORE Discussion Papers 2004028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

2003

  1. Rafael, MONER-COLONQUES & Vicente, ORTS & José J., SEMPERE-MONERRIS, 2003. "The Strategic Role of Information Asymmetry on Demand for the Multinational Enterprise," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2003002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  2. BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen, 2003. "Multivariate GARCH models: a survey," CORE Discussion Papers 2003031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. BAUWENS, Luc & GALLI, Fausto & GIOT, Pierre, 2003. "The moments of Log-ACD models," CORE Discussion Papers 2003011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. BAUWENS, Luc & BEN OMRANE, Walid & GIOT, Pierre, 2003. "News announcements, market activity and volatility in the Euro/Dollar foreign exchange market," CORE Discussion Papers 2003029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. BAUWENS, Luc & KIRMAN, Alan & LUBRANO, Michel & PROTOPOPESCU, Camelia, 2003. "Ranking economics departments in Europe: a statistical approach," CORE Discussion Papers 2003050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. BAUWENS, Luc & HAUTSCH, Nikolaus, 2003. "Dynamic latent factor models for intensity processes," CORE Discussion Papers 2003103, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  7. BAUWENS, Luc & ROMBOUTS, Jeroen, 2003. "Bayesian clustering of many GARCH models," CORE Discussion Papers 2003087, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2003. "Explaining Adaptive Radial-Based Direction Sampling," Econometric Institute Research Papers EI 2003-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  9. Pierre Giot & Armin Schwienbacher, 2003. "IPOs, Trade Sales and Liquidations: Modelling Venture Capital Exits Using Survival Analysis," Finance 0312006, EconWPA.
  10. GIOT, Pierre & LAURENT, Sébastien, 2003. "Market risk in commodity markets: a VaR approach," CORE Discussion Papers 2003028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  11. GIOT, Pierre, 2003. "The Asian financial crisis : the start of a regime switch in volatility," CORE Discussion Papers 2003078, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  12. GIOT, Pierre, 2003. "The information content of implied volatility indexes for forecasting volatility and market risk," CORE Discussion Papers 2003027, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  13. HAFNER, Christian & ROMBOUTS, Jeroen, 2003. "Estimation of temporally aggregated multivariate GARCH models," CORE Discussion Papers 2003073, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  14. MOUCHART, Michel & ROMBOUTS, Jeroen, 2003. "Clustered panel data models: an efficient approach for nowcasting from poor data," CORE Discussion Papers 2003090, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  15. HAFNER, Christian & ROMBOUTS, Jeroen, 2003. "Semiparametric multivariate GARCH models," CORE Discussion Papers 2003003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  16. Ana Mauleon & Vincent Vannetelbosch, 2003. "Farsightedness and Cautiousness in Coalition Formation," Working Papers 2003.52, Fondazione Eni Enrico Mattei.
  17. Francesco De Sinopoli, 2003. "A Note on Forward Induction in a Model of Representative Democracy," CEIS Research Paper 21, Tor Vergata University, CEIS.
  18. Francesco De Sinopoli & Giovanna Iannantuoni, 2003. "A Spatial Voting Model Where Proportional Rule Leads to Two-Party Equilibria," CEIS Research Paper 31, Tor Vergata University, CEIS.

2002

  1. Rafael MONER-COLONQUES & José J. SEMPERE-MONERRIS & Amparo URBANO, 2002. "The Manufacturers’ Choice of Brand Policy under Successive Duopoly," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2002003, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  2. Luc Bauwens & Sébastien Laurent, 2002. "A New Class of Multivariate skew Densities, with Application to GARCH Models," Computing in Economics and Finance 2002 5, Society for Computational Economics.
  3. Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest, 2002. "Adaptive Polar Sampling," Computing in Economics and Finance 2002 307, Society for Computational Economics.
  4. Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2002. "Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods," Econometric Institute Research Papers EI 2002-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Carmen Fernandez & Gary Koop & Mark F.J. Steel, 2002. "Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture," Econometrics 0201001, EconWPA, revised 06 Jan 2002.
  6. James E. Griffin & Mark F.J. Steel, 2002. "Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility," Econometrics 0201002, EconWPA, revised 04 Apr 2003.
  7. Jim E. Griffin & Mark F.J. Steel, 2002. "Semiparametric Bayesian Inference for Stochastic Frontier Models," Econometrics 0209001, EconWPA, revised 18 Sep 2002.
  8. Pierre Giot & Joachim Grammig, 2002. "How large is liquidity risk in an automated auction market?," University of St. Gallen Department of Economics working paper series 2002 2002-23, Department of Economics, University of St. Gallen.
  9. Pierre Giot & Sébastien Laurent, 2002. "Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models," Computing in Economics and Finance 2002 52, Society for Computational Economics.
  10. GIOT, Pierre, 2002. "The information content of implied volatility in agricultural commodity markets," CORE Discussion Papers 2002038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  11. GIOT, Pierre, 2002. "Implied volatility indices as leading indicators of stock index returns ?," CORE Discussion Papers 2002050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  12. Eugene Durenard & David Veredas, 2002. "Macro Surprises And Short-Term Behaviour In Bond Futures," CIRANO Working Papers 2002s-03, CIRANO.
  13. VEREDAS, David & RODRIGUEZ-POO, Juan & ESPASA, Antoni, 2002. "On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach," CORE Discussion Papers 2002023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  14. L. Bauwens & S. Laurent & J.P. Peters & J. Rombouts, 2002. "Multivariate GARCH models and their Estimation," Computing in Economics and Finance 2002 19, Society for Computational Economics.
  15. P.Jean-Jacques Herings & Ana Mauleon & Vincent Vannetelbosch, 2002. "Fuzzy Play, Matching Devices and Coordination Faulures," Game Theory and Information 0205003, EconWPA.
  16. Ana MAULEON & Vincent J. VANNETELBOSCH, 2002. "Strategic Union Delegation and Strike Activity," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2002011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  17. Ana MAULEON & Vincent J. VANNETELBOSCH, 2002. "Union Delegation and Incentives for Merger," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2002010, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  18. Francesco De Sinopoli & Giovanna Iannantuoni, 2002. "On The Generic Strategic Stability Of Nash Equilibria If Voting Is Costly," Economics Working Papers we025620, Universidad Carlos III, Departamento de Economía.
  19. Francesco De Sinopoli & Giovanna Iannantuoni, 2002. "Some Results On Strategic Voting And Proportional Representation With Multidimensional Policy Space," Economics Working Papers we025721, Universidad Carlos III, Departamento de Economía.
  20. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002. "Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features," CESifo Working Paper Series 660, CESifo Group Munich.
  21. van Kranenburg, Hans & Palm, Franz C. & Pfann, Gerard A., 2002. "Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands," IZA Discussion Papers 565, Institute for the Study of Labor (IZA).
  22. BACCHIEGA, Emanuele, 2002. "Wage bargaining and vertical differentiation," CORE Discussion Papers 2002076, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

2001

  1. José J. Sempere Monerris & Rafael Moner Colonques & Amparo Urbano, 2001. "Equilibrium Distribution Systems Under Retailers' Strategic Behavior," Working Papers. Serie AD 2001-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  2. Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Model uncertainty in cross-country growth regressions," Econometrics 0110002, EconWPA.
  3. Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Bayesian Modelling of Catch in a Northwest Atlantic Fishery," Econometrics 0110003, EconWPA, revised 18 Nov 2001.
  4. Daniel Berkowitz & Karina Pistor & Jean-Francois Richard, 2001. "Economic Development, Legality, and the Transplant Effect," William Davidson Institute Working Papers Series 410, William Davidson Institute at the University of Michigan.
  5. Pierre Giot and S»bastien Laurent, 2001. "Value-At-Risk For Long And Short Trading Positions," Computing in Economics and Finance 2001 94, Society for Computational Economics.
  6. Ana MAULEON & Vincent J. VANNETELBOSCH, 2001. "Product Market Integration, Wage Bargaining and Strike Activity," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2001022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  7. Ana MAULEON & Vincent J. VANNETELBOSCH, 2001. "Bargaining with Endogenous Deadlines," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2001021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  8. Jean-Jacques HERINGS & Ana MAULEON & Vincent J. VANNETELBOSCH, 2001. "Rationalizability for Social Environments," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2001028, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  9. De Sinopoli, F. & Iannantuoni, G., 2001. "Sincere and strategic voters in a model of proportional representation," CORE Discussion Papers 2001029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  10. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2001. "Testing for Common Cyclical Features in Var Models with Cointegration," CESifo Working Paper Series 451, CESifo Group Munich.

2000

  1. José J. Sempere Monerris & Rafael Moner Colonques & Amparo Urbano, 2000. "Product Quality And Distribution Channels," Working Papers. Serie AD 2000-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  2. Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2000. "A Comparison of Financial Duration Models via Density Forecasts," Econometric Society World Congress 2000 Contributed Papers 0810, Econometric Society.
  3. Bauwens, L. & Lubrano, M., 2000. "Bayesian Option Pricing using Asymmetric Garch Models," G.R.E.Q.A.M. 00a18, Universite Aix-Marseille III.
  4. BAUWENS, Luc & HUNTER, John, 2000. "Identifying long-run behaviour with non-stationary data," CORE Discussion Papers 2000043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. Luc BAUWENS & Victor GINSBURGH, 2000. "Art experts and auctions Are pre-sale estimates unbiased and fully informative?," Discussion Papers (REL - Recherches Economiques de Louvain) 2000022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  6. GIOT, Pierre, 2000. "Intraday value-at-risk," CORE Discussion Papers 2000045, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  7. A. Mauleon & V. Vannetelbosch, 2000. "Coalitional Negotiation with Monitoring," THEMA Working Papers 2000-35, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  8. J. J. Herings & A. Mauleon & V. Vannetelbosch, 2000. "Social Rationalizability," THEMA Working Papers 2000-36, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  9. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2000. "Testing for Common Cyclical Features in Nonstationary Panel Data Models," CESifo Working Paper Series 248, CESifo Group Munich.

1999

  1. José J. Sempere Monerris & Rafael Moner Colonques & Amparo Urbano Salvador, 1999. "Strategic policy and international economic integration," Working Papers. Serie AD 1999-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  2. Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1999. "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Tinbergen Institute Discussion Papers 99-082/4, Tinbergen Institute.
  3. BAUWENS, Luc & VEREDAS, David, 1999. "The stochastic conditional duration model: a latent factor model for the analysis of financial durations," CORE Discussion Papers 1999058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. Mark F. J. Steel & Eduardo Ley, 1999. "We Just Averaged Over Two Trillion Cross-Country Growth Regressions," IMF Working Papers 99/101, International Monetary Fund.
  5. Olivier Armantier & Jean-Pierre Florens & Jean-Francois Richard, 1999. "Nash Equilibrium Approximations in Games of Incomplete Information," Department of Economics Working Papers 99-01, Stony Brook University, Department of Economics.
  6. GIOT, Pierre, 1999. "Time transformations, intraday data and volatility models," CORE Discussion Papers 1999044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  7. GIOT, Pierre & HENRY DE FRAHAN, Bruno & PIROTTE, Nicolas, 1999. "Co-integration and leadership in the European off-season fresh fruit market," CORE Discussion Papers 1999022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. MAULEON, Ana & VANNETELBOSCH, Vincent, 1999. "Coalitional negotiation," CORE Discussion Papers 1999020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  9. Elena INARRA & Ana MAULEON & Vincent VANNETELBOSCH, 1999. "Efficient Structure of Provision for Emergency Public Services," Discussion Papers (REL - Recherches Economiques de Louvain) 1999013, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  10. DE SINOPOLI, Francesco & TURRINI, Alessandro, 1999. "A remark on voters’ rationality in Besley and coate model of representative democracy," CORE Discussion Papers 1999027, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  11. DE SINOPOLI, Francesco, 1999. "Further remarks on strategic stability in plurality games," CORE Discussion Papers 1999030, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  12. DE SINOPOLI, Francesco, 1999. "Two examples of strategic equilibria in approval voting games," CORE Discussion Papers 1999031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1998

  1. José J. Sempere Monerris & Amparo Urbano & María Dolores Alepuz, 1998. "- Duopoly Price Communication," Working Papers. Serie AD 1998-26, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  2. Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1998. "Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces," Tinbergen Institute Discussion Papers 98-071/4, Tinbergen Institute.
  3. BAUWENS, Luc & GIOT, Pierre, 1998. "Asymmetric ACD models: introducing price information in ACD models with a two state transition model," CORE Discussion Papers 1998044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998. "Benchmark Priors for Bayesian Model Averaging," Econometrics 9804001, EconWPA, revised 31 Jul 1999.
  5. Florens, F. & Protopopescu, C. & Richard, J.-F., 1998. "Identification and Estimation of a Game Theoretic Models," Papers 98.499, Toulouse - GREMAQ.
  6. Armantier, O. & Florens, J.-P. & Richard, J.-F., 1998. "Empirical Game Theoretic Models: Constrained Equilibrium & Simulation," Papers 98.498, Toulouse - GREMAQ.
  7. P. Jean-Jacques Herings & Vincent J. Vannetelbosch, 1998. "The Equivalence of the Dekel-Fudenberg Iterative Procedure and Weakly Perfect Rationalizability," Cowles Foundation Discussion Papers 1173, Cowles Foundation for Research in Economics, Yale University.
  8. DE SINOPOLI, Francesco, 1998. "Strategic stability and non cooperative voting games: the plurality rule," CORE Discussion Papers 1998043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  9. DE SINOPOLI, Francesco, 1998. "Two results about generic non cooperative voting games with plurality rule," CORE Discussion Papers 1998034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  10. Kranenburg,H.L.,van & Palm,F.C. & Pfann,G.A., 1998. "Life Expectancy of Daily Newspapers in the Netherlands: The Period 1848 - 1997," Research Memorandum 002, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

1997

  1. Sempere-Monerris, José J. & Vannetelbosch, Vincent J., 1997. "Bargaining with Externalities: Licensing of an Innovation," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1997007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  2. José J. Sempere Monerris & Rafael Moner Colonques & Vicente Orts Ríos, 1997. "Strategic investments and multinational firms under oligopoly," Working Papers. Serie EC 1997-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  3. Bauwens, L. & Lubrano, M., 1997. "Bayesian Option Pricing Using Asymmetric GARCH," G.R.E.Q.A.M. 97a40, Universite Aix-Marseille III.
  4. BAUWENS, Luc & DEPRINS, Dominique & VANDEUREN, Jean-Pierre, 1997. "Modelling interest rates with a cointegrated VAR-GARCH model," CORE Discussion Papers 1997080, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. BAUWENS, LUC & GIOT, Pierre, 1997. "The logarithmic ACD model: an application to market microstructure and NASDAQ," CORE Discussion Papers 1997089, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. BAUWENS, Luc & GIOT, Pierre, 1997. "A Gibbs sampling approach to cointegration," CORE Discussion Papers 1997016, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  7. Fernández, C. & Steel, M.F.J., 1997. "Reference Priors For Non-Normal Two-Sample Problems," Discussion Paper 1997-104, Tilburg University, Center for Economic Research.
  8. Fernández, C. & Steel, M.F.J., 1997. "Reference Priors for the General Location-Scale Model," Discussion Paper 1997-105, Tilburg University, Center for Economic Research.
  9. Fernández, C. & Ley, E. & Steel, M.F.J., 1997. "Statistical Modelling of Fishing Activities in the North Atlantic," Discussion Paper 1997-111, Tilburg University, Center for Economic Research.
  10. Osiewalski, J. & Koop, G. & Steel, M.F.J., 1997. "A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies," Discussion Paper 1997-85, Tilburg University, Center for Economic Research.
  11. Fernández, C. & Steel, M.F.J., 1997. "Multivariate Student -t Regression Models: Pitfalls and Inference," Discussion Paper 1997-08, Tilburg University, Center for Economic Research.
  12. Armantier, O. & Florens, J.-P. & Richard, J.-F., 1997. "Equilibre approximatif et regle intuitive: une application aux appels d'offres dans l'industrie spatiale," Papers 97.487, Toulouse - GREMAQ.
  13. Tychon, Pierre & Vannetelbosch, Vincent J., 1997. "Debt Valuation and Marketability Risk," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1997020, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  14. Vannetelbosch, Vincent J., 1997. "Profit-Sharing: Does It Reduce Bargaining Inefficiencies ?," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1997009, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  15. Herings, P.J.J. & Vannetelbosch, V., 1997. "Refinements of Rationalizability for Normal-Form Games," Discussion Paper 1997-03, Tilburg University, Center for Economic Research.

1996

  1. Bauwens, L. & Lubrano, M., 1996. "Bayesian Inference on GARCH Models Using the Gibbs Sampler," G.R.E.Q.A.M. 96a21, Universite Aix-Marseille III.
  2. Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996. "On the Use of Panel Data in Bayesian Stochastic Frontier Models," Discussion Paper 1996-17, Tilburg University, Center for Economic Research.
  3. Fernández, C. & Steel, M.F.J., 1996. "On Bayesian Modelling of Fat Tails and Skewness," Discussion Paper 1996-58, Tilburg University, Center for Economic Research.
  4. Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996. "Robust Bayesian Inference on Scale Parameters," Discussion Paper 1996-65, Tilburg University, Center for Economic Research.
  5. Fernandez, C & Osiewalski, J & Steel, M-F-J, 1996. "Classical and Bayesian Inference Robustness in Multivariate Regression models," Papers 9602, Catholique de Louvain - Institut de statistique.
  6. Fernández, C. & Steel, M.F.J., 1996. "On Bayesian Inference under Sampling from Scale Mixtures of Normals," Discussion Paper 1996-02, Tilburg University, Center for Economic Research.
  7. Osiewalski, J. & Steel, M.F.J., 1996. "Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models," Discussion Paper 1996-03, Tilburg University, Center for Economic Research.
  8. Florens, Jean-Pierre & Hugo, Marie-Anne & Richard, Jean-François, 1996. "Game Theory Econometric Models: Application to Procurements in the Space Industry," IDEI Working Papers 62, Institut d'Économie Industrielle (IDEI), Toulouse.
  9. Florens, J-P & Richard, J-F & Rolin, J-M, 1996. "Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative," Papers 9608, Catholique de Louvain - Institut de statistique.
  10. Vannetelbosch, Vincent J., 1996. "Bargaining with an Endogenous Deadline," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1996011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  11. Vannetelbosch, Vincent J., 1996. "Refinements of Rationalizability for Normal-Form Games: The Main Ideas," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1996012, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  12. Vannetelbosch, Vincent J., 1996. "On Rationalizability in Two-Person Alternating-Offer Bargaining," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1996023, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  13. VANNETELBOSCH, Vincent J., 1996. "N-Person Sequential Bargaining with Endogenous Procedure," CORE Discussion Papers 1996042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  14. VANNETELBOSCH, Vincent J., 1996. "Rationalizability and Equilibrium in N-Person Sequential Bargaining," CORE Discussion Papers 1996041, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  15. de la Croix, David & Palm, Franz & Urbain, Jean-Pierre, 1996. "Labor market dynamics when effort depends on wage growth comparisons," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1996019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Sep 1996.
  16. Carlo C.A. WINDER & Franz C. PALM, 1996. "Stochastic implications of the life cycle consumption model under rational habit formation," Discussion Papers (REL - Recherches Economiques de Louvain) 1996043, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

1995

  1. Caballero-Sanz, Francisco & Moner-Colonques, Rafael & Sempere-Monerris, José J., 1995. "Licensing a Product Innovation : a Spatial Approach," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1995020, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  2. BAUWENS, Luc & VANDEUREN, Jean-Pierre, 1995. "On the Weak Consistency of the Quasi-Maximum Likelihood Estimator in VAR Models with BEKK-GARCH(1,q) Errors," CORE Discussion Papers 1995038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Koop, G. & Osiewalski, J. & Steel, M.F.J., 1995. "The Components of Output Growth: A Croos-Country Analysis," Papers 9517, Tilburg - Center for Economic Research.
  4. Steel, M.F.J., 1995. "Posterior Analysis of Stochastic Volatility Models with Flexible Tails," Papers 9568, Tilburg - Center for Economic Research.
  5. Ley, E. & Steel, M.FJ., 1995. "A Model of Management Teams," Papers 9586, Tilburg - Center for Economic Research.
  6. Fernandez, C. & Steel, M.F.J., 1995. "reference Priors in Non-Normal Location Problems," Papers 9591, Tilburg - Center for Economic Research.
  7. Eduardo Ley & Mark F.J. Steel, 1995. "On the Estimation of Demand Systems Through Consumption Efficiency," Econometrics 9503001, EconWPA, revised 22 Feb 1996.
  8. Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Econometrics 9505001, EconWPA, revised 11 Jul 1995.
  9. FERNANDEZ, Carmen & OSIEWALSKI, Jacek & STEEL, Mark FJ., 1995. "Inference Robustness in Multivariate Models with a Scale Parameter," CORE Discussion Papers 1995030, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  10. KOOP , Gary & OSIEWALSKI , Jacek & STEEL , Mark, 1995. "Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers," CORE Discussion Papers 1995036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  11. KOOP , Gary & OSIEWALSKI, Jacek & STEEL , Mark, 1995. "Measuring the Sources of Output Growth in a Panel of Countries," CORE Discussion Papers 1995042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  12. Marshall, R.C. & Richard J.F., 1995. "Bider Collusion at Forest Service Timber Sales," Papers 7-95-3, Pennsylvania State - Department of Economics.
  13. Vannetelbosch, Vincent J., 1995. "On Dominance in Wage Bargaining with Incomplete Information in an Unionized Cournot Oligopoly," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1995003, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  14. Vannetelbosch, Vincent J., 1995. "Dominance and Equilibrium in Two-Person Alternating-Offer Bargaining with an Endogenous Deadline," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1995033, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  15. VANNETELBOSCH , Vincent V., 1995. "Two-Person Sequential Bargaining with Boundedly Rational Players," CORE Discussion Papers 1995053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1994

  1. Sempere-Monerris, José Jorge, 1994. "Entry Deterrence with Demand Externalities," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1994024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  2. CABALLERO-SANZ, Francisco & MONER-COLONQUES, Rafael & SEMPERE-MONERRIS, J.J., 1994. "Optimal Licensing in a Spatial Model," CORE Discussion Papers 1994031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. José J. Sempere Monerris & Javier De Castro Pardo & Vicente Orts Ríos, 1994. "Desajustes en los tipos de cambio e "hysteresis" en los flujos comerciales: las exportaciones españolas a EE.UU. (1975-1992)," Working Papers. Serie EC 1994-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  4. BAUWENS, Luc & GINSBURGH, Victor A., 1994. "Do Art Experts make Rational Estimates of Pre-Sale Prices ?," CORE Discussion Papers 1994038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. BAUWENS, Luc & LUBRANO , Michel, 1994. "Identification Restrictions and Posterior Densities in Cointegrated Gaussian VAR Systems," CORE Discussion Papers 1994018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. Raa, M.H. ten & Steel, M.F.J., 1994. "Revised stochastic analysis of an input-output model," Open Access publications from Tilburg University urn:nbn:nl:ui:12-381938, Tilburg University.
  7. KOOP, Gary & STEEL, Mark F. & OSIEWALSKI, Jacek, 1994. "Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling," CORE Discussion Papers 1994061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994. "Hospital efficiency analysis through individual effects: A Bayesian approach," Discussion Paper 1994-47, Tilburg University, Center for Economic Research.
  9. Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994. "Bayesian efficiency analysis with a flexible form: The aim cost function," Discussion Paper 1994-13, Tilburg University, Center for Economic Research.

1993

  1. Fernandez, C. & Osiewalski, J. & Steel, M.F.J., 1993. "Marginal Equivalence in V-Spherical Models," Papers 9374, Tilburg - Center for Economic Research.
  2. Fernandez, C. & Osiewalski, J. & Steel, M.F.J., 1993. "The Continuous Multivariate Location-Scale Model Revisited: A Tale of Robustness," Papers 9380, Tilburg - Center for Economic Research.
  3. Vannetelbosch, Vincent J., 1993. "Testing Between Alternative Wage-Employment Bargaining Models Using Belgian Aggreggate Data," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1994012, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 27 Apr 1994.
  4. Peter J G Vlaar & Franz C Palm, 1993. "Inflation Differentials and Excess Returns in the European Monetary System," CEPR Financial Markets Paper 0038, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
  5. de la Croix, David & Palm, Franz & Pfann, Gerard, 1993. "A Dynamic Contracting Model for Wages and Employment in three European Economies," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1993021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  6. Palm, Franz C. & Peeters, Marga & Pfann, Gerard A., 1993. "The dynamics of investment and labour demand: Theoretical issues and an application to the Dutch manufacturing industry," MPRA Paper 33042, University Library of Munich, Germany.

1992

  1. BAUWENS, Luc & RASQUERO, A., 1992. "Approximate HPD regions for testing residual autocorrelation using augmented regressions," CORE Discussion Papers 1992038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. BAUWENS, Luc & FIEBIG, Denzil & STEEL, Mark, 1992. "Estimating End-Use Demand : A Bayesian Approach," CORE Discussion Papers 1992052, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. PFANN, Gerard & PALM, Franz, 1992. "Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and UK manufacturing sectors," CORE Discussion Papers 1992017, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1991

  1. Osiewalski, J. & Steel, M., 1991. "Bayesian Marginal Equivalence of Elliptical Regression Models," Papers 9119, Tilburg - Center for Economic Research.
  2. Chib, S. & Osiewalski, J. & Steel, M.F.J., 1991. "A Baysian Note on Competing Correlation Structures in the Dynamic Linear Regression Model," Papers 9122, Tilburg - Center for Economic Research.
  3. Koop, G. & Steel, M.F.J., 1991. "A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models," Papers 9150, Tilburg - Center for Economic Research.
  4. Steel, M.F.J., 1991. "Bayesian Inference in Time Series," Papers 9153, Tilburg - Center for Economic Research.
  5. Nijman, T.E. & Palm, F.C. & Wolff, C.C.P., 1991. "Premia in Forward Foreign Exchange as Unobserved Components," Papers 9112, Tilburg - Center for Economic Research.
  6. Nijman, T.E. & Palm, F.C., 1991. "Recent Developments in Modeling Volatility in Financial Data," Papers 9168, Tilburg - Center for Economic Research.
  7. Palm, F. & Zellner, A., 1991. "To combine or not to combine? issues of combining forecasts," CORE Discussion Papers 1991022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. Franz C. PALM & Gerard A. PFANN, 1991. "Interrelation, Structural Changes and Cointegration in a Model for Manufacturing Demand in the Netherlands," Discussion Papers (REL - Recherches Economiques de Louvain) 1991031, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

1990

  1. Eeckhoudt, L. & Bauwens, L. & Briys, E. & Scarmure, P., 1990. "The Law Of Large (Small?) Numbers And The Demand For Insurance," G.R.E.Q.A.M. 90a03, Universite Aix-Marseille III.
  2. Bauwens, L., 1990. "The "Pathology" Of The Natural Conjugate Prior Density In The Regression Model," G.R.E.Q.A.M. 90a14, Universite Aix-Marseille III.
  3. Ten Raa, T. & Steel, M.F.J., 1990. "A Stochastic Analysis Of An Input-Output Model: Comment," Papers 9005, Tilburg - Center for Economic Research.
  4. Osiewalski, J. & Steel, M., 1990. "Robust Bayesian Inference In Elliptical Regression Models," Papers 9032, Tilburg - Center for Economic Research.
  5. Chib, S. & Osiewalski, J. & Steel, M., 1990. "Posterior Inference On The Degrees Of Freedom Parameter In Multivariate-T Regression Models," Papers 9043, Tilburg - Center for Economic Research.
  6. Chib, B. & Osiewalski, J. & Steel, M., 1990. "Regression Models Under Competing Covariance Matrices: A Baysian Perspective," Papers 9063, Tilburg - Center for Economic Research.
  7. OSIEWALSKI, Jacek & STEEL, Mark, 1990. "Semi-conjugate prior densities in multivariate t regression models," CORE Discussion Papers 1990018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. Nijman, T.E. & Steel, M.F.J., 1990. "Exclusion restrictions in instrumental variables equations," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153288, Tilburg University.
  9. Pfann, G.A. & Palm, F.C., 1990. "Asymetric Adjustment Costs In Labour Demand Models With Empirical Evidence For The Dutch An U.K. Manufacturing Sectors," Economics Series Working Papers 9987, University of Oxford, Department of Economics.
  10. Palm, F.C. & Nijman, T.E., 1990. "Parameter identification in ARMA-processes in the presence of regular but incomplete sampling," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153287, Tilburg University.
  11. Nijman, T.E. & Palm, F.C., 1990. "Predictive accuracy gain from disaggregate sampling in ARIMA models," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153276, Tilburg University.

1989

  1. Steel, M.F.J., 1989. "A Bayesian Analysis Of Simultaneous Equation Models By Combining Recursive Analytical And Numerical Approaches," Papers 8908, Tilburg - Center for Economic Research.
  2. Osiewalski, J. & Steel, M.F.J., 1989. "A Bayesian Analysis Of Exogeneity In Models Pooling Time- Series And Cross -Section Data," Papers 8914, Tilburg - Center for Economic Research.
  3. Steel, M.F.J. & Richard, J.F., 1989. "Bayesian Multivariate Exogeneity Analysis: An Application To A Uk Money Demand Equation," Papers 8929, Tilburg - Center for Economic Research.
  4. Steel, M.F.J., 1989. "Weak Exogeneity In Misspecified Sequential Models," Papers 8942, Tilburg - Center for Economic Research.
  5. Palm, F.C. & Vogelvang, E., 1989. "The effectiveness of the international coffee agreement : a simulation study using a quarterly model of the world coffee market," Serie Research Memoranda 0061, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  6. Nijman, T. & Palm, F., 1989. "Generalized Least Squares Estimation Of Linear Models Containing Rational Future Exepectations," Papers 8902, Tilburg - Center for Economic Research.

1988

  1. Steel, M.F.J., 1988. "Seemingly unrelated regression equation systems under diffuse stochastic prior information: A recursive analytical approach," Discussion Paper 1988-5, Tilburg University, Center for Economic Research.
  2. Palm, F.C. & Nijman, T.E., 1988. "Efficiency gains due to using missing data procedures in regression models," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153291, Tilburg University.
  3. Nijman, T.E. & Palm, F.C., 1988. "Consistent estimation of regression models with incompletely observed exogenous variables," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153290, Tilburg University.

1987

  1. ZELLNER, A. & BAUWENS, Luc & VAN DIJK, H., 1987. "Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods," CORE Discussion Papers 1987056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Brianza, T. & Phlips, L. & Richard, J.-F., 1987. "Futures markets, inventories and monopoly," CORE Discussion Papers 1987025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Hendry, D.F. & Richard, J.-F., 1987. "Recent developments in the theory of encompassing," CORE Discussion Papers 1987022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. Palm, F.C. & Winder, C.C.A., 1987. "The life cycle consumption model under structural changes in income and moving planning horizons," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

1986

  1. Phlips, L. & Richard, J.-F., 1986. "A dynamic oligopoly model with demand inertia and inventories," CORE Discussion Papers 1986003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Palm, F.C. & Winder, C.C.A., 1986. "The stochastic life cycle consumption model : theoretical results and empirical evidence," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  3. Palm, F.C. & Vogelvang, E., 1986. "A short run econometric analysis of the international coffee market," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  4. Nijman, T.E. & Palm, F.C., 1986. "Consistent estimation of rational expectation models," Research Memorandum 216, Tilburg University, Faculty of Economics and Business Administration.

1985

  1. Steel, M., 1985. "A Bayesian analysis of exogeneity: an application to consumption behaviour," CORE Discussion Papers 1985023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Kodde, D.A. & Palm, F.C., 1985. "Computing wald criteria for nested hypotheses," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  3. Palm, F.C. & Vogelvang, E., 1985. "An econometric analysis of the short-run demand for coffee," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  4. Nijman, T.E. & Palm, F.C., 1985. "Séries temporelles incomplètes en modélisation macroéconomique," Open Access publications from Tilburg University urn:nbn:nl:ui:12-154932, Tilburg University.
  5. Nijman, T.E. & Palm, F.C., 1985. "On econometric modelling of incomplete data," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153293, Tilburg University.
  6. Nijman, T.E. & Palm, F.C., 1985. "The construction and use of approximations for missing quarterly observations: A model-based approach," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153292, Tilburg University.

1984

  1. Nijman, Th. & Palm, F.C., 1984. "Missing observations in a quarterly model for the aggregate labor market in the Netherlands," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  2. Palm, F.C. & Nijman, Th., 1984. "Consistent estimation using proxy-variables in models with unobserved variables," Serie Research Memoranda 0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

1983

  1. Luc Bauwens, 1983. "Posterior moments of elasticities between real wages and unemployment in Belgium : an application of Bayesian inference by Monte Carlo integration," Discussion Papers (REL - Recherches Economiques de Louvain) 1983013, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  2. Palm, F.C. & Nijman, Th., 1983. "Consistent estimation using proxy-variables in models with missing observations," Serie Research Memoranda 0009, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

1982

  1. Palm, F.C. & Nijman, Th., 1982. "Missing observations in the dynamic regression model," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  2. Kodde, D.A. & Palm, F.C., 1982. "Computing wald criteria for nested hypotheses with Econometric Applications," Serie Research Memoranda 0027, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

1981

  1. Palm, F.C. & Nijman, Th., 1981. "Linear regression using both temporally aggregated and temporally disaggregated data," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  2. Palm, F.C. & Sneek, J.M., 1981. "Some econometric applications of the exact distribution of the ratio of two quadratic forms in normal variates," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  3. Palm, F.C., 1981. "Structural econometric modelling and time series analysis : an integrated approach," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  4. Palm, F.C., 1981. "Structural econometric modelling and time series analysis towards an integrated approach," Serie Research Memoranda 0004, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

1980

  1. Palm, F.C. & Kodde, D.A. & Vogelvang, E., 1980. "Efficient estimation of the geometric distributed lag model : some Monte Carlo results on small sample properties," Serie Research Memoranda 0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

1979

  1. Engle, Robert F & Hendry, David F & Richard, Jean-Francois, 1979. "Exogeneity," The Warwick Economics Research Paper Series (TWERPS) 162, University of Warwick, Department of Economics.
    • Engle, Robert F & Hendry, David F & Richard, Jean-Francois, 1983. "Exogeneity," Econometrica, Econometric Society, vol. 51(2), pages 277-304, March.
    • ENGLE, Robert F. & HENDRY, David F. & RICHARD, Jean-François, . "Exogeneity," CORE Discussion Papers RP -516, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Blommestein, H.J. & Palm, F.C., 1979. "The aggregate demand for money in the Netherlands : a new look at a study of the Bank of the Netherlands," Serie Research Memoranda 0008, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

1978

  1. Palm, F.C. & Zellner, A., 1978. "Large sample estimation and testing procedures for dynamic equation systems," Serie Research Memoranda 0010, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

Undated

  1. CNATOS-SANCHEZ, Pedro & MONER-COLONQUES, Rafael & SEMPERE-MONERRIS, José J. & ALVAREZ-SANJAIME, Oscar, . "Viability of new road infrastructure with heterogeneous users," CORE Discussion Papers RP -2429, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. MONER_COLONQUES, Rafael & SEMPERE-MONERRIS, José J. & URBANo, Amparo, . "Product line choice in retail duopoly," CORE Discussion Papers RP -2428, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. MAULEON, Ana & SEMPERE-MONERRIS, José J. & VANNETELBOSCH, Vincent, . "Networks of knowledge among unionized firms," CORE Discussion Papers RP -2055, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. BAUWENS, Luc & LUBRANO, Michel, . "Trends and breaking points in the Bayesian econometric literature," CORE Discussion Papers RP -1420, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. BAUWENS, Luc & GIOT, Pierre, . "Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models," CORE Discussion Papers RP -1442, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. BAUWENS, Luc & GIOT, Pierre, . "The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks," CORE Discussion Papers RP -1497, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  7. BAUWENS, Luc, . "Econometric analysis of intra-daily trading activity on the Tokyo Stock Exchange," CORE Discussion Papers RP -1862, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. BAUWENS, L. & POLASEK, W. & van DIJK, H. K., . "Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics," CORE Discussion Papers RP -1232, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  9. BAUWENS, Luc & HAUTSCH, Nikolaus, . "Stochastic conditional intensity processes," CORE Discussion Papers RP -1937, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  10. BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K. & VAN OEST, Rutger D., . "Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods," CORE Discussion Papers RP -1731, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  11. Bauwens, L. & Lubrano, M., . "Bayesian and classical econometric modeling of time series," CORE Discussion Papers RP -1175, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  12. BAUWENS, Luc, . "Recent developments in the econometrics of financial markets using intra-day data," CORE Discussion Papers RP -1403, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  13. BAUWENS, Luc & LUBRANO, Michel, . "Bayesian diagnostics for heterogeneity," CORE Discussion Papers RP -963, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  14. BAUWENS, Luc & GIOT, Pierre, . "Asymmetric ACD models: Introducing price information in ACD models," CORE Discussion Papers RP -1670, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  15. BAUWENS, Luc & LAURENT, Sébastien, . "A new class of multivariate skew densities, with application to generalized autoregressive conditional heteroscedasticity models," CORE Discussion Papers RP -1793, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  16. BAUWENS, Luc & VEREDAS, David, . "The stochastic conditional duration model: a latent variable model for the analysis of financial durations," CORE Discussion Papers RP -1688, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  17. BAUWENS, Luc & RICHARD, Jean-François, . "A 1-1 poly-t random variable generator with application to Monte Carlo integration," CORE Discussion Papers RP -644, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  18. BAUWENS, Luc & d'ALCANTARA, Gonzague, . "An export model for the Belgian industry," CORE Discussion Papers RP -533, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  19. STEEL, Mark F.J., . "Testing for exogeneity. An application to consumption behaviour," CORE Discussion Papers RP -757, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  20. Lorenzo Ricci & David Veredas, . "TailCoR," ULB Institutional Repository 2013/136238, ULB -- Universite Libre de Bruxelles.
  21. Matteo Luciani & David Veredas, . "A simple model for vast panels of volatilities," ULB Institutional Repository 2013/136239, ULB -- Universite Libre de Bruxelles.
  22. Matteo Barigozzi & Roxana Halbleib & David Veredas, . "Which model to match?," ULB Institutional Repository 2013/136240, ULB -- Universite Libre de Bruxelles.
  23. Dungey Mardi & Matteo Luciani & David Veredas, . "Googling SIFIs," ULB Institutional Repository 2013/154950, ULB -- Universite Libre de Bruxelles.
  24. SILVESTRINI, Andrea & SALTo, Matteo & MOULIN, Laurent & VEREDAS, David, . "Monitoring and forecasting annual public deficit every month: the case of France," CORE Discussion Papers RP -2019, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  25. MAULEON, Ana & VANNETELBOSCH, Vincent, . "Farsightedness and cautiousness in coalition formation games with positive spillovers," CORE Discussion Papers RP -1729, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  26. TYCHON, Pierre & VANNETELBOSCH, Vincent, . "A model of corporate bond pricing with liquidity and marketability risk," CORE Discussion Papers RP -1776, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  27. MAULEON, Ana & VANNETELBOSCH, Vincent J., . "Strategic union delegaion and inventives for merger," CORE Discussion Papers RP -1829, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  28. VANNETELBOSCH, Vincent J., . "Alternating-offer bargaining and common knowledge of rationality," CORE Discussion Papers RP -1432, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  29. Vannetelbosch, V. J., . "Wage bargaining with incomplete information in an unionized Cournot oligopoly," CORE Discussion Papers RP -1303, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  30. MAULEON, Ana & VANNETELBOSCH, Vincent J., . "Efficiency wages and union-firm bargaining with private information," CORE Discussion Papers RP -1675, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  31. MAULEON, Ana & VANNETELBOSCH, Vincent J., . "Profit sharing and strike activity in Cournot oligopoly," CORE Discussion Papers RP -1388, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  32. MAULEON , Ana & VANNETELBOSCH, Vincent J., . "Market competition and strike activity," CORE Discussion Papers RP -1658, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  33. DE SINOPOLI, Francesco, . "Sophisticated voting and equilibrium refinements under plurality rule," CORE Discussion Papers RP -1467, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  34. DE SINOPOLI, Francesco & TURRINI, Alessandro, . "A remark on voters' rationality in a model of representative democracy," CORE Discussion Papers RP -1562, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  35. DE SINOPOLI, Francesco, . "On the generic finiteness of equilibrium outcomes in plurality games," CORE Discussion Papers RP -1499, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  36. Michel Beine & Sébastien Laurent & Franz Palm, . "Central bank intervention in the foreign exchange markets assessed using realized moments," ULB Institutional Repository 2013/10407, ULB -- Universite Libre de Bruxelles.
  37. PALM, Franz, . "Analyse chronologique. Spécification de modèles dynamiques à équations simultanées," CORE Discussion Papers RP -261, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  38. PALM, Franz, . "La demande d'engrais chimiques en Belgique: une approche bayésienne," CORE Discussion Papers RP -168, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  39. ZELLNER, Arnold & PALM, Franz, . "Time series analysis and simultaneous equation econometric models," CORE Discussion Papers RP -173, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  40. PALM, Franz, . "Testing the dynamic specification of an econometric model with an application to Belgian data," CORE Discussion Papers RP -273, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  41. ZELLNER, Arnold & PALM, Franz, . "Time series and structural analysis of monetary models of the U.S. economy," CORE Discussion Papers RP -247, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  42. PALM, Franz, . "On univariate time series methods and simultaneous equation econometric models," CORE Discussion Papers RP -293, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  43. BACCHIEGA, Emanuele & MINNITI, Antonio, . "The Quality-Income effect and the selection of location," CORE Discussion Papers RP -2082, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Journal articles

2014

  1. Bauwens, Luc & Dufays, Arnaud & Rombouts, Jeroen V.K., 2014. "Marginal likelihood for Markov-switching and change-point GARCH models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 508-522.
  2. Laurent Cavenaile & Christian Gengenbach & Franz Palm, 2014. "Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis," De Economist, Springer, vol. 162(1), pages 19-40, March.

2013

  1. Jean-François Caulier & Ana Mauleon & Jose Sempere-Monerris & Vincent Vannetelbosch, 2013. "Stable and efficient coalitional networks," Review of Economic Design, Springer, vol. 17(4), pages 249-271, December.
  2. Álvarez-SanJaime, Óscar & Cantos-Sánchez, Pedro & Moner-Colonques, Rafael & Sempere-Monerris, José J., 2013. "Vertical integration and exclusivities in maritime freight transport," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 51(C), pages 50-61.
  3. Álvarez-SanJaime, Óscar & Cantos-Sánchez, Pedro & Moner-Colonques, Rafael & Sempere-Monerris, José J., 2013. "Competition and horizontal integration in maritime freight transport," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 51(C), pages 67-81.
  4. Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, 08.
  5. Wang, Cindy Shin-Huei & Bauwens, Luc & Hsiao, Cheng, 2013. "Forecasting a long memory process subject to structural breaks," Journal of Econometrics, Elsevier, vol. 177(2), pages 171-184.
  6. J. E. Griffin & M. Kolossiatis & M. F. J. Steel, 2013. "Comparing distributions by using dependent normalized random-measure mixtures," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(3), pages 499-529, 06.
  7. Jakub Growiec & Ingmar Schumacher, 2013. "Technological opportunity, long-run growth, and convergence," Oxford Economic Papers, Oxford University Press, vol. 65(2), pages 323-351, April.
  8. Growiec, Jakub, 2013. "A microfoundation for normalized CES production functions with factor-augmenting technical change," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2336-2350.
  9. Growiec, Jakub, 2013. "Factor-augmenting technology choice and monopolistic competition," Journal of Macroeconomics, Elsevier, vol. 38(PA), pages 86-94.
  10. Jakub Growiec, 2013. "On the measurement of technological progress across countries," Bank i Kredyt, National Bank of Poland, Economic Institute, vol. 44(5), pages 467-504.
  11. Dominicy, Yves & Hörmann, Siegfried & Ogata, Hiroaki & Veredas, David, 2013. "On sample marginal quantiles for stationary processes," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 28-36.
  12. Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco, 2013. "On loss functions and ranking forecasting performances of multivariate volatility models," Journal of Econometrics, Elsevier, vol. 173(1), pages 1-10.
  13. Sbrana, Giacomo & Silvestrini, Andrea, 2013. "Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework," International Journal of Production Economics, Elsevier, vol. 146(1), pages 185-198.
  14. Sbrana, Giacomo & Silvestrini, Andrea, 2013. "Aggregation of exponential smoothing processes with an application to portfolio risk evaluation," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1437-1450.
  15. Jean‐Francois Carpantier & Besik Samkharadze, 2013. "The Asymmetric Commodity Inventory Effect on the Optimal Hedge Ratio," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(9), pages 868-888, 09.
  16. Jean-François Carpantier & Christelle Sapata, 2013. "An Ex-Post View of Inequality of Opportunity in France and its Regions," Journal of Labor Research, Springer, vol. 34(3), pages 281-311, September.
  17. Ana Mauleon & Vincent Vannetelbosch, 2013. "Relative Concerns and Delays in Bargaining with Private Information," Games, MDPI, Open Access Journal, vol. 4(3), pages 329-338, June.
  18. Jean-François Caulier & Ana Mauleon & Vincent Vannetelbosch, 2013. "Contractually stable networks," International Journal of Game Theory, Springer, vol. 42(2), pages 483-499, May.
  19. Francesco De Sinopoli & Leo Ferraris & Giovanna Iannantuoni, 2013. "Electing a parliament," Social Choice and Welfare, Springer, vol. 40(3), pages 715-737, March.
  20. Giuseppe De Feo & Joana Resende & María Eugenia Sanin, 2013. "Emission Permits Trading And Downstream Strategic Market Interaction," Manchester School, University of Manchester, vol. 81(5), pages 780-802, 09.
  21. Anna Creti & Jerome Pouyet & María-Eugenia Sanin, 2013. "The NOME law: implications for the French electricity market," Journal of Regulatory Economics, Springer, vol. 43(2), pages 196-213, April.
  22. Leandro D'Aurizio & Marco Marinucci, 2013. "L’innovazione delle imprese italiane tra il 2008 e il 2010° italian firms’ innovation strategies in 2008-2010," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, vol. 2013(4), pages 189-219.
  23. Emanuele Bacchiega, 2013. "Wage Bargaining, Vertical Differentiation and Intra-Industry Trade Liberalization," Recherches économiques de Louvain, De Boeck Université, vol. 79(1), pages 35-57.
  24. Bacchiega, Emanuele, 2013. "A note on the effects of market power distribution in Cordella and Gabszewicz's Ricardian model," Research in Economics, Elsevier, vol. 67(2), pages 111-116.
  25. Bacchiega, Emanuele & Bonroy, Olivier & Mabrouk, Rania, 2013. "Paying not to sell," Economics Letters, Elsevier, vol. 121(1), pages 137-140.

2012

  1. Bauwens, Luc & Rombouts, Jeroen V.K., 2012. "On marginal likelihood computation in change-point models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3415-3429.
  2. Ley, Eduardo & Steel, Mark F.J., 2012. "Mixtures of g-priors for Bayesian model averaging with economic applications," Journal of Econometrics, Elsevier, vol. 171(2), pages 251-266.
  3. Carta, Alessandro & Steel, Mark F.J., 2012. "Modelling multi-output stochastic frontiers using copulas," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3757-3773.
  4. Rubio, F.J. & Steel, M.F.J., 2012. "On the Marshall–Olkin transformation as a skewing mechanism," Computational Statistics & Data Analysis, Elsevier, vol. 56(7), pages 2251-2257.
  5. Wozny Lukasz & Growiec Jakub, 2012. "Intergenerational Interactions in Human Capital Accumulation," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 12(1), pages 1-47, June.
  6. Jakub Growiec, 2012. "The World Technology Frontier: What Can We Learn from the US States?-super-," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(6), pages 777-807, December.
  7. Jakub Growiec, 2012. "Determinants of the Labor Share," Eastern European Economics, M.E. Sharpe, Inc., vol. 50(5), pages 23-65, September.
  8. Lambert, Philippe & Laurent, Sébastien & Veredas, David, 2012. "Testing conditional asymmetry: A residual-based approach," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1229-1247.
  9. Laura Coroneo & David Veredas, 2012. "A simple two-component model for the distribution of intraday returns," The European Journal of Finance, Taylor & Francis Journals, vol. 18(9), pages 775-797, October.
  10. Giacomo Sbrana & Andrea Silvestrini, 2012. "Temporal aggregation of cyclical models with business cycle applications," Statistical Methods and Applications, Springer, vol. 21(1), pages 93-107, March.
  11. Riccardo De Bonis & Andrea Silvestrini, 2012. "The effects of financial and real wealth on consumption: new evidence from OECD countries," Applied Financial Economics, Taylor & Francis Journals, vol. 22(5), pages 409-425, March.
  12. Giacomo Sbrana & Andrea Silvestrini, 2012. "Comparing aggregate and disaggregate forecasts of first order moving average models," Statistical Papers, Springer, vol. 53(2), pages 255-263, May.
  13. Bruno, Giuseppe & De Bonis, Riccardo & Silvestrini, Andrea, 2012. "Do financial systems converge? New evidence from financial assets in OECD countries," Journal of Comparative Economics, Elsevier, vol. 40(1), pages 141-155.
  14. Bodart, V. & Candelon, B. & Carpantier, J.-F., 2012. "Real exchanges rates in commodity producing countries: A reappraisal," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1482-1502.
  15. Genaro Sucarrat & Alvaro Escribano, 2012. "Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(5), pages 716-735, October.
  16. Eugenia Sanin, 2012. "Designing pollution markets," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(3), pages 143-159.
  17. Sanin, Maria-Eugenia & Zanaj, Skerdilajda, 2012. "Clean Technology Adoption Under Cournot Competition," Strategic Behavior and the Environment, now publishers, vol. 2(2), pages 159-172, July.
  18. Giuseppe De Feo & Joana Resende & Maria-Eugenia Sanin, 2012. "Optimal Allocation Of Tradable Emission Permits Under Upstream–Downstream Strategic Interaction," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 14(04), pages 1240003-1-1.
  19. Bacchiega Emanuele & Garella Paolo G., 2012. "Technology Inertia and the Benefits of Entry," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 12(1), pages 1-18, March.
  20. Bacchiega, Emanuele & Randon, Emanuela & Zirulia, Lorenzo, 2012. "Strategic accessibility competition," Research in Economics, Elsevier, vol. 66(2), pages 195-212.

2011

  1. Mauleon, Ana & Sempere-Monerris, Jose J. & Vannetelbosch, Vincent J., 2011. "Networks of manufacturers and retailers," Journal of Economic Behavior & Organization, Elsevier, vol. 77(3), pages 351-367, March.
  2. Cantos-Sánchez, Pedro & Moner-Colonques, Rafael & Sempere-Monerris, José J. & Álvarez-SanJaime, Óscar, 2011. "Viability of new road infrastructure with heterogeneous users," Transportation Research Part A: Policy and Practice, Elsevier, vol. 45(5), pages 435-450, June.
  3. Rafael Moner‐Colonques & José J. Sempere‐Monerris & Amparo Urbano, 2011. "Product Line Choice in Retail Duopoly," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 20(3), pages 777-802, 09.
  4. Pedro Mendi & Rafael Moner-Colonques & José Sempere-Monerris, 2011. "Vertical integration, collusion, and tariffs," SERIEs, Spanish Economic Association, vol. 2(3), pages 359-378, September.
  5. Luc Bauwens & Giordano Mion & Jacques-François Thisse, 2011. "The Resistible Decline of European Science," Recherches économiques de Louvain, De Boeck Université, vol. 77(4), pages 5-31.
  6. Kolossiatis, M. & Griffin, J.E. & Steel, M.F.J., 2011. "Modeling overdispersion with the normalized tempered stable distribution," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2288-2301, July.
  7. Griffin, J.E. & Steel, M.F.J., 2011. "Stick-breaking autoregressive processes," Journal of Econometrics, Elsevier, vol. 162(2), pages 383-396, June.
  8. Rubio, F.J. & Steel, M.F.J., 2011. "Inference for grouped data with a truncated skew-Laplace distribution," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3218-3231, December.
  9. Thaís C. O. Fonseca & Mark F. J. Steel, 2011. "Non-Gaussian spatiotemporal modelling through scale mixing," Biometrika, Biometrika Trust, vol. 98(4), pages 761-774.
  10. Wayne-Roy Gayle & Robert Marshall & Leslie Marx & Jean-François Richard, 2011. "Coordinated Effects in the 2010 Horizontal Merger Guidelines," Review of Industrial Organization, Springer, vol. 39(1), pages 39-56, August.
  11. Jean-Francois Richard, 2011. "Book Review: Econometric Modeling and Inference," Econometric Reviews, Taylor & Francis Journals, vol. 30(5), pages 577-581.
  12. Pierre Giot & Mikael Petitjean, 2011. "On the statistical and economic performance of stock return predictive regression models: an international perspective," Quantitative Finance, Taylor & Francis Journals, vol. 11(2), pages 175-193.
  13. Hautsch, Nikolaus & Hess, Dieter & Veredas, David, 2011. "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2733-2746, October.
  14. Hallin, Marc & Mathias, Charles & Pirotte, Hugues & Veredas, David, 2011. "Market liquidity as dynamic factors," Journal of Econometrics, Elsevier, vol. 163(1), pages 42-50, July.
  15. Garcia, René & Renault, Eric & Veredas, David, 2011. "Estimation of stable distributions by indirect inference," Journal of Econometrics, Elsevier, vol. 161(2), pages 325-337, April.
  16. Rombouts, Jeroen V.K. & Stentoft, Lars, 2011. "Multivariate option pricing with time varying volatility and correlations," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2267-2281, September.
  17. Andrea Silvestrini, 2011. "The revision policy of seasonally adjusted balance sheet data in Italy," Applied Economics Letters, Taylor & Francis Journals, vol. 18(17), pages 1713-1717.
  18. Giacomo Sbrana & Andrea Silvestrini, 2011. "Measuring core inflation in Italy comparing aggregate vs. disaggregate price data," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 5(3), pages 239-258, October.
  19. Vannetelbosch, Vincent J. & Mauleon, Ana & Vergote, Wouter, 2011. "Von Neumann-Morgenstern farsightedly stable sets in two-sided matching," Theoretical Economics, Econometric Society, vol. 6(3), September.
  20. Gilles Grandjean & Ana Mauleon & Vincent Vannetelbosch, 2011. "Connections Among Farsighted Agents," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 13(6), pages 935-955, December.
  21. De Sinopoli, Francesco & Ferraris, Leo & Iannantuoni, Giovanna, 2011. "The effect of ideology on policy outcomes in proportional representation systems," Mathematical Social Sciences, Elsevier, vol. 62(2), pages 87-90, September.
  22. Palm, Franz C., 2011. "Obituary," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 1-1, January.
  23. Palm, Franz C. & Urbain, Jean-Pierre, 2011. "Factor structures for panel and multivariate time series data," Journal of Econometrics, Elsevier, vol. 163(1), pages 1-3, July.
  24. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2011. "Cross-sectional dependence robust block bootstrap panel unit root tests," Journal of Econometrics, Elsevier, vol. 163(1), pages 85-104, July.
  25. Alain Hecq & Sébastien Laurent & Franz C. Palm, 2011. "Common Intraday Periodicity," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(2), pages 325-353, 2012 20 1.
  26. María-Eugenia Sanin & Skerdilajda Zanaj, 2011. "A Note on Clean Technology Adoption and its Influence on Tradeable Emission Permits Prices," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 48(4), pages 561-567, April.
  27. Anna Creti & Maria-Eugenia Sanin, 2011. "Price versus quantities in the coordination of international environmental policy," Economie Internationale, CEPII research center, issue 126-127, pages 109-130.
  28. Marco Marinucci & Wouter Vergote, 2011. "Endogenous Network Formation in Patent Contests And Its Role as A Barrier to Entry," Journal of Industrial Economics, Wiley Blackwell, vol. 59(4), pages 529-551, December.
  29. Emanuele Bacchiega & Luca Lambertini & Andrea Mantovaini, 2011. "Process And Product Innovation In A Vertically Differentiated Industry," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 209-221.

2010

  1. Bauwens, Luc & Ben Omrane, Walid & Rengifo, Erick, 2010. "Intradaily dynamic portfolio selection," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2400-2418, November.
  2. Luc Bauwens & Arie Preminger & Jeroen V. K. Rombouts, 2010. "Theory and inference for a Markov switching GARCH model," Econometrics Journal, Royal Economic Society, vol. 13(2), pages 218-244, 07.
  3. Bauwens, Luc & Sucarrat, Genaro, 2010. "General-to-specific modelling of exchange rate volatility: A forecast evaluation," International Journal of Forecasting, Elsevier, vol. 26(4), pages 885-907, October.
  4. Juárez, Miguel A. & Steel, Mark F. J., 2010. "Model-Based Clustering of Non-Gaussian Panel Data Based on Skew-t Distributions," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 52-66.
  5. Griffin, J.E. & Steel, M.F.J., 2010. "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2594-2608, November.
  6. Miguel A. Juárez & Mark F. J. Steel, 2010. "Non‐gaussian dynamic bayesian modelling for panel data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(7), pages 1128-1154, November/.
  7. Roman Liesenfeld & Guilherme Valle Moura & Jean-François Richard, 2010. "Determinants and Dynamics of Current Account Reversals: An Empirical Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(4), pages 486-517, 08.
  8. Liesenfeld, Roman & Richard, Jean-François, 2010. "Efficient estimation of probit models with correlated errors," Journal of Econometrics, Elsevier, vol. 156(2), pages 367-376, June.
  9. Liesenfeld, Roman & Richard, Jean-François, 2010. "The dynamic invariant multinomial probit model: Identification, pretesting and estimation," Journal of Econometrics, Elsevier, vol. 155(2), pages 117-127, April.
  10. Growiec, Jakub, 2010. "Human Capital, Aggregation, And Growth," Macroeconomic Dynamics, Cambridge University Press, vol. 14(02), pages 189-211, April.
  11. Growiec, Jakub, 2010. "Knife-edge conditions in the modeling of long-run growth regularities," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 1143-1154, December.
  12. Giot, Pierre & Laurent, Sébastien & Petitjean, Mikael, 2010. "Trading activity, realized volatility and jumps," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 168-175, January.
  13. Roberto Pascual & David Veredas, 2010. "Does the Open Limit Order Book Matter in Explaining Informational Volatility?," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(1), pages 57-87, Winter.
  14. Bouezmarni, Taoufik & Rombouts, Jeroen V.K., 2010. "Nonparametric density estimation for positive time series," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 245-261, February.
  15. Bouezmarni, Taoufik & Rombouts, Jeroen V.K. & Taamouti, Abderrahim, 2010. "Asymptotic properties of the Bernstein density copula estimator for [alpha]-mixing data," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 1-10, January.
  16. Andrea Silvestrini, 2010. "Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration," Empirical Economics, Springer, vol. 39(1), pages 241-274, August.
  17. P. Jean-Jacques Herings & Ana Mauleon & Vincent Vannetelbosch, 2010. "Coalition Formation among Farsighted Agents," Games, MDPI, Open Access Journal, vol. 1(3), pages 286-298, September.
  18. Gilles Grandjean & Ana Mauleon & Vincent Vannetelbosch, 2010. "A Characterization of Farsightedly Stable Networks," Games, MDPI, Open Access Journal, vol. 1(3), pages 226-241, July.
  19. Ana Mauleon & Huasheng Song & Vincent Vannetelbosch, 2010. "Networks of Free Trade Agreements among Heterogeneous Countries," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 12(3), pages 471-500, 06.
  20. Mauleon, Ana & Vannetelbosch, Vincent, 2010. "Market integration and strike activity," Journal of International Economics, Elsevier, vol. 81(1), pages 154-161, May.
  21. De Sinopoli, Francesco & Pimienta, Carlos, 2010. "Costly network formation and regular equilibria," Games and Economic Behavior, Elsevier, vol. 69(2), pages 492-497, July.
  22. Genaro Sucarrat, 2010. "Econometric reduction theory and philosophy," Journal of Economic Methodology, Taylor & Francis Journals, vol. 17(1), pages 53-75.
  23. Dufour, Jean-Marie & Kurz-Kim, Jeong-Ryeol & Palm, Franz C., 2010. "Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot," Journal of Empirical Finance, Elsevier, vol. 17(2), pages 177-179, March.
  24. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2010. "A Sieve Bootstrap Test For Cointegration In A Conditional Error Correction Model," Econometric Theory, Cambridge University Press, vol. 26(03), pages 647-681, June.
  25. Christian Gengenbach & Franz Palm & Jean-Pierre Urbain, 2010. "Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling," Econometric Reviews, Taylor & Francis Journals, vol. 29(2), pages 111-145.
  26. Bertrand Candelon & Franz Palm, 2010. "Banking and Debt Crises in Europe: The Dangerous Liaisons?," De Economist, Springer, vol. 158(1), pages 81-99, April.
  27. Bertrand Candelon & Franz Palm, 2010. "Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons?," De Economist, Springer, vol. 158(3), pages 337-340, September.
  28. Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff, 2010. "Persistence of Innovation in Dutch Manufacturing: Is It Spurious?," The Review of Economics and Statistics, MIT Press, vol. 92(3), pages 495-504, August.
  29. Bacchiega, Emanuele & Lambertini, Luca & Mantovani, Andrea, 2010. "On MQS regulation, innovation and market coverage," Economics Letters, Elsevier, vol. 108(1), pages 26-27, July.
  30. Bacchiega Emanuele & Lambertini Luca & Mantovani Andrea, 2010. "R&D-Hindering Collusion," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 10(1), pages 1-15, July.

2009

  1. Cantos-Sánchez, Pedro & Moner-Colonques, Rafael & Sempere-Monerris, José J. & Álvarez-SanJaime, Óscar, 2009. "Alternative pricing regimes in interurban passenger transport with externalities and modal competition," Regional Science and Urban Economics, Elsevier, vol. 39(2), pages 128-137, March.
  2. Bauwens, L. & Galli, F., 2009. "Efficient importance sampling for ML estimation of SCD models," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1974-1992, April.
  3. Bauwens Luc & Storti Giuseppe, 2009. "A Component GARCH Model with Time Varying Weights," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(2), pages 1-33, May.
  4. Eduardo Ley & Mark F.J. Steel, 2009. "On the effect of prior assumptions in Bayesian model averaging with applications to growth regression This article was published online on 30 March 2009. An error was subsequently identified. This not," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 651-674.
  5. Eduardo Ley & Mark F. J. Steel, 2009. "Comments on ‘Jointness of growth determinants’," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(2), pages 248-251, 03.
  6. Ben Omrane, Walid & Heinen, Andréas, 2009. "Is there any common knowledge news in the Euro/Dollar market?," International Review of Economics & Finance, Elsevier, vol. 18(4), pages 656-670, October.
  7. Pierre Giot & Mikael Petitjean, 2009. "Short-term market timing using the bond-equity yield ratio," The European Journal of Finance, Taylor & Francis Journals, vol. 15(4), pages 365-384.
  8. Héléna Beltran-Lopez & Pierre Giot & Joachim Grammig, 2009. "Commonalities in the order book," Financial Markets and Portfolio Management, Springer, vol. 23(3), pages 209-242, September.
  9. Beltran, Helena & Durré, Alain & Giot, Pierre, 2009. "Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext," Global Finance Journal, Elsevier, vol. 20(1), pages 80-97.
  10. Lombardi, Marco J. & Veredas, David, 2009. "Indirect estimation of elliptical stable distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2309-2324, April.
  11. Roberto Pascual & David Veredas, 2009. "What pieces of limit order book information matter in explaining order choice by patient and impatient traders?," Quantitative Finance, Taylor & Francis Journals, vol. 9(5), pages 527-545.
  12. Bouezmarni, T. & Rombouts, J.V.K., 2009. "Semiparametric multivariate density estimation for positive data using copulas," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2040-2054, April.
  13. Jeroen Rombouts & Marno Verbeek, 2009. "Evaluating portfolio Value-at-Risk using semi-parametric GARCH models," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 737-745.
  14. Rombouts Jeroen V. K. & Bouaddi Mohammed, 2009. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(3), pages 1-32, May.
  15. Lorán Chollete & Andréas Heinen & Alfonso Valdesogo, 2009. "Modeling International Financial Returns with a Multivariate Regime-switching Copula," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 7(4), pages 437-480, Fall.
  16. Herings, P. Jean-Jacques & Mauleon, Ana & Vannetelbosch, Vincent, 2009. "Farsightedly stable networks," Games and Economic Behavior, Elsevier, vol. 67(2), pages 526-541, November.
  17. De Sinopoli, Francesco & Pimienta, Carlos, 2009. "Undominated (and) perfect equilibria in Poisson games," Games and Economic Behavior, Elsevier, vol. 66(2), pages 775-784, July.
  18. Sucarrat, Genaro, 2009. "Forecast Evaluation of Explanatory Models of Financial Variability," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3(8), pages 1-33.
  19. Beine, Michel & Laurent, Sébastien & Palm, Franz C., 2009. "Central bank FOREX interventions assessed using realized moments," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 112-127, February.
  20. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2009. "Studying co-movements in large multivariate data prior to multivariate modelling," Journal of Econometrics, Elsevier, vol. 148(1), pages 25-35, January.
  21. Marco Marinucci, 2009. "Optimal ownership in joint ventures with contributions of asymmetric partners," Journal of Economics, Springer, vol. 97(2), pages 141-163, June.
  22. Bacchiega, Emanuele & Minniti, Antonio, 2009. "The Quality-Income effect and the selection of location," Journal of Urban Economics, Elsevier, vol. 65(2), pages 209-215, March.

2008

  1. Ana Mauleon & Jose J. Sempere-Monerris & Vincent Vannetelbosch, 2008. "Networks of knowledge among unionized firms," Canadian Journal of Economics, Canadian Economics Association, vol. 41(3), pages 971-997, August.
  2. Rafael Moner-Colonques & Vicente Orts & José J. Sempere-Monerris, 2008. "Entry in Foreign Markets under Asymmetric Information and Demand Uncertainty," Southern Economic Journal, Southern Economic Association, vol. 74(4), pages 1105-1122, April.
  3. J. Griffin & M. Steel, 2008. "Flexible mixture modelling of stochastic frontiers," Journal of Productivity Analysis, Springer, vol. 29(1), pages 33-50, February.
  4. Wayne-Roy Gayle & Jean Richard, 2008. "Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions," Computational Economics, Society for Computational Economics, vol. 32(3), pages 245-278, October.
  5. Olivier Armantier & Jean-Pierre Florens & Jean-Francois Richard, 2008. "Approximation of Nash equilibria in Bayesian games," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(7), pages 965-981.
  6. Christophe Bontemps & Jean-Pierre Florens & Jean-François Richard, 2008. "Parametric and Non-parametric Encompassing Procedures," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 751-780, December.
  7. Liesenfeld, Roman & Richard, Jean-François, 2008. "Improving MCMC, using efficient importance sampling," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 272-288, December.
  8. Growiec, Jakub & Pammolli, Fabio & Riccaboni, Massimo & Stanley, H. Eugene, 2008. "On the size distribution of business firms," Economics Letters, Elsevier, vol. 98(2), pages 207-212, February.
  9. Jakub Growiec, 2008. "A new class of production functions and an argument against purely labor-augmenting technical change," International Journal of Economic Theory, The International Society for Economic Theory, vol. 4(4), pages 483-502.
  10. Growiec, Jakub, 2008. "Production functions and distributions of unit factor productivities: Uncovering the link," Economics Letters, Elsevier, vol. 101(1), pages 87-90, October.
  11. Growiec, Jakub & Schumacher, Ingmar, 2008. "On technical change in the elasticities of resource inputs," Resources Policy, Elsevier, vol. 33(4), pages 210-221, December.
  12. Andrea Silvestrini & David Veredas, 2008. "Temporal Aggregation Of Univariate And Multivariate Time Series Models: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 22(3), pages 458-497, 07.
  13. Andrea Silvestrini & Matteo Salto & Laurent Moulin & David Veredas, 2008. "Monitoring and forecasting annual public deficit every month: the case of France," Empirical Economics, Springer, vol. 34(3), pages 493-524, June.
  14. Bloise, Gaetano & Calciano, Filippo L., 2008. "A characterization of inefficiency in stochastic overlapping generations economies," Journal of Economic Theory, Elsevier, vol. 143(1), pages 442-468, November.
  15. Vincent Vannetelbosch & Cecilia Vergari & Ana Mauleon, 2008. "Market integration in network industries," Economics Bulletin, AccessEcon, vol. 12(25), pages 1-7.
  16. Francesco Sinopoli & Giovanna Iannantuoni, 2008. "Extreme voting under proportional representation: the multidimensional case," Social Choice and Welfare, Springer, vol. 30(3), pages 401-417, April.
  17. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2008. "Macro-panels and reality," Economics Letters, Elsevier, vol. 99(3), pages 537-540, June.
  18. Frehen, Rik G.P. & Hoevenaars, Roy P.M.M. & Palm, Franz C. & Schotman, Peter C., 2008. "Regret aversion and annuity risk in defined contribution pension plans," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1050-1061, June.
  19. Franz C. Palm & Stephan Smeekes & Jean-Pierre Urbain, 2008. "Bootstrap Unit-Root Tests: Comparison and Extensions," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(2), pages 371-401, 03.
  20. Franz Palm, 2008. "Martin M.G. Fase Retires from the Board of the Editors," De Economist, Springer, vol. 156(1), pages 1-2, March.
  21. Letterie, Wilko & Hagedoorn, John & van Kranenburg, Hans & Palm, Franz, 2008. "Information gathering through alliances," Journal of Economic Behavior & Organization, Elsevier, vol. 66(2), pages 176-194, May.
  22. P. Mohnen & F. Palm & S. Loeff & A. Tiwari, 2008. "Financial Constraints and Other Obstacles: are they a Threat to Innovation Activity?," De Economist, Springer, vol. 156(2), pages 201-214, June.
  23. Marco Marinucci, 2008. "Research Joint Ventures e welfare: una rassegna sulla letteratura teorica," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, vol. 2008(2), pages 73-97.
  24. Emanuele Bacchiega & Paolo G. Garella, 2008. "Disclosing Versus Withholding Technology Knowledge In A Duopoly," Manchester School, University of Manchester, vol. 76(1), pages 88-103, 01.

2007

  1. Rafael Moner-Colonques & Vicente Orts & José J. Sempere-Monerris, 2007. "Asymmetric Demand Information and Foreign Direct Investment," Scandinavian Journal of Economics, Wiley Blackwell, vol. 109(1), pages 93-106, 03.
  2. Bauwens, L. & Hafner, C.M. & Rombouts, J.V.K., 2007. "Multivariate mixed normal conditional heteroskedasticity," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3551-3566, April.
  3. L. Bauwens & J.V.K. Rombouts, 2007. "Bayesian inference for the mixed conditional heteroskedasticity model," Econometrics Journal, Royal Economic Society, vol. 10(2), pages 408-425, 07.
  4. Luc Bauwens & Michel Lubrano, 2007. "Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 469-486.
  5. L. Bauwens & J. V. K. Rombouts, 2007. "Bayesian Clustering of Many Garch Models," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 365-386.
  6. Luc Bauwens & Alvaro Escribano & Michel Lubrano, 2007. "The Econometrics of Industrial Organization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(7), pages 1153-1156.
  7. Ferreira, Jose T.A.S. & Steel, Mark F.J., 2007. "Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers," Journal of Econometrics, Elsevier, vol. 137(2), pages 641-673, April.
  8. Jim Griffin & Mark Steel, 2007. "Bayesian stochastic frontier analysis using WinBUGS," Journal of Productivity Analysis, Springer, vol. 27(3), pages 163-176, June.
  9. Ley, Eduardo & Steel, Mark F.J., 2007. "Jointness in Bayesian variable selection with applications to growth regression," Journal of Macroeconomics, Elsevier, vol. 29(3), pages 476-493, September.
  10. Richard, Jean-Francois & Zhang, Wei, 2007. "Efficient high-dimensional importance sampling," Journal of Econometrics, Elsevier, vol. 141(2), pages 1385-1411, December.
  11. Jakub Growiec, 2007. "Beyond the Linearity Critique: The Knife-edge Assumption of Steady-state Growth," Economic Theory, Springer, vol. 31(3), pages 489-499, June.
  12. Sergey V. Buldyrev & Jakub Growiec & Fabio Pammolli & Massimo Riccaboni & H. Eugene Stanley, 2007. "The Growth of Business Firms: Facts and Theory," Journal of the European Economic Association, MIT Press, vol. 5(2-3), pages 574-584, 04-05.
  13. Ben Omrane, Walid & de Bodt, Eric, 2007. "Using self-organizing maps to adjust for intra-day seasonality," Journal of Banking & Finance, Elsevier, vol. 31(6), pages 1817-1838, June.
  14. Alain Durré & Pierre Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3-4), pages 613-641.
  15. Giot, Pierre & Petitjean, Mikael, 2007. "The information content of the Bond-Equity Yield Ratio: Better than a random walk?," International Journal of Forecasting, Elsevier, vol. 23(2), pages 289-305.
  16. Giot, Pierre & Schwienbacher, Armin, 2007. "IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 679-702, March.
  17. Hafner, Christian M. & Rombouts, Jeroen V.K., 2007. "Semiparametric Multivariate Volatility Models," Econometric Theory, Cambridge University Press, vol. 23(02), pages 251-280, April.
  18. Huasheng Song & Vincent Vannetelbosch, 2007. "International R&D Collaboration Networks," Manchester School, University of Manchester, vol. 75(6), pages 742-766, December.
  19. Francesco De Sinopoli & Giovanna Iannantuoni, 2007. "Asymmetric Equilibria in a Model with Costly Voting," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 9(1), pages 29-40, 02.
  20. Francesco Sinopoli & Giovanna Iannantuoni, 2007. "A spatial voting model where proportional rule leads to two-party equilibria," International Journal of Game Theory, Springer, vol. 35(2), pages 267-286, January.
  21. Michel Beine & Jér�me Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm, 2007. "Central bank intervention and exchange rate volatility, its continuous and jump components," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 201-223.
  22. Emanuele Bacchiega & Jean J. Gabszewicz & Ornella Tarola, 2007. "Time-to-market in vertically differentiated industries," International Journal of Economic Theory, The International Society for Economic Theory, vol. 3(4), pages 279-295.
  23. Emanuele Bacchiega, 2007. "Wage bargaining and vertical differentiation," International Review of Economics, Springer, vol. 54(1), pages 35-52, March.

2006

  1. Luc Bauwens & Winfried Pohlmeier & David Veredas, 2006. "Editor’s introduction," Empirical Economics, Springer, vol. 30(4), pages 791-794, January.
  2. Luc Bauwens & Dagfinn Rime & Genaro Sucarrat, 2006. "Exchange rate volatility and the mixture of distribution hypothesis," Empirical Economics, Springer, vol. 30(4), pages 889-911, January.
  3. Sébastien Laurent & Luc Bauwens & Jeroen V. K. Rombouts, 2006. "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109.
  4. Bauwens, Luc & Peter Boswijk, H. & Urbain, Jean-Pierre, 2006. "Causality and exogeneity in econometrics," Journal of Econometrics, Elsevier, vol. 132(2), pages 305-309, June.
  5. Luc Bauwens & Nikolaus Hautsch, 2006. "Stochastic Conditional Intensity Processes," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 4(3), pages 450-493.
  6. Bauwens, Luc, 2006. "Econometric Analysis of Intra-daily Trading Activity on the Tokyo Stock Exchange," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 24(1), pages 1-23, March.
  7. Griffin, J.E. & Steel, M.F.J., 2006. "Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility," Journal of Econometrics, Elsevier, vol. 134(2), pages 605-644, October.
  8. Ferreira, Jose T.A.S. & Steel, Mark F.J., 2006. "A Constructive Representation of Univariate Skewed Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 823-829, June.
  9. Griffin, J.E. & Steel, M.F.J., 2006. "Order-Based Dependent Dirichlet Processes," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 179-194, March.
  10. Palacios, M. Blanca & Steel, Mark F.J., 2006. "Non-Gaussian Bayesian Geostatistical Modeling," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 604-618, June.
  11. Marshall Robert C. & Raiff Matthew E. & Richard Jean-Francois & Schulenberg Steven P., 2006. "The Impact of Delivery Synergies on Bidding in the Georgia School Milk Market," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 6(1), pages 1-51, February.
  12. Roman Liesenfeld & Jean-Francois Richard, 2006. "Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models," Econometric Reviews, Taylor & Francis Journals, vol. 25(2-3), pages 335-360.
  13. David N. DeJong & Roman Liesenfeld & Jean-Francois Richard, 2006. "Timing structural change: a conditional probabilistic approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(2), pages 175-190.
  14. Growiec Jakub, 2006. "Fertility Choice and Semi-Endogenous Growth: Where Becker Meets Jones," The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(2), pages 1-25, September.
  15. Walid Omrane & Hervé Oppens, 2006. "The performance analysis of chart patterns: Monte Carlo simulation and evidence from the euro/dollar foreign exchange market," Empirical Economics, Springer, vol. 30(4), pages 947-971, January.
  16. Pierre Giot & Joachim Grammig, 2006. "How large is liquidity risk in an automated auction market?," Empirical Economics, Springer, vol. 30(4), pages 867-887, January.
  17. David Veredas, 2006. "Macroeconomic surprises and short-term behaviour in bond futures," Empirical Economics, Springer, vol. 30(4), pages 843-866, January.
  18. Ana Mauleon & Vincent Vannetelbosch, 2006. "Strategic union delegation and incentives for merger," Applied Economics Letters, Taylor & Francis Journals, vol. 13(1), pages 1-5.
  19. Olivier Tercieux & Vincent Vannetelbosch, 2006. "A characterization of stochastically stable networks," International Journal of Game Theory, Springer, vol. 34(3), pages 351-369, October.
  20. Francesco Sinopoli & Bhaskar Dutta & Jean-François Laslier, 2006. "Approval voting: three examples," International Journal of Game Theory, Springer, vol. 35(1), pages 27-38, December.
  21. Palm, Franz C. & Werner, Ingrid M. & Wolff, Christian C.P., 2006. "Introduction to the special issue on International Finance," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 393-395, October.
  22. Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre, 2006. "Common cyclical features analysis in VAR models with cointegration," Journal of Econometrics, Elsevier, vol. 132(1), pages 117-141, May.
  23. Christian Gengenbach & Franz C. Palm & Jean-Pierre Urbain, 2006. "Cointegration Testing in Panels with Common Factors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 683-719, December.
  24. Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Loeff, 2006. "A Classification of Dutch Manufacturing based on a Model of Innovation," De Economist, Springer, vol. 154(1), pages 85-105, 03.

2005

  1. Francisco Caballero-sanz & Rafael Moner-colonques & Jose Sempere-monerris, 2005. "Licensing policies for a new product," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 14(8), pages 697-713.
  2. Bauwens, Luc & Ben Omrane, Walid & Giot, Pierre, 2005. "News announcements, market activity and volatility in the euro/dollar foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 24(7), pages 1108-1125, November.
  3. Bauwens, Luc & Laurent, Sebastien, 2005. "A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 346-354, July.
  4. Fernandez, Carmen & Koop, Gary & Steel, Mark F.J., 2005. "Alternative efficiency measures for multiple-output production," Journal of Econometrics, Elsevier, vol. 126(2), pages 411-444, June.
  5. José T. A. S. Ferreira & Mark F. J. Steel, 2005. "Modelling directional dispersion through hyperspherical log-splines," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(4), pages 599-616.
  6. David N. DeJong & Roman Liesenfeld & Jean-François Richard, 2005. "A Nonlinear Forecasting Model of GDP Growth," The Review of Economics and Statistics, MIT Press, vol. 87(4), pages 697-708, November.
  7. Pierre Giot, 2005. "Market risk models for intraday data," The European Journal of Finance, Taylor & Francis Journals, vol. 11(4), pages 309-324.
  8. Mouchart, Michel & Rombouts, Jeroen V.K., 2005. "Clustered panel data models: an efficient approach for nowcasting from poor data," International Journal of Forecasting, Elsevier, vol. 21(3), pages 577-594.
  9. Ana Mauleon & Vincent Vannetelbosch, 2005. "Strategic union delegation and strike activity," Canadian Journal of Economics, Canadian Economics Association, vol. 38(1), pages 149-173, February.
  10. Francesco De Sinopoli & Giovanna Iannantuoni, 2005. "Meetings with Costly Participation: Comment," American Economic Review, American Economic Association, vol. 95(4), pages 1349-1350, September.
  11. Francesco Sinopoli & Giovanna Iannantuoni, 2005. "On the generic strategic stability of Nash equilibria if voting is costly," Economic Theory, Springer, vol. 25(2), pages 477-486, 02.

2004

  1. Rafael Moner-Colonques & José J. Sempere-Monerris & Amparo Urbano, 2004. "Strategic Delegation with Multiproduct Firms," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 13(3), pages 405-427, 09.
  2. Rafael Moner-Colonques & José J. Sempere-Monerris & Amparo Urbano, 2004. "The Manufacturers’ Choice of Distribution Policy under Successive Duopoly," Southern Economic Journal, Southern Economic Association, vol. 70(3), pages 532-548, January.
  3. Bauwens, Luc & Veredas, David, 2004. "The stochastic conditional duration model: a latent variable model for the analysis of financial durations," Journal of Econometrics, Elsevier, vol. 119(2), pages 381-412, April.
  4. Bauwens, Luc & Lubrano, Michel & van Dijk, Herman K., 2004. "Recent advances in Bayesian econometrics," Journal of Econometrics, Elsevier, vol. 123(2), pages 197-199, December.
  5. Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D., 2004. "Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods," Journal of Econometrics, Elsevier, vol. 123(2), pages 201-225, December.
  6. Bauwens, Luc & Giot, Pierre & Grammig, Joachim & Veredas, David, 2004. "A comparison of financial duration models via density forecasts," International Journal of Forecasting, Elsevier, vol. 20(4), pages 589-609.
  7. Griffin, J. E. & Steel, M. F. J., 2004. "Semiparametric Bayesian inference for stochastic frontier models," Journal of Econometrics, Elsevier, vol. 123(1), pages 121-152, November.
  8. Carmen Fernandez & Carmelo J. Leon & Mark F.J. Steel & Francisco Jose Vazquez-Polo, 2004. "Bayesian Analysis of Interval Data Contingent Valuation Models and Pricing Policies," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 431-442, October.
  9. Giot, Pierre & Laurent, Sebastien, 2004. "Modelling daily Value-at-Risk using realized volatility and ARCH type models," Journal of Empirical Finance, Elsevier, vol. 11(3), pages 379-398, June.
  10. Mauleon, Ana & Vannetelbosch, Vincent, 2004. "Bargaining with endogenous deadlines," Journal of Economic Behavior & Organization, Elsevier, vol. 54(3), pages 321-335, July.
  11. Ana Mauleon & Vincent Vannetelbosch, 2004. "Farsightedness and Cautiousness in Coalition Formation Games with Positive Spillovers," Theory and Decision, Springer, vol. 56(3), pages 291-324, 05.
  12. Herings, P. Jean-Jacques & Mauleon, Ana & Vannetelbosch, Vincent J., 2004. "Rationalizability for social environments," Games and Economic Behavior, Elsevier, vol. 49(1), pages 135-156, October.
  13. P. Jean-Jacques Herings & Ana Mauleon & Vincent J. Vannetelbosch, 2004. "Fuzzy play, matching devices and coordination failures," International Journal of Game Theory, Springer, vol. 32(4), pages 519-531, 08.
  14. De Sinopoli, Francesco, 2004. "A note on forward induction in a model of representative democracy," Games and Economic Behavior, Elsevier, vol. 46(1), pages 41-54, January.
  15. De Bondt, Werner & Palm, Franz & Wolff, Christian, 2004. "Introduction to the special issue on behavioral finance," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 423-427, September.

2003

  1. Pedro Cantos-Sánchez & Rafael Moner-Colonques & José J. Sempere-Monerris, 2003. "Competition enhancings measures and scope economies: a welfare appraisal," Investigaciones Economicas, Fundación SEPI, vol. 27(1), pages 97-123, January.
  2. Michel Lubrano & Luc Bauwens & Alan Kirman & Camelia Protopopescu, 2003. "Ranking Economics Departments in Europe: A Statistical Approach," Journal of the European Economic Association, MIT Press, vol. 1(6), pages 1367-1401, December.
  3. Luc Bauwens & Pierre Giot, 2003. "Asymmetric ACD models: Introducing price information in ACD models," Empirical Economics, Springer, vol. 28(4), pages 709-731, November.
  4. Liesenfeld, Roman & Richard, Jean-Francois, 2003. "Univariate and multivariate stochastic volatility models: estimation and diagnostics," Journal of Empirical Finance, Elsevier, vol. 10(4), pages 505-531, September.
  5. Liesenfeld, Roman & Richard, Jean-Francois, 2003. "Estimation of Dynamic Bivariate Mixture Models: Comments on Watanabe (2000)," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 570-76, October.
  6. Berkowitz, Daniel & Pistor, Katharina & Richard, Jean-Francois, 2003. "Economic development, legality, and the transplant effect," European Economic Review, Elsevier, vol. 47(1), pages 165-195, February.
  7. Giot, Pierre & Laurent, Sebastien, 2003. "Market risk in commodity markets: a VaR approach," Energy Economics, Elsevier, vol. 25(5), pages 435-457, September.
  8. Pierre Giot & Sébastien Laurent, 2003. "Value-at-risk for long and short trading positions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(6), pages 641-663.
  9. Pierre Giot, 2003. "Market Models: A Guide to Financial Data Analysis," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 1(3), pages 471-473.
  10. Mauleon, Ana & Vannetelbosch, Vincent J., 2003. "Market competition and strike activity," International Journal of Industrial Organization, Elsevier, vol. 21(5), pages 737-758, May.

2002

  1. Francisco CABALLERO-SANZ & Rafael MONER-COLONQUES & José J. SEMPERE-MONERRIS, 2002. "Optimal Licensing in a Spatial Model," Annales d'Economie et de Statistique, ENSAE, issue 66, pages 257-279.
  2. Bauwens, Luc & Lubrano, Michel, 2002. "Bayesian option pricing using asymmetric GARCH models," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 321-342, August.
  3. Fernandez C. & Koop G. & Steel M.F.J., 2002. "Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 432-442, June.
  4. Carmen Fernández & Eduardo Ley & Mark F. J. Steel, 2002. "Bayesian modelling of catch in a north-west Atlantic fishery," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 51(3), pages 257-280.
  5. De Sinopoli, Francesco & Turrini, Alessandro, 2002. " A Remark on Voters' Rationality in a Model of Representative Democracy," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 4(2), pages 163-70.
  6. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002. "Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features," Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 273-307.
  7. H. Van Kranenburg & F. Palm & G. Pfann, 2002. "Exit and Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands," Review of Industrial Organization, Springer, vol. 21(3), pages 283-303, November.

2001

  1. Sempere Monerris, Jose J & Vannetelbosch, Vincent J, 2001. "The Relevance of Bargaining for the Licensing of a Cost-Reducing Innovation," Bulletin of Economic Research, Wiley Blackwell, vol. 53(2), pages 101-15, April.
  2. Jose J. Sempere Monerris & Vincent Vannetelbosch, 2001. "The patent holder's bargaining power and the licensing of an innovation," Applied Economics Letters, Taylor & Francis Journals, vol. 8(12), pages 765-769.
  3. Carmen Fernandez & Eduardo Ley & Mark F. J. Steel, 2001. "Model uncertainty in cross-country growth regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 563-576.
  4. Fernandez, Carmen & Ley, Eduardo & Steel, Mark F. J., 2001. "Benchmark priors for Bayesian model averaging," Journal of Econometrics, Elsevier, vol. 100(2), pages 381-427, February.
  5. Fernández, Carmen & Osiewalski, Jacek & Steel, Mark F. J., 2001. "Robust Bayesian Inference on Scale Parameters," Journal of Multivariate Analysis, Elsevier, vol. 77(1), pages 54-72, April.
  6. John H. Kagel & Jean-Francois Richard, 2001. "Super-Experienced Bidders In First-Price Common-Value Auctions: Rules Of Thumb, Nash Equilibrium Bidding, And The Winner'S Curse," The Review of Economics and Statistics, MIT Press, vol. 83(3), pages 408-419, August.
  7. Filippo Luca Calciano, 2001. "Un'applicazione ed una generalizzazione della statica comparata monotona," Rivista di Politica Economica, SIPI Spa, vol. 91(9), pages 79-120, November-.
  8. De Sinopoli, Francesco, 2001. "On the Generic Finiteness of Equilibrium Outcomes in Plurality Games," Games and Economic Behavior, Elsevier, vol. 34(2), pages 270-286, February.

2000

  1. Rafael Moner-Colonques & Jose Jorge Sempere-Monerris, 2000. "Cooperation In R&D With Spillovers And Delegation Of Sales," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 9(5), pages 401-420.
  2. Luc BAUWENS & Pierre GIOT, 2000. "The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks," Annales d'Economie et de Statistique, ENSAE, issue 60, pages 117-149.
  3. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 2000. "Modeling the Sources of Output Growth in a Panel of Countries," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 284-99, July.
  4. Fernandez, Carmen & Koop, Gary & Steel, Mark, 2000. "A Bayesian analysis of multiple-output production frontiers," Journal of Econometrics, Elsevier, vol. 98(1), pages 47-79, September.
  5. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 2000. " A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies," Economic Change and Restructuring, Springer, vol. 33(3), pages 185-202.
  6. Fern ndez, Carmen & Steel, Mark F.J., 2000. "Bayesian Regression Analysis With Scale Mixtures Of Normals," Econometric Theory, Cambridge University Press, vol. 16(01), pages 80-101, February.
  7. Armantier, Olivier & Richard, Jean-Francois, 2000. "Empirical Game Theoretic Models: Computational Issues," Computational Economics, Society for Computational Economics, vol. 15(1-2), pages 3-24, April.
  8. Richard, Jean-François, 2000. "Conférence François-Albert Angers (1999). Enchères : théorie économique et réalité," L'Actualité Economique, Société Canadienne de Science Economique, vol. 76(2), pages 173-198, juin.
  9. Vincent J. Vannetelbosch & P. Jean-Jacques Herings, 2000. "The equivalence of the Dekel-Fudenberg iterative procedure and weakly perfect rationalizability," Economic Theory, Springer, vol. 15(3), pages 677-687.
  10. Francesco De Sinopoli, 2000. "Sophisticated voting and equilibrium refinements under plurality rule," Social Choice and Welfare, Springer, vol. 17(4), pages 655-672.
  11. Hecq, Alain & Palm, Franz C & Urbain, Jean-Pierre, 2000. " Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(4), pages 511-32, September.
  12. Hoogstrate, Andre J & Palm, Franz C & Pfann, Gerard A, 2000. "Pooling in Dynamic Panel-Data Models: An Application to Forecasting GDP Growth Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 274-83, July.
  13. Arnold Zellner & Franz C. Palm, 2000. "Correction," Econometrica, Econometric Society, vol. 68(5), pages 1293-1294, September.
  14. Jean-Pierre Urbain & Franz Palm & David de la Croix, 2000. "Labor market dynamics when effort depends on wage growth comparisons," Empirical Economics, Springer, vol. 25(3), pages 393-419.

1999

  1. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 1999. " The Components of Output Growth: A Stochastic Frontier Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(4), pages 455-87, November.
  2. C. Fernandez & M. F. J. Steel, 1999. "Some comments on model development and posterior existence," Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 89-96.
  3. Fernández, Carmen & Steel, Mark F. J., 1999. "Reference priors for the general location-scale modelm," Statistics & Probability Letters, Elsevier, vol. 43(4), pages 377-384, July.
  4. Vincent J. Vannetelbosch & P. Jean-Jacques Herings, 1999. "Refinements of rationalizability for normal-form games," International Journal of Game Theory, Springer, vol. 28(1), pages 53-68.
  5. Vincent J. Vannetelbosch, 1999. "Rationalizability and equilibrium in N-person sequential bargaining," Economic Theory, Springer, vol. 14(2), pages 353-371.
  6. Ana Mauleon & Vincent Vannetelbosch, 1999. "Profit sharing and strike activity in Cournot oligopoly," Journal of Economics, Springer, vol. 69(1), pages 19-40, February.
  7. Vincent Vannetelbosch, 1999. "Alternating-Offer Bargaining and Common Knowledge of Rationality," Theory and Decision, Springer, vol. 47(2), pages 111-138, October.

1998

  1. Francisco Caballero-sanz & Rafael Moner-colonques & José Sempere-monerris, 1998. "Market Structure and R∧D Joint Ventures: The Case of Product Innovations," European Journal of Law and Economics, Springer, vol. 5(1), pages 51-66, January.
  2. Luc Bauwens & Michel Lubrano, 1998. "Bayesian inference on GARCH models using the Gibbs sampler," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages C23-C46.
  3. Kiefer, Nicholas M & Steel, Mark F J, 1998. "Bayesian Analysis of the Prototypal Search Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(2), pages 178-86, April.
  4. Eduardo Ley & Mark F.J. Steel, 1998. "A model of management teams," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 19(6), pages 355-363.
  5. Mark Steel, 1998. "Bayesian analysis of stochastic volatility models with flexible tails," Econometric Reviews, Taylor & Francis Journals, vol. 17(2), pages 109-143.
  6. Carmen Fernández & Mark Steel, 1998. "Reference priors for non-Normal two-sample problems," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 7(1), pages 179-205, June.
  7. Jean-François Richard & Jean-Pierre Florens & Olivier Armantier, 1998. "Équilibre approximatif et règle intuitive : une application aux appels d'offres dans l'industrie spatiale," Économie et Prévision, Programme National Persée, vol. 132(1), pages 179-190.
  8. Palm, Franz C. & Pfann, Gerard A., 1998. "Sources of asymmetry in production factor dynamics," Journal of Econometrics, Elsevier, vol. 82(2), pages 361-392, February.

1997

  1. Fernandez, Carmen & Osiewalski, Jacek & Steel, Mark F. J., 1997. "On the use of panel data in stochastic frontier models with improper priors," Journal of Econometrics, Elsevier, vol. 79(1), pages 169-193, July.
  2. Koop, Gary & Ley, Eduardo & Osiewalski, Jacek & Steel, Mark F. J., 1997. "Bayesian analysis of long memory and persistence using ARFIMA models," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 149-169.
  3. Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1997. "Bayesian efficiency analysis through individual effects: Hospital cost frontiers," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 77-105.
  4. Florens, Jean-Pierre & Hugo, Marie-Anne & Richard, Jean-Francois, 1997. "Game theory econometric models: application to procurements in the space industry," European Economic Review, Elsevier, vol. 41(3-5), pages 951-959, April.
  5. Baldwin, Laura H & Marshall, Robert C & Richard, Jean-Francois, 1997. "Bidder Collusion at Forest Service Timber Sales," Journal of Political Economy, University of Chicago Press, vol. 105(4), pages 657-99, August.
  6. Vannetelbosch, Vincent J., 1997. "Wage bargaining with incomplete information in an unionized Cournot oligopoly," European Journal of Political Economy, Elsevier, vol. 13(2), pages 353-374, May.
  7. Vlaar, P. J. G. & Palm, F. C., 1997. "Inflation differentials and excess returns in the European Monetary System," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(1), pages 1-20, April.
  8. de Crombrugghe, Denis & Palm, Franz C & Urbain, Jean-Pierre, 1997. "Statistical Demand Functions for Food in the USA and the Netherlands," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 615-37, Sept.-Oct.
  9. de Crombrugghe, Denis & Palm, Franz C & Urbain, Jean-Pierre, 1997. "Statistical Demand Functions for Food in the USA and the Netherlands: Reply," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 643-45, Sept.-Oct.

1996

  1. Bauwens, Luc & Polasek, Wolfgang & van Dijk, Herman K., 1996. "Editor's introduction," Journal of Econometrics, Elsevier, vol. 75(1), pages 1-5, November.
  2. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 1996. "Correction [Posterior Properties of Long-Run Impulse Responses]," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 257, April.
  3. Ley, Eduardo & Steel, Mark F J, 1996. "On the Estimation of Demand Systems through Consumption Efficiency," The Review of Economics and Statistics, MIT Press, vol. 78(3), pages 539-43, August.
  4. Florens, Jean-Pierre & Hendry, David F. & Richard, Jean-François, 1996. "Encompassing and Specificity," Econometric Theory, Cambridge University Press, vol. 12(04), pages 620-656, October.
  5. Richard, Jean-Francois & Zhang, Wei, 1996. "Econometric Modelling of UK House Prices Using Accelerated Importance Sampling," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 601-13, November.
  6. Levin, Dan & Kagel, John H & Richard, Jean-Francois, 1996. "Revenue Effects and Information Processing in English Common Value Auctions," American Economic Review, American Economic Association, vol. 86(3), pages 442-60, June.
  7. Vannetelbosch, Vincent J., 1996. "Testing between alternative wage-employment bargaining models using Belgian aggregate data," Labour Economics, Elsevier, vol. 3(1), pages 43-64, August.
  8. de la Croix, David & Palm, Franz C. & Pfann, Gerard A., 1996. "A dynamic contracting model for wages and employment in three European economies," European Economic Review, Elsevier, vol. 40(2), pages 429-448, February.

1995

  1. Bauwens, Luc & Lubrano, Michel, 1995. "Editors' introduction Bayesian and classical econometric modeling of time series," Journal of Econometrics, Elsevier, vol. 69(1), pages 1-4, September.
  2. Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1995. "Bayesian long-run prediction in time series models," Journal of Econometrics, Elsevier, vol. 69(1), pages 61-80, September.
  3. Richard, Jean-Francois, 1995. "Bayesian model selection and prediction with empirical applications discussion," Journal of Econometrics, Elsevier, vol. 69(1), pages 337-349, September.
  4. Palm, Franz C., 1995. "Bayesian model selection and prediction with empirical applications comments," Journal of Econometrics, Elsevier, vol. 69(1), pages 333-335, September.
  5. Franz C.PALM & Gérard A.PFANN, 1995. "Unraveling Trend and Stationary Components of Total Factor Productivity," Annales d'Economie et de Statistique, ENSAE, issue 39, pages 67-92.

1994

  1. Bauwens, Luc & Fiebig, Denzil G & Steel, Mark F J, 1994. "Estimating End-Use Demand: A Bayesian Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(2), pages 221-31, April.
  2. Koop, Gary & Steel, Mark F J, 1994. "A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 95-107, January.
  3. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 1994. "Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 339-46, July.
  4. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 1994. "Posterior Properties of Long-Run Impulse Responses," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 489-92, October.
  5. ten Raa, Thijs & Steel, Mark F. J., 1994. "Revised stochastic analysis of an input-output model," Regional Science and Urban Economics, Elsevier, vol. 24(3), pages 361-371, June.
  6. van den Broeck, Julien & Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1994. "Stochastic frontier models : A Bayesian perspective," Journal of Econometrics, Elsevier, vol. 61(2), pages 273-303, April.
  7. Robert C. Marshall & Michael J. Meurer & Jean-Francois Richard, 1994. "Curbing Agency Problems in the Procurement Process by Protest Oversight," RAND Journal of Economics, The RAND Corporation, vol. 25(2), pages 297-318, Summer.
  8. Govaerts, Bernadette & Hendry, David F. & Richard, Jean-Francois, 1994. "Encompassing in stationary linear dynamic models," Journal of Econometrics, Elsevier, vol. 63(1), pages 245-270, July.
  9. Marshall, Robert C & Meurer, Michael J & Richard, Jean-Francois, 1994. "Litigation Settlement and Collusion," The Quarterly Journal of Economics, MIT Press, vol. 109(1), pages 211-39, February.
  10. Marshall Robert C. & Meurer Michael J. & Richard Jean-Francois & Stromquist Walter, 1994. "Numerical Analysis of Asymmetric First Price Auctions," Games and Economic Behavior, Elsevier, vol. 7(2), pages 193-220, September.

1993

  1. Osiewalski, Jacek & Steel, Mark F. J., 1993. "Robust bayesian inference in elliptical regression models," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 345-363.
  2. Osiewalski, Jacek & Steel, Mark F. J., 1993. "Bayesian marginal equivalence of elliptical regression models," Journal of Econometrics, Elsevier, vol. 59(3), pages 391-403, October.
  3. Jacek OSIEWALSKI & Mark F.J. STEEL, 1993. "Regression Models under Competing Covariance Structures: A Bayesian Perspective," Annales d'Economie et de Statistique, ENSAE, issue 32, pages 65-79.
  4. Danielsson, J & Richard, J-F, 1993. "Accelerated Gaussian Importance Sampler with Application to Dynamic Latent Variable Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages S153-73, Suppl. De.
  5. Vlaar, Peter J G & Palm, Franz C, 1993. "The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(3), pages 351-60, July.
  6. Nijman, Theo E & Palm, Franz C & Wolff, Christian C P, 1993. "Premia in Forward Foreign Exchange as Unobserved Components: A Note," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(3), pages 361-65, July.
  7. Baillie, Richard T. & Palm, Franz C. & Pfann, Gerard A. & Vermaelen, Theo J. & Wolff, Christian C. P., 1993. "Statement by the editors," Journal of Empirical Finance, Elsevier, vol. 1(1), pages 1-2, June.
  8. Pfann, Gerard A & Palm, Franz C, 1993. "Asymmetric Adjustment Costs in Non-linear Labour Demand Models for the Netherlands and U.K. Manufacturing Sectors," Review of Economic Studies, Wiley Blackwell, vol. 60(2), pages 397-412, April.
  9. Palm, Franz C & Peeters, H M M & Pfann, G A, 1993. "Adjustment Costs and Time-to-Build in Factor Demand in the U.S. Manufacturing Industry," Empirical Economics, Springer, vol. 18(4), pages 639-71.

1992

  1. Osiewalski, Jacek & Steel, Mark F. J., 1992. "A Bayesian note on competing correlation structures in the dynamic linear regression model," Economics Letters, Elsevier, vol. 40(4), pages 383-388, December.
  2. Mark F. J. STEEL, 1992. "Weak Exogeneity in Overreduced Sequential Models," Annales d'Economie et de Statistique, ENSAE, issue 27, pages 51-72.
  3. Marshall, Robert C & Richard, Jean-Francois & Zarkin, Gary A, 1992. "Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out)," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(1), pages 31-44, January.
  4. Marshall, Robert C & Richard, Jean-Francois & Zarkin, Gary A, 1992. "Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out): Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(1), pages 48-49, January.
  5. Palm, Franz C., 1992. "Report of the chairman of the standing committee for Students' Affairs," European Economic Review, Elsevier, vol. 36(2-3), pages 730-730, April.

1991

  1. Luc BAUWENS, 1991. "The 'pathology' of the Natural Conjugate Prior Density in the Regression Model," Annales d'Economie et de Statistique, ENSAE, issue 23, pages 49-64.
  2. Luc BAUWENS & Michel LUBRANO, 1991. "Bayesian Diagnostics for Heterogeneity," Annales d'Economie et de Statistique, ENSAE, issue 20-21, pages 17-40.
  3. Koop, Gary & Steel, Mark F J, 1991. "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 365-70, Oct.-Dec..
  4. Chib, Siddharta & Osiewalski, Jacek & Steel, Mark F. J., 1991. "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Economics Letters, Elsevier, vol. 37(4), pages 391-397, December.
  5. Steel, Mark F. J., 1991. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Journal of Econometrics, Elsevier, vol. 48(1-2), pages 83-117.
  6. Steel, Mark F. J. & Richard, Jean-Francois, 1991. "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Journal of Econometrics, Elsevier, vol. 49(1-2), pages 239-274.
  7. Nijman, Theo & Palm, Franz, 1991. "Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(2), pages 383-89, May.

1990

  1. Graham, Daniel A. & Marshall, Robert C. & Richard, Jean-Francois, 1990. "Phantom bidding against heterogeneous bidders," Economics Letters, Elsevier, vol. 32(1), pages 13-17, January.
  2. Graham, Daniel A & Marshall, Robert C & Richard, Jean-Francois, 1990. "Differential Payments within a Bidder Coalition and the Shapley Value," American Economic Review, American Economic Association, vol. 80(3), pages 493-510, June.
  3. Nijman, Theo E & Palm, Franz C, 1990. "Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(4), pages 405-15, October.
  4. Palm, Franz C & Pfann, Gerard A, 1990. "Interrelated Demand Rational Expectations Models for Two Types of Labour," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(1), pages 45-68, February.
  5. Kodde, D A & Palm, Franz C & Pfann, G A, 1990. "Asymptotic Least-Squares Estimation Efficiency Considerations and Applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(3), pages 229-43, July-Sept.
  6. Franz C. PALM & Carlo C. A. WINDER, 1990. "Economic Theory and Structural Time Series Models for Aggregate Consumption," Annales d'Economie et de Statistique, ENSAE, issue 18, pages 25-43.

1989

  1. Phlips, Louis & Richard, Jean-Francois, 1989. "A dynamic oligopoly model with demand inertia and inventories," Mathematical Social Sciences, Elsevier, vol. 18(1), pages 1-32, August.

1988

  1. Zellner, Arnold & Bauwens, Luc & Van Dijk, Herman K., 1988. "Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 39-72.
  2. Balassa, Bela & Bauwens, Luc, 1988. "The determinants of intra-European trade in manufactured goods," European Economic Review, Elsevier, vol. 32(7), pages 1421-1437, September.
  3. Bela Balassa & Luc Bauwens, 1988. "Inter-industry and intra-industry specialization in manufactured goods," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 124(1), pages 1-13, March.
  4. Richard, J. F. & Steel, M. F. J., 1988. "Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 7-37.
  5. Theodore E. NIJMAN & Franz C. PALM, 1988. "Consistent Estimation of Regression Models with Incompletely Observed Exogenous Variables," Annales d'Economie et de Statistique, ENSAE, issue 12, pages 151-175.

1987

  1. Balassa, Bela & Bauwens, Luc, 1987. "Intra-industry Specialisation in a Multi-country and Multi-industry Framework," Economic Journal, Royal Economic Society, vol. 97(388), pages 923-39, December.
  2. Eeckhoudt, Louis & Bauwens, Luc & Lebrun, Thérèse, 1987. "Théorie de l’information et diagnostic médical : une analyse coût-efficacité," L'Actualité Economique, Société Canadienne de Science Economique, vol. 63(2), pages 243-255, juin et s.
  3. Jean-Pierre FLORENS & Michel MOUCHARD & Jean-François RICHARD, 1987. "Dynamic Error-in-Variable Models and Limited Information Analysis," Annales d'Economie et de Statistique, ENSAE, issue 6-7, pages 289-310.
  4. Kodde, David A & Palm, Franz C, 1987. "A Parametric Test of the Negativity of the Substitution Matrix," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 2(3), pages 227-35, July.

1986

  1. Mizon, Grayham E & Richard, Jean-Francois, 1986. "The Encompassing Principle and Its Application to Testing Non-nested Hypotheses," Econometrica, Econometric Society, vol. 54(3), pages 657-78, May.
  2. Richard, Jean-François, 1986. "Instrumental Variables Bivariate Exogeneity Test," Econometric Theory, Cambridge University Press, vol. 2(01), pages 153-156, April.
  3. Lubrano, M & Pierse, R G & Richard, J-F, 1986. "Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity," Review of Economic Studies, Wiley Blackwell, vol. 53(4), pages 603-24, August.
  4. Kodde, David A & Palm, Franz C, 1986. "Wald Criteria for Jointly Testing Equality and Inequality Restriction s," Econometrica, Econometric Society, vol. 54(5), pages 1243-48, September.
  5. Nijman, T E & Palm, F C, 1986. "The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 47-58, January.
  6. Palm, F C & Vogelvang, E, 1986. "A Short-run Econometric Analysis of the International Coffee Market," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 13(4), pages 451-76.

1985

  1. Bauwens, Luc & Richard, Jean-Francois, 1985. "A 1-1 poly-t random variable generator with application to Monte Carlo integration," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 19-46.

1984

  1. Palm, Franz C & Nijman, Theo E, 1984. "Missing Observations in the Dynamic Regression Model," Econometrica, Econometric Society, vol. 52(6), pages 1415-35, November.
  2. Palm, Franz C & Vogelvang, Engbert & Kodde, David A, 1984. "Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(3), pages 579-601, October.

1983

  1. Bauwens, Luc & d'Alcantara, Gonzague, 1983. "An export model for the Belgian industry," European Economic Review, Elsevier, vol. 22(3), pages 265-276.
  2. Engle, Robert F & Hendry, David F & Richard, Jean-Francois, 1983. "Exogeneity," Econometrica, Econometric Society, vol. 51(2), pages 277-304, March.

1982

  1. Hendry, David F. & Richard, Jean-Francois, 1982. "On the formulation of empirical models in dynamic econometrics," Journal of Econometrics, Elsevier, vol. 20(1), pages 3-33, October.
  2. Palm, F. C. & Nijman, T. E., 1982. "Linear regression using both temporally aggregated and temporally disaggregated data," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 333-343, August.

1981

  1. Hendry, David F. & Richard, Jean-Francois, 1981. "Model formulation to simplify selection when specification is uncertain," Journal of Econometrics, Elsevier, vol. 16(1), pages 159-159, May.
  2. Florens, J. -P. & Mouchart, M. & Richard, J. -F., 1981. "Specification and inference in linear models," Journal of Econometrics, Elsevier, vol. 16(1), pages 153-153, May.
  3. Palm, Franz & Zellner, Arnold, 1981. "Large sample estimation and testing procedures for dynamic equation systems," Journal of Econometrics, Elsevier, vol. 17(1), pages 131-138, September.

1980

  1. Richard, J-F, 1980. "Models with Several Regimes and Changes in Exogeneity," Review of Economic Studies, Wiley Blackwell, vol. 47(1), pages 1-20, January.
  2. Richard, J. -F. & Tompa, H., 1980. "On the evaluation of poly-t density functions," Journal of Econometrics, Elsevier, vol. 12(3), pages 335-351, April.

1977

  1. Palm, Franz, 1977. "On univariate time series methods and simultaneous equation econometric models," Journal of Econometrics, Elsevier, vol. 5(3), pages 379-388, May.

1976

  1. Palm, Franz, 1976. "Testing the dynamic specification of an econometric model with an application to Belgian data," European Economic Review, Elsevier, vol. 8(3), pages 269-289, October.

1975

  1. Richard, Jean-Francois, 1975. "A note on the information matrix of the multivariate normal distribution," Journal of Econometrics, Elsevier, vol. 3(1), pages 57-60, February.

1974

  1. Florens, J. -P. & Mouchart, M. & Richard, J. -F., 1974. "Bayesian inference in error-in-variables models," Journal of Multivariate Analysis, Elsevier, vol. 4(4), pages 419-452, December.
  2. Zellner, Arnold & Palm, Franz, 1974. "Time series analysis and simultaneous equation econometric models," Journal of Econometrics, Elsevier, vol. 2(1), pages 17-54, May.

1971

  1. Kunreuther, Howard & Richard, Jean Francois, 1971. "Optimal Pricing and Inventory Decisions for Non-Seasonal Items," Econometrica, Econometric Society, vol. 39(1), pages 173-75, January.

Books

2011

  1. Zellner,Arnold & Palm,Franz C. (ed.), 2011. "The Structural Econometric Time Series Analysis Approach," Cambridge Books, Cambridge University Press, number 9780521187435, April.

2004

  1. Zellner,Arnold & Palm,Franz C. (ed.), 2004. "The Structural Econometric Time Series Analysis Approach," Cambridge Books, Cambridge University Press, number 9780521814072, April.

2000

  1. Bauwens, Luc & Lubrano, Michel & Richard, Jean-Francois, 2000. "Bayesian Inference in Dynamic Econometric Models," OUP Catalogue, Oxford University Press, number 9780198773139, Octomber.

Chapters

1983

  1. Dreze, Jacques H. & Richard, Jean-Francois, 1983. "Bayesian analysis of simultaneous equation systems," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 9, pages 517-598 Elsevier.

Software components

2012

  1. Yves Dominicy & Hiroaki Ogata & David Veredas, 2012. "FQBIED: MATLAB functions for "Inference for vast dimensional elliptical distributions"," HSC Software ZIP12001, Hugo Steinhaus Center, Wroclaw University of Technology.