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Publications

by alumni of

Department of Economics
University of California-San Diego (UCSD)
La Jolla, California (United States)

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

2024

  1. Marie Hogan & Michael T. Owyang, 2024. "What Are the Long-run Trade-offs of Rent-Control Policies?," On the Economy 97815, Federal Reserve Bank of St. Louis.
  2. Jing Cynthia Wu & Yinxi Xie & Ji Zhang, 2024. "The Role of International Financial Integration in Monetary Policy Transmission," Staff Working Papers 24-3, Bank of Canada.
  3. Patricia Cortés & Ying Feng & Nicolás Guida-Johnson & Jessica Pan, 2024. "Automation and Gender: Implications for Occupational Segregation and the Gender Skill Gap," NBER Working Papers 32030, National Bureau of Economic Research, Inc.
  4. Hiroaki Kaido & Francesca Molinari, 2024. "Information Based Inference in Models with Set-Valued Predictions and Misspecification," Papers 2401.11046, arXiv.org.
  5. Sukjin Han & Hiroaki Kaido & Lorenzo Magnolfi, 2024. "Testing Information Ordering for Strategic Agents," Papers 2402.19425, arXiv.org.
  6. Sukjin Han & Hiroaki Kaido, 2024. "Set-Valued Control Functions," Papers 2403.00347, arXiv.org, revised Mar 2024.

2023

  1. Antonio Cabrales & Esther Hauk, 2023. "Norms and the Evolution of Leaders Followership," Working Papers 1381, Barcelona School of Economics.
  2. Samuel Bentolila & Antonio Cabrales & Marcel Jansen, 2023. "Does Dual Vocational Education and Training Pay Off?," CESifo Working Paper Series 10762, CESifo.
  3. Youjin Hahn & Hyuncheol Bryant Kim & Hee-Seung Yang, 2023. "Impacts of In-Person School Days on Student Outcomes and Inequality: Evidence from Korean High Schools during the Pandemic," Working papers 2023rwp-223, Yonsei University, Yonsei Economics Research Institute.
  4. Ian Berk & Massimo Guidolin & Monia Magnani, 2023. "Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital," BAFFI CAREFIN Working Papers 23202, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  5. Massimo Guidolin & Erwin Hansen & Gabriel Cabrera, 2023. "Time-Varying Risk Aversion and International Stock Returns," BAFFI CAREFIN Working Papers 23203, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  6. Andrew J. Patton & Yasin Simsek, 2023. "Generalized Autoregressive Score Trees and Forests," Papers 2305.18991, arXiv.org.
  7. Andrea Ajello & Michele Cavallo & Giovanni Favara & William B. Peterman & John W. Schindler & Nitish R. Sinha, 2023. "A New Index to Measure U.S. Financial Conditions," FEDS Notes 2023-06-30, Board of Governors of the Federal Reserve System (U.S.).
  8. David B. Cashin & Byron F. Lutz & William B. Peterman & David Ratner & Sarah Rodman, 2023. "The Restrained Recovery of State and Local Government Payrolls from the Pandemic Recession," FEDS Notes 2023-08-04-2, Board of Governors of the Federal Reserve System (U.S.).
  9. Neville Francis & Michael T. Owyang & Daniel Soques, 2023. "Impulse Response Functions for Self-Exciting Nonlinear Models," Working Papers 2023-021, Federal Reserve Bank of St. Louis.
  10. James Cloyne & Òscar Jordà & Alan M. Taylor, 2023. "State-Dependent Local Projections: Understanding Impulse Response Heterogeneity," Working Paper Series 2023-05, Federal Reserve Bank of San Francisco.
  11. Maximilian Grimm & Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2023. "Loose Monetary Policy and Financial Instability," Working Paper Series 2023-06, Federal Reserve Bank of San Francisco.
  12. Arindrajit Dube & Daniele Girardi & Òscar Jordà & Alan M. Taylor, 2023. "A Local Projections Approach to Difference-in-Differences Event Studies," Working Paper Series 2023-12, Federal Reserve Bank of San Francisco.
  13. Pietro Alessandrini & Òscar Jordà & Fabrizio Venditti, 2023. "Decomposing the Monetary Policy Multiplier," Working Paper Series 2023-14, Federal Reserve Bank of San Francisco.
  14. Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2023. "Significance Bands for Local Projections," Working Paper Series 2023-15, Federal Reserve Bank of San Francisco.
  15. Òscar Jordà, 2023. "Local Projections for Applied Economics," Working Paper Series 2023-16, Federal Reserve Bank of San Francisco.
  16. Yiren Wang & Peter C B Phillips & Liangjun Su, 2023. "Panel Data Models with Time-Varying Latent Group Structures," Papers 2307.15863, arXiv.org.
  17. Likai Chen & Georg Keilbar & Liangjun Su & Weining Wang, 2023. "Tests for Many Treatment Effects in Regression Discontinuity Panel Data Models," Papers 2312.01162, arXiv.org.
  18. Bruhin, Adrian & Petros, Fidel & Santos-Pinto, Luís, 2023. "The role of self-confidence in teamwork: Experimental evidence," Discussion Papers, Research Unit: Market Behavior SP II 2023-206, WZB Berlin Social Science Center.
  19. Dan A. Black & Jeffrey Grogger & Tom Kirchmaier & Koen Sanders, 2023. "Criminal Charges, Risk Assessment, and Violent Recidivism in Cases of Domestic Abuse," NBER Working Papers 30884, National Bureau of Economic Research, Inc.
  20. Wang, Liang Choon & Vlassopoulos, Michael & Islam, Asad & Hassan, Hashibul, 2023. "Delivering Remote Learning Using a Low-Tech Solution: Evidence from a Randomized Controlled Trial in Bangladesh," IZA Discussion Papers 15920, Institute of Labor Economics (IZA).
  21. Bhattacharya, Nilanjan & Pakrashi, Debayan & Saha, Sarani & Wang, Liang C., 2023. "Identity assimilation: Impact of conflict and partition on the giving behaviors of refugees and natives in West Bengal," GLO Discussion Paper Series 1297, Global Labor Organization (GLO).
  22. David M. Kaplan, 2023. "Smoothed instrumental variables quantile regression," Papers 2310.09013, arXiv.org.
  23. Wei Zhao & David M. Kaplan, 2023. "Conditions for Extrapolating Differences in Consumption to Differences in Welfare," Working Papers 2307, Department of Economics, University of Missouri.
  24. David M. Kaplan & Xin Liu, 2023. "Confidence Intervals for Intentionally Biased Estimators," Working Papers 2308, Department of Economics, University of Missouri.
  25. David M. Kaplan & Qian Wu, 2023. "Multiple Testing of Ordinal Stochastic Monotonicity," Working Papers 2313, Department of Economics, University of Missouri.
  26. Jing Cynthia Wu & Yinxi Xie, 2023. "(Un)Conventional Monetary and Fiscal Policy," Staff Working Papers 23-6, Bank of Canada.
  27. Michael D. Bauer & Daniel Huber & Glenn D. Rudebusch & Ole Wilms, 2023. "Where Is the Carbon Premium? Global Performance of Green and Brown Stocks," CESifo Working Paper Series 10246, CESifo.
  28. Natsuki Arai & Masashige Hamano & Munechika Katayama & Yuki Murakami & Katsunori Yamada, 2023. "Nightless City: Impacts of Policymakers' Questions on Overtime Work of Government Officials," ISER Discussion Paper 1206, Institute of Social and Economic Research, Osaka University.
  29. Patrick Bajari & Zhihao Cen & Victor Chernozhukov & Manoj Manukonda & Suhas Vijaykumar & Jin Wang & Ramon Huerta & Junbo Li & Ling Leng & George Monokroussos & Shan Wan, 2023. "Hedonic Prices and Quality Adjusted Price Indices Powered by AI," Papers 2305.00044, arXiv.org.
  30. Chen Tong & Peter Reinhard Hansen, 2023. "Characterizing Correlation Matrices that Admit a Clustered Factor Representation," Papers 2308.05895, arXiv.org.
  31. Peter Reinhard Hansen & Yiyao Luo, 2023. "Robust Estimation of Realized Correlation: New Insight about Intraday Fluctuations in Market Betas," Papers 2310.19992, arXiv.org.
  32. Yoosoon Chang & Ana María Herrera & Elena Pesavento, 2023. "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," Working Papers No 02/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  33. Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2023. "State-Dependent Local Projections," Working Papers 2302, Federal Reserve Bank of Dallas.
  34. Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner Piazza Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Artur Brasil Fialho Rodrigues, 2023. "Predicting Recessions in (almost) Real Time in a Big-data Setting," Working Papers Series 587, Central Bank of Brazil, Research Department.
  35. Monica Jain & Walter Muiruri & Jonathan Witmer & Sharon Kozicki & Jeremy Harrison, 2023. "Summaries of Central Bank Policy Deliberations: A Canadian Context," Discussion Papers 2023-2, Bank of Canada.
  36. Marc-André Gosselin & Sharon Kozicki, 2023. "Making It Real: Bringing Research Models into Central Bank Projections," Discussion Papers 2023-29, Bank of Canada.
  37. Heather Anderson & Jiti Gao & Farshid Vahid & Wei Wei & Yang Yang, 2023. "Does Climate Sensitivity Differ Across Regions?," Monash Econometrics and Business Statistics Working Papers 7/23, Monash University, Department of Econometrics and Business Statistics.
  38. Maria Dolores Gadea & Jesus Gonzalo, 2023. "Climate change heterogeneity: A new quantitative approach," Papers 2301.02648, arXiv.org.
  39. Jesus Gonzalo & Jean-Yves Pitarakis, 2023. "Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates," Papers 2302.02866, arXiv.org, revised Oct 2023.
  40. Liang Chen & Juan Jose Dolado & Jesus Gonzalo & Haozi Pan, 2023. "Estimation of Characteristics-based Quantile Factor Models," Papers 2304.13206, arXiv.org.
  41. Maria Dolores Gadea & Jesus Gonzalo & Andrey Ramos, 2023. "Trends in Temperature Data: Micro-foundations of Their Nature," Papers 2312.06379, arXiv.org.
  42. Dolado, Juan J & Chen, Liang & Gonzalo, Jesus & Ramos, Andrey, 2023. "Heterogeneous Predictive Association of CO2 with Global Warming," CEPR Discussion Papers 18114, C.E.P.R. Discussion Papers.
  43. Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin, 2023. "The Asymmetric Response of Dividends to Earnings News," Working papers 2023rwp-210, Yonsei University, Yonsei Economics Research Institute.
  44. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2023. "Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves," Working papers 2023rwp-211, Yonsei University, Yonsei Economics Research Institute.
  45. Xin Jing & Jin Seo Cho, 2023. "Forecasting the Confirmed COVID-19 Cases Using Modal Regression," Working papers 2023rwp-217, Yonsei University, Yonsei Economics Research Institute.
  46. Dae Hyung Woo & Jin Seo Cho, 2023. "An Empirical Analysis of Current Economic Growth in Relation to Precolonial and Colonial Legacies," Working papers 2023rwp-218, Yonsei University, Yonsei Economics Research Institute.
  47. Thosapon Tonghui & Jin Seo Cho, 2023. "Asymmetric Interest Rate Pass-through and Its Effects on Macroeconomic Variables: Evidence from Thailand," Working papers 2023rwp-220, Yonsei University, Yonsei Economics Research Institute.
  48. Callaci, Brian & Gibson, Matthew & Pinto, Sergio & Steinbaum, Marshall & Walsh, Matt, 2023. "The Effect of Franchise No-Poaching Restrictions on Worker Earnings," IZA Discussion Papers 16330, Institute of Labor Economics (IZA).
  49. Rendall, Michelle & Feng, Ying & Ren, Jie, 2023. "The Reversal of the Gender Education Gap with Economic Development," CEPR Discussion Papers 17786, C.E.P.R. Discussion Papers.
  50. Junichi Fujimoto & David Lagakos & Mitchell VanVuren, 2023. "Macroeconomic Effects of ‘Free’ Secondary Schooling in the Developing World," NBER Working Papers 31029, National Bureau of Economic Research, Inc.
  51. Andy Brownback & Alex Imas & Michael A. Kuhn, 2023. "Time Preferences and Food Choice," NBER Working Papers 31726, National Bureau of Economic Research, Inc.
  52. Ben Gilbert & Hannah Gagarin & Ben Hoen, 2023. "Geographic Spillovers of Wind Energy Development on Wages and Employment," Working Papers 2023-01, Colorado School of Mines, Division of Economics and Business.
  53. Ben Gilbert & Hannah Gagarin & Ben Hoen, 2023. "Distributional Equity in the Employment and Wage Impacts of Energy Transitions," NBER Working Papers 31608, National Bureau of Economic Research, Inc.
  54. Manganelli, Simone, 2023. "Double conditioning: the hidden connection between Bayesian and classical statistics," Working Paper Series 2786, European Central Bank.
  55. Wayne Aaron Sandholtz & Wayne Sandholtz, 2023. "The Politics of Public Service Reform: Experimental Evidence from Liberia," CESifo Working Paper Series 10633, CESifo.
  56. Wayne Aaron Sandholtz, 2023. "The politics of policy reform: Experimental evidence from Liberia," Discussion Papers 2023-15, Nottingham Interdisciplinary Centre for Economic and Political Research (NICEP).
  57. Michael Levere & Jeffrey Hemmeter & David Wittenburg, 2023. "Does the Drop in Child SSI Applications and Awards During COVID Vary by Locality?," Working Papers, Center for Retirement Research at Boston College wp2023-04, Center for Retirement Research.
  58. Michael Levere & Jeffrey Hemmeter & David Wittenburg, 2023. "The Importance of Schools in Driving Children’s Applications for Disability Benefits," Working Papers, Center for Retirement Research at Boston College wp2023-05, Center for Retirement Research.
  59. Michael Levere & David Wittenburg, 2023. "How Many Medicaid Recipients Might Be Eligible for SSI?," Working Papers, Center for Retirement Research at Boston College wp2023-20, Center for Retirement Research.
  60. Tae-Hwy Lee & Tao Wang, 2023. "Estimation and Testing of Forecast Rationality with Many Moments," Papers 2309.09481, arXiv.org.
  61. Jianghao Chu & Tae-Hwy Lee & Aman Ullah, 2023. "Asymmetric AdaBoost for High-dimensional Maximum Score Regression," Working Papers 202306, University of California at Riverside, Department of Economics.
  62. Hao Hao & Tae-Hwy Lee, 2023. "Boosting GMM with Many Instruments When Some Are Invalid or Irrelevant," Working Papers 202309, University of California at Riverside, Department of Economics.
  63. Tae-Hwy Lee & Ekaterina Seregina & Yaojue Xu, 2023. "Elicitability and Encompassing for Volatility Forecasts by Bregman Functions," Working Papers 202311, University of California at Riverside, Department of Economics.
  64. Henry Aray & David Vera, 2023. "A Tale of Oil Production Collapse," ThE Papers 23/10, Department of Economic Theory and Economic History of the University of Granada..

2022

  1. Pablo Brañas-Garza & Antonio Cabrales & Maria Paz Espinosa & Diego Jorrat, 2022. "The Effect of Ambiguity in Strategic Environments: an Experiment," Working Papers 196, Red Nacional de Investigadores en Economía (RedNIE).
  2. Antonio Cabrales & Manu Garc'ia & David Ramos Mu~noz & Angel S'anchez, 2022. "The Interactions of Social Norms about Climate Change: Science, Institutions and Economics," Papers 2208.09239, arXiv.org.
  3. Massimo Guidolin & Kai Wang, 2022. "The Empirical Performance of Option Implied Volatility Surface-Driven Optimal Portfolios," BAFFI CAREFIN Working Papers 22190, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  4. Stephie Fried & Kevin Novan & William B. Peterman, 2022. "Climate Policy Transition Risk and the Macroeconomy," Working Paper Series 2021-06, Federal Reserve Bank of San Francisco.
  5. David Autor & David Cho & Leland D. Crane & Mita Goldar & Byron Lutz & Joshua K. Montes & William B. Peterman & David D. Ratner & Daniel Villar Vallenas & Ahu Yildirmaz, 2022. "The $800 Billion Paycheck Protection Program: Where Did the Money Go and Why Did it Go There?," NBER Working Papers 29669, National Bureau of Economic Research, Inc.
  6. David Autor & David Cho & Leland D. Crane & Mita Goldar & Byron Lutz & Joshua K. Montes & William B. Peterman & David D. Ratner & Daniel Villar Vallenas & Ahu Yildirmaz, 2022. "An Evaluation of the Paycheck Protection Program Using Administrative Payroll Microdata," NBER Working Papers 29972, National Bureau of Economic Research, Inc.
  7. Amy Y. Guisinger & Michael W. McCracken & Michael T. Owyang, 2022. "Reconsidering the Fed's Inflation Forecasting Advantage," Working Papers 2022-001, Federal Reserve Bank of St. Louis, revised 23 Oct 2023.
  8. Amy Y. Guisinger & Laura E. Jackson & Michael T. Owyang, 2022. "Age and Gender Differentials in Unemployment and Hysteresis," Working Papers 2022-015, Federal Reserve Bank of St. Louis.
  9. Michael T. Owyang & Hannah Shell & Daniel Soques, 2022. "The Evolution of Regional Beveridge Curves," Working Papers 2022-037, Federal Reserve Bank of St. Louis.
  10. Julie Bennett & Michael T. Owyang, 2022. "FOMC Actions and Recent Movements in Five-Year Inflation Expectations," On the Economy 94524, Federal Reserve Bank of St. Louis.
  11. Michael T. Owyang & Ashley Stewart, 2022. "Is the U.S. in a Recession? What Key Economic Indicators Say," On the Economy 94832, Federal Reserve Bank of St. Louis.
  12. Andrew T. Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson, 2022. "Aggregate Implications of Changing Sectoral Trends," Working Paper Series 2019-16, Federal Reserve Bank of San Francisco.
  13. Òscar Jordà & Fernanda Nechio, 2022. "Inflation and Wage Growth Since the Pandemic," Working Paper Series 2022-17, Federal Reserve Bank of San Francisco.
  14. Òscar Jordà & Björn Richter & Moritz Schularick & Alan M. Taylor, 2022. "Bank Capital before and after Financial Crises," Post-Print hal-03936631, HAL.
  15. Blazsek, Szabolcs & Escribano, Álvaro, 2022. "Score-driven threshold ice-age models: benchmark models for long-run climate forecasts," UC3M Working papers. Economics 34757, Universidad Carlos III de Madrid. Departamento de Economía.
  16. Cobos, Carlos & Escribano, Álvaro, 2022. "High-Speed Rail: a panel data impact evaluation by Municipalities on depopulation and unemployment," UC3M Working papers. Economics 35284, Universidad Carlos III de Madrid. Departamento de Economía.
  17. Liangjun Su & Thomas Tao Yang & Yonghui Zhang & Qiankun Zhou, 2022. "A One-Covariate-at-a-Time Method for Nonparametric Additive Models," Papers 2204.12023, arXiv.org, revised Nov 2023.
  18. Yiren Wang & Liangjun Su & Yichong Zhang, 2022. "Low-rank Panel Quantile Regression: Estimation and Inference," Papers 2210.11062, arXiv.org.
  19. Shuyao Ke & Liangjun Su & Peter C. B. Phillips, 2022. "Unified Factor Model Estimation and Inference under Short and Long Memory," Cowles Foundation Discussion Papers 2351, Cowles Foundation for Research in Economics, Yale University.
  20. Jeffrey Wooldridge, 2022. "Using Stata to implement simple difference-in-differences estimators for staggered interventions," French Stata Users' Group Meetings 2022 27, Stata Users Group.
  21. Chengcheng Jia & Jing Cynthia Wu, 2022. "Average Inflation Targeting: Time Inconsistency and Ambiguous Communication," NBER Working Papers 29673, National Bureau of Economic Research, Inc.
  22. Eric R. Sims & Jing Cynthia Wu & Ji Zhang, 2022. "Unconventional Monetary Policy According to HANK," NBER Working Papers 30329, National Bureau of Economic Research, Inc.
  23. Martin C. Hänsel & Michael D. Bauer & Moritz A. Drupp & Gernot Wagner & Glenn D. Rudebusch, 2022. "Climate Policy Curves: Linking Policy Choices to Climate Outcomes," CESifo Working Paper Series 10113, CESifo.
  24. Michael D. Bauer & Carolin E. Pflueger & Adi Sunderam, 2022. "Perceptions about Monetary Policy," CESifo Working Paper Series 10182, CESifo.
  25. Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," CESifo Working Paper Series 9642, CESifo.
  26. Kevin X. D. Huang & Munechika Katayama & Mototsugu Shintani & Takayuki Tsuruga, 2022. "Sticky Wages in a World of Ideas," ISER Discussion Paper 1159, Institute of Social and Economic Research, Osaka University.
  27. Olivier de Bandt & Bora Durdu & Hibiki Ichiue & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Jean-Guillaume Sahuc & Valerio Scalone & Michael Straughan, 2022. "Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models," Working papers 864, Banque de France.
  28. INOUE Tomoo & OKIMOTO Tatsuyoshi, 2022. "Exploring the Dynamic Relationship between Mobility and the Spread of COVID-19, and the Role of Vaccines," Discussion papers 22011, Research Institute of Economy, Trade and Industry (RIETI).
  29. INOUE Tomoo & OKIMOTO Tatsuyoshi, 2022. "Dynamic Relationship between Mobility, Spread of COVID-19, and the Role of Vaccines (Japanese)," Discussion Papers (Japanese) 22002, Research Institute of Economy, Trade and Industry (RIETI).
  30. Peter Reinhard Hansen & Chen Tong, 2022. "Option Pricing with Time-Varying Volatility Risk Aversion," Papers 2204.06943, arXiv.org, revised Oct 2022.
  31. Ilya Archakov & Peter Reinhard Hansen & Yiyao Luo, 2022. "A New Method for Generating Random Correlation Matrices," Papers 2210.08147, arXiv.org.
  32. Kilian, Lutz & Goncalves, Silvia & Herrera, Ana Maria & Pesavento, Elena, 2022. "When do state-dependent local projections work?," CEPR Discussion Papers 17265, C.E.P.R. Discussion Papers.
  33. Valerio Astuti & Marta Crispino & Marco Langiulli & Juri Marcucci, 2022. "Textual analysis of a Twitter corpus during the COVID-19 pandemics," Questioni di Economia e Finanza (Occasional Papers) 692, Bank of Italy, Economic Research and International Relations Area.
  34. Giovanni D'Alessio & Riccardo De Bonis & Matteo Piazza & Luigi Infante & Giorgio Nuzzo & Silvia Sabatini & Francesca Zanichelli & Romina Gambacorta & Guido de Blasio & Stefano Federico & Juri Marcucci, 2022. "Statistics for economic analysis: the experience of the Bank of Italy," Questioni di Economia e Finanza (Occasional Papers) 693, Bank of Italy, Economic Research and International Relations Area.
  35. Heather M. Anderson & Jiti Gao & Guido Turnip & Farshid Vahid & Wei Wei, 2022. "Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach," Monash Econometrics and Business Statistics Working Papers 12/22, Monash University, Department of Econometrics and Business Statistics.
  36. Yoichi Arai & Taisuke Otsu & Mengshan Xu, 2022. "GLS under Monotone Heteroskedasticity," Papers 2210.13843, arXiv.org, revised Jan 2024.
  37. Jeffrey Brinkman & Jeffrey Lin, 2022. "Freeway Revolts! The Quality of Life Effects of Highways," Working Papers 22-24, Federal Reserve Bank of Philadelphia.
  38. Ahmad, Husnain F. & Gibson, Matthew & Nadeem, Fatiq & Nasim, Sanval & Rezaee, Arman, 2022. "Forecasts: Consumption, Production, and Behavioral Responses," IZA Discussion Papers 15831, Institute of Labor Economics (IZA).
  39. Abhijeet Singh & Mauricio Romero & Karthik Muralidharan, 2022. "Covid-19 Learning Loss and Recovery: Panel Data Evidence from India," CESifo Working Paper Series 10031, CESifo.
  40. Iriberri, Nagore & Hernandez-Arenaz, Iñigo, 2022. "Gender Differences in Alternating-Offer Bargaining: An Experimental Study," CEPR Discussion Papers 12561, C.E.P.R. Discussion Papers.
  41. Iriberri, Nagore & Funk, Patricia & Savio, Giulia, 2022. "Does Scarcity of Female Instructors Create Demand for Diversity among Students? Evidence from an M-Turk Experiment," CEPR Discussion Papers 14190, C.E.P.R. Discussion Papers.
  42. Iriberri, Nagore & Card, David & DellaVigna, Stefano & Funk, Patricia, 2022. "Gender Differences in Peer Recognition by Economists," CEPR Discussion Papers 16251, C.E.P.R. Discussion Papers.
  43. Iriberri, Nagore & García-Galocha, Aleix & Iñarra, Elena, 2022. "Do Nonstrategic Considerations Matter for Behavior in Games? An Experimental Study Informed by Direct-sum Decompositions of Game," CEPR Discussion Papers 17578, C.E.P.R. Discussion Papers.
  44. Iriberri, Nagore & Card, David & DellaVigna, Stefano & Funk, Patricia, 2022. "Gender Gaps at the Academies," CEPR Discussion Papers 17581, C.E.P.R. Discussion Papers.
  45. Iriberri, Nagore & Díez-Rituerto, Marina & Gardeazabal, Javier & Rey Biel, Pedro, 2022. "Gender Gaps in Access to Medical Intern Positions: The Role of Competition," CEPR Discussion Papers 17702, C.E.P.R. Discussion Papers.
  46. Gregory Casey & Stephie Fried & Ethan Goode, 2022. "Projecting the Impact of Rising Temperatures: The Role of Macroeconomic Dynamics," Working Paper Series 2022-20, Federal Reserve Bank of San Francisco.
  47. Xiao Ma & Alejandro Nakab & Daniela Vidart, 2022. "How do Workers Learn? Theory and Evidence on the Roots of Lifecycle Human Capital Accumulation," Working papers 2022-11, University of Connecticut, Department of Economics, revised Aug 2023.
  48. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2022. "Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models," Papers 2201.06140, arXiv.org.
  49. Shuowen Chen & Hiroaki Kaido, 2022. "Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters," Papers 2208.11281, arXiv.org, revised Sep 2023.
  50. Saman Banafti & Tae-Hwy Lee, 2022. "Inferential Theory for Granular Instrumental Variables in High Dimensions," Papers 2201.06605, arXiv.org, revised Sep 2023.
  51. Tae-Hwy Lee & Ekaterina Seregina, 2022. "Combining Forecasts under Structural Breaks Using Graphical LASSO," Papers 2209.01697, arXiv.org, revised Sep 2023.
  52. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202207, University of Kansas, Department of Economics.
  53. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting under Structural Breaks Using Improved Weighted Estimation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202212, University of Kansas, Department of Economics.
  54. Hao Hao & Bai Huang & Tae-Hwy Lee, 2022. "Model Averaging Estimation of Panel Data Models with Many Instruments and Boosting," Working Papers 202212, University of California at Riverside, Department of Economics.
  55. Graham Elliott & Nikolay Kudrin & Kaspar Wuthrich, 2022. "The Power of Tests for Detecting $p$-Hacking," Papers 2205.07950, arXiv.org, revised Jun 2023.
  56. Ramondo, Natalia & Lind, Nelson, 2022. "Global Innovation and Knowledge Diffusion," CEPR Discussion Papers 17385, C.E.P.R. Discussion Papers.
  57. Nelson Lind & Natalia Ramondo, 2022. "Global Knowledge and Trade Flows: Theory and Measurement," NBER Working Papers 30590, National Bureau of Economic Research, Inc.
  58. Hee-Seung Yang & Sungjin Kim, 2022. "Trusted Institutions and Policy Compliance: Evidence from COVID-19 Mobility Patterns in Korea," Working papers 2022rwp-206, Yonsei University, Yonsei Economics Research Institute.
  59. Hee-Seung Yang & Booyuel Kim & Rony Rodriguez-Ramirez, 2022. "Does the Small Business Programme Benefit Self-Employed Workers? Evidence from Nicaragua," Working papers 2022rwp-207, Yonsei University, Yonsei Economics Research Institute.
  60. Hee-Seung Yang & Sungjin Kim, 2022. "The Impact of Single Households on Local Economy: Evidence from Korea’s Demographic Trends," Working papers 2022rwp-208, Yonsei University, Yonsei Economics Research Institute.

2021

  1. Antonio Gabrales & Francesco Feri & Piero Gottardi & Miguel A. Meléndez-Jiménez & Antonio Cabrales, 2021. "Communication and Social Preferences: An Experimental Analysis," CESifo Working Paper Series 8850, CESifo.
  2. Cevat Giray Aksoy & Antonio Cabrales & Mathias Dolls & Ruben Durante & Lisa Windsteiger, 2021. "Calamities, Common Interests, Shared Identity: What Shapes Social Cohesion in Europe?," CESifo Working Paper Series 9112, CESifo.
  3. Cevat Giray Aksoy & Antonio Cabrales & Mathias Dolls & Ruben Durante & Lisa Windsteiger, 2021. "Calamities, Common Interests, Shared Identity: What Shapes Altruism and Reciprocity?," EconPol Working Paper 64, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  4. Antonio Cabrales & Irma Clots-Figueras & Roberto Hernán-González & Praveen Kujal, 2021. "Institutions and Opportunistic Behavior: Experimental Evidence," Working Papers 21-05, Chapman University, Economic Science Institute.
  5. Antonio Cabrales & Antonio M. Espin & Praveen Kujal & Stephen Rassenti, 2021. "Trustors' Disregard for Trustees Deciding Intuitively or Reflectively: Three Experiments on Time Constraints," Working Papers 21-08, Chapman University, Economic Science Institute.
  6. Cabrales, Antonio & Bellés-Obrero, Cristina & Jiménez-Martín, Sergi & Vall-Castello, Judit, 2021. "Women’s Education, Fertility and Children’s Health during a Gender Equalization Process: Evidence from a Child Labor Reform," CEPR Discussion Papers 15752, C.E.P.R. Discussion Papers.
  7. Cabrales, Antonio & Espin, Antonio M. & Kujal, Praveen & Rassenti, Stephen, 2021. "Trustors’ disregard for trustees deciding intuitively or reflectively: three experiments on time constraints," CEPR Discussion Papers 16188, C.E.P.R. Discussion Papers.
  8. Cristina Belles-Obrero & Antonio Cabrales & Sergi Jiménez-Martín & Judit Vall-Castello, 2021. "Women’s Education, Fertility and Children’ Health during a Gender Equalization Process: Evidence from a Child Labor Reform in Spain," Working Papers 2021-04, FEDEA.
  9. Blume, Andreas, 2021. "Meaning in Communication Games," CEPR Discussion Papers 16374, C.E.P.R. Discussion Papers.
  10. Blume, Andreas & Deimen, Inga & Inoue, Sean, 2021. "Contracts versus Communication," CEPR Discussion Papers 16697, C.E.P.R. Discussion Papers.
  11. So Yoon Ahn & Youjin Hahn & Semee Yoon, 2021. "Can New Learning Opportunities Reshape Gender Attitudes for Girls?: Field Evidence from Tanzania," Working Papers 2021-046, Human Capital and Economic Opportunity Working Group.
  12. Massimo Guidolin & Davide La Cara & Massimiliano Marcellino, 2021. "Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks," BAFFI CAREFIN Working Papers 21169, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  13. Dong Hwan Oh & Andrew J. Patton, 2021. "Dynamic Factor Copula Models with Estimated Cluster Assignments," Finance and Economics Discussion Series 2021-029r1, Board of Governors of the Federal Reserve System (U.S.), revised 06 May 2022.
  14. Dong Hwan Oh & Andrew J. Patton, 2021. "Better the Devil You Know: Improved Forecasts from Imperfect Models," Finance and Economics Discussion Series 2021-071, Board of Governors of the Federal Reserve System (U.S.).
  15. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & To, 2021. "Non-Standard Errors," Working Paper Series, Social and Economic Sciences 2021-11, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
    • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
    • Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
    • Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  16. Stephie Fried & Kevin Novan & William B. Peterman, 2021. "The Macro Effects of Climate Policy Uncertainty," Finance and Economics Discussion Series 2021-018, Board of Governors of the Federal Reserve System (U.S.).
  17. Stephie Fried & Kevin Novan & William B. Peterman, 2021. "Recycling Carbon Tax Revenue to Maximize Welfare," Finance and Economics Discussion Series 2021-023, Board of Governors of the Federal Reserve System (U.S.).
  18. Aditya Aladangady & Etienne Gagnon & Benjamin K. Johannsen & William B. Peterman, 2021. "Macroeconomic Implications of Inequality and Income Risk," Finance and Economics Discussion Series 2021-073, Board of Governors of the Federal Reserve System (U.S.).
  19. Michael T. Owyang, 2021. "The Challenges in Dating the End of Recessions," On the Economy 93984, Federal Reserve Bank of St. Louis.
  20. Isabel Cairo & Shigeru Fujita & Camilo Morales-Jimenez, 2021. "Online Appendix to "The Cyclicality of Labor Force Participation Flows: The Role of Labor"," Online Appendices 20-507, Review of Economic Dynamics.
  21. Shigeru Fujita & Ippei Fujiwara, 2021. "Aging and the Real Interest Rate in Japan: A Labor Market Channel," Working Papers 21-23, Federal Reserve Bank of Philadelphia.
  22. Escribano, Álvaro & Ortega, Álvaro, 2021. "A structural analysis of the merit-order effect in the Spanish day-ahead power market," UC3M Working papers. Economics 33298, Universidad Carlos III de Madrid. Departamento de Economía.
  23. Blazsek, Szabolcs & Escribano, Álvaro, 2021. "Robust estimation and forecasting of climate change using score-driven ice-age models," UC3M Working papers. Economics 33453, Universidad Carlos III de Madrid. Departamento de Economía.
  24. Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021. "Interactive Effects Panel Data Models with General Factors and Regressors," Papers 2111.11506, arXiv.org.
  25. Rachid Laajaj & Camilo De Los Rios & Ignacio Sarmiento-Barbieri & Danilo Aristizabal & Eduardo Behrentz & Raquel Bernal, 2021. "SARS-CoV-2 spread, detection, and dynamics in a megacity in Latin America," Working Papers 78, Red Nacional de Investigadores en Economía (RedNIE).
  26. Jeffrey M. Wooldridge, 2021. "Nonlinear difference in differences with panel data," Economics Virtual Symposium 2021 4, Stata Users Group.
  27. Luis Santos Pinto, 2021. "Are Overconfident Players More Likely to Win Tournaments and Contests?," Cahiers de Recherches Economiques du Département d'économie 21.06a, Université de Lausanne, Faculté des HEC, Département d’économie.
  28. Luis Santos Pinto & Paola Colzani, 2021. "Does Overconfidence Lead to Bargaining Failures?," Cahiers de Recherches Economiques du Département d'économie 21.07, Université de Lausanne, Faculté des HEC, Département d’économie.
  29. Ampudia, Miguel & Lo Duca, Marco & Farkas, Mátyás & Perez-Quiros, Gabriel & Pirovano, Mara & Rünstler, Gerhard & Tereanu, Eugen, 2021. "On the effectiveness of macroprudential policy," Working Paper Series 2559, European Central Bank.
  30. Ratul Das Chaudhury & Birendra Rai & Liang Choon Wang & Dyuti Banerjee, 2021. "Welfare v. Consent: On the Optimal Penalty for Harassment," Papers 2103.00734, arXiv.org, revised Apr 2023.
  31. Zenou, Yves & Islam, Asad & Pakrashi, Debayan & Sahoo, Soubhagya & Wang, Liang Choon, 2021. "Gender inequality and caste: Field experimental evidence from India," CEPR Discussion Papers 16736, C.E.P.R. Discussion Papers.
  32. Hassan, Hashibul & Islam, Asad & Siddique, Abu & Wang, Liang Choon, 2021. "Telementoring and homeschooling during school closures: A randomized experiment in rural Bangladesh," SocArXiv mhyq5, Center for Open Science.
  33. Soh,Yew Chong & Del Carpio,Ximena Vanessa & Wang,Liang Choon, 2021. "The Impact of Language of Instruction in Schools on Student Achievement: Evidence from Malaysia Using the Synthetic Control Method," Policy Research Working Paper Series 9517, The World Bank.
  34. David M. Kaplan, 2021. "Distcomp: Comparing distributions," Papers 2110.02327, arXiv.org.
  35. David M. Kaplan & Xin Liu, 2021. "k-Class Instrumental Variables Quantile Regression," Working Papers 2104, Department of Economics, University of Missouri.
  36. Chengcheng Jia & Jing Cynthia Wu, 2021. "Average Inflation Targeting: Time Inconsistency And Intentional Ambiguity," Working Papers 21-19R, Federal Reserve Bank of Cleveland, revised 01 Feb 2022.
  37. Michael D. Bauer & Mikhail Chernov, 2021. "Interest Rate Skewness and Biased Beliefs," CESifo Working Paper Series 9150, CESifo.
  38. Masashige Hamano & Munechika Katayama, 2021. "Epidemics and Macroeconomic Dynamics," Working Papers e162, Tokyo Center for Economic Research.
  39. Denny Irawan & Tatsuyoshi Okimoto, 2021. "Macro uncertainties and tests of capital structure theories across renewable and non-renewable resource companies," CAMA Working Papers 2021-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  40. Denny Irawan & Tatsuyoshi Okimoto, 2021. "Conditional capital surplus and shortfall across renewable and non-renewable resource firms," CAMA Working Papers 2021-74, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  41. Denny IRAWAN & OKIMOTO Tatsuyoshi, 2021. "Conditional Capital Surplus and Shortfall across Resource Firms," Discussion papers 21031, Research Institute of Economy, Trade and Industry (RIETI).
  42. Denny IRAWAN & OKIMOTO Tatsuyoshi, 2021. "How Do ESG Performance and Awareness Affect Firm Value and Corporate Overinvestment?," Discussion papers 21033, Research Institute of Economy, Trade and Industry (RIETI).
  43. OKIMOTO Tatsuyoshi & TAKAOKA Sumiko, 2021. "Sustainability and Credit Spreads in Japan," Discussion papers 21052, Research Institute of Economy, Trade and Industry (RIETI).
  44. AONO Kohei & OKIMOTO Tatsuyoshi, 2021. "When Does the Japan Empowering Women Index Outperform Its Parent and the ESG Select Leaders Indexes?," Discussion papers 21053, Research Institute of Economy, Trade and Industry (RIETI).
  45. Peter Reinhard Hansen & Chan Kim & Wade Kimbrough, 2021. "Periodicity in Cryptocurrency Volatility and Liquidity," Papers 2109.12142, arXiv.org, revised Nov 2021.
  46. Peter Reinhard Hansen, 2021. "Relative Contagiousness of Emerging Virus Variants: An Analysis of the Alpha, Delta, and Omicron SARS-CoV-2 Variants," Papers 2110.00533, arXiv.org, revised Jan 2022.
  47. Peter Reinhard Hansen & Zhuo Huang & Chen Tong & Tianyi Wang, 2021. "Realized GARCH, CBOE VIX, and the Volatility Risk Premium," Papers 2112.05302, arXiv.org.
  48. Chen Tong & Peter Reinhard Hansen & Zhuo Huang, 2021. "Option Pricing with State-dependent Pricing Kernel," Papers 2112.05308, arXiv.org, revised Apr 2022.
  49. UESUGI Iichiro & ONO Arito & HONDA Tomohito & ARAKI Shota & UCHIDA Hirofumi & ONOZUKA Yuki & KAWAGUCHI Daiji & TSURUTA Daisuke & FUKANUMA Hikaru & HOSONO Kaoru & MIYAKAWA Daisuke & YASUDA Yukihiro & Y, 2021. "Firms' Responses and Policy Measures to the COVID-19 Pandemic: An analysis based on a firm survey (Japanese)," Discussion Papers (Japanese) 21029, Research Institute of Economy, Trade and Industry (RIETI).
  50. Honda, Tomohito & Uesugi, Iichiro, 2021. "COVID-19 and Precautionary Corporate Cash Holdings: Evidence from Japan," RCESR Discussion Paper Series DP21-2, Research Center for Economic and Social Risks, Institute of Economic Research, Hitotsubashi University.
  51. Minetti, Raoul & Herrera, Ana Maria & Schaffer, Matthew, 2021. "Financial Liberalization, Credit Market Dynamism, and Allocative Efficiency," Working Papers 2021-4, Michigan State University, Department of Economics.
  52. Cristina Angelico & Juri Marcucci & Marcello Miccoli & Filippo Quarta, 2021. "Can we measure inflation expectations using Twitter?," Temi di discussione (Economic working papers) 1318, Bank of Italy, Economic Research and International Relations Area.
  53. Valentina Aprigliano & Simone Emiliozzi & Gabriele Guaitoli & Andrea Luciani & Juri Marcucci & Libero Monteforte, 2021. "The power of text-based indicators in forecasting the Italian economic activity," Temi di discussione (Economic working papers) 1321, Bank of Italy, Economic Research and International Relations Area.
  54. Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner P. Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Yihao Lin, 2021. "Machine Learning and Oil Price Point and Density Forecasting," Working Papers Series 544, Central Bank of Brazil, Research Department.
  55. Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2021. "Identification and Inference Under Narrative Restrictions," Papers 2102.06456, arXiv.org.
  56. Morris A. Davis & Andra C. Ghent & Jesse M. Gregory, 2021. "The Work-from-Home Technology Boon and its Consequences," NBER Working Papers 28461, National Bureau of Economic Research, Inc.
  57. Yoichi Arai & Taisuke Otsu & Myung Hwan Seo, 2021. "Regression Discontinuity Design with Potentially Many Covariates," Papers 2109.08351, arXiv.org, revised Feb 2024.
  58. Hoff,Karla & Jalan,Jyotsna & Santra,Sattwik, 2021. "Participatory Theater Empowers Women : Evidence from India," Policy Research Working Paper Series 9680, The World Bank.
  59. Gadea Rivas, María Dolores & Gonzalo, Jesús, 2021. "A tale of three cities: climate heterogeneity (special issue of SERIES in homage to Juan J. Dolado)," UC3M Working papers. Economics 32200, Universidad Carlos III de Madrid. Departamento de Economía.
  60. Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin, 2021. "Recent Developments of the Autoregressive Distributed Lag Modelling Framework," Working papers 2021rwp-186, Yonsei University, Yonsei Economics Research Institute.
  61. Jin Seo Cho & Meng Huang & Halbert White, 2021. "Testing a Constant Mean Function Using Functional Regression," Working papers 2021rwp-190, Yonsei University, Yonsei Economics Research Institute.
  62. Shawkat Hammoudeh & Walid Mensi & Jin Seo Cho, 2021. "Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Assets and Oil Prices Using the Quantile ARDL Model," Working papers 2021rwp-191, Yonsei University, Yonsei Economics Research Institute.
  63. Gregory P. Casey & Stephie Fried & Matthew Gibson, 2021. "Understanding Climate Damages: Consumption versus Investment," CESifo Working Paper Series 9499, CESifo.
  64. Gibson, Matthew, 2021. "Employer Market Power in Silicon Valley," IZA Discussion Papers 14843, Institute of Labor Economics (IZA).
  65. Gibson, Matthew, 2021. "Policy Brief: Employer Market Power in Silicon Valley," IZA Policy Papers 182, Institute of Labor Economics (IZA).
  66. Chicas Romero,Mauricio & Bedoya,Juan & Yanez Pagans,Monica & Silveyra De La Garza,Marcela Lucia & De Hoyos Navarro,Rafael E., 2021. "School Management, Grants, and Test Scores : Experimental Evidence from Mexico," Policy Research Working Paper Series 9535, The World Bank.
  67. Iriberri, Nagore & Anaya, Lina & Rey Biel, Pedro & Zamarro, Gema, 2021. "Understanding Performance in Test Taking: The Role of Question Difficulty Order," CEPR Discussion Papers 16099, C.E.P.R. Discussion Papers.
  68. Stephie Fried, 2021. "Seawalls and Stilts: A Quantitative Macro Study of Climate Adaptation," Working Paper Series 2021-07, Federal Reserve Bank of San Francisco.
  69. Daniela Vidart, 2021. "Human Capital, Female Employment, and Electricity: Evidence from the Early 20th Century United States," Working papers 2021-08, University of Connecticut, Department of Economics, revised Sep 2022.
  70. Remy Levin & Daniela Vidart, 2021. "Risk-Taking Adaptation to Macroeconomic Experiences," Working papers 2021-09, University of Connecticut, Department of Economics, revised Nov 2023.
  71. Xiao Ma & Alejandro Nakab & Daniela Vidart, 2021. "Human Capital Investment and Development: The Role of On-the-job Training," Working papers 2021-10, University of Connecticut, Department of Economics, revised Aug 2022.
  72. Mark Agerton & Ben Gilbert & Gregory B. Upton Jr., 2021. "The Economics of Natural Gas Venting, Flaring and Leaking in U.S. Shale: An Agenda for Research and Policy," Working Papers 2021-02, Colorado School of Mines, Division of Economics and Business.
  73. Kehinde Abiodun & Ben Gilbert, 2021. "Does Universal Electrification Shield Firms from Productivity Loss?," Working Papers 2021-03, Colorado School of Mines, Division of Economics and Business, revised Oct 2022.
  74. Manganelli, Simone, 2021. "Statistical decision functions with judgment," Working Paper Series 2512, European Central Bank.
  75. Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "A risk management perspective on macroprudential policy," Working Paper Series 2556, European Central Bank.
  76. Chavleishvili, Sulkhan & Engle, Robert F. & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "The risk management approach to macro-prudential policy," Working Paper Series 2565, European Central Bank.
  77. Cullen, Julie Berry & Koedel, Cory & Parsons, Eric, 2021. "The Compositional Effect of Rigorous Teacher Evaluation on Workforce Quality," University of California at San Diego, Economics Working Paper Series qt4hh6r911, Department of Economics, UC San Diego.
  78. Ishtiaque Fazlul & Cory Koedel & Eric Parsons & Cheng Qian, 2021. "Estimating test-score growth for schools and districts with a gap year in the data," Working Papers 2110, Department of Economics, University of Missouri.
  79. Yang An & Cory Koedel, 2021. "How Do Teachers from Alternative Pathways Contribute to the Teaching Workforce in Urban Areas? Evidence from Kansas City," Working Papers 2111, Department of Economics, University of Missouri.
  80. NaYoung Hwang & Brian Kisida & Cory Koedel, 2021. "A Familiar Face: Student-Teacher Rematches and Student Achievement," Working Papers 2116, Department of Economics, University of Missouri.
  81. Inacio Bo & Jorgen Kratz & Makoto Shimoji, 2021. "Generalized Cumulative Offer Processes," Discussion Papers 21/07, Department of Economics, University of York.
  82. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021. "Efficient Combined Estimation under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202107, University of Kansas, Department of Economics.
  83. Tae-Hwy Lee & He Wang & Zhou Xi & Ru Zhang, 2021. "Density Forecast of Financial Returns Using Decomposition and Maximum Entropy," Working Papers 202115, University of California at Riverside, Department of Economics.
  84. Esteban García-Miralles & Jonathan M. Leganza, 2021. "Joint Retirement of Couples: Evidence from Discontinuities in Denmark," CESifo Working Paper Series 9191, CESifo.
  85. Jeffrey P. Clemens & Jonathan M. Leganza & Alex Masucci, 2021. "Plugging Gaps in Payment Systems: Evidence from the Take-Up of New Medicare Billing Codes," CESifo Working Paper Series 9209, CESifo.
  86. Esteban Garcia-Miralles & Jonathan M. Leganza, 2021. "Public Pensions and Private Savings," CEBI working paper series 21-06, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).

2020

  1. Siddhartha Bandyopadhyay & Antonio Cabrales, 2020. "Pricing group membership," Papers 2008.03102, arXiv.org.
  2. Antonio Cabrales & Irma Clots-Figueras & Roberto Hernán-González & Praveen Kujal, 2020. "Institutions, Opportunism and Prosocial Behavior: Some Experimental Evidence," CESifo Working Paper Series 8323, CESifo.
  3. Aksoy Cevat Giray & Antonio Cabrales & Mathias Dolls & Windsteiger Lisa, 2020. "COVID-19, Trust and Solidarity in the EU," EconPol Policy Reports 27, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  4. Andreas Blume & In-Uck Park, 2020. "Quid pro Quo: Friendly Information Exchange between Rivals," Bristol Economics Discussion Papers 20/733, School of Economics, University of Bristol, UK.
  5. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  6. Massimo Guidolin & Manuela Pedio, 2020. "Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models?," BAFFI CAREFIN Working Papers 20140, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  7. Daniele Bianchi & Massimo Guidolin & Manuela Pedio, 2020. "Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets," BAFFI CAREFIN Working Papers 20143, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  8. Massimo Guidolin & Manuela Pedio, 2020. "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," BAFFI CAREFIN Working Papers 20145, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  9. Massimo Guidolin & Alexei Orlov, 2020. "Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?," BAFFI CAREFIN Working Papers 20146, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  10. Juan Arismendi-Zambrano & Massimo Guidolin & Alessia Paccagnini, 2020. "Federal reserve chair communication sentiments’ heterogeneity, personal characteristics, and their impact on target rate discovery," CAMA Working Papers 2020-105, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  11. Sander Barendse & Andrew J. Patton, 2020. "Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter," Economics Series Working Papers 909, University of Oxford, Department of Economics.
  12. Ana B. Galvão & Michael T. Owyang, 2020. "Forecasting Low Frequency Macroeconomic Events with High Frequency Data," Working Papers 2020-028, Federal Reserve Bank of St. Louis, revised Apr 2022.
  13. Kathryn Bokun & Laura E. Jackson & Kevin L. Kliesen & Michael T. Owyang, 2020. "FRED-SD: A Real-Time Database for State-Level Data with Forecasting Applications," Working Papers 2020-031, Federal Reserve Bank of St. Louis, revised 01 Aug 2021.
  14. Amy Y. Guisinger & Michael T. Owyang & Daniel Soques, 2020. "Industrial Connectedness and Business Cycle Comovements," Working Papers 2020-052, Federal Reserve Bank of St. Louis, revised 04 Aug 2021.
  15. Julie Bennett & Michael T. Owyang & Hannah Shell, 2020. "COVID-19: What Do FREDcast Users Think about Economic Growth?," On the Economy 87746, Federal Reserve Bank of St. Louis.
  16. Laura E. Jackson & Christopher Otrok & Michael T. Owyang, 2020. "Could More Progressive Taxes Increase Income Inequality?," On the Economy 88008, Federal Reserve Bank of St. Louis.
  17. Haefke, Christian & Reiter, Michael, 2020. "Long Live the Vacancy," IHS Working Paper Series 22, Institute for Advanced Studies.
  18. Isabel Cairó & Shigeru Fujita & Camilo Morales-Jimenez, 2020. "The Cyclicality of Labor Force Participation Flows: The Role of Labor Supply Elasticities and Wage Rigidity," Working Papers 20-23, Federal Reserve Bank of Philadelphia.
  19. Shigeru Fujita & Giuseppe Moscarini & Fabien Postel-Vinay, 2020. "Measuring Employer-to-Employer Reallocation," NBER Working Papers 27525, National Bureau of Economic Research, Inc.
  20. Òscar Jordà & Martin Kornejew & Moritz Schularick & Alan M. Taylor, 2020. "Zombies at large? Corporate debt overhang and the macroeconomy," ECONtribute Discussion Papers Series 042, University of Bonn and University of Cologne, Germany.
  21. Taylor, Alan M. & Jordà , Òscar & Singh, Sanjay, 2020. "The long-run effects of monetary policy," CEPR Discussion Papers 14338, C.E.P.R. Discussion Papers.
  22. Taylor, Alan M. & Jordà , Òscar & Singh, Sanjay, 2020. "Longer-run economic consequences of pandemics," CEPR Discussion Papers 14543, C.E.P.R. Discussion Papers.
  23. Taylor, Alan M. & Cloyne, James & Jordà , Òscar, 2020. "Decomposing the Fiscal Multiplier," CEPR Discussion Papers 14544, C.E.P.R. Discussion Papers.
  24. Taylor, Alan M. & Jordà , Òscar & Schularick, Moritz, 2020. "Disasters Everywhere: The Costs of Business Cycles Reconsidered," CEPR Discussion Papers 14559, C.E.P.R. Discussion Papers.
  25. Torrado, María & Escribano, Álvaro, 2020. "European gasoline markets: price transmission asymmetries in mean and variance," UC3M Working papers. Economics 29633, Universidad Carlos III de Madrid. Departamento de Economía.
  26. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2020. "Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution," UC3M Working papers. Economics 30346, Universidad Carlos III de Madrid. Departamento de Economía.
  27. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2020. "Dynamic stochastic general equilibrium inference using a score-driven approach," UC3M Working papers. Economics 30347, Universidad Carlos III de Madrid. Departamento de Economía.
  28. Escribano, Álvaro & Wang, Dandan, 2020. "Forecasting gasoline prices with mixed random forest error correction models," UC3M Working papers. Economics 30557, Universidad Carlos III de Madrid. Departamento de Economía.
  29. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2020. "Prediction accuracy of bivariate score-driven risk premium and volatility filters: an illustration for the Dow Jones," UC3M Working papers. Economics 31339, Universidad Carlos III de Madrid. Departamento de Economía.
  30. Shujie Ma & Liangjun Su & Yichong Zhang, 2020. "Detecting Latent Communities in Network Formation Models," Papers 2005.03226, arXiv.org, revised Mar 2021.
  31. Zhentao Shi & Liangjun Su & Tian Xie, 2020. "L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis," Papers 2010.09477, arXiv.org, revised Aug 2022.
  32. Ke Miao & Peter C.B. Phillips & Liangjun Su, 2020. "High-Dimensional VARs with Common Factors," Cowles Foundation Discussion Papers 2252, Cowles Foundation for Research in Economics, Yale University.
  33. Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2020. "Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence," Economics and Statistics Working Papers 7-2020, Singapore Management University, School of Economics.
  34. Su, Liangjun & Wang, Xia, 2020. "Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101]," Economics and Statistics Working Papers 8-2020, Singapore Management University, School of Economics.
  35. Jeffrey D Sachs & Salim Abdool Karim & Lara Aknin & Joseph Allen & Kirsten Brosbol & Gabriela Cuevas Barron & Peter Daszak & María Fernanda Espinosa & Vitor Gaspar & Alejandro Gaviria & Andy Haines, 2020. "Lancet COVID-19 Commission Statement on the occasion of the 75th session of the UN General Assembly," DEOS Working Papers 2032, Athens University of Economics and Business.
  36. Akanksha Negi & Jeffrey M. Wooldridge, 2020. "Robust and Efficient Estimation of Potential Outcome Means under Random Assignment," Papers 2010.01800, arXiv.org.
  37. Jeff Wooldridge, 2020. "Correlated random effects methods for panel data models with heterogeneous time effects," London Stata Conference 2020 06, Stata Users Group.
  38. Wang, Weining & Wooldridge, Jeffrey M. & Xu, Mengshan, 2020. "Improved Estimation of Dynamic Models of Conditional Means and Variances," IRTG 1792 Discussion Papers 2020-021, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  39. Jeffrey Grogger & Ria Ivandic & Tom Kirchmaier, 2020. "Comparing conventional and machine-learning approaches to risk assessment in domestic abuse cases," CEP Discussion Papers dp1676, Centre for Economic Performance, LSE.
  40. Jeffrey Grogger & Andreas Steinmayr & Joachim Winter, 2020. "The Wage Penalty of Regional Accents," NBER Working Papers 26719, National Bureau of Economic Research, Inc.
  41. Danilo Leiva-Leon & Gabriel Perez-Quiros & Eyno Rots, 2020. "Real-time weakness of the global economy: a first assessment of the coronavirus crisis," Working Papers 2015, Banco de España.
  42. Máximo Camacho & Matías Pacce & Gabriel Pérez-Quirós, 2020. "Spillover effects in international business cycles," Working Papers 2034, Banco de España.
  43. Pérez-Quirós, Gabriel & Gadea Rivas, Maria Dolores & Laeven, Luc, 2020. "Growth-and-Risk Trade-off," CEPR Discussion Papers 14492, C.E.P.R. Discussion Papers.
  44. Pérez-Quirós, Gabriel & Diaz, Elena, 2020. "Daily Tracker of Global Economic Activity. A Close-Up of the Covid-19 Pandemic," CEPR Discussion Papers 15451, C.E.P.R. Discussion Papers.
  45. Islam, Asadul & Pakrashi, Debayan & Vlassopoulos, Michael & Wang, Liang Choon, 2020. "Stigma and Misconceptions in the Time of the COVID-19 Pandemic: A Field Experiment in India," IZA Discussion Papers 13995, Institute of Labor Economics (IZA).
  46. Md. Main Uddin & Liang Choon Wang & Russell Smyth, 2020. "Do government-initiated energy comparison sites encourage consumer search and lower prices? Evidence from an online randomized controlled experiment in Australia," Monash Economics Working Papers 11-20, Monash University, Department of Economics.
  47. David M. Kaplan, 2020. "Interpreting Unconditional Quantile Regression with Conditional Independence," Papers 2010.03606, arXiv.org, revised Oct 2021.
  48. David M. Kaplan, 2020. "sivqr: Smoothed IV quantile regression," Working Papers 2009, Department of Economics, University of Missouri.
  49. David M. Kaplan, 2020. "Inference on Consensus Ranking of Distributions," Working Papers 2010, Department of Economics, University of Missouri.
  50. David M. Kaplan, 2020. "Assessing Policy Effects with Unconditional Quantile Regression," Working Papers 2011, Department of Economics, University of Missouri.
  51. Yan Liu & Jing Cynthia Wu, 2020. "Reconstructing the Yield Curve," NBER Working Papers 27266, National Bureau of Economic Research, Inc.
  52. Eric R. Sims & Jing Cynthia Wu, 2020. "Wall Street vs. Main Street QE," NBER Working Papers 27295, National Bureau of Economic Research, Inc.
  53. Michael D. Bauer & Eric T. Swanson, 2020. "The Fed's Response to Economic News Explains the "Fed Information Effect"," CESifo Working Paper Series 8151, CESifo.
  54. Michael D. Bauer & Glenn D. Rudebusch, 2020. "The Rising Cost of Climate Change: Evidence from the Bond Market," Working Paper Series 2020-25, Federal Reserve Bank of San Francisco.
  55. Michael D. Bauer & Eric T. Swanson, 2020. "An Alternative Explanation for the “Fed Information Effect”," NBER Working Papers 27013, National Bureau of Economic Research, Inc.
  56. Masashige Hamano & Munechika Katayama & So Kubota, 2020. "COVID-19 Misperception and Macroeconomy," Working Papers 2016, Waseda University, Faculty of Political Science and Economics.
  57. Kakuho Furukawa & Hibiki Ichiue & Noriyuki Shiraki, 2020. "How Does Climate Change Interact with the Financial System? A Survey," Bank of Japan Working Paper Series 20-E-8, Bank of Japan.
  58. OKIMOTO Tatsuyoshi & TAKAOKA Sumiko, 2020. "The Credit Spread Curve Distribution and Economic Fluctuations in Japan," Discussion papers 20030, Research Institute of Economy, Trade and Industry (RIETI).
  59. Denny IRAWAN & OKIMOTO Tatsuyoshi, 2020. "Overinvestment and Macroeconomic Uncertainty: Evidence from Renewable and Non-Renewable Resource Firms," Discussion papers 20059, Research Institute of Economy, Trade and Industry (RIETI).
  60. Tomoo Inoue & Tatsuyoshi Okimoto, 2020. "International Spillover Effects of Unconventional Monetary Policies of Major Central Banks," Working Papers hal-02938960, HAL.
  61. Ilya Archakov & Peter Reinhard Hansen, 2020. "A New Parametrization of Correlation Matrices," Papers 2012.02395, arXiv.org.
  62. Ilya Archakov & Peter Reinhard Hansen, 2020. "A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices," Papers 2012.02698, arXiv.org, revised Nov 2021.
  63. Ilya Archakov & Peter Reinhard Hansen & Asger Lunde, 2020. "A Multivariate Realized GARCH Model," Papers 2012.02708, arXiv.org.
  64. Elena Ivona Dumitrescu & Peter Hansen, 2020. "How Should Parameter Estimation Be Tailored to the Objective?," Post-Print hal-03331109, HAL.
  65. Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2020. "Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors," Working Papers 2019, Federal Reserve Bank of Dallas.
  66. Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J, 2020. "What is Certain about Uncertainty?," International Finance Discussion Papers 1294, Board of Governors of the Federal Reserve System (U.S.).
    • Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023. "What Is Certain about Uncertainty?," Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
  67. Angelo Mont’Alverne Duarte & Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & João Victor Issler, 2020. "Commodity Prices and Global Economic Activity: a derived-demand approach," Working Papers Series 539, Central Bank of Brazil, Research Department.
  68. Heather Anderson & Giovanni Caggiano & Farshid Vahid & Benjamin Wong, 2020. "Sectoral employment dynamics in Australia," CAMA Working Papers 2020-51, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  69. Grahame Johnson & Sharon Kozicki & Romanos Priftis & Lena Suchanek & Jonathan Witmer & Jing Yang, 2020. "Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature," Discussion Papers 2020-16, Bank of Canada.
  70. Gloria Gonzalez-Rivera & Yun Luo, 2020. "A Truncated Mixture Transition Model for Interval-valued Time Series," Working Papers 202005, University of California at Riverside, Department of Economics.
  71. Mario Alloza & Jesus Gonzalo & Carlos Sanz, 2020. "Dynamic Effects of Persistent Shocks," Papers 2006.14047, arXiv.org.
  72. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020. "Spurious relationships in high dimensional systems with strong or mild persistence," UC3M Working papers. Economics 31553, Universidad Carlos III de Madrid. Departamento de Economía.
  73. Da Silva Neto, Anibal Emiliano & Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020. "Uncovering regimes in out of sample forecast errors from predictive regressions," UC3M Working papers. Economics 31555, Universidad Carlos III de Madrid. Departamento de Economía.
  74. Tung Liu, 2020. "Measuring Technical, Allocative inefficiency, and Cost Inefficiency by Applying Duality Theory," Working Papers 202001, Ball State University, Department of Economics, revised Jun 2020.
  75. Kristy Buzard & Kathleen Claussen, 2020. "Under Pressure: Intractable Trade Conflicts and Korea -- Pneumatic Valves," RSCAS Working Papers 2020/82, European University Institute.
  76. Sanghoon Lee & Seung Jung Lee & Jeffrey Lin, 2020. "The Well-Being of Nations: Estimating Welfare from International Migration," Working Papers 19-33, Federal Reserve Bank of Philadelphia.
  77. Enrico Berkes & Olivier Deschênes & Ruben Gaetani & Jeffrey Lin & Christopher Severen, 2020. "Lockdowns and Innovation: Evidence from the 1918 Flu Pandemic," Working Papers 20-46, Federal Reserve Bank of Philadelphia.
  78. Jeffrey Lin & Ferdinand Rauch, 2020. "What Future for History Dependence in Spatial Economics?," Working Papers 20-47, Federal Reserve Bank of Philadelphia.
  79. Jaedo Choi & Jin Seo Cho & Hyungsik Roger Moon, 2020. "Sequentially Estimating the Structural Equation by Power Transformation," Working papers 2020rwp-162, Yonsei University, Yonsei Economics Research Institute.
  80. Lijuan Huo & Jin Seo Cho, 2020. "Sequentially Estimating Approximate Conditional Mean Using the Extreme Learning Machine," Working papers 2020rwp-180, Yonsei University, Yonsei Economics Research Institute.
  81. Breig, Zachary & Gibson, Matthew & Shrader, Jeffrey G., 2020. "Why Do We Procrastinate? Present Bias and Optimism," IZA Discussion Papers 13060, Institute of Labor Economics (IZA).
  82. Gibson, Matthew & Mullins, Jamie, 2020. "Climate Risk and Beliefs in New York Floodplains," IZA Discussion Papers 13553, Institute of Labor Economics (IZA).
  83. Paul-Emmanuel Anckaert & David Cassiman & Bruno Cassiman, 2020. "Fostering practice-oriented and use-inspired science in biomedical research," Post-Print halshs-02408884, HAL.
  84. Cebreros Alfonso & Salcedo Alejandrina & Chiquiar Daniel & Heffner-Rodríguez Aldo, 2020. "Trade Policy Uncertainty and its Effect on Foreign Direct Investment: Evidence from Mexico," Working Papers 2020-14, Banco de México.
  85. Joseph E. Aldy & Maximilian Auffhammer & Maureen Cropper & Arthur Fraas & Richard Morgenstern, 2020. "Looking Back at 50 Years of the Clean Air Act," NBER Working Papers 26687, National Bureau of Economic Research, Inc.
  86. Karthik Muralidharan & Mauricio Romero & Kaspar Wüthrich, 2020. "Factorial Designs, Model Selection, and (Incorrect) Inference in Randomized Experiments," CESifo Working Paper Series 8137, CESifo.
  87. Jungbin Hwang & Gonzalo Valdés, 2020. "Finite-sample Corrected Inference for Two-step GMM in Time Series," Working papers 2020-02, University of Connecticut, Department of Economics.
  88. Jungbin Hwang & Gonzalo Valdés, 2020. "Low Frequency Cointegrating Regression in the Presence of Local to Unity Regressors and Unknown Form of Serial Dependence," Working papers 2020-03, University of Connecticut, Department of Economics, revised Aug 2020.
  89. S. Nageeb Ali & Ayal Chen-Zion & Erik Lillethun, 2020. "Reselling Information," Papers 2004.01788, arXiv.org, revised Dec 2022.
  90. Stephie Fried & David Lagakos, 2020. "Electricity and Firm Productivity: A General-Equilibrium Approach," NBER Working Papers 27081, National Bureau of Economic Research, Inc.
  91. Titan Alon & Minki Kim & David Lagakos & Mitchell VanVuren, 2020. "How Should Policy Responses to the COVID-19 Pandemic Differ in the Developing World?," NBER Working Papers 27273, National Bureau of Economic Research, Inc.
  92. Ensieh Shojaeddini, 2020. "Heterogeneity in the Rebound Effect: Evidence from Efficient Lighting Subsidies," Working Papers 2020-07, Colorado School of Mines, Division of Economics and Business.
  93. Gelain, Paolo & Manganelli, Simone, 2020. "Monetary policy with judgment," Working Paper Series 2404, European Central Bank.
  94. Falconio, Andrea & Manganelli, Simone, 2020. "Financial conditions, business cycle fluctuations and growth at risk," Working Paper Series 2470, European Central Bank.
  95. Manganelli, Simone & Piras, Francesco & Agnoletti, Mauro, 2020. "Covid-19 and rural landscape: the case of Italy," Working Paper Series 2478, European Central Bank.
  96. Rajeev Darolia & Cory Koedel & Joyce B. Main & Felix Ndashimye & Junpeng Yan, 2020. "High School Course Access and Postsecondary STEM Enrollment and Attainment," Working Papers 2004, Department of Economics, University of Missouri.
  97. Cory Koedel & Eric Parsons, 2020. "The Effect of the Community Eligibility Provision on the Ability of Free and Reduced-Price Meal Data to Identify Disadvantaged Students," Working Papers 2005, Department of Economics, University of Missouri.
  98. Tae-Hwy Lee & Ekaterina Seregina, 2020. "Optimal Portfolio Using Factor Graphical Lasso," Papers 2011.00435, arXiv.org, revised Apr 2023.
  99. Tae-Hwy Lee & Ekaterina Seregina, 2020. "Learning from Forecast Errors: A New Approach to Forecast Combinations," Papers 2011.02077, arXiv.org, revised May 2021.
  100. Tong Fang & Tae-Hwy Lee & Zhi Su, 2020. "Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection," Working Papers 202009, University of California at Riverside, Department of Economics.
  101. Tae-Hwy Lee & Millie Yi Mao & Aman Ullah, 2020. "Estimation of High-Dimensional Dynamic Conditional Precision Matrices with an Application to Forecast Combination," Working Papers 202012, University of California at Riverside, Department of Economics.
  102. Tae-Hwy Lee & Millie Yi Mao & Aman Ullah, 2020. "Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility," Working Papers 202015, University of California at Riverside, Department of Economics.
  103. Jianghao Chu & Tae-Hwy Lee & Aman Ullah & Haifeng Xu, 2020. "Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference," Working Papers 202027, University of California at Riverside, Department of Economics.

2019

  1. Cristina Bellés-Obrero & Antonio Cabrales & Sergi Jiménez-Martín & Judit Vall-Castello, 2019. "Mothers’ Care: Reversing Early Childhood Health Shocks through Parental Investments," Working Papers 1068, Barcelona School of Economics.
  2. Cabrales, Antonio & Bellés-Obrero, Cristina & Jiménez-Martín, Sergi & Vall-Castello, Judit, 2019. "Mothers’ care: reversing early childhood health shocks through parental investments," CEPR Discussion Papers 13451, C.E.P.R. Discussion Papers.
  3. Cabrales, Antonio & Kendall, Ryan & Sánchez, Anxo, 2019. "Effective policies and social norms in the presence of driverless cars: Theory and experiment," CEPR Discussion Papers 13784, C.E.P.R. Discussion Papers.
  4. Ghazala Azmat & Manuel Bagues & Antonio Cabrales & Nagore Iriberri, 2019. "What you don't know...Can't hurt you? A natural field experiment on relative performance feedback in higher education," Post-Print hal-03574128, HAL.
  5. Youjin Hahn & Chulyoung Kim & Sang-Hyun Kim, 2019. "Endowment Effects in Proposal Right Contest," Working papers 2019rwp-156, Yonsei University, Yonsei Economics Research Institute.
  6. Massimo Guidolin & Manuela Pedio, 2019. "Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models," BAFFI CAREFIN Working Papers 19106, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  7. Roland Fuess & Massimo Guidolin & Christian Koeppel, 2019. "Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns," BAFFI CAREFIN Working Papers 19116, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  8. Massimo Guidolin & Manuela Pedio, 2019. "How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs," BAFFI CAREFIN Working Papers 19117, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  9. Massimo Guidolin & Manuela Pedio, 2019. "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," BAFFI CAREFIN Working Papers 19118, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  10. Massimo Guidolin & Manuela Pedio & Alessandra tosi, 2019. "Time-Varying Price Discovery in Sovereign Credit Markets," BAFFI CAREFIN Working Papers 19120, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  11. Massimo Guidolin & Francesco Melloni & Manuela Pedio, 2019. "A Markov Switching Cointegration Analysis of the CDS-Bond Basis Puzzle," BAFFI CAREFIN Working Papers 19121, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  12. Massimo Guidolin & Manuela Pedio & Milena Petrova, 2019. "The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis," BAFFI CAREFIN Working Papers 19122, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  13. Massimo Guidolin & Manuela Pedio, 2019. "Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models," Working Papers 639, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  14. Roland Füss & Massimo Guidolin & Christian Koeppel, 2019. "Sentiment Risk Premia In The Cross-Section of Global Equity," Working Papers on Finance 1913, University of St. Gallen, School of Finance, revised May 2020.
  15. Andrew J. Patton & Brian M. Weller, 2019. "Testing for Unobserved Heterogeneity via k-means Clustering," Papers 1907.07582, arXiv.org.
  16. Timo Dimitriadis & Andrew J. Patton & Patrick W. Schmidt, 2019. "Testing Forecast Rationality for Measures of Central Tendency," Papers 1910.12545, arXiv.org, revised Jun 2023.
  17. Stephie Fried & Kevin Novan & William B. Peterman, 2019. "The Green Dividend Dilemma: Carbon Dividends Versus Double-Dividends," FEDS Notes 2019-03-08, Board of Governors of the Federal Reserve System (U.S.).
  18. Stephie Fried & Kevin Novan & William Peterman, 2019. "The Macro Effects of Anticipating Climate Policy," 2019 Meeting Papers 683, Society for Economic Dynamics.
  19. Neville Francis & Michael T. Owyang & Daniel Soques, 2019. "Business Cycles Across Space and Time," Working Papers 2019-010, Federal Reserve Bank of St. Louis, revised 05 May 2021.
  20. Michael T. Owyang & Jeremy M. Piger & Daniel Soques, 2019. "Contagious Switching," Working Papers 2019-014, Federal Reserve Bank of St. Louis, revised 28 Feb 2021.
  21. Michael W. McCracken & Joseph McGillicuddy & Michael T. Owyang, 2019. "Binary Conditional Forecasts," Working Papers 2019-029, Federal Reserve Bank of St. Louis, revised Apr 2021.
  22. Laura E. Jackson & Christopher Otrok & Michael T. Owyang, 2019. "Tax Progressivity, Economic Booms, and Trickle-Up Economics," Working Papers 2019-034, Federal Reserve Bank of St. Louis, revised 06 Jun 2022.
  23. Isabel Cairó & Shigeru Fujita & Camilo Morales-Jimenez, 2019. "Elasticities of Labor Supply and Labor Force Participation Flows," Working Papers 19-3, Federal Reserve Bank of Philadelphia.
  24. James H. Stock & Mark W. Watson, 2019. "Slack and Cyclically Sensitive Inflation," NBER Working Papers 25987, National Bureau of Economic Research, Inc.
  25. Ulrich K. Müller & James H. Stock & Mark W. Watson, 2019. "An Econometric Model of International Long-run Growth Dynamics," NBER Working Papers 26593, National Bureau of Economic Research, Inc.
  26. Òscar Jordà & Fernanda Nechio, 2019. "Inflation Globally," Working Papers Central Bank of Chile 850, Central Bank of Chile.
  27. Taylor, Alan M. & Jordà , Òscar & Schularick, Moritz, 2019. "The Total Risk Premium Puzzle," CEPR Discussion Papers 13595, C.E.P.R. Discussion Papers.
  28. Taylor, Alan M. & Jordà , Òscar, 2019. "Riders on the Storm," CEPR Discussion Papers 13978, C.E.P.R. Discussion Papers.
  29. Ayala, Astrid & Blazsek, Szabolcs & Escribano, Álvaro, 2019. "Score-driven time series models with dynamic shape : an application to the Standard & Poor's 500 index," UC3M Working papers. Economics 28133, Universidad Carlos III de Madrid. Departamento de Economía.
  30. Aza, Claudia & Escribano, Álvaro, 2019. "Efectos de la digitalización y la productividad en la economía española : una comparación internacional," UC3M Working papers. Economics 28182, Universidad Carlos III de Madrid. Departamento de Economía.
  31. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2019. "Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate," UC3M Working papers. Economics 28451, Universidad Carlos III de Madrid. Departamento de Economía.
  32. Ayala, Astrid & Blazsek, Szabolcs & Escribano, Álvaro, 2019. "Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk," UC3M Working papers. Economics 28638, Universidad Carlos III de Madrid. Departamento de Economía.
  33. Escribano, Álvaro & Guasch, J. Luis & Pena, Jorge, 2019. "Investment Climate Effects on Alternative Firm-Level Productivity Measures," UC3M Working papers. Economics 28639, Universidad Carlos III de Madrid. Departamento de Economía.
  34. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2019. "Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production," UC3M Working papers. Economics 29030, Universidad Carlos III de Madrid. Departamento de Economía.
  35. Aza, Claudia & Escribano, Álvaro, 2019. "Transporte, infraestructura y crecimiento económico en España," UC3M Working papers. Economics 29294, Universidad Carlos III de Madrid. Departamento de Economía.
  36. Su, Liangjun & Miao, Ke & Jin, Sainan, 2019. "On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation," Economics and Statistics Working Papers 4-2019, Singapore Management University, School of Economics.
  37. Ke, Miao & Su, Liangjun & Wang, Wendun, 2019. "Panel threshold regressions with latent group structures," Economics and Statistics Working Papers 13-2019, Singapore Management University, School of Economics.
  38. Hong, Shengjie & Su, Liangjun & Wang, Yaqi, 2019. "Inference in partially identified panel data models with interactive fixed effects," Economics and Statistics Working Papers 14-2019, Singapore Management University, School of Economics.
  39. Alejandro Gaviria & Nicolás Valbuena & Alejandro Gregory, 2019. "Globalización y desigualdad: el caso del fútbol internacional," Documentos CEDE 17487, Universidad de los Andes, Facultad de Economía, CEDE.
  40. Bharat Chandar & Ali Hortacsu & John List & Ian Muir & Jeffrey Wooldridge, 2019. "Design and Analysis of Cluster-Randomized Field Experiments in Panel Data Settings," Natural Field Experiments 00681, The Field Experiments Website.
  41. David M. Kaplan, 2019. "Unbiased Estimation as a Public Good," Working Papers 1911, Department of Economics, University of Missouri.
  42. David M. Kaplan & Lonnie Hofmann, 2019. "High-order coverage of smoothed Bayesian bootstrap intervals for population quantiles," Working Papers 1914, Department of Economics, University of Missouri, revised 19 Sep 2020.
  43. Eric R. Sims & Jing Cynthia Wu, 2019. "Evaluating Central Banks' Tool Kit: Past, Present, and Future," NBER Working Papers 26040, National Bureau of Economic Research, Inc.
  44. Eric R. Sims & Jing Cynthia Wu, 2019. "The Four Equation New Keynesian Model," NBER Working Papers 26067, National Bureau of Economic Research, Inc.
  45. Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller, 2019. "Market-based monetary policy uncertainty," CESifo Working Paper Series 7621, CESifo.
  46. Kevin X. D. Huang & Munechika Katayama & Mototsugu Shintani & Takayuki Tsuruga, 2019. "Sticky-Wage Models and Knowledge Capital," ISER Discussion Paper 1046, Institute of Social and Economic Research, Osaka University.
  47. Kosuke Aoki & Hibiki Ichiue & Tatsushi Okuda, 2019. "Consumers' Price Beliefs, Central Bank Communication, and Inflation Dynamics," Bank of Japan Working Paper Series 19-E-14, Bank of Japan.
  48. Hibiki Ichiue & Maiko Koga & Tatsushi Okuda & Tatsuya Ozaki, 2019. "Households' Liquidity Constraint, Optimal Attention Allocation, and Inflation Expectations," Bank of Japan Working Paper Series 19-E-8, Bank of Japan.
  49. Bao H. Nguyen & Tatsuyoshi Okimoto & Trung Duc Tran, 2019. "Uncertainty and sign-dependent effects of oil market shocks," CAMA Working Papers 2019-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  50. HARADA Kimie & OKIMOTO Tatsuyoshi, 2019. "The BOJ's ETF Purchases and Its Effects on Nikkei 225 Stocks," Discussion papers 19014, Research Institute of Economy, Trade and Industry (RIETI).
  51. INOUE Tomoo & OKIMOTO Tatsuyoshi, 2019. "How Does Unconventional Monetary Policy Affect the Global Financial Markets?: Evaluating Policy Effects by Global VAR Models," Discussion papers 19031, Research Institute of Economy, Trade and Industry (RIETI).
  52. Bao H. NGUYEN & OKIMOTO Tatsuyoshi & Trung Duc TRAN, 2019. "Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks," Discussion papers 19042, Research Institute of Economy, Trade and Industry (RIETI).
  53. Naoko Hara & Ryuzo Miyao & Tatsuyoshi Okimoto, 2019. "The Effects of Asset Purchases and Normalization of US Monetary Policy," IMES Discussion Paper Series 19-E-16, Institute for Monetary and Economic Studies, Bank of Japan.
  54. SAKAI Koji & UESUGI Iichiro, 2019. "The Extent and Efficiency of Credit Reallocation during Economic Downturns," Discussion papers 19004, Research Institute of Economy, Trade and Industry (RIETI).
  55. MIYAKAWA Daisuke & SHIMIZU Chihiro & UESUGI Iichiro, 2019. "Geography and Realty Prices: Evidence from International Transaction-Level Data," Discussion papers 19011, Research Institute of Economy, Trade and Industry (RIETI).
  56. HOSONO Kaoru & MIYAKAWA Daisuke & ONO Arito & UCHIDA Hirofumi & UESUGI Iichiro, 2019. "Damage to the Transportation Infrastructure and Disruption of Inter-firm Transactional Relationships," Discussion papers 19043, Research Institute of Economy, Trade and Industry (RIETI).
  57. Guerino Ardizzi & Simone Emiliozzi & Juri Marcucci & Libero Monteforte, 2019. "News and consumer card payments," Temi di discussione (Economic working papers) 1233, Bank of Italy, Economic Research and International Relations Area.
  58. Hecq, Alain & Issler, João Victor & Telg, Sean, 2019. "Mixed causal-noncausal autoregressions with exogenous regressors," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 810, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  59. Issler, João Victor & Soares, Ana Flávia, 2019. "Central Bank credibility and inflation expectations: a microfounded forecasting approach," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 812, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  60. Li Chen & Jiti Gao & Farshid Vahid, 2019. "Global Temperatures and Greenhouse Gases: A Common Features Approach," Monash Econometrics and Business Statistics Working Papers 23/19, Monash University, Department of Econometrics and Business Statistics.
  61. Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2019. "Robust Bayesian Inference in Proxy SVARs," CeMMAP working papers CWP38/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  62. Raffaella Giacomini & Toru Kitagawa & Harald Uhlig, 2019. "Estimation Under Ambiguity," CeMMAP working papers CWP24/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  63. Andra C. Ghent, 2019. "What's Wrong with Pittsburgh? Delegated Investors and Liquidity Concentration," NBER Working Papers 25966, National Bureau of Economic Research, Inc.
  64. Yoici Arai & Taisuke Otsu & Myung Hwan Seo, 2019. "Causal inference on regression discontinuity designs by high-dimensional methods," STICERD - Econometrics Paper Series 601, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  65. Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2019. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP10/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  66. Liang Chen & Juan Jose Dolado & Jesus Gonzalo, 2019. "Quantile Factor Models," Papers 1911.02173, arXiv.org, revised Sep 2020.
  67. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2019. "Predictive Regressions," UC3M Working papers. Economics 28554, Universidad Carlos III de Madrid. Departamento de Economía.
  68. Jeffrey Brinkman & Jeffrey Lin, 2019. "Freeway Revolts!," Working Papers 19-29, Federal Reserve Bank of Philadelphia.
  69. Dakyung Seong & Jin Seo Cho & Timo Teräsvirta, 2019. "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," CREATES Research Papers 2019-17, Department of Economics and Business Economics, Aarhus University.
  70. Lijuan Huo & Jin Seo Cho, 2019. "Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates," Working papers 2019rwp-152, Yonsei University, Yonsei Economics Research Institute.
  71. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019. "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers 2019rwp-153, Yonsei University, Yonsei Economics Research Institute.
  72. Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin, 2019. "Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model," Working papers 2019rwp-154, Yonsei University, Yonsei Economics Research Institute.
  73. Garg, Teevrat & Gibson, Matthew & Sun, Fanglin, 2019. "Extreme Temperatures and Time-Use in China," IZA Discussion Papers 12372, Institute of Labor Economics (IZA).
  74. Matthew Gibson & Jamie T. Mullins & Alison Hill, 2019. "Climate Risk and Beliefs: Evidence from New York Floodplains," Department of Economics Working Papers 2019-02, Department of Economics, Williams College.
  75. Chiquiar Daniel & Tobal Martín, 2019. "Global Value Chains in Mexico: A Historical Perspective," Working Papers 2019-06, Banco de México.
  76. Chiquiar Daniel & Ibarra-Ramírez Raúl, 2019. "Central Bank Independence and Inflation: An Empirical Analysis," Working Papers 2019-18, Banco de México.
  77. Ingvild Almås & Maximilian Auffhammer & Tessa Bold & Ian Bolliger & Aluma Dembo & Solomon M. Hsiang & Shuhei Kitamura & Edward Miguel & Robert Pickmans, 2019. "Destructive Behavior, Judgment, and Economic Decision-making under Thermal Stress," NBER Working Papers 25785, National Bureau of Economic Research, Inc.
  78. Mauricio Romero & Justin Sandefur, 2019. "Beyond Short-term Learning Gains: The Impact of Outsourcing Schools in Liberia after Three Years," Working Papers 521, Center for Global Development.
  79. Romero, M & Saavedra, S, 2019. "Communal Property Rights and Deforestation," Documentos de Trabajo 17508, Universidad del Rosario.
  80. Saavedra, S & Romero, M, 2019. "Local Incentives and National Tax Evasion: Unintended Effects of a Mining Royalties Reform in Colombia," Documentos de Trabajo 17529, Universidad del Rosario.
  81. Isaac Mbiti & Mauricio Romero & Youdi Schipper, 2019. "Designing Effective Teacher Performance Pay Programs: Experimental Evidence from Tanzania," NBER Working Papers 25903, National Bureau of Economic Research, Inc.
  82. Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Papers 1908.07821, arXiv.org, revised May 2020.
  83. Ayal Y. Chen-Zion & James E. Rauch, 2019. "History Dependence, Cohort Attachment, and Job Referrals in Networks of Close Relationships," NBER Working Papers 26358, National Bureau of Economic Research, Inc.
  84. Suyong Song & Stephen S. Baek, 2019. "Shape Matters: Evidence from Machine Learning on Body Shape-Income Relationship," Papers 1906.06747, arXiv.org.
  85. Iriberri, Nagore & Rey Biel, Pedro, 2019. "Brave Boys and Play-it-Safe Girls: Gender Differences in Willingness to Guess in a Large Scale Natural Field Experiment," CEPR Discussion Papers 13541, C.E.P.R. Discussion Papers.
  86. Iriberri, Nagore & Card, David & DellaVigna, Stefano & Funk, Patricia, 2019. "Are Referees and Editors in Economics Gender Neutral?," CEPR Discussion Papers 13789, C.E.P.R. Discussion Papers.
  87. Iriberri, Nagore & García-Pola, Bernardo, 2019. "Naivete and Sophistication in Initial and Repeated Play in Games," CEPR Discussion Papers 14088, C.E.P.R. Discussion Papers.
  88. James Andreoni & Michael A. Kuhn & John A. List & Anya Samek & Kevin Sokal & Charles Sprenger, 2019. "Toward an Understanding of the Development of Time Preferences: Evidence from Field Experiments," NBER Working Papers 25590, National Bureau of Economic Research, Inc.
  89. Ben Gilbert & Jacob LaRiviere & Kevin Novan, 2019. "Additionality, Mistakes, and Energy Efficiency Investment," Working Papers 2019-01, Colorado School of Mines, Division of Economics and Business.
  90. Carol Dahl & Ben Gilbert & Ian Lange, 2019. "Prospects for Mining Asteroids: Into this World or Out of the Question," Working Papers 2019-03, Colorado School of Mines, Division of Economics and Business, revised Jan 2021.
  91. Brittany Tarufelli & Ben Gilbert, 2019. "Leakage in Regional Climate Policy? Implications of Electricity Market Design," Working Papers 2019-07, Colorado School of Mines, Division of Economics and Business, revised Dec 2021.
  92. Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2019. "Constraint Qualifications in Partial Identification," Papers 1908.09103, arXiv.org, revised Apr 2021.
  93. Hiroaki Kaido & Yi Zhang, 2019. "Robust Likelihood Ratio Tests for Incomplete Economic Models," Papers 1910.04610, arXiv.org, revised Dec 2019.
  94. Simone Manganelli, 2019. "Deciding with Judgment," Papers 1903.06980, arXiv.org.
  95. Chavleishvili, Sulkhan & Manganelli, Simone, 2019. "Forecasting and stress testing with quantile vector autoregression," Working Paper Series 2330, European Central Bank.
  96. Dan Goldhaber & Cory Koedel, 2019. "Public Accountability and Nudges: The Effect of an Information Intervention on the Responsiveness of Teacher Education Programs to External Ratings," Working Papers 1902, Department of Economics, University of Missouri.
  97. Dongwoo Kim & Cory Koedel & P. Brett Xiang, 2019. "The Trade-off Between Pension Costs and Salary Expenditures in the Public Sector," Working Papers 1913, Department of Economics, University of Missouri.
  98. Diyi Li & Cheng Qian & Cory Koedel, 2019. "Non-Resident Postsecondary Enrollment Growth and the Outcomes of In-State Students," Working Papers 1916, Department of Economics, University of Missouri.
  99. Tae-Hwy Lee & Jianghao Chu & Aman Ullah & Ran Wang, 2019. "Boosting," Working Papers 201917, University of California at Riverside, Department of Economics.
  100. Tae-Hwy Lee & Aman Ullah & Ran Wang, 2019. "Bootstrap Aggregating and Random Forest," Working Papers 201918, University of California at Riverside, Department of Economics.
  101. Graham Elliott & Nikolay Kudrin & Kaspar Wuthrich, 2019. "Detecting p-hacking," Papers 1906.06711, arXiv.org, revised May 2021.

2018

  1. Cabrales, Antonio & Drouvelis, Michalis & Gurguc, Zeynep & Ray, Indrajit, 2018. "Do we need to listen to all stakeholders?: communicating in a coordination game with private information," Cardiff Economics Working Papers E2018/23, Cardiff University, Cardiff Business School, Economics Section.
  2. Antonio Cabrales & Francesco Feri & Piero Gottardi & Miguel A. Meléndez-Jiménez, 2018. "Can there be a Market for Cheap-Talk Information? An Experimental Investigation," CESifo Working Paper Series 6975, CESifo.
  3. Pablo Brañas-Garza & Antonio Cabrales & Guillermo Mateu & Angel Sanchez & Angela Sutan, 2018. "Does Pre-Play Social Interaction Improve Negotiation Outcomes?," CESifo Working Paper Series 7439, CESifo.
  4. Güell, Maia & Madera, Rocío & Viola, Analía, 2018. "Income contingent university loans: policy design and an application to Spain," CEPR Discussion Papers 13038, C.E.P.R. Discussion Papers.
  5. Samuel Bentolila & Antonio Cabrales & Marcel Jansen, 2018. "El impacto de la FP dual sobre la inserción laboral de los jóvenes: Evidencia para la Comunidad de Madrid," Studies on the Spanish Economy eee2018-20, FEDEA.
  6. Facundo Albornoz & Antonio Cabrales & Paula Calvo & Esther Hauk, 2018. "Immigrant children's school performance and immigration costs: Evidence from Spain," Discussion Papers 2018-06, University of Nottingham, GEP.
  7. Zenou, Yves & Hahn, Youjin & Islam, Asad & Patacchini, Eleonora, 2018. "Friendship and Female Education: Evidence from a Field Experiment in Bangladeshi Primary Schools," CEPR Discussion Papers 13221, C.E.P.R. Discussion Papers.
  8. Alexander Berglund & Massimo Guidolin & Manuela Pedio, 2018. "Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas?," BAFFI CAREFIN Working Papers 1884, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  9. Massimo Guidolin & Erwin Hansen & Martín Lozano-Banda, 2018. "Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment," BAFFI CAREFIN Working Papers 1885, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  10. Massimo Guidolin & Manuela Pedio, 2018. "Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors," BAFFI CAREFIN Working Papers 1886, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  11. Massimo Guidolin & Alexei G. Orlov, 2018. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers 1887, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  12. Massimo Guidolin & Andrea Ricci, 2018. "Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence," BAFFI CAREFIN Working Papers 1888, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  13. Daniele Bianchi & Monica Billio & Roberto Casarin & Massimo Guidolin, 2018. "Modeling Systemic Risk with Markov Switching Graphical SUR Models," Working Papers 626, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  14. Pedersen, Lasse Heje & Bollerslev, Tim & Hood, Benjamin & Huss, John, 2018. "Risk Everywhere: Modeling and Managing Volatility," CEPR Discussion Papers 12687, C.E.P.R. Discussion Papers.
  15. William B. Peterman & Erick Sager, 2018. "Optimal Public Debt with Life Cycle Motives," Economic Working Papers 507, Bureau of Labor Statistics.
  16. Laura E. Jackson & Kevin L. Kliesen & Michael T. Owyang, 2018. "The Nonlinear Effects of Uncertainty Shocks," Working Papers 2018-035, Federal Reserve Bank of St. Louis.
  17. Laura Coroneo & Laura E. Jackson & Michael T. Owyang, 2018. "International Stock Comovements with Endogenous Clusters," Working Papers 2018-038, Federal Reserve Bank of St. Louis, revised 27 Mar 2020.
  18. , 2018. "The Road to Cyberinfrastructure at the Federal Reserve Bank of Kansas City," Technical Briefings TB 18-02, Federal Reserve Bank of Kansas City.
  19. James H. Stock & Mark W. Watson, 2018. "Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments," NBER Working Papers 24216, National Bureau of Economic Research, Inc.
  20. Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M. Taylor, 2018. "The Rate of Return on Everything, 1870-2015," CESifo Working Paper Series 6899, CESifo.
  21. Taylor, Alan M. & Jordà , Òscar & Schularick, Moritz & Ward, Felix, 2018. "Global financial cycles and risk premiums," CEPR Discussion Papers 12969, C.E.P.R. Discussion Papers.
  22. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2018. "Seasonal quasi-vector autoregressive models for macroeconomic data," UC3M Working papers. Economics 26316, Universidad Carlos III de Madrid. Departamento de Economía.
  23. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2018. "Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models," UC3M Working papers. Economics 27483, Universidad Carlos III de Madrid. Departamento de Economía.
  24. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2018. "Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada," UC3M Working papers. Economics 27484, Universidad Carlos III de Madrid. Departamento de Economía.
  25. Ma, Shujie & Lan, Wei & Su, Liangjun & Tsai, Chih-Ling, 2018. "Testing Alphas in Conditional Time-Varying Factor Models with High Dimensional Assets," Economics and Statistics Working Papers 9-2018, Singapore Management University, School of Economics.
  26. Lu, Xun & Miao, Ke & Su, Liangjun, 2018. "Determination of Different Types of Fixed Effects in Three-Dimensional Panels," Economics and Statistics Working Papers 10-2018, Singapore Management University, School of Economics.
  27. Wang, Wuyi & Phillips, Peter C.B. & Su, Liangjun, 2018. "The Heterogeneous Effects of the Minimum Wage on Employment Across States," Economics and Statistics Working Papers 11-2018, Singapore Management University, School of Economics.
  28. Huang, Wenxin & Jin, Sainan & Su, Liangjun, 2018. "Identifying Latent Grouped Patterns in Cointegrated Panels," Economics and Statistics Working Papers 3-2019, Singapore Management University, School of Economics.
  29. Cuicui Lu & Weining Wang & Jeffrey M. Wooldridge, 2018. "Using generalized estimating equations to estimate nonlinear models with spatial data," Papers 1810.05855, arXiv.org.
  30. Michele Dell'Era & Luca David Opromolla & Luís Santos-Pinto, 2018. "A General Equilibrium Theory of Occupational Choice under Optimistic Beliefs about Entrepreneurial Ability," CESifo Working Paper Series 7300, CESifo.
  31. Adrian Bruhin & Maha Manai & Luis Santos-Pinto, 2018. "Risk and Rationality:The Relative Importance of Probability Weighting and Choice Set Dependence," Cahiers de Recherches Economiques du Département d'économie 18.04, Université de Lausanne, Faculté des HEC, Département d’économie.
  32. Yi Fan & Diana Weinhold, 2018. "Urban and Regional Analysis," ERES eres2018_79, European Real Estate Society (ERES).
  33. Fricke, Hans & Grogger, Jeffrey & Steinmayr, Andreas, 2018. "Exposure to academic fields and college major choice," Munich Reprints in Economics 62821, University of Munich, Department of Economics.
  34. Bocar Ba & Jeffrey Grogger, 2018. "The Introduction of Tasers and Police Use of Force: Evidence from the Chicago Police Department," NBER Working Papers 24202, National Bureau of Economic Research, Inc.
  35. Ana Arencibia Pareja & Ana Gómez Loscos & Mercedes de Luis López & Gabriel Pérez Quirós, 2018. "A short-term forecasting model for the Spanish economy: GDP and its demand components," Occasional Papers 1801, Banco de España.
  36. Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018. "The rise and fall of the natural interest rate," Working Papers 1822, Banco de España.
  37. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.
  38. Zenou, Yves & Islam, Asad & Pakrashi, Debayan & Wang, Liang Choon, 2018. "Determining the Extent of Statistical Discrimination: Evidence from a field experiment in India," CEPR Discussion Papers 12955, C.E.P.R. Discussion Papers.
  39. David M. Kaplan & Longhao Zhuo, 2018. "Comparing latent inequality with ordinal data," Working Papers 1816, Department of Economics, University of Missouri, revised Feb 2019.
  40. Dora Xia & Jing Cynthia Wu, 2018. "The negative interest rate policy and the yield curve," BIS Working Papers 703, Bank for International Settlements.
  41. Jing Cynthia Wu & Ji Zhang, 2018. "Global Effective Lower Bound and Unconventional Monetary Policy," NBER Working Papers 24714, National Bureau of Economic Research, Inc.
  42. Bryan Kelly & Seth Pruitt & Yinan Su, 2018. "Characteristics Are Covariances: A Unified Model of Risk and Return," NBER Working Papers 24540, National Bureau of Economic Research, Inc.
  43. Seth Pruitt & Nicholas Turner, 2018. "The Nature of Household Labor Income Risk," Finance and Economics Discussion Series 2018-034, Board of Governors of the Federal Reserve System (U.S.).
  44. Hibiki Ichiue & Yoichi Ueno, 2018. "A Survey-based Shadow Rate and Unconventional Monetary Policy Effects," IMES Discussion Paper Series 18-E-05, Institute for Monetary and Economic Studies, Bank of Japan.
  45. OKIMOTO Tatsuyoshi, 2018. "Trend Inflation and Monetary Policy Regimes in Japan," Discussion papers 18024, Research Institute of Economy, Trade and Industry (RIETI).
  46. UESUGI Iichiro & HOSONO Kaoru & MIYAKAWA Daisuke & ONO Arito & UCHIDA Hirofumi, 2018. "Reallocation of Tangible Assets and Productivity," Discussion papers 18048, Research Institute of Economy, Trade and Industry (RIETI).
  47. Stephanie E. Curcuru & Steven B. Kamin & Canlin Li & Marius del Giudice Rodriguez, 2018. "International Spillovers of Monetary Policy : Conventional Policy vs. Quantitative Easing," International Finance Discussion Papers 1234, Board of Governors of the Federal Reserve System (U.S.).
  48. Wagner Piazza Gaglianone & Raffaella Giacomini & João Victor Issler & Vasiliki Skreta, 2018. "Incentive-driven Inattention," Working Papers Series 485, Central Bank of Brazil, Research Department.
  49. Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2018. "Prediction Regions for Interval-valued Time Series," Working Papers 201817, University of California at Riverside, Department of Economics.
  50. González-Rivera, Gloria & Ruiz Ortega, Esther & Maldonado, Javier, 2018. "Growth in Stress," DES - Working Papers. Statistics and Econometrics. WS 26623, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Gloria Gonzalez-Rivera & Esther Ruiz & Javier Vicente, 2018. "Growth in Stress," Working Papers 201805, University of California at Riverside, Department of Economics.
  51. Javier Turen & Raffaella Giacomini & Vasiliki Skreta, 2018. "Models, Inattention and Bayesian Updates," Documentos de Trabajo 515, Instituto de Economia. Pontificia Universidad Católica de Chile..
  52. Laurent Ferrara & Menzie Chinn & Raffaella Giacomini, 2018. "Impact of uncertainty shocks on the global economy," Post-Print hal-01635944, HAL.
  53. Raffaella Giacomini & Toru Kitagawa, 2018. "Robust Bayesian inference for set-identified models," CeMMAP working papers CWP61/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  54. Jin Seo Cho & Jin Seok Park & Sang Woo Park, 2018. "Testing for the Conditional Geometric Mixture Distribution," Working papers 2018rwp-123, Yonsei University, Yonsei Economics Research Institute.
  55. Maximilian Auffhammer & Edward Rubin, 2018. "Natural Gas Price Elasticities and Optimal Cost Recovery Under Consumer Heterogeneity: Evidence from 300 million natural gas bills," NBER Working Papers 24295, National Bureau of Economic Research, Inc.
  56. Maximilian Auffhammer, 2018. "Climate Adaptive Response Estimation: Short And Long Run Impacts Of Climate Change On Residential Electricity and Natural Gas Consumption Using Big Data," NBER Working Papers 24397, National Bureau of Economic Research, Inc.
  57. Isaac Mbiti & Karthik Muralidharan & Mauricio Romero & Youdi Schipper & Constantine Manda & Rakesh Rajani, 2018. "Inputs, Incentives, and Complementarities in Education: Experimental Evidence from Tanzania," NBER Working Papers 24876, National Bureau of Economic Research, Inc.
  58. Ioana Marinescu & Nadav Klein & Andrew Chamberlain & Morgan Smart, 2018. "Incentives Can Reduce Bias in Online Reviews," Working Papers id:12575, eSocialSciences.
  59. Metin M. Cosgel & Jungbin Hwang & Thomas J. Miceli & Sadullah Yıldırım, 2018. "Religiosity: Identifying the Effect of Pluralism," Working papers 2018-19, University of Connecticut, Department of Economics.
  60. Ying Feng & David Lagakos & James E. Rauch, 2018. "Unemployment and Development," CESifo Working Paper Series 7311, CESifo.
  61. James Andreoni & Christina Gravert & Michael A. Kuhn & Silvia Saccardo & Yang Yang, 2018. "Arbitrage Or Narrow Bracketing? On Using Money to Measure Intertemporal Preferences," NBER Working Papers 25232, National Bureau of Economic Research, Inc.
  62. Eskander, Shaikh M.S.U. & Barbier, Edward B. & Gilbert, Ben, 2018. "Fishing and non-fishing income decisions: the role of human capital and family structure," LSE Research Online Documents on Economics 74318, London School of Economics and Political Science, LSE Library.
  63. Dayana Zhappassova & Ben Gilbert & Linda Thunstrom, 2018. "Energy efficiency, green technology and the pain of paying," Working Papers 2018-03, Colorado School of Mines, Division of Economics and Business.
  64. Ben Gilbert & Gavin Roberts, 2018. "Supply-side links in oil and gas markets," Working Papers 2018-04, Colorado School of Mines, Division of Economics and Business.
  65. Ben Gilbert & Joshua S. Graff Zivin, 2018. "Dynamic corrective taxes with time-varying salience," Working Papers 2018-05, Colorado School of Mines, Division of Economics and Business.
  66. Hiroaki Kaido & Jiaxuan Li & Marc Rysman, 2018. "Moment Inequalities in the Context of Simulated and Predicted Variables," Papers 1804.03674, arXiv.org.
  67. Hiroaki Kaido & Kaspar Wuthrich, 2018. "Decentralization Estimators for Instrumental Variable Quantile Regression Models," Papers 1812.10925, arXiv.org, revised Sep 2020.
  68. Manganelli, Simone, 2018. "Selecting models with judgment," Working Paper Series 2188, European Central Bank.
  69. Cory Koedel & Jiaxi Li & Matthew G. Springer & Li Tan, 2018. "Teacher Performance Ratings and Professional Improvement," Working Papers 1808, Department of Economics, University of Missouri.
  70. Eric Parsons & Cory Koedel & Li Tan, 2018. "Accounting for Student Disadvantage in Value-Added Models," Working Papers 1813, Department of Economics, University of Missouri.
  71. Tae-Hwy Lee & Eric Hillebrand & Huiyu Huang & Canlin Li, 2018. "Using the Entire Yield Curve in Forecasting Output and Inflation," Working Papers 201903, University of California at Riverside, Department of Economics.
  72. Tae-Hwy Lee & Yiyao Wang, 2018. "Evaluation of the Survey of Professional Forecasters in the Greenbook’s Loss Function," Working Papers 201904, University of California at Riverside, Department of Economics.
  73. Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018. "Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects," Working Papers 201905, University of California at Riverside, Department of Economics.
  74. Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018. "A Combined Random Effect and Fixed Effect Forecast for Panel Data Models," Working Papers 201906, University of California at Riverside, Department of Economics.
  75. Tae-Hwy Lee & Jianghao Chu & Aman Ullah, 2018. "Component-wise AdaBoost Algorithms for High-dimensional Binary Classi fication and Class Probability Prediction," Working Papers 201907, University of California at Riverside, Department of Economics.
  76. Tae-Hwy Lee & Jianghao Chu & Aman Ullah, 2018. "Variable Selection in Sparse Semiparametric Single Index Models," Working Papers 201908, University of California at Riverside, Department of Economics.
  77. Tae-Hwy Lee & Yundong Tu, 2018. "Forecasting Using Supervised Factor Models," Working Papers 201909, University of California at Riverside, Department of Economics.
  78. Tae-Hwy Lee & Aman Ullah & He Wang, 2018. "The Second-order Asymptotic Properties of Asymmetric Least Squares Estimation," Working Papers 201910, University of California at Riverside, Department of Economics.
  79. Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018. "Combined Estimation of Semiparametric Panel Data Models," Working Papers 201915, University of California at Riverside, Department of Economics.
  80. Nelson Lind & Natalia Ramondo, 2018. "Trade with Correlation," NBER Working Papers 24380, National Bureau of Economic Research, Inc.
  81. Nelson Lind & Natalia Ramondo, 2018. "Innovation, Knowledge Diffusion, and Globalization," NBER Working Papers 25071, National Bureau of Economic Research, Inc.
  82. Myungkyu Shim & Hee-Seung Yang & Seohyun Lee, 2018. "Technological Progress and Youth Employment (in Korean)," Working Papers 2018-31, Economic Research Institute, Bank of Korea.

2017

  1. Facundo Albornoz & Antonio Cabrales & Esther Hauk, 2017. "Occupational Choice with Endogenous Spillovers," Working Papers 972, Barcelona School of Economics.
  2. Antonio Cabrales & Michalis Drouvelis & Zeynep Gurguy & Indrajit Ray, 2017. "Transparency is Overrated: Communicating in a Coordination Game with Private Information," CESifo Working Paper Series 6781, CESifo.
  3. Antonio Cabrales & Antonio M. Espín & Praveen Kujal & Stephen Rassenti, 2017. "Humans’ (incorrect) distrust of reflective decisions," Working Papers 17-05, Chapman University, Economic Science Institute.
  4. Rassenti, Stephen & Espin, Antonio M. & Kujal, Praveen, 2017. "Humans’ (incorrect) distrust of reflective decisions," CEPR Discussion Papers 11949, C.E.P.R. Discussion Papers.
  5. Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2017. "A normalized value for information purchases," Working Papers 2017-51, Center for Research in Economics and Statistics.
  6. Brindusa Anghel & Antonio Cabrales & Maia Güell & Analía Viola, 2017. "Un análisis de modelos para financiar la educación terciaria: descripción y evaluación de impacto," Working Papers 2017-09, FEDEA.
  7. Vitor Trindade, 2017. "Openness and Productivity: a Model of Firm-Owners' Effort, with an Illustration from Mexican Microenterprises," Working Papers 1706, Department of Economics, University of Missouri.
  8. Hahn, Youjin & Islam, Asadul & Patacchini, Eleonora & Zenou, Yves, 2017. "Do Friendship Networks Improve Female Education?," IZA Discussion Papers 10674, Institute of Labor Economics (IZA).
  9. Massimo Guidolin & Francesco Chincoli, 2017. "Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence," BAFFI CAREFIN Working Papers 1754, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  10. Elvira Caloiero & Massimo Guidolin, 2017. "Volatility as an Alternative asset Class: Does It Improve Portfolio Performance?," BAFFI CAREFIN Working Papers 1763, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  11. Marta Giampietro & Massimo Guidolin & Manuela Pedio, 2017. "Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing," Working Papers 614, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  12. Andrew J. Patton & Johanna F. Ziegel & Rui Chen, 2017. "Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk)," Papers 1707.05108, arXiv.org.
  13. David B. Cashin & Jamie Lenney & Byron F. Lutz & William B. Peterman, 2017. "Fiscal Policy and Aggregate Demand in the U.S. Before, During and Following the Great Recession," Finance and Economics Discussion Series 2017-061, Board of Governors of the Federal Reserve System (U.S.).
  14. Laura E. Jackson & Michael T. Owyang & Sarah Zubairy, 2017. "Debt and Stabilization Policy: Evidence from a Euro Area FAVAR," Working Papers 2017-22, Federal Reserve Bank of St. Louis.
  15. John G. Fernald & Robert E. Hall & James H. Stock & Mark W. Watson, 2017. "The Disappointing Recovery of Output after 2009," Working Paper Series 2017-14, Federal Reserve Bank of San Francisco.
  16. Ulrich K. Müller & Mark W. Watson, 2017. "Long-Run Covariability," NBER Working Papers 23186, National Bureau of Economic Research, Inc.
  17. Robert Hall & Mark Watson & James Stock & John Fernald, 2017. "The Slow Recovery in Output after 2009," 2017 Meeting Papers 610, Society for Economic Dynamics.
  18. Taylor, Alan M. & Schularick, Moritz & Jordà , Òscar, 2017. "The effects of quasi-random monetary experiments," CEPR Discussion Papers 11801, C.E.P.R. Discussion Papers.
  19. Taylor, Alan M. & Jordà , Òscar & Richter, Björn & Schularick, Moritz, 2017. "Bank Capital Redux: Solvency, Liquidity, and Crisis," CEPR Discussion Papers 11934, C.E.P.R. Discussion Papers.
  20. Escribano, Álvaro & Torrado, María, 2017. "Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market," UC3M Working papers. Economics 24984, Universidad Carlos III de Madrid. Departamento de Economía.
  21. Ayala, Astrid & Blazsek, Szabolcs & Escribano, Álvaro, 2017. "Dynamic conditional score models with time-varying location, scale and shape parameters," UC3M Working papers. Economics 25043, Universidad Carlos III de Madrid. Departamento de Economía.
  22. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2017. "Score-driven non-linear multivariate dynamic location models," UC3M Working papers. Economics 25739, Universidad Carlos III de Madrid. Departamento de Economía.
  23. Daniel J. Henderson & Christopher F. Parmeter & Liangjun Su, 2017. "M-Estimation of a Nonparametric Threshold Regression Model," Working Papers 2017-15, University of Miami, Department of Economics.
  24. Su, Liangjun & Ura, Takuya & Zhang, Yichong, 2017. "Non-separable Models with High-dimensional Data," Economics and Statistics Working Papers 15-2017, Singapore Management University, School of Economics.
  25. Su, Liangjun & Wang, Wuyi & Zhang, Yichong, 2017. "Strong Consistency of Spectral Clustering for Stochastic Block Models," Economics and Statistics Working Papers 16-2017, Singapore Management University, School of Economics.
  26. Wang, Wuyi & Su, Liangjun, 2017. "Identifying Latent Group Structures in Nonlinear Panels," Economics and Statistics Working Papers 19-2017, Singapore Management University, School of Economics.
  27. Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2017. "Sampling-based vs. Design-based Uncertainty in Regression Analysis," Papers 1706.01778, arXiv.org, revised Jun 2019.
  28. Alberto Abadie & Susan Athey & Guido Imbens & Jeffrey Wooldridge, 2017. "When Should You Adjust Standard Errors for Clustering?," Papers 1710.02926, arXiv.org, revised Sep 2022.
  29. Richard Bishop & Kevin Boyle & Richard Carson & David Chapman & Matthew DeBell & Colleen Donovan & W. Michael Hanemann & Barbara Kanninen & Matthew Konopka & Raymond Kopp & Jon Krosnick & John List & , 2017. "Putting a value on injuries to natural assets: The BP Oil Spill," Natural Field Experiments 00610, The Field Experiments Website.
  30. FOSCHI, Matteo; SANTOS-PINTO, Luís Pedro, 2017. "Subjective Performance Evaluation of Employees with Biased Beliefs," Economics Working Papers ECO 2017/08, European University Institute.
  31. Andersen, Lykke E. & Groom, Ben & Killick, Evan & Ledezma, Juan Carlos & Palmer, Charles & Weinhold, Diana, 2017. "Modelling land use, deforestation, and policy: a hybrid optimisation-heterogeneous agent model with application to the Bolivian Amazon," LSE Research Online Documents on Economics 69004, London School of Economics and Political Science, LSE Library.
  32. Brian Duncan & Jeffrey Grogger & Ana Sofia Leon & Stephen J. Trejo, 2017. "New Evidence of Generational Progress for Mexican Americans," Working Papers 2017-089, Human Capital and Economic Opportunity Working Group.
  33. María Dolores Gadea & Ana Gómez-Loscos & Gabriel Pérez-Quirós, 2017. "Dissecting US recoveries," Working Papers 1708, Banco de España.
  34. Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2017. "Smoothed GMM for quantile models," Papers 1707.03436, arXiv.org, revised Feb 2018.
  35. Matt Goldman & David M. Kaplan, 2017. "Comparing distributions by multiple testing across quantiles or CDF values," Papers 1708.04658, arXiv.org.
  36. Luciano de Castro & Antonio F. Galvao & David M. Kaplan, 2017. "Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations," Working Papers 1710, Department of Economics, University of Missouri, revised 28 Feb 2018.
  37. Michael D. Bauer & Glenn D. Rudebusch, 2017. "Interest Rates Under Falling Stars," CESifo Working Paper Series 6571, CESifo.
  38. Munechika Katayama & Kwang Hwan Kim, 2017. "Uncertainty Shocks and the Relative Price of Investment Goods," Discussion papers e-16-015, Graduate School of Economics , Kyoto University.
  39. Kevin x.d. Huang & Munechika Katayama & Mototsugu Shintani & Takayuki Tsuruga, 2017. "Sticky-Wage Models and Knowledge Capital: A Note," Vanderbilt University Department of Economics Working Papers 17-00006, Vanderbilt University Department of Economics.
  40. INOUE Tomoo & OKIMOTO Tatsuyoshi, 2017. "Measuring the Effects of Commodity Price Shocks on Asian Economies," Discussion papers 17009, Research Institute of Economy, Trade and Industry (RIETI).
  41. MIYAO Ryuzo & OKIMOTO Tatsuyoshi, 2017. "The Macroeconomic Effects of Japan's Unconventional Monetary Policies," Discussion papers 17065, Research Institute of Economy, Trade and Industry (RIETI).
  42. Bao H. NGUYEN & OKIMOTO Tatsuyoshi, 2017. "Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity," Discussion papers 17102, Research Institute of Economy, Trade and Industry (RIETI).
  43. OKIMOTO Tatsuyoshi & TAKAOKA Sumiko, 2017. "No-arbitrage Determinants of Japanese Government Bond Yield and Credit Spread Curves," Discussion papers 17104, Research Institute of Economy, Trade and Industry (RIETI).
  44. UCHIDA Hirofumi & UESUGI Iichiro & IWAKI Hiromichi, 2017. "Adverse Selection versus Moral Hazard in Financial Contracting: Evidence from collateralized and non-collateralized loans," Discussion papers 17058, Research Institute of Economy, Trade and Industry (RIETI).
  45. ONO Arito & SUZUKI Katsushi & UESUGI Iichiro, 2017. "When Japanese Banks Become Pure Creditors: Effects of declining shareholding by banks on bank lending and firms' risk taking," Discussion papers 17079, Research Institute of Economy, Trade and Industry (RIETI).
  46. UESUGI Iichiro & NAKAJIMA Kentaro & HOSONO Kaoru, 2017. "Does Impaired Loss Accounting Affect firms' Investment? Evidence from Japan (Japanese)," Discussion Papers (Japanese) 17033, Research Institute of Economy, Trade and Industry (RIETI).
  47. Canlin Li & Andrew C. Meldrum & Marius del Giudice Rodriguez, 2017. "Robustness of Long-Maturity Term Premium Estimates," FEDS Notes 2017-04-03, Board of Governors of the Federal Reserve System (U.S.).
  48. Daniel O. Beltran & Deepa Dhume Datta & Thiago Revil T. Ferreira & Matteo Iacoviello & Mohammad Jahan-Parvar & Canlin Li & Juan M. Londono & Marius del Giudice Rodriguez & John H. Rogers & Bo Sun, 2017. "Taxonomy of Global Risk, Uncertainty, and Volatility Measures," International Finance Discussion Papers 1216, Board of Governors of the Federal Reserve System (U.S.).
  49. Delalibera, Bruno Ricardo & Issler, João Victor & Branco, Roberto da Cunha Castello, 2017. "Using common features to investigate common growth cycles for BRICS Countries," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 784, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  50. Hecq, Alain & Issler, João Victor & Telg, Sean, 2017. "Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors," MPRA Paper 80767, University Library of Munich, Germany.
  51. Timur Behlul & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman & Farshid Vahid, 2017. "The Australian Macro Database: An online resource for macroeconomic research in Australia," CAMA Working Papers 2017-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  52. Bin Jiang & George Athanasopoulos & Rob J Hyndman & Anastasios Panagiotelis & Farshid Vahid, 2017. "Macroeconomic forecasting for Australia using a large number of predictors," Monash Econometrics and Business Statistics Working Papers 2/17, Monash University, Department of Econometrics and Business Statistics.
  53. Sharon Kozicki & Jill Vardy, 2017. "Communicating Uncertainty in Monetary Policy," Discussion Papers 17-14, Bank of Canada.
  54. Gloria Gonzalez-Rivera & Joao Henrique Mazzeu & Esther Ruiz & Helena Veiga, 2017. "A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities," Working Papers 201709, University of California at Riverside, Department of Economics.
  55. Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers CWP18/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  56. Dong Jin Lee & Minchul Shin & Boyuan Zhang & Molin Zhong, 2017. "Measuring International Uncertainty : The Case of Korea," Finance and Economics Discussion Series 2017-066, Board of Governors of the Federal Reserve System (U.S.).
  57. Zhichao Liu & Catherine Forbes & Heather Anderson, 2017. "Robust Bayesian exponentially tilted empirical likelihood method," Monash Econometrics and Business Statistics Working Papers 21/17, Monash University, Department of Econometrics and Business Statistics.
  58. Gonzalo, Jesús & Taamouti, Abderrahim, 2017. "The Reaction of Stock Market Returns to Unemployment," UC3M Working papers. Economics 24120, Universidad Carlos III de Madrid. Departamento de Economía.
  59. Gadea Rivas, María Dolores & Gonzalo, Jesús, 2017. "Trends in distributional characteristics : Existence of global warming," UC3M Working papers. Economics 24121, Universidad Carlos III de Madrid. Departamento de Economía.
  60. Kristy Buzard & Gerald A. Carlino & Jake Carr & Robert M. Hunt & Tony E. Smith, 2017. "The Agglomeration of American Research and Development Labs," Working Papers 17-18, Federal Reserve Bank of Philadelphia.
  61. Kristy Buzard & Gerald A. Carlino & Jake Carr & Robert M. Hunt & Tony E. Smith, 2017. "Localized Knowledge Spillovers: Evidence from the Spatial Clustering of R&D Labs and Patent Citations," Working Papers 17-32, Federal Reserve Bank of Philadelphia.
  62. Ina Ganguli & Jeffrey Lin & Nicholas Reynolds, 2017. "The Paper Trail of Knowledge Spillovers: Evidence from Patent Interferences [REVISED]," Working Papers 17-44, Federal Reserve Bank of Philadelphia.
  63. Jin Seo Cho & Halbert White, 2017. "Directionally Differentiable Econometric Models," Working papers 2017rwp-103, Yonsei University, Yonsei Economics Research Institute.
  64. Jin Seo Cho & Halbert White, 2017. "Supplements to "Directionally Differentiable Econometric Models"," Working papers 2017rwp-103a, Yonsei University, Yonsei Economics Research Institute.
  65. Sam Arts & Bruno Cassiman & Juan Carlos Gomez, 2017. "Text matching to measure patent similarity," Working Papers of Department of Management, Strategy and Innovation, Leuven 590543, KU Leuven, Faculty of Economics and Business (FEB), Department of Management, Strategy and Innovation, Leuven.
  66. Paul-Emmanuel Anckaert & Bruno Cassiman, 2017. "The Role of Early Inventors in the Development of Follow-On Inventions & Science Translation," Post-Print halshs-03562986, HAL.
  67. Cebreros Alfonso & Chiquiar Daniel & Roa Mónica & Tobal Martín, 2017. "Notes to Understand Migration Policy with International Trade Theoretical Tools," Working Papers 2017-03, Banco de México.
  68. Chiquiar Daniel & Alvarado Jorge & Quiroga Miroslava & Torre Cepeda Leonardo E., 2017. "Regional Input-Output Matrices, an Application to Manufacturing Exports in Mexico," Working Papers 2017-09, Banco de México.
  69. Capistrán Carlos & Chiquiar Daniel & Hernández Juan R., 2017. "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," Working Papers 2017-11, Banco de México.
  70. Mauricio Romero & Justin Sandefur & Wayne Aaron Sandholtz, 2017. "Can Outsourcing Improve Liberia’s Schools? Preliminary Results from Year One of a Three-Year Randomized Evaluation of Partnership Schools for Liberia," Working Papers 462, Center for Global Development.
  71. Alvaro J. Riascos & Mauricio Romero & Natalia Serna, 2017. "Risk Adjustment Revisited using Machine Learning Techniques," Documentos CEDE 15601, Universidad de los Andes, Facultad de Economía, CEDE.
  72. Sebastian Galiani & Paul Gertler & Mauricio Romero, 2017. "Incentives for Replication in Economics," NBER Working Papers 23576, National Bureau of Economic Research, Inc.
  73. Galiani, Sebastian & Gertler, Paul & Romero, Mauricio, 2017. "Open Science & Development Engineering: Evidence to Inform Improved Replication Models," MetaArXiv ryvud, Center for Open Science.
  74. Hwang., Jungbin & Sun, Yixiao, 2017. "Simple, Robust, and Accurate F and t Tests in Cointegrated Systems," University of California at San Diego, Economics Working Paper Series qt83b4q8pk, Department of Economics, UC San Diego.
  75. Jungbin Hwang, 2017. "Simple and Trustworthy Cluster-Robust GMM Inference," Working papers 2017-19, University of Connecticut, Department of Economics, revised Aug 2020.
  76. James Andreoni & Michael Kuhn & John List & Anya Samek & Charles Sprenger, 2017. "Field experiments on the development of time preferences," Artefactual Field Experiments 00615, The Field Experiments Website.
  77. Michael A. Kuhn & Peter Kuhn & Marie Claire Villeval, 2017. "Decision-Environment Effects on Intertemporal Financial Choices: How Relevant are Resource-Depletion Models?," Post-Print halshs-01471358, HAL.
  78. Ben Gilbert & Alexander James & Jason Shogren, 2017. "Corporate Apology for Environmental Damage," Working Papers 2017-02, University of Alaska Anchorage, Department of Economics.
  79. Hiroaki Kaido & Francesca Molinari & Jorg Stoye & Matthew Thirkettle, 2017. "Calibrated Projection in MATLAB: Users' Manual," Papers 1710.09707, arXiv.org.
  80. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2017. "Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 224, Courant Research Centre PEG.
  81. Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2017. "The portfolio of euro area fund investors and ECB monetary policy announcements," Working Paper Series 2116, European Central Bank.
  82. Li Tan & Cory Koedel, 2017. "The Effects of Differential Income Replacement and Mortality on U.S. Social Security Redistribution," Working Papers 1701, Department of Economics, University of Missouri, revised Jun 2019.
  83. Tae-Hwy Lee & Bai Huang & Aman Ullah, 2017. "A Combined Estimator of Regression Models with Measurement Errors," Working Papers 201902, University of California at Riverside, Department of Economics.
  84. Yongmiao Hong & Tae-Hwy Lee & Yuying Sun & Shouyang Wang & Xinyu Zhang, 2017. "Time-varying Model Averaging," Working Papers 202001, University of California at Riverside, Department of Economics.
  85. Nelson Lind, 2017. "Credit Regimes and the Seeds of Crisis," 2017 Meeting Papers 1474, Society for Economic Dynamics.

2016

  1. Azmat, Ghazala & Iriberri, Nagore & Bagues, Manuel, 2016. "What you don't know... Can't hurt you? A field experiment on relative performance feedback in higher education," CEPR Discussion Papers 11201, C.E.P.R. Discussion Papers.
  2. Gottardi, Piero & Meléndez-Jiménez, Miguel A. & Feri, Francesco, 2016. "Can there be a market for cheap-talk information? Some experimental evidence," CEPR Discussion Papers 11206, C.E.P.R. Discussion Papers.
  3. Albornoz, Facundo & Berlinski, Samuel & Cabrales, Antonio, 2016. "Motivation, Resources and the Organization of the School System," IDB Publications (Working Papers) 7750, Inter-American Development Bank.
  4. Ghazala Azmat & Manuel Bagues & Antonio Cabrales & Nagore Iriberri, 2016. "What You Don’t Know... Can’t Hurt You? A Field Experiment on Relative Performance," Working Papers 788, Queen Mary University of London, School of Economics and Finance.
  5. Albornoz, Facundo & Cabrales, Antonio & Hauk, Esther, 2016. "Targeted socialization and production," CRETA Online Discussion Paper Series 23, Centre for Research in Economic Theory and its Applications CRETA.
  6. Andreas Blume & Peter H. Kriss & Roberto A. Weber, 2016. "Pre-Play Communication with Forgone Costly Messages: Experimental Evidence on Forward Induction," CESifo Working Paper Series 5958, CESifo.
  7. Zenou, Yves & Hahn, Youjin & Hassani-Mahmooei, behrooz & Islam, Asad & Patacchini, Eleonora, 2016. "Do Friends Improve Female Education? The Case of Bangladesh," CEPR Discussion Papers 11615, C.E.P.R. Discussion Papers.
  8. Youjin Hahn & Stephen Matteo Miller & Hee-Seung Yang, 2016. "Inequality, Risk-Sharing and the Crisis: A View From Australia," Monash Economics Working Papers 15-16, Monash University, Department of Economics.
  9. Michael F. Lovenheim & Randall Reback & Leigh Wedenoja, 2016. "How Does Access to Health Care Affect Teen Fertility and High School Dropout Rates? Evidence from School-based Health Centers," NBER Working Papers 22030, National Bureau of Economic Research, Inc.
  10. Giulia Dal Pra & Massimo Guidolin & Manuela Pedio & Fabiola Vasile, 2016. "Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis," BAFFI CAREFIN Working Papers 1637, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  11. Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2016. "Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions," CREATES Research Papers 2016-10, Department of Economics and Business Economics, Aarhus University.
  12. Tim Bollerslev & Jia Li & Yuan Xue, 2016. "Volume, Volatility and Public News Announcements," CREATES Research Papers 2016-19, Department of Economics and Business Economics, Aarhus University.
  13. Stephie Fried & Kevin Novan & William B. Peterman, 2016. "The Distributional Effects of a Carbon Tax on Current and Future Generations," Finance and Economics Discussion Series 2016-038, Board of Governors of the Federal Reserve System (U.S.).
  14. Laura E. Jackson & Michael T. Owyang & Daniel Soques, 2016. "Nonlinearities, Smoothing and Countercyclical Monetary Policy," Working Papers 2016-8, Federal Reserve Bank of St. Louis.
  15. Shigeru Fujita & Ippei Fujiwara, 2016. "Declining Trends In The Real Interest Rate And Inflation: The Role Of Aging," Working Papers 16-29, Federal Reserve Bank of Philadelphia.
  16. Taylor, Alan M. & Jordà , Òscar & Schularick, Moritz, 2016. "Macrofinancial History and the New Business Cycle Facts," CEPR Discussion Papers 11587, C.E.P.R. Discussion Papers.
  17. Moritz Schularick & Alan Taylor & Oscar Jorda, 2016. "The Great Mortgaging," 2016 Meeting Papers 185, Society for Economic Dynamics.
  18. Escribano, Álvaro & Sucarrat, Genaro, 2016. "Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility," UC3M Working papers. Economics 23436, Universidad Carlos III de Madrid. Departamento de Economía.
  19. Blazsek, Szabolcs & Escribano, Álvaro, 2016. "Score-driven dynamic patent count panel data models," UC3M Working papers. Economics 23458, Universidad Carlos III de Madrid. Departamento de Economía.
  20. Wuyi Wang & Peter C.B. Phillips & Liangjun Su, 2016. "Homogeneity Pursuit in Panel Data Models: Theory and Applications," Cowles Foundation Discussion Papers 2063, Cowles Foundation for Research in Economics, Yale University.
  21. Liangjun Su & Pai Xu & Heng Ju, 2016. "Common Threshold in Quantile Regressions with an Application to Pricing for Reputation," Working Papers 02-2016, Singapore Management University, School of Economics.
  22. Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang, 2016. "Testing for Monotonicity in Unobservables under Unconfoundedness," Working Papers 03-2016, Singapore Management University, School of Economics.
  23. Xun Lu & Liangjun Su & Halbert White, 2016. "Granger Causality and Structural Causality in Cross-Section and Panel Data," Working Papers 04-2016, Singapore Management University, School of Economics.
  24. Shujie Ma & Liangjun Su, 2016. "Estimation of Large Dimensional Factor Models with an Unknown Number of Breaks," Working Papers 05-2016, Singapore Management University, School of Economics.
  25. Adriana Camacho & Alejandro Gaviria & Catherine Rodríguez, 2016. "Drug Consumption in Colombia," Documentos CEDE 15238, Universidad de los Andes, Facultad de Economía, CEDE.
  26. Adrian Bruhin & Luis Santos-Pinto & David Staubli, 2016. "How Do Beliefs about Skill Affect Risky Decisions?," Cahiers de Recherches Economiques du Département d'économie 16.20, Université de Lausanne, Faculté des HEC, Département d’économie.
  27. Lykke E. Andersen & Anna Sophia Doyle & Susana del Granado & Juan Carlos Ledezma & Agnes Medinaceli & Montserrat Valdivia & Diana Weinhold, 2016. "Emisiones Netas de Carbono Provenientes de la Deforestación en Bolivia durante 1990-2000 y 2000-2010: Resultados de un modelo de “Contabilidad de Carbono”," Development Research Working Paper Series 02/2016, Institute for Advanced Development Studies.
  28. Grogger, Jeffrey, 2016. "Soda Taxes and the Prices of Sodas and Other Drinks: Evidence from Mexico," IZA Discussion Papers 9682, Institute of Labor Economics (IZA).
  29. David M. Kaplan & Longhao Zhuo, 2016. "Frequentist size of Bayesian inequality tests," Papers 1607.00393, arXiv.org, revised Feb 2018.
  30. David M. Kaplan & Yixiao Sun, 2016. "Smoothed estimating equations for instrumental variables quantile regression," Papers 1609.09033, arXiv.org.
  31. Matt Goldman & David M. Kaplan, 2016. "Fractional order statistic approximation for nonparametric conditional quantile inference," Papers 1609.09035, arXiv.org.
  32. Drew D. Creal & Jing Cynthia Wu, 2016. "Bond Risk Premia in Consumption-based Models," NBER Working Papers 22183, National Bureau of Economic Research, Inc.
  33. Jing Cynthia Wu & Ji Zhang, 2016. "A Shadow Rate New Keynesian Model," NBER Working Papers 22856, National Bureau of Economic Research, Inc.
  34. Langedijk, Sven & Monokroussos, George & Papanagiotou, Evangelia, 2016. "Benchmarking Liquidity Proxies: Accounting for Dynamics and Frequency Issues," Working Papers 2016-03, Joint Research Centre, European Commission.
  35. Hibiki Ichiue & Frederic Lambert, 2016. "Post-crisis International Banking: An Analysis with New Regulatory Survey Data," IMF Working Papers 2016/088, International Monetary Fund.
  36. Shiro Armstrong and Tatsuyoshi Okimoto, 2016. "Fiscal Sustainability in Japan," Asia and the Pacific Policy Studies 201620, Crawford School of Public Policy, The Australian National University.
  37. Kazuhiko Ohashi & Tatsuyoshi Okimoto, 2016. "Increasing Trends in the Excess Comovement of Commodity Prices," CAMA Working Papers 2016-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  38. KOMATSUBARA Tadaaki & OKIMOTO Tatsuyoshi & TATSUMI Ken-ichi, 2016. "Dynamics of Integration in East Asian Equity Markets," Discussion papers 16084, Research Institute of Economy, Trade and Industry (RIETI).
  39. Peter Reinhard Hansen & Pawel Janus & Siem Jan Koopman, 2016. "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Tinbergen Institute Discussion Papers 16-061/III, Tinbergen Institute.
  40. UESUGI Iichiro & UCHIDA Hirofumi & IWAKI Hiromichi, 2016. "Non-personal Guaranteed Loans, Credit Availability, and Firm Performance (Japanese)," Discussion Papers (Japanese) 16023, Research Institute of Economy, Trade and Industry (RIETI).
  41. Mizuta, Takeshi & Shimizu, Chihiro & Uesugi, Iichiro & 植杉, 威一郎, 2016. "How Inheritance Affects the Real Estate Market in an Aging Economy: Evidence from Transaction and Registry Data," RCESR Discussion Paper Series DP16-3, Research Center for Economic and Social Risks, Institute of Economic Research, Hitotsubashi University.
  42. Ono, Arito & Saito, Yukiko & Sakai, Koji & Uesugi, Iichiro, 2016. "Does Geographical Proximity Matter in Small Business Lending? Evidence from Changes in Main Bank Relationships," HIT-REFINED Working Paper Series 40, Institute of Economic Research, Hitotsubashi University.
  43. Ono, Arito & Uchida, Hirofumi & Udell, Gregory F. & Uesugi, Iichiro, 2016. "Lending Pro-Cyclicality and Macro-Prudential Policy: Evidence from Japanese LTV Ratios," HIT-REFINED Working Paper Series 41, Institute of Economic Research, Hitotsubashi University.
  44. Hazama, Makoto & Hosono, Kaoru & Uesugi, Iichiro, 2016. "The Effect of Real Estate Prices on Banks' Lending Channel," HIT-REFINED Working Paper Series 53, Institute of Economic Research, Hitotsubashi University.
  45. Marius del Giudice Rodriguez & Emre Yoldas, 2016. "Drivers of Inflation Compensation: Evidence from Inflation Swaps in Advanced Economies," IFDP Notes 2016-12-30-2, Board of Governors of the Federal Reserve System (U.S.).
  46. Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos, 2016. "Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation," Working Papers Series 436, Central Bank of Brazil, Research Department.
  47. Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid, 2016. "Bayesian Rank Selection in Multivariate Regression," Monash Econometrics and Business Statistics Working Papers 6/16, Monash University, Department of Econometrics and Business Statistics.
  48. Gloria Gonzalez-Rivera & Wei Lin, 2016. "Extreme Returns and Intensity of Trading," Working Papers 201607, University of California at Riverside, Department of Economics.
  49. Gonçalves Mazzeu, Joao Henrique & González-Rivera, Gloria & Ruiz Ortega, Esther & Veiga, Helena, 2016. "A Bootstrap Approach for Generalized Autocontour Testing," DES - Working Papers. Statistics and Econometrics. WS 23457, Universidad Carlos III de Madrid. Departamento de Estadística.
  50. Hahn Shik Lee & Woo Suk Lee, 2016. "Housing market volatility connectedness among G7 countries," Working Papers 1605, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
  51. Rhys M. Bidder & Raffaella Giacomini & Andrew McKenna, 2016. "Stress Testing with Misspecified Models," Working Paper Series 2016-26, Federal Reserve Bank of San Francisco.
  52. Gabriel Chodorow-Reich & Andra Ghent & Valentin Haddad, 2016. "Asset Insulators," Working Paper 390221, Harvard University OpenScholar.
  53. Gonzalo, Jesús & Olmo, José, 2016. "Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion," UC3M Working papers. Economics 23599, Universidad Carlos III de Madrid. Departamento de Economía.
  54. John List & William Neilson & Michael Price, 2016. "The effects of group composition in a strategic environment: Evidence from a field experiment," Natural Field Experiments 00604, The Field Experiments Website.
  55. William Neilson & Michael Price & Mikhael Shor, 2016. "Nudging Backward Induction," Working papers 2016-31, University of Connecticut, Department of Economics.
  56. Mikołaj Czajkowski & Nick Hanley & Jacob LaRiviere & William S. Neilson & Katherine Simpson, 2016. "Information and Learning in Stated-Preference Studies," Working Papers 2016-20, Faculty of Economic Sciences, University of Warsaw.
  57. Jackelyn Hwang & Jeffrey Lin, 2016. "What Have We Learned About the Causes of Recent Gentrification?," Working Papers 16-20, Federal Reserve Bank of Philadelphia.
  58. Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2016. "Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors," Cowles Foundation Discussion Papers 2060, Cowles Foundation for Research in Economics, Yale University.
  59. Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips, 2016. "Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea," Working papers 2016rwp-88, Yonsei University, Yonsei Economics Research Institute.
  60. Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips, 2016. "Supplement to ¡°Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡±," Working papers 2016rwp-88a, Yonsei University, Yonsei Economics Research Institute.
  61. Jin Seo Cho & Peter C.B. Phillips, 2016. "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers 2016rwp-89, Yonsei University, Yonsei Economics Research Institute.
  62. Jin Seo Cho & Peter C.B. Phillips, 2016. "Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices"," Working papers 2016rwp-89a, Yonsei University, Yonsei Economics Research Institute.
  63. Matthew Gibson, 2016. "Regulation-Induced Pollution Substitution," Department of Economics Working Papers 2016-04, Department of Economics, Williams College.
  64. Chiquiar, Daniel & Covarrubias, Enrique & Salcedo, Alejandrina, 2016. "Labor market consequences of trade openness and competition in foreign markets," Conference papers 332760, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  65. Yslas Renato & Tobal Martín & Chiquiar Daniel, 2016. "Measuring and Understanding Trade in Service Tasks," Working Papers 2016-05, Banco de México.
  66. Nagore Iriberri & Pedro Rey-Biel, 2016. "Competitive Pressure Widens the Gender Gap in Performance: Evidence from a Two-Stage Competition in Mathematics," Working Papers 879, Barcelona School of Economics.
  67. Nagore Iriberri & Pedro Rey-Biel, 2016. "Stereotypes are Only a Threat when Beliefs are Reinforced: On the Sensitivity of Gender Differences in Performance under Competition to Information Provision," Working Papers 880, Barcelona School of Economics.
  68. Iriberri, Nagore & Kovarik, Jaromir & Garcia-Pola, Bernardo, 2016. "Non-equilibrium Play in Centipede Games," CEPR Discussion Papers 11477, C.E.P.R. Discussion Papers.
  69. Iriberri, Nagore, 2016. "Women ask for less (only from men): Evidence from alternating-offer bargaining in the field," CEPR Discussion Papers 11514, C.E.P.R. Discussion Papers.
  70. Alex Imas & Michael A. Kuhn & Vera Mironova, 2016. "Waiting to Choose: The Role of Deliberation in Intertemporal Choice," CESifo Working Paper Series 6162, CESifo.
  71. James Andreoni & Michael A. Kuhn & Larry Samuelson, 2016. "Starting Small: Endogenous Stakes and Rational Cooperation," NBER Working Papers 21934, National Bureau of Economic Research, Inc.
  72. Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," Papers 1601.00934, arXiv.org, revised Jun 2019.
  73. G. Horny & M. Manganelli & B. Mojon, 2016. "Measuring Financial Fragmentation in the Euro Area Corporate Bond Market," Working papers 582, Banque de France.
  74. Manganelli, Simone & Heider, Florian & Hoerova, Marie & Garcia-de-Andoain, Carlos, 2016. "Lending-of-last-resort is as lending-of-last-resort does: central bank liquidity provision and interbank market functioning in the euro area," Working Paper Series 1886, European Central Bank.
  75. Dongwoo Kim & Cory Koedel & Shawn Ni & Michael Podgursky, 2016. "Labor Market Frictions and Production Efficiency in Public Schools," Working Papers 1604, Department of Economics, University of Missouri, revised Jul 2017.
  76. Dongwoo Kim & Cory Koedel & Shawn Ni & Michael Podgursky & Weiwei Wu, 2016. "Pensions and Late-Career Teacher Retention," Working Papers 1608, Department of Economics, University of Missouri, revised Jul 2017.
  77. Rajeev Darolia & Cory Koedel, 2016. "High Schools and Students’ Initial Colleges and Majors," Working Papers 1609, Department of Economics, University of Missouri, revised Apr 2017.
  78. Cory Koedel & Diyi Li & Morgan S. Polikoff & Tenice Hardaway & Stephani L. Wrabel, 2016. "Mathematics Curriculum Effects on Student Achievement in California," Working Papers 1612, Department of Economics, University of Missouri.
  79. Diyi Li & Cory Koedel, 2016. "Representation and Salary Gaps by Race/Ethnicity and Gender at Selective Public Universities," Working Papers 1613, Department of Economics, University of Missouri, revised Apr 2017.
  80. Cory Koedel & Jiaxi Li & Matthew G. Springer & Li Tan, 2016. "The Impact of Performance Ratings on Job Satisfaction for Public School Teachers," Working Papers 1617, Department of Economics, University of Missouri.
  81. Michael Levere & Gayatri Acharya & Prashant Bharadwaj, 2016. "The Role of Information and Cash Transfers on Early Childhood Development: Evidence from Nepal," NBER Working Papers 22640, National Bureau of Economic Research, Inc.
  82. Makoto Shimoji, 2016. "Rationalizable Persuasion," Discussion Papers 16/08, Department of Economics, University of York.

2015

  1. Cabrales, Antonio; Gale, Douglas; Gottardi, Piero, 2015. "Financial Contagion in Networks," Economics Working Papers ECO2015/01, European University Institute.
  2. Pau Balart & Antonio Cabrales, 2015. "La evaluación docente basada en el resultado como vía de mejora del sistema educativo," Studies on the Spanish Economy eee2015-13, FEDEA.
  3. Pau Balart & Antonio Cabrales, 2015. "La maratón de PISA: La perseverancia como factor del éxito en una prueba de competencias," Studies on the Spanish Economy eee2015-15, FEDEA.
  4. Zenou, Yves & Patacchini, Eleonora & Islam, Asad, 2015. "Teams, Organization and Education Outcomes: Evidence from a field experiment in Bangladesh," CEPR Discussion Papers 10631, C.E.P.R. Discussion Papers.
  5. Hahn, Youjin & Islam, Asadul & Patacchini, Eleonora & Zenou, Yves, 2015. "Network Structure and Education Outcomes: Evidence from a Field Experiment in Bangladesh," IZA Discussion Papers 8872, Institute of Labor Economics (IZA).
  6. Youjin Hahn & Asadul Islam & Kanti Nuzhat & Russell Smyth & Hee-Seung Yang, 2015. "Education, Marriage and Fertility: Long-Term Evidence from a Female Stipend Program in Bangladesh," Monash Economics Working Papers 30-15, Monash University, Department of Economics.
  7. Julian R. Betts & Youjin Hahn & Andrew C. Zau, 2015. "Can Testing Improve Student Learning? An Evaluation of the Mathematics Diagnostic Testing Project," Monash Economics Working Papers 31-15, Monash University, Department of Economics.
  8. Marta Giampietro & Massimo Guidolin & Manuela Pedio, 2015. "Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns?," BAFFI CAREFIN Working Papers 1619, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  9. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2015. "The Impact of Monetary Policy on Corporate Bonds under Regime Shifts," Working Papers 562, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  10. Alejandro Bernales & Massimo Guidolin, 2015. "Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?," Working Papers 565, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  11. Tim Bollerslev & Andrew J. Patton & Wenjing Wang, 2015. "Daily House Price Indices: Construction, Modeling, and Longer-Run Predictions," CREATES Research Papers 2015-02, Department of Economics and Business Economics, Aarhus University.
  12. Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2015. "Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting," CREATES Research Papers 2015-14, Department of Economics and Business Economics, Aarhus University.
  13. Dong Hwan Oh & Andrew J. Patton, 2015. "High-Dimensional Copula-Based Distributions with Mixed Frequency Data," Finance and Economics Discussion Series 2015-50, Board of Governors of the Federal Reserve System (U.S.).
  14. Dong Hwan Oh & Andrew J. Patton, 2015. "Modelling Dependence in High Dimensions with Factor Copulas," Finance and Economics Discussion Series 2015-51, Board of Governors of the Federal Reserve System (U.S.).
  15. William B. Peterman, 2015. "Taxing Capital? The Importance of How Human Capital is Accumulated," Finance and Economics Discussion Series 2015-117, Board of Governors of the Federal Reserve System (U.S.).
  16. William B. Peterman & Kamila Sommer, 2015. "A Historical Welfare Analysis of Social Security: Whom Did the Program Benefit?," Finance and Economics Discussion Series 2015-92, Board of Governors of the Federal Reserve System (U.S.).
  17. Amy Y. Guisinger & Ruben Hernandez-Murillo & Michael T. Owyang & Tara M. Sinclair, 2015. "A State-Level Analysis of Okun’s Law," Working Papers (Old Series) 1523, Federal Reserve Bank of Cleveland.
  18. Ruben Hernandez-Murillo & Michael T. Owyang & Margarita Rubio, 2015. "Clustered Housing Cycles," Working Papers (Old Series) 1524, Federal Reserve Bank of Cleveland.
  19. Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2015. "Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR," Working Papers 2015-030, Federal Reserve Bank of St. Louis, revised 10 Apr 2020.
  20. Laura E. Jackson & M. Ayhan Kose & Christopher Otrok & Michael T. Owyang, 2015. "Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement," Working Papers 2015-31, Federal Reserve Bank of St. Louis.
  21. Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queraltoy & Jae Sim, 2015. "Macroeconomic Effects of Banking Sector Losses across Structural Models," BIS Working Papers 507, Bank for International Settlements.
  22. Francisco Covas & Marcelo Rezende & Cindy M. Vojtech, 2015. "Why Are Net Interest Margins of Large Banks So Compressed?," FEDS Notes 2015-10-05, Board of Governors of the Federal Reserve System (U.S.).
  23. James H. Stock & Mark W. Watson, 2015. "Core Inflation and Trend Inflation," NBER Working Papers 21282, National Bureau of Economic Research, Inc.
  24. Ulrich K. Müller & Mark W. Watson, 2015. "Low-Frequency Econometrics," NBER Working Papers 21564, National Bureau of Economic Research, Inc.
  25. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2015. "Leveraged Bubbles," CESifo Working Paper Series 5489, CESifo.
  26. Blazsek, Szabolcs & Escribano, Álvaro, 2015. "Dynamic conditional score patent count panel data models," UC3M Working papers. Economics we1510, Universidad Carlos III de Madrid. Departamento de Economía.
  27. Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang, 2015. "Testing for Monotonicity in Unobservables under Unconfoundedness," Boston College Working Papers in Economics 899, Boston College Department of Economics.
  28. Su Liangjun & Tadao Hoshino, 2015. "Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models," Working Papers 01-2015, Singapore Management University, School of Economics.
  29. Xun Lu & Su Liangjun, 2015. "Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects," Working Papers 02-2015, Singapore Management University, School of Economics.
  30. Su Liangjun & Zhang Yonghui, 2015. "Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects," Working Papers 06-2015, Singapore Management University, School of Economics.
  31. Su Liangjun & Junhui Qian, 2015. "Shrinkage Estimation of Common Breaks in Panel Data Models via Adaptive Group Fused Lasso," Working Papers 07-2015, Singapore Management University, School of Economics.
  32. Su Liangjun & Xia Wang, 2015. "On Time-Varying Factor Models: Estimation and Testing," Working Papers 08-2015, Singapore Management University, School of Economics.
  33. Su Liangjun & Xi Qu, 2015. "Specification Test for Spatial Autoregressive Models," Working Papers 10-2015, Singapore Management University, School of Economics.
  34. Degui Li & Junhui Qian & Su Liangjun, 2015. "Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks," Working Papers 12-2015, Singapore Management University, School of Economics.
  35. Anastasia Semykina & Jeffrey M. Wooldridge, 2015. "Binary Response Panel Data Models with Sample Selection and Self Selection," Working Papers wp2015_05_01, Department of Economics, Florida State University.
  36. Catherine Roux & Luís Santos-Pinto & Christian Thöni, 2015. "Home Bias in Multimarket Cournot Games," Cahiers de Recherches Economiques du Département d'économie 15.04, Université de Lausanne, Faculté des HEC, Département d’économie.
  37. Weinhold, Diana & Molina Vale, Petterson & Reis, Eustaquio J., 2015. "Boom-bust patterns in the Brazilian Amazon," LSE Research Online Documents on Economics 63645, London School of Economics and Political Science, LSE Library.
  38. Diana Weinhold, 2015. "Sick of noise: the health effects of loud neighbours and urban din," GRI Working Papers 213, Grantham Research Institute on Climate Change and the Environment.
  39. Sainan Jin & Valentina Corradi & Norman Swanson, 2015. "Robust Forecast Comparison," Departmental Working Papers 201502, Rutgers University, Department of Economics.
  40. Fricke, Hans & Grogger, Jeffrey & Steinmayr, Andreas, 2015. "Does Exposure to Economics Bring New Majors to the Field? Evidence from a Natural Experiment," IZA Discussion Papers 9003, Institute of Labor Economics (IZA).
  41. Joan Paredes & Javier J. Pérez & Gabriel Perez-Quirós, 2015. "Fiscal targets. A guide to forecasters?," Working Papers 1508, Banco de España.
  42. Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros, 2015. "Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach," Working Papers 1523, Banco de España.
  43. María Dolores Gadea & Ana Gómez-Loscos & Gabriel Perez-Quiros, 2015. "The great moderation in historical perspective. Is it that great?," Working Papers 1527, Banco de España.
  44. Ana gomez-Loscos & M. Dolores Gadea (Universidad de Zaragoza) & Gabriel Perez-Quiros (Bank of Spain), 2015. "Great Moderation and Great Recession. From plain sailing to stormy seas?," EcoMod2015 8267, EcoMod.
  45. Andreas Leibbrandt & Liang Choon Wang & Cordelia Foo, 2015. "Gender Quotas, Competitions, and Peer Review: Experimental Evidence on the Backlash Against Women," CESifo Working Paper Series 5526, CESifo.
  46. Daniel Carr & Liang Choon Wang, 2015. "The effect of after-school classes on private tuition, mental health, and academic outcomes: evidence from Korea," Monash Economics Working Papers 24-15, Monash University, Department of Economics.
  47. David M. Kaplan & Matt Goldman, 2015. "Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics," Working Papers 1503, Department of Economics, University of Missouri.
  48. David M. Kaplan & Longhao Zhuo, 2015. "Bayesian and frequentist inequality tests," Working Papers 1516, Department of Economics, University of Missouri, revised Feb 2018.
  49. Michael D. Bauer & Glenn D. Rudebusch, 2015. "Resolving the Spanning Puzzle in Macro-Finance Term Structure Models," CESifo Working Paper Series 5187, CESifo.
  50. Michael D. Bauer, 2015. "Restrictions on Risk Prices in Dynamic Term Structure Models," CESifo Working Paper Series 5241, CESifo.
  51. Michael D. Bauer & James D. Hamilton, 2015. "Robust Bond Risk Premia," CESifo Working Paper Series 5541, CESifo.
  52. Munechika Katayama & Kwang Hwan Kim, 2015. "Inter-sectoral Labor Immobility, Sectoral Co-movement, and News Shocks," Discussion papers e-15-011, Graduate School of Economics , Kyoto University.
  53. Stefano Giglio & Bryan T. Kelly & Seth Pruitt, 2015. "Systemic Risk and the Macroeconomy: An Empirical Evaluation," NBER Working Papers 20963, National Bureau of Economic Research, Inc.
  54. Michiel De Pooter & Robert F. Martin & Seth Pruitt & Rebecca DeSimone, 2015. "Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter?," International Finance Discussion Papers 1139, Board of Governors of the Federal Reserve System (U.S.).
  55. Michiel De Pooter & Robert F. Martin & Seth Pruitt, 2015. "The Liquidity Effects of Official Bond Market Intervention," International Finance Discussion Papers 1138, Board of Governors of the Federal Reserve System (U.S.).
  56. Monokroussos, George, 2015. "Nowcasting in Real Time Using Popularity Priors," MPRA Paper 68594, University Library of Munich, Germany.
  57. Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2015. "Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors," Working Papers 2015-02, Towson University, Department of Economics, revised Jul 2015.
  58. Mr. Luis Brandão-Marques & Mr. Gaston Gelos & Hibiki Ichiue & Ms. Hiroko Oura, 2015. "Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets," IMF Working Papers 2015/277, International Monetary Fund.
  59. OHMI Harumi & OKIMOTO Tatsuyoshi, 2015. "Trends in Stock-Bond Correlations," Discussion papers 15115, Research Institute of Economy, Trade and Industry (RIETI).
  60. Peter Reinhard Hansen, 2015. "A Martingale Decomposition of Discrete Markov Chains," CREATES Research Papers 2015-18, Department of Economics and Business Economics, Aarhus University.
  61. Peter Reinhard Hansen & Guillaume Horel & Asger Lunde & Ilya Archakov, 2015. "A Markov Chain Estimator of Multivariate Volatility from High Frequency Data," CREATES Research Papers 2015-19, Department of Economics and Business Economics, Aarhus University.
  62. Hirofumi Uchida & Daisuke Miyakawa & Kaoru Hosono & Arito Ono & Taisuke Uchino & Ichiro Uesugi, 2015. "Financial Shocks, Bankruptcy, and Natural Selection," Mo.Fi.R. Working Papers 110, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  63. Daisuke Miyakawa & Kaoru Hosono & Taisuke Uchino & Arito Ono & Hirofumi Uchida & Ichiro Uesugi, 2015. "Financial Shocks and Firm Exports: A Natural Experiment Approach with a Massive Earthquake," Mo.Fi.R. Working Papers 111, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  64. HAZAMA Makoto & UESUGI Iichiro, 2015. "Heterogeneous Impact of Real Estate Prices on Firm Investment," Discussion papers 15091, Research Institute of Economy, Trade and Industry (RIETI).
  65. UESUGI Iichiro & FUKANUMA Hikaru & ONO Arito & XU Peng & TSURUTA Daisuke & NEMOTO Tadanobu & MIYAKAWA Daisuke & YASUDA Yukihiro & YAMORI Nobuyoshi & WATANABE Wako & IWAKI Hiromichi, 2015. "Summary of the Survey on the Aftermath of SME Financing Facilitation Act (Japanese)," Discussion Papers (Japanese) 15028, Research Institute of Economy, Trade and Industry (RIETI).
  66. UESUGI Iichiro & SAKAI Koji, 2015. "Credit Reallocation in Japan (Japanese)," Discussion Papers (Japanese) 15035, Research Institute of Economy, Trade and Industry (RIETI).
  67. Ian Dew-Becker & Stefano Giglio & Anh Le & Marius Rodriguez, 2015. "The Price of Variance Risk," NBER Working Papers 21182, National Bureau of Economic Research, Inc.
  68. Andréas Heinen & Mi Lim Kim & Alfonso Valdesogo, 2015. "Regime switching House price dependence: Evidence from MSAs in the US," ERES eres2015_201, European Real Estate Society (ERES).
  69. M. Hamadi & A. Heinen, 2015. "Firm Performance when Ownership is very Concentrated: Evidence from a Semiparametric Panel," Working Paper CRENoS 201502, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  70. Malika Hamadi & Andreas Heinen & Nicolas Jonard & Alfonso Valdesogo, 2015. "Desperately Seeking Small Worlds in Corporate Boards:International Evidence from Listed Firms," DEM Discussion Paper Series 15-19, Department of Economics at the University of Luxembourg.
  71. Katherine A. Kiel & Victor Matheson, 2015. "The Effect of Natural Disasters on Housing Prices: An Examination of the Fourmile Canyon Fire," Working Papers 1503, College of the Holy Cross, Department of Economics.
  72. Escresa,Laarni & PICCI, LUCIO, 2015. "A new cross-national measure of corruption," Policy Research Working Paper Series 7371, The World Bank.
  73. Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler, 2015. "Inattention in Individual Expectations," Working Papers Series 395, Central Bank of Brazil, Research Department.
    • Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler, 2017. "Inattention in individual expectations," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 17(1), pages 40-59.
  74. Castro, Andressa Souza Campos Monteiro & Issler, João Victor, 2015. "Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 767, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  75. João Victor Issler & Ricardo Costa Gazel, 2015. "Investigating the Causes of the Recent Brazilian Trade Surpluses," Discussion Papers 0024, Instituto de Pesquisa Econômica Aplicada - IPEA.
  76. Carrasco Gutierrez, Carlos Enrique & Issler, João Victor, 2015. "Evaluating the effectiveness of Common-Factor Portfolios," MPRA Paper 66077, University Library of Munich, Germany.
  77. Sharon Kozicki & Eric Santor & Lena Suchanek, 2015. "Large-Scale Asset Purchases: Impact on Commodity Prices and International Spillover Effects," Staff Working Papers 15-21, Bank of Canada.
  78. Shutao Cao & Sharon Kozicki, 2015. "A New Data Set of Quarterly Total Factor Productivity in the Canadian Business Sector," Staff Working Papers 15-6, Bank of Canada.
  79. Gloria Gonzalez-Rivera & Wei Lin, 2015. "Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data," Working Papers 201505, University of California at Riverside, Department of Economics.
  80. Chang Min Lee & Hahn Shik LEE, 2015. "Improving the Predictive Power of Spreads for Economic Activity: Decomposition Methods," Proceedings of International Academic Conferences 2503528, International Institute of Social and Economic Sciences.
  81. Raffaella Giacomini & Vasiliki Skreta & Javier Turen, 2015. "Models, Inattention and Expectation Updates," Discussion Papers 1602, Centre for Macroeconomics (CFM).
  82. Andra C. Ghent & Marianna Kudlyak, 2015. "Intergenerational Linkages in Household Credit," Working Paper 15-14, Federal Reserve Bank of Richmond.
  83. Yoichi Arai & Hidehiko Ichimura, 2015. "Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator," CeMMAP working papers 42/15, Institute for Fiscal Studies.
  84. Yoichi Arai & Hidehiko Ichimura, 2015. "Optimal bandwidth selection for the fuzzy regression discontinuity estimator," CeMMAP working papers 49/15, Institute for Fiscal Studies.
  85. Arai, Yoichi & Ichimura, Hidehiko & Kawaguchi, Daiji, 2015. "The Educational Upgrading of Japanese Youth, 1982-2007: Are All Japanese Youth Ready for Structural Reforms?," IZA Discussion Papers 8870, Institute of Labor Economics (IZA).
  86. Taya Dumrongrittikul & Heather M. Anderson, 2015. "How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries," Monash Econometrics and Business Statistics Working Papers 4/15, Monash University, Department of Econometrics and Business Statistics.
  87. Kristy Buzard & Gerald A. Carlino & Jake Carr & Robert M. Hunt & Tony E. Smith, 2015. "Localized Knowledge Spillovers: Evidence from the Agglomeration of American R&D Labs and Patent Data," Working Papers 15-3, Federal Reserve Bank of Philadelphia.
  88. Hoyt Bleakley & Jeffrey Lin, 2015. "History and the sizes of cities," Working Papers 15-6, Federal Reserve Bank of Philadelphia.
  89. Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2015. "Minimum Distance Testing and Top Income Shares in Korea," Cowles Foundation Discussion Papers 2007, Cowles Foundation for Research in Economics, Yale University.
  90. Yae Ji Jun & Jin Seo Cho, 2015. "Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity," Working papers 2015rwp-78, Yonsei University, Yonsei Economics Research Institute.
  91. YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015. "We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors"," Working papers 2015rwp-79a, Yonsei University, Yonsei Economics Research Institute.
  92. Matthew Gibson & Maria Carnovale, 2015. "The effects of road pricing on driver behavior and air pollution," Post-Print hal-01589743, HAL.
  93. Juan Alcácer & Karin Beukel & Bruno Cassiman, 2015. "Capturing Value from IP in a Global Environment," Harvard Business School Working Papers 17-068, Harvard Business School.
  94. Alcaraz Carlo & Chiquiar Daniel & Salcedo Alejandrina, 2015. "Informality and Segmentation in the Mexican Labor Market," Working Papers 2015-25, Banco de México.
  95. Steven Buck & Maximilian Auffhammer & Stephen Hamilton & David Sunding, 2015. "Measuring the Welfare Losses from Urban Water Supply Disruptions," Working Papers 1502, California Polytechnic State University, Department of Economics.
  96. Hwang, Jungbin & Sun, Yixiao, 2015. "Should We Go One Step Further? An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework," University of California at San Diego, Economics Working Paper Series qt58r2z98m, Department of Economics, UC San Diego.
  97. Hwang, Jungbin & Sun, Yixiao, 2015. "Asymptotic F and t Tests in an Efficient GMM Setting," University of California at San Diego, Economics Working Paper Series qt1c62d8xf, Department of Economics, UC San Diego.
  98. Ardakani, Omid & Kishor, Kundan & Song, Suyong, 2015. "On the Effectiveness of Inflation Targeting: Evidence from a Semiparametric Approach," MPRA Paper 75091, University Library of Munich, Germany.
  99. Ghazala Azmat & Caterina Calsamiglia & Nagore Iriberri, 2015. "In brief...Under pressure: gender differences in responding to exam stakes," CentrePiece - The magazine for economic performance 457, Centre for Economic Performance, LSE.
  100. Ying Feng & James E. Rauch, 2015. "The Impact of Entrepreneurial Risk Aversion on Wages in General Equilibrium," CESifo Working Paper Series 5358, CESifo.
  101. Alex Imas & Michael A. Kuhn & Vera Mironova, 2015. "A History of Violence: Field Evidence on Trauma, Discounting and Present Bias," CESifo Working Paper Series 5338, CESifo.
  102. Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo, 2015. "Robust confidence regions for incomplete models," CeMMAP working papers 20/15, Institute for Fiscal Studies.
  103. Heider, Florian & Manganelli, Simone & Hoerova, Marie & Garcia-de-Andoain, Carlos, 2015. "Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in," CEPR Discussion Papers 10901, C.E.P.R. Discussion Papers.
  104. Manganelli, Simone & White, Halbert & Kim, Tae-Hwan, 2015. "VAR for VaR: measuring tail dependence using multivariate regression quantiles," Working Paper Series 1814, European Central Bank.
  105. Yener Altunbas & Simone Manganelli & David Marques-Ibanez, 2015. "Realized Bank Risk during the Great Recession," International Finance Discussion Papers 1140, Board of Governors of the Federal Reserve System (U.S.).
  106. Cory Koedel & Kata Mihaly & Jonah E. Rockoff, 2015. "Value-Added Modeling: A Review," Working Papers 1501, Department of Economics, University of Missouri.
  107. Ben Backes & Ben Backes & Dan Goldhaberb & Cyrus Grout & Cory Koedel & Shawn Ni & Michael Podgursky & P. Brett Xiang & Zeyu Xu, 2015. "Benefit or Burden? On the Intergenerational Inequity of Teacher Pension Plans," Working Papers 1517, Department of Economics, University of Missouri, revised Apr 2016.
  108. Tae-Hwy Lee & Yiyao Wang, 2015. "Finding SPF Percentiles Closest to Greenbook," Working Papers 201503, University of California at Riverside, Department of Economics.
  109. Gordon H. Hanson & Nelson Lind & Marc-Andreas Muendler, 2015. "The Dynamics of Comparative Advantage," CESifo Working Paper Series 5622, CESifo.

2014

  1. Facundo Albornoz & Antonio Cabrales & Esther Hauk, 2014. "Which Club Should I Attend, Dad?: Targeted Socialization and Production," Working Papers 797, Barcelona School of Economics.
  2. Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2014. "Risk-Sharing and Contagion in Networks," CESifo Working Paper Series 4715, CESifo.
  3. Dolado, Juan J & Mora, Ricardo, 2014. "Dual Labour Markets and (Lack of) On-The-Job Training: PIAAC Evidence from Spain and Other EU Countries," CEPR Discussion Papers 10246, C.E.P.R. Discussion Papers.
  4. Calhoun, Gray, 2014. "Out-Of-Sample Comparisons of Overfit Models," Staff General Research Papers Archive 32462, Iowa State University, Department of Economics.
  5. Calhoun, Gray, 2014. "Block Bootstrap Consistency Under Weak Assumptions," Staff General Research Papers Archive 34313, Iowa State University, Department of Economics.
  6. Calhoun, Gray, 2014. "ATTN: OTHER WORKING PAPERS ARE AVAILABLE ON MY HOMEPAGE. http://gray.clhn.co," Staff General Research Papers Archive 37454, Iowa State University, Department of Economics.
  7. Blume, Andreas & Lai, Ernest K. & Lim, Wooyoung, 2014. "Eliciting Private Information with Noise: The Case of Randomized Response," Center for Mathematical Economics Working Papers 490, Center for Mathematical Economics, Bielefeld University.
  8. Youjin Hahn & Liang Choon Wang & Hee-Seung Yang, 2014. "Does Greater School Autonomy Make a Difference? Evidence from a Randomized Natural Experiment in South Korea," Monash Economics Working Papers 48-14, Monash University, Department of Economics.
  9. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2014. "Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model," BAFFI CAREFIN Working Papers 1623, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  10. Patton, Andrew & Kruttli, Mathias, 2014. "The Impact of Hedge Funds on Asset Markets," CEPR Discussion Papers 10151, C.E.P.R. Discussion Papers.
  11. Tim Bollerslev & Sophia Zhengzi Li & Viktor Todorov, 2014. "Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns," CREATES Research Papers 2014-48, Department of Economics and Business Economics, Aarhus University.
  12. Tim Bollerslev & Viktor Todorov & Lai Xu, 2014. "Tail Risk Premia and Return Predictability," CREATES Research Papers 2014-49, Department of Economics and Business Economics, Aarhus University.
  13. Neville Francis & Laura E. Jackson & Michael T. Owyang, 2014. "How Has Empirical Monetary Policy Analysis Changed After the Financial Crisis?," Working Papers 2014-19, Federal Reserve Bank of St. Louis.
  14. Ana B. Galvão & Michael T. Owyang, 2014. "Financial stress regimes and the macroeconomy," Working Papers 2014-20, Federal Reserve Bank of St. Louis.
  15. Francisco Covas & John C. Driscoll, 2014. "Bank Liquidity and Capital Regulation in General Equilibrium," Finance and Economics Discussion Series 2014-85, Board of Governors of the Federal Reserve System (U.S.).
  16. Alan S. Blinder & Mark W. Watson, 2014. "Presidents and the U.S. Economy: An Econometric Exploration," NBER Working Papers 20324, National Bureau of Economic Research, Inc.
  17. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," CESifo Working Paper Series 4993, CESifo.
  18. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "Betting the House," CESifo Working Paper Series 5147, CESifo.
  19. Mary C. Daly & John G. Fernald & Òscar Jordà & Fernanda Nechio, 2014. "Labor Markets in the Global Financial Crisis: The Good, the Bad and the Ugly," Working Paper Series 2014-11, Federal Reserve Bank of San Francisco.
  20. Blazsek, Szabolcs & Escribano, Álvaro, 2014. "Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers," UC3M Working papers. Economics we1412, Universidad Carlos III de Madrid. Departamento de Economía.
  21. Liangjun Su & Zhentao Shi & Peter C.B. Phillips, 2014. "Identifying Latent Structures in Panel Data," Cowles Foundation Discussion Papers 1965, Cowles Foundation for Research in Economics, Yale University.
  22. Ozabaci, Deniz & Henderson, Daniel J. & Su, Liangjun, 2014. "Additive Nonparametric Regression in the Presence of Endogenous Regressors," IZA Discussion Papers 8144, Institute of Labor Economics (IZA).
  23. Junhui Qian & Liangjun Su, 2014. "Shrinkage Estimation of Regression Models with Multiple Structural Changes," Working Papers 06-2014, Singapore Management University, School of Economics.
  24. Liangjun Su & Sainan Jin & Yonghui Zhang, 2014. "Specification Test for Panel Data Models with Interactive Fixed Effects," Working Papers 08-2014, Singapore Management University, School of Economics.
  25. Sainan Jin & Liangjun Su & Yonghui Zhang, 2014. "Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models," Working Papers 09-2014, Singapore Management University, School of Economics.
  26. Yan Li & Liangjun Su & Yuewu Xu, 2014. "A Combined Approach to the Inference of Conditional Factor Models," Working Papers 10-2014, Singapore Management University, School of Economics.
  27. Xun Lu & Liangjun Su, 2014. "Jackknife Model Averaging for Quantile Regressions," Working Papers 11-2014, Singapore Management University, School of Economics.
  28. Reicher, Claire, 2014. "Systematic fiscal policy and macroeconomic performance: A critical overview of the literature," Economics Discussion Papers 2014-29, Kiel Institute for the World Economy (IfW Kiel).
  29. Guarino, Cassandra M. & Reckase, Mark D. & Stacy, Brian & Wooldridge, Jeffrey M., 2014. "A Comparison of Growth Percentile and Value-Added Models of Teacher Performance," IZA Discussion Papers 7973, Institute of Labor Economics (IZA).
  30. Guarino, Cassandra M. & Reckase, Mark D. & Stacy, Brian & Wooldridge, Jeffrey M., 2014. "Evaluating Specification Tests in the Context of Value-Added Estimation," IZA Discussion Papers 7974, Institute of Labor Economics (IZA).
  31. Sloczynski, Tymon & Wooldridge, Jeffrey M., 2014. "A General Double Robustness Result for Estimating Average Treatment Effects," IZA Discussion Papers 8084, Institute of Labor Economics (IZA).
  32. Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2014. "Finite Population Causal Standard Errors," NBER Working Papers 20325, National Bureau of Economic Research, Inc.
  33. Astebro , Thomas & Santos-Pinto , Luís, 2014. "Detecting Heterogeneous Risk Attitudes with Mixed Gambles," HEC Research Papers Series 1042, HEC Paris.
  34. Lykke Andersen & Ugur Bilge & Ben Groom & David Gutierrez & Evan Killick & Juan Carlos Ledezma & Charles Palmer & Diana Weinhold, 2014. "Modelling land use, deforestation, and policy analysis: A hybrid optimization-ABM heterogeneous agent model with application to the Bolivian Amazon," GRI Working Papers 164, Grantham Research Institute on Climate Change and the Environment.
  35. Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson, 2014. "Consistent Pretesting for Jumps," Departmental Working Papers 201408, Rutgers University, Department of Economics.
  36. María Dolores Gadea-Rivas & Ana Gómez-Loscos & Gabriel Pérez-Quirós, 2014. "The two greatest. Great recession vs. great moderation," Working Papers 1423, Banco de España.
  37. Asadul Islam & Chandarany Ouch & Russell Smyth & Liang Choon Wang, 2014. "The Long-Term Effects Of Civil Conflicts On Education, Earnings And Fertility: Evidence From Cambodia," Monash Economics Working Papers 36-14, Monash University, Department of Economics.
  38. Liang Choon Wang, 2014. "All Work and No Play? The Effects of Ability Sorting on Students’ Non-school Inputs, Time Use, and Grade Anxiety," Monash Economics Working Papers 37-14, Monash University, Department of Economics.
  39. David M. Kaplan, 2014. "Nonparametric Inference on Quantile Marginal Effects," Working Papers 1413, Department of Economics, University of Missouri.
  40. James D. Hamilton & Jing Cynthia Wu, 2014. "Effects of Index-Fund Investing on Commodity Futures Prices," NBER Working Papers 19892, National Bureau of Economic Research, Inc.
  41. Drew D. Creal & Jing Cynthia Wu, 2014. "Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility," NBER Working Papers 20115, National Bureau of Economic Research, Inc.
  42. Jing Cynthia Wu & Fan Dora Xia, 2014. "Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound," NBER Working Papers 20117, National Bureau of Economic Research, Inc.
  43. Kinda Hachem & Jing Cynthia Wu, 2014. "Inflation Announcements and Social Dynamics," NBER Working Papers 20161, National Bureau of Economic Research, Inc.
  44. Drew D. Creal & Jing Cynthia Wu, 2014. "Monetary Policy Uncertainty and Economic Fluctuations," NBER Working Papers 20594, National Bureau of Economic Research, Inc.
  45. Michael D. Bauer, 2014. "Inflation Expectations and the News," Working Paper Series 2014-9, Federal Reserve Bank of San Francisco.
  46. Naoko Hara & Munechika Katayama & Ryo Kato, 2014. "Rising Skill Premium?: The Roles of Capital-Skill Complementarity and Sectoral Shifts in a Two-Sector Economy," Bank of Japan Working Paper Series 14-E-9, Bank of Japan.
  47. Tatsuyoshi Okimoto, 2014. "Asymmetric Increasing Trends in Dependence in International Equity Markets," AJRC Working Papers 1405, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
  48. Garett Jones & Niklas Potrafke, 2014. "Human Capital and National Institutional Quality: Are TIMSS, PISA, and National Average IQ Robust Predictors?," CESifo Working Paper Series 4790, CESifo.
  49. Al-Ubaydli, Omar & Jones, Garett & Weel, Jaap, 2014. "Average player traits as predictors of cooperation in a repeated prisoner's dilemma," MPRA Paper 55383, University Library of Munich, Germany.
  50. ONO Arito & MIYAKAWA Daisuke & HOSONO Kaoru & UCHIDA Hirofumi & UCHINO Taisuke & UESUGI Iichiro, 2014. "Transaction Partners and Firm Relocation Choice: Evidence from the Tohoku Earthquake," Discussion papers 14054, Research Institute of Economy, Trade and Industry (RIETI).
  51. UCHIDA Hirofumi & MIYAKAWA Daisuke & HOSONO Kaoru & ONO Arito & UCHINO Taisuke & UESUGI Iichiro, 2014. "Natural Disaster and Natural Selection," Discussion papers 14055, Research Institute of Economy, Trade and Industry (RIETI).
  52. UESUGI Iichiro & UCHIDA Hirofumi & MIZUSUGI Yuta, 2014. "Effects of Lending Relationships with Government Banks on Firm Performance: Evidence from a Japanese government bank for small businesses (Japanese)," Discussion Papers (Japanese) 14045, Research Institute of Economy, Trade and Industry (RIETI).
  53. Ono, Arito & Uesugi, Iichiro, 2014. "SME Financing in Japan during the Global Financial Crisis: Evidence from Firm Surveys," HIT-REFINED Working Paper Series 6, Institute of Economic Research, Hitotsubashi University.
  54. Alfonso Dufour & Andrei Stancu & Simone Varotto, 2014. "The Equity-like Behaviour of Sovereign Bonds," ICMA Centre Discussion Papers in Finance icma-dp2014-16, Henley Business School, University of Reading.
  55. Wagner Piazza Gaglianone & João Victor Issler, 2014. "Microfounded Forecasting," Working Papers Series 372, Central Bank of Brazil, Research Department.
  56. Gomes, Fábio Augusto Reis & Issler, João Victor, 2014. "Testing consumption optimality using aggregate data," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 752, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  57. George Athanasopoulos & D.S. Poskitt & Farshid Vahid & Wenying Yao, 2014. "Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations," Monash Econometrics and Business Statistics Working Papers 22/14, Monash University, Department of Econometrics and Business Statistics.
  58. Taya Dumrongrittikul & Heather Anderson & Farshid Vahid, 2014. "The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective," Monash Econometrics and Business Statistics Working Papers 23/14, Monash University, Department of Econometrics and Business Statistics.
  59. Athanasopouolos, George & Poskitt, Don & Vahid, Farshid & Yao, Wenying, 2014. "Forecasting with EC-VARMA models," Working Papers 2014-07, University of Tasmania, Tasmanian School of Business and Economics, revised 22 Feb 2014.
  60. Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2014. "VAR(MA), what is it good for? more bad news for reduced-form estimation and inference," Working Papers 2014-14, University of Tasmania, Tasmanian School of Business and Economics.
  61. Gloria Gonzalez-Rivera & Yingying Sun, 2014. "Density Forecast Evaluation in Unstable Environments," Working Papers 201428, University of California at Riverside, Department of Economics.
  62. Gloria Gonzalez-Rivera & Yingying Sun, 2014. "Generalized Autocontours: Evaluation of Multivariate Density Models," Working Papers 201431, University of California at Riverside, Department of Economics.
  63. Gloria Gonzalez-Rivera & Wei Lin, 2014. "Interval-valued Time Series: Model Estimation based on Order Statistics," Working Papers 201429, University of California at Riverside, Department of Economics.
  64. Gloria Gonzalez-Rivera, 2014. "Predicting Rare Events: Evaluating Systemic and Idiosyncratic Risk (editorial)," Working Papers 201430, University of California at Riverside, Department of Economics.
  65. Raffaella Giacomini & Toru Kitagawa, 2014. "Inference about Non-Identi?ed SVARs," CeMMAP working papers CWP45/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  66. Raffaella Giacomini & Barbara Rossi, 2014. "Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models," Economics Working Papers 1476, Department of Economics and Business, Universitat Pompeu Fabra.
  67. Raffaella Giacomini, 2014. "Economic theory and forecasting: lessons from the literature," CeMMAP working papers CWP41/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  68. Rossen Valkanov & Andra Ghent, 2014. "Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors," 2014 Meeting Papers 104, Society for Economic Dynamics.
  69. Yoichi Arai & Hidehiko Ichimura & Daiji Kawaguchi, 2014. "The educational upgrading of Japanese youth, 1982-2007: Are Japanese youth ready for structural reforms?," Working Papers e078, Tokyo Center for Economic Research.
  70. Jin Seo Cho & Halbert White, 2014. "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing," Working papers 2014rwp-67, Yonsei University, Yonsei Economics Research Institute.
  71. Jin Seo Cho & Halbert White, 2014. "Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014)," Working papers 2014rwp-67a, Yonsei University, Yonsei Economics Research Institute.
  72. Jin Seo Cho & Tae-Hwan Kim & Yongcheol Shin, 2014. "Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework," Working papers 2014rwp-69, Yonsei University, Yonsei Economics Research Institute.
  73. Gibson, Matthew, 2014. "Dirty and perverse: regulation-induced pollution substitution," University of California at San Diego, Economics Working Paper Series qt6tn7t0wv, Department of Economics, UC San Diego.
  74. Gibson, Matthew & Shrader, Jeffrey, 2014. "Time Use and Productivity: The Wage Returns to Sleep," University of California at San Diego, Economics Working Paper Series qt8zp518hc, Department of Economics, UC San Diego.
  75. Prashant Bharadwaj & Matthew Gibson & Joshua Graff Zivin & Christopher A. Neilson, 2014. "Gray Matters: Fetal Pollution Exposure and Human Capital Formation," NBER Working Papers 20662, National Bureau of Economic Research, Inc.
  76. Costa-Gomes, Miguel & Cueva, Carlos & Gerasimou, Georgios, 2014. "Choice, Deferral and Consistency," SIRE Discussion Papers 2015-17, Scottish Institute for Research in Economics (SIRE).
  77. Millard-Ball, Adam & Schneider, Robert J. & Handy, Susan L. & Shafizadeh, Kevan & Anderson, Michael L. & Auffhammer, Maximillian & Jacobsen, Mark & Sperling, Dan & Shoup, Donald, 2014. "ACCESS Magazine Issue 45 Fall 2014," University of California Transportation Center, Working Papers qt1gj8g83t, University of California Transportation Center.
  78. Anderson, Michael L. & Auffhammer, Maximillian, 2014. "Pounds that Kill," University of California Transportation Center, Working Papers qt0s47p33c, University of California Transportation Center.
  79. Mauricio Romero & Álvaro Riascos & Diego Jara, 2014. "A derivation of the optimal answer-copying index and some applications," Documentos CEDE 12061, Universidad de los Andes, Facultad de Economía, CEDE.
  80. Álvaro Riascos & Eduardo Alfonso & Mauricio Romero, 2014. "The Performance of Risk Adjustment Models in Colombian Competitive Health Insurance Market," Documentos CEDE 12062, Universidad de los Andes, Facultad de Economía, CEDE.
  81. Ghazala Azmat & Caterina Calsamiglia & Nagore Iriberri, 2014. "Gender Differences in Response to Big Stakes," CEP Discussion Papers dp1314, Centre for Economic Performance, LSE.
  82. Michael A. Kuhn & Peter Kuhn & Marie Claire Villeval, 2014. "Self Control and Intertemporal Choice: Evidence from Glucose and Depletion Interventions," CESifo Working Paper Series 4609, CESifo.
  83. Hiroaki Kaido, 2014. "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers 03/14, Institute for Fiscal Studies.
  84. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2014. "Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level," CeMMAP working papers 23/14, Institute for Fiscal Studies.
  85. Manganelli, Simone & Hoffmann, Peter & Garcia-de-Andoain, Carlos, 2014. "Fragmentation in the euro overnight unsecured money market," Working Paper Series 1755, European Central Bank.
  86. Rajeev Darolia & Cory Koedel & Paco Martorell & Katie Wilson & Francisco Perez-Arce, 2014. "Do Employers Prefer Workers Who Attend For-Profit Colleges? Evidence from a Field Experiment," Working Papers WR-1054, RAND Corporation.
  87. Cory Koedel & Jiaxi Li, 2014. "The Efficiency Implications of Using Proportional Evaluations to Shape the Teaching Workforce," Working Papers 1402, Department of Economics, University of Missouri, revised 16 Mar 2015.
  88. Cory Koedel & Andrew Hughes & Joshua A. Price, 2014. "Positional WAR in the National Football League," Working Papers 1410, Department of Economics, University of Missouri.
  89. Cory Koedel & P. Brett Xiang, 2014. "Pension Enhancements and the Retention of Public Employees," Working Papers 1418, Department of Economics, University of Missouri, revised 09 Feb 2015.
  90. Cory Koedel & Rajeev Darolia & Paco Martorell & Katie Wilson & Francisco Perez-Arce, 2014. "Race and Gender Effects on Employer Interest in Job Applicants: New Evidence from a Resume Field Experiment," Working Papers 1419, Department of Economics, University of Missouri.
  91. Makoto Shimoji, 2014. "Revenue Comparison of Discrete Private-Value Auctions via Weak Dominance," Discussion Papers 14/13, Department of Economics, University of York.
  92. Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014. "Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting," Working Papers 201404, University of California at Riverside, Department of Economics.
  93. Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014. "Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints," Working Papers 201405, University of California at Riverside, Department of Economics.
  94. Tae-Hwy Lee & Weiping Yang, 2014. "Granger-Causality in Quantiles between Financial Markets: Using Copula Approach," Working Papers 201406, University of California at Riverside, Department of Economics.
  95. Tae-Hwy Lee & Yiyao Wang, 2014. "Asymmetric Loss in the Greenbook and the Survey of Professional Forecasters," Working Papers 201407, University of California at Riverside, Department of Economics.
  96. Tae-Hwy Lee & Huiyu Huang, 2014. "Forecasting Value-at-Risk Using High Frequency Information," Working Papers 201409, University of California at Riverside, Department of Economics.
  97. Tae-Hwy Lee & Huiyu Huang, 2014. "Forecasting Realized Volatility Using Subsample Averaging," Working Papers 201410, University of California at Riverside, Department of Economics.
  98. Tae-Hwy Lee & Zhou Xi & Ru Zhang, 2014. "Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations," Working Papers 201411, University of California at Riverside, Department of Economics.
  99. Tae-Hwy Lee & Eric Hillebrand & Marcelo Medeiros, 2014. "Bagging Constrained Equity Premium Predictors," Working Papers 201421, University of California at Riverside, Department of Economics, revised Feb 2013.
  100. Tae-Hwy Lee & Weiping Yang, 2014. "Money-Income Granger-Causality in Quantiles," Working Papers 201423, University of California at Riverside, Department of Economics, revised Sep 2012.
  101. James Andreoni & Andy Brownback, 2014. "Grading on a Curve, and other Effects of Group Size on All-Pay Auctions," NBER Working Papers 20184, National Bureau of Economic Research, Inc.
  102. Myungkyu Shim & Hee-Seung Yang, 2014. "Business Cycle Properties of Job Polarization Using Consistent Occupational Data," Monash Economics Working Papers 17-14, Monash University, Department of Economics.
  103. Myungkyu Shim & Hee-Seung Yang, 2014. "Interindustry Wage Differentials, Technology Adoption, and Job Polarization," Monash Economics Working Papers 18-14, Monash University, Department of Economics.
  104. Kazuki Onji & Takeshi Osada & David Vera, 2014. "Banks restructuring sonata: How capital injection triggered labor force rejuvenation in Japanese banks," Discussion Papers in Economics and Business 14-22, Osaka University, Graduate School of Economics.

2013

  1. Brindusa Anghel & Antonio Cabrales & Jorge Sainz & Ismael Sanz, 2013. "Publicación de los resultados de las pruebas estandarizadas externas: ¿Tiene ello un efecto sobre los resultados escolares?," Working Papers 2013-07, FEDEA.
  2. Brindusa Anghel & Antonio Cabrales & Jesús M. Carro, 2013. "Evaluacion de un programa de educacion bilingüe en España: El impacto mas alla del aprendizaje del idioma extranjero," Working Papers 2013-08, FEDEA.
  3. Youjin Hahn & Hee-Seung Yang, 2013. "Do Work Decisions among Young Adults Respond to Extended Dependent Coverage?," Monash Economics Working Papers 19-13, Monash University, Department of Economics.
  4. Elizabeth Davidson & Randall Reback & Jonah E. Rockoff & Heather L. Schwartz, 2013. "Fifty Ways to Leave a Child Behind: Idiosyncrasies and Discrepancies in States' Implementation of NCLB," NBER Working Papers 18988, National Bureau of Economic Research, Inc.
  5. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013. "Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section," Working Paper 2013/19, Norges Bank.
  6. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013. "Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?," Working Paper 2013/22, Norges Bank.
  7. Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2013. "How did the financial crisis alter the correlations of U.S. yield spreads?," Working Papers 2013-005, Federal Reserve Bank of St. Louis.
  8. Erik Berwart & Massimo Guidolin & Andreas Milidonis, 2013. "An Empirical Analysis of Changes in the Relative Timeliness of Issuer-Paid vs. Investor-Paid Ratings," Working Papers 482, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  9. Massimo Guidolin & Hening Liu, 2013. "Ambiguity Aversion and Under-diversification," Working Papers 483, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  10. Alejandro Bernales & Massimo Guidolin, 2013. "The Effects of Information Asymmetries on the Success of Stock Option Listings," Working Papers 484, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  11. Jia Li & Andrew J. Patton, 2013. "Asymptotic Inference about Predictive Accuracy Using High Frequency Data," Working Papers 13-27, Duke University, Department of Economics.
  12. Irving Arturo De Lira Salvatierra & Andrew J. Patton, 2013. "Dynamic Copula Models and High Frequency Data," Working Papers 13-28, Duke University, Department of Economics.
  13. Dong Hwan Oh & Andrew J. Patton, 2013. "Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads," Working Papers 13-30, Duke University, Department of Economics.
  14. Kevin Sheppard & Lily Liu & Andrew J. Patton, 2013. "Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes," Economics Series Working Papers 645, University of Oxford, Department of Economics.
  15. Kamila Sommer & William Peterman, 2013. "How Well Did Social Security Mitigate the Effects of the Great Recession?," 2013 Meeting Papers 1150, Society for Economic Dynamics.
  16. Michael T. Owyang & Valerie A. Ramey & Sarah Zubairy, 2013. "Are government spending multipliers greater during periods of slack? evidence from 20th century historical data," Working Papers 2013-004, Federal Reserve Bank of St. Louis.
  17. Julieta Caunedo & Riccardo DiCecio & Ivana Komunjer & Michael T. Owyang, 2013. "Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts," Working Papers 2013-012, Federal Reserve Bank of St. Louis, revised 29 Dec 2017.
  18. Neville Francis & Laura E. Jackson & Michael T. Owyang, 2013. "Countercyclical policy and the speed of recovery after recessions," Working Papers 2013-032, Federal Reserve Bank of St. Louis.
  19. Valerie Ramey & Sarah Zubairy & Michael Owyang, 2013. "Are Government Spending Multipliers State Dependent? Evidence from U.S. and Canadian Historical Data," 2013 Meeting Papers 290, Society for Economic Dynamics.
  20. Francisco Covas & Ben Rump & Egon Zakrajšek, 2013. "Stress-testing U.S. bank holding companies: a dynamic panel quantile regression approach," Finance and Economics Discussion Series 2013-55, Board of Governors of the Federal Reserve System (U.S.).
  21. Shigeru Fujita & Giuseppe Moscarini, 2013. "Recall and Unemployment," NBER Working Papers 19640, National Bureau of Economic Research, Inc.
  22. Bates, Brandon J. & Plagborg-Møller, Mikkel & Stock, James H. & Watson, Mark W., 2013. "Consistent Factor Estimation in Dynamic Factor Models with Structural Instability," Scholarly Articles 28469786, Harvard University Department of Economics.
  23. Ulrich Mueller & Mark W. Watson, 2013. "Measuring Uncertainty about Long-Run Prediction," NBER Working Papers 18870, National Bureau of Economic Research, Inc.
  24. Mark Watson, 2013. "Measuring Uncertainty About Long-Run Forecasts," Annual Meeting Plenary 2013-3, Society for Economic Dynamics.
  25. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," CESifo Working Paper Series 4431, CESifo.
  26. Taylor, Alan M. & Jordà , Òscar, 2013. "The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy," CEPR Discussion Papers 9646, C.E.P.R. Discussion Papers.
  27. Òscar Jordà, 2013. "Assessing the Historical Role of Credit: Business Cycles, Financial Crises, and the Legacy of Charles S. Peirce," Working Paper Series 2013-19, Federal Reserve Bank of San Francisco.
  28. Joshua D. Angrist & Òscar Jordà & Guido M. Kuersteiner, 2013. "Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited," Working Paper Series 2013-24, Federal Reserve Bank of San Francisco.
  29. Mary C. Daly & John G. Fernald & Òscar Jordà & Fernanda Nechio, 2013. "Shocks and Adjustments," Working Paper Series 2013-32, Federal Reserve Bank of San Francisco.
  30. Oscar Jorda & John Fernald & Fernanda Nechio & Mary Daly, 2013. "Okun’s Macroscope: Changes in the Cyclical Behavior of Productivity and the Comovement between Output and Unemployment," 2013 Meeting Papers 1155, Society for Economic Dynamics.
  31. Moritz Schularick & Alan Taylor & Oscar Jorda, 2013. "When Credit Bites Back," 2013 Meeting Papers 71, Society for Economic Dynamics.
  32. Sucarrat, Genaro & Escribano, Álvaro, 2013. "Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns," UC3M Working papers. Economics we1321, Universidad Carlos III de Madrid. Departamento de Economía.
  33. Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2013. "Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown," MPRA Paper 49344, University Library of Munich, Germany.
  34. Liangjun Su & Stefan Hoderlein & Halbert White, 2013. "Testing Monotonicity in Unobservables with Panel Data," Boston College Working Papers in Economics 892, Boston College Department of Economics, revised 01 Feb 2016.
  35. Snower, Dennis J. & Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Klodt, Henning & Kooths, Stefan & Laaser, Claus-Friedrich & Reicher, Christopher & van Roye, Björn & Scheide, Joachim & Schrader, Klaus, 2013. "The Kiel policy package to address the crisis in the euro area," Kiel Policy Brief 58a, Kiel Institute for the World Economy (IfW Kiel).
  36. Reicher, Christopher Phillip, 2013. "Evaluating misspecification in DSGE models using tests for overidentifying restrictions," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79955, Verein für Socialpolitik / German Economic Association.
  37. Roberto Angulo & Alejandro Gaviria & Liliana Morales, 2013. "La década ganada: evolución de la clase media y las condiciones de vida en Colombia, 2002-2011," Documentos CEDE 11895, Universidad de los Andes, Facultad de Economía, CEDE.
  38. Stacy, Brian & Guarino, Cassandra M. & Reckase, Mark D. & Wooldridge, Jeffrey M., 2013. "Does the Precision and Stability of Value-Added Estimates of Teacher Performance Depend on the Types of Students They Serve?," IZA Discussion Papers 7676, Institute of Labor Economics (IZA).
  39. Gary Solon & Steven J. Haider & Jeffrey Wooldridge, 2013. "What Are We Weighting For?," NBER Working Papers 18859, National Bureau of Economic Research, Inc.
  40. Gardner, Toby A. & Ferreira, J. & Barlow, J. & Lees, A. C. & Parry, L. & Vieira, I. C. G. & Berenguer, E. & Abramovay, R. & Aleixo, A. & Andretti, C. & Aragao, L. E. O. C. & Araujo, I. & de Avila, W. , 2013. "A social and ecological assessment of tropical land uses at multiple scales: the Sustainable amazon network," LSE Research Online Documents on Economics 50120, London School of Economics and Political Science, LSE Library.
  41. John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013. "Combining Two Consistent Estimators," Departmental Working Papers 201310, Rutgers University, Department of Economics.
  42. John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013. "An Expository Note on the Existence of Moments of Fuller and HFUL Estimators," Departmental Working Papers 201311, Rutgers University, Department of Economics.
  43. Kihwan Kim & Norman Swanson, 2013. "Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets," Departmental Working Papers 201315, Rutgers University, Department of Economics.
  44. Hyun Hak Kim & Norman Swanson, 2013. "Mining Big Data Using Parsimonious Factor and Shrinkage Methods," Departmental Working Papers 201316, Rutgers University, Department of Economics.
  45. Diep Duong & Norman Swanson, 2013. "Density and Conditional Distribution Based Specification Analysis," Departmental Working Papers 201312, Rutgers University, Department of Economics.
  46. Valentina Corradi & Norman Swanson, 2013. "Testing for Structural Stability of Factor Augmented Forecasting Models," Departmental Working Papers 201314, Rutgers University, Department of Economics.
  47. Valentina Corradi & Norman Swanson, 2013. "A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance," Departmental Working Papers 201309, Rutgers University, Department of Economics.
  48. Diep Duong & Norman Swanson, 2013. "Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction," Departmental Working Papers 201321, Rutgers University, Department of Economics.
  49. Norman Swanson & Richard Urbach, 2013. "Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality," Departmental Working Papers 201323, Rutgers University, Department of Economics.
  50. Jeffrey Grogger & Gordon H. Hanson, 2013. "Attracting Talent: Location Choices of Foreign-Born PhDs in the US," NBER Working Papers 18780, National Bureau of Economic Research, Inc.
  51. Jeffrey Grogger, 2013. "Bounding the Effects of Social Experiments: Accounting for Attrition in Administrative Data," NBER Working Papers 18838, National Bureau of Economic Research, Inc.
  52. Maximo Camacho & Gabriel Perez-Quiros, 2013. "Commodity prices and the business cycle in Latin America: Living and dying by commodities," Working Papers 1304, Banco de España.
  53. Carmen Broto & Gabriel Perez-Quiros, 2013. "Disentangling contagion among sovereign cds spreads during the european debt crisis," Working Papers 1314, Banco de España.
  54. Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2013. "Short-term forecasting for empirical economists. A survey of the recently proposed algorithms," Working Papers 1318, Banco de España.
  55. Liang Choon Wang, 2013. "The deadly effect of high-stakes testing on teenagers with reference-dependent preferences," Monash Economics Working Papers 40-13, Monash University, Department of Economics.
  56. Del Carpio, Ximena & Nguyen, Cuong & Nguyen, Ha & Wang, Choon, 2013. "The Impact of Minimum Wages on Employment, Wages and Welfare: The Case of Vietnam," MPRA Paper 83677, University Library of Munich, Germany.
  57. David M. Kaplan, 2013. "Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion," Working Papers 1313, Department of Economics, University of Missouri.
  58. David M. Kaplan & Matt Goldman, 2013. "IDEAL Quantile Inference via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1315, Department of Economics, University of Missouri.
  59. David M. Kaplan, 2013. "IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1316, Department of Economics, University of Missouri.
  60. David M. Kaplan & Matt Goldman, 2013. "Comparing distributions by multiple testing across quantiles," Working Papers 1319, Department of Economics, University of Missouri, revised Feb 2018.
  61. James D. Hamilton & Jing Cynthia Wu, 2013. "Risk Premia in Crude Oil Futures Prices," NBER Working Papers 19056, National Bureau of Economic Research, Inc.
  62. Michael D. Bauer & Glenn D. Rudebusch, 2013. "Monetary Policy Expectations at the Zero Lower Bound," Working Paper Series 2013-18, Federal Reserve Bank of San Francisco.
  63. Glenn Rudebusch & Michael Bauer, 2013. "The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off," 2013 Meeting Papers 691, Society for Economic Dynamics.
  64. Munechika Katayama & Kwang Hwan Kim, 2013. "The Delayed Effects of Monetary Shocks in a Two-sector New Keynesian Model," Discussion papers e-13-003, Graduate School of Economics Project Center, Kyoto University.
  65. Jinill Kim & Seth Pruitt, 2013. "Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero," CAMA Working Papers 2013-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  66. Hibiki Ichiue & Shusaku Nishiguchi, 2013. "Inflation Expectations and Consumer Spending at the Zero Bound: Micro Evidence," Bank of Japan Working Paper Series 13-E-11, Bank of Japan.
  67. Hibiki Ichiue & Yoichi Ueno, 2013. "Estimating Term Premia at the Zero Bound: An Analysis of Japanese, US, and UK Yields," Bank of Japan Working Paper Series 13-E-8, Bank of Japan.
  68. Managi, Shunsuke & Managi, Shunsuke & Okimoto, Tatsuyoshi, 2013. "Does the price of oil interact with clean energy prices in the stock market?," MPRA Paper 46067, University Library of Munich, Germany.
  69. NAKAJIMA Kentaro & SAITO Yukiko & UESUGI Iichiro, 2013. "Role of Inter-firm Transactions on Industrial Agglomeration: Evidence from Japanese firm-level data," Discussion papers 13021, Research Institute of Economy, Trade and Industry (RIETI).
  70. Ono, Arito & Uchida, Hirofumi & Udell, Gregory & Uesugi, Iichiro, 2013. "A Close Look at Loan-To-Value Ratios: Evidence from the Japanese Real Estate Market," Working Paper Series 19, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
  71. Juri Marcucci & Paolo Emilio Mistrulli, 2013. "Female entrepreneurs in trouble: do their bad loans last longer?," Questioni di Economia e Finanza (Occasional Papers) 185, Bank of Italy, Economic Research and International Relations Area.
  72. Marius del Giudice Rodriguez & Thomas Wu, 2013. "The Effect of Capital Controls and Prudential FX Measures on Options-Implied Exchange Rate Stability," Working Paper Series 2013-20, Federal Reserve Bank of San Francisco.
  73. Andréas Heinen & M. Hamadi & Guillermo Baquero, 2013. "Competition, Loan Rates and Information Dispersion in Microcredit Markets," Working Paper CRENoS 201314, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  74. Jin Seo Cho & Isao Ishida & Halbert White, 2013. "Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions"," Working papers 2013rwp-55a, Yonsei University, Yonsei Economics Research Institute.
  75. Jin Seo Cho & Isao Ishida & Halbert White, 2013. "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions (published in: Essays in Nonlinear Time Series Econometrics, Festschrift in Honor of Timo Teras," Working papers 2013rwp-55, Yonsei University, Yonsei Economics Research Institute.
  76. Lucio, Picci & Luca, Savorelli, 2013. "The Technological Specialization of Countries: An Analysis of Patent Data," SIRE Discussion Papers 2013-24, Scottish Institute for Research in Economics (SIRE).
  77. Osmani Teixeira de Carvalho Guillén & Alain Hecq & João Victor Issler & Diogo Saraiva, 2013. "Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions," Working Papers Series 330, Central Bank of Brazil, Research Department.
  78. Issler, João Victor & Rodrigues, Claudia Ferreira & Burjack, Rafael, 2013. "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 735, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  79. Costa, Carlos Eugênio da & Issler, João Victor & Matos, Paulo Rogério Faustino, 2013. "The forward and the equity-premium puzzles: a straightforward test of whether they are two symptoms of the same illness," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 738, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  80. Dias, Victor Pina & Diniz, Érica & Issler, João Victor, 2013. "Non-durable consumption and real-estate prices in Brazil: panel-data analysis at the state level," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 739, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  81. Issler, João Victor & Notini, Hilton Hostalácio, 2013. "Estimating Brazilian Monthly GDP: a State-Space Approach," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 740, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  82. Guillen, Osmani Teixeira Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo Vinícius Menezes, 2013. "Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 742, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  83. Costa, Carlos Eugênio da & Issler, João Victor & Matos, Paulo Rogério Faustino, 2013. "A note on the forward and the equity-premium puzzles: two symptoms of the same illness?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 743, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  84. Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Franco Neto, Afonso Arinos de Mello, 2013. "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 748, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  85. Heather M. Anderson & Farshid Vahid, 2013. "Common non-linearities in multiple series of stock market volatility," Monash Econometrics and Business Statistics Working Papers 1/13, Monash University, Department of Econometrics and Business Statistics.
  86. Gloria Gonzalez-Rivera, 2013. "Forecasting for Economics and Business," Working Papers 201432, University of California at Riverside, Department of Economics.
  87. Gloria Gonzalez-Rivera & Chris Kieslich & David Shin & Aliana Lopez de Victoria & Dimitrios Morikis, 2013. "A Predictive Model for HIV-1 Co-receptor Selectivity," Working Papers 201435, University of California at Riverside, Department of Economics.
  88. Raffaella Giacomini, 2013. "The relationship between DSGE and VAR models," CeMMAP working papers CWP21/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  89. Ron Gallant & Raffaella Giacomini & Giuseppe Ragusa, 2013. "Generalized method of moments with latent variables," CeMMAP working papers CWP50/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  90. Carlo Altavilla & Riccardo Costantini & Raffaella Giacomini, 2013. "Bond returns and market expectations," CeMMAP working papers CWP20/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  91. Carlo Altavilla & Raffaella Giacomini & Giuseppe Ragusa, 2013. "Anchoring the yield curve using survey expectations," CeMMAP working papers CWP52/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  92. Peter Debbaut & Andra C. Ghent & Marianna Kudlyak, 2013. "Are young borrowers bad borrowers? Evidence from the Credit CARD Act of 2009," Working Paper 13-09, Federal Reserve Bank of Richmond.
  93. Yoichi Arai & Hidehiko Ichimura, 2013. "Optimal bandwidth selection for differences of nonparametric estimators with an application to the sharp regression discontinuity design," CeMMAP working papers 27/13, Institute for Fiscal Studies.
  94. Taya Dumrongrittikul & Heather M. Anderson, 2013. "Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries?," Monash Econometrics and Business Statistics Working Papers 12/13, Monash University, Department of Econometrics and Business Statistics.
  95. Berenguer Rico, Vanessa & Gonzalo, Jesús, 2013. "Co-summability from linear to non-linear cointegration," UC3M Working papers. Economics we1312, Universidad Carlos III de Madrid. Departamento de Economía.
  96. Chen, Liang & Dolado, Juan José & Gonzalo, Jesús & Ramos Ramirez, Andrey David, 2013. "Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach," DES - Working Papers. Statistics and Econometrics. WS 35531, Universidad Carlos III de Madrid. Departamento de Estadística.
  97. Sanghoon Lee & Jeffrey Lin, 2013. "Natural amenities, neighborhood dynamics, and persistence in the spatial distribution of income," Working Papers 13-48, Federal Reserve Bank of Philadelphia.
  98. Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013. "Testing Linearity Using Power Transforms of Regressors," Cowles Foundation Discussion Papers 1917, Cowles Foundation for Research in Economics, Yale University.
  99. Kyu Lee Shin & Jin Seo Cho, 2013. "Testing for Neglected Nonlinearity Using Extreme Learning Machines (published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 21, Suppl. 2 (2013), 117--129.)," Working papers 2013rwp-57, Yonsei University, Yonsei Economics Research Institute.
  100. Carnovale, Maria & Gibson, Matthew, 2013. "The Effects of Driving Restrictions on Air Quality and Driver Behavior," University of California at San Diego, Economics Working Paper Series qt0v8813qm, Department of Economics, UC San Diego.
  101. Cassiman, Bruno & ,, 2013. "Profiting from Innovation: Firm Level Evidence on Markups," CEPR Discussion Papers 9703, C.E.P.R. Discussion Papers.
  102. Chiquiar Daniel & Salcedo Alejandrina, 2013. "Mexican Migration to the United States: Underlying Economic Factors and Possible Scenarios for Future Flows," Working Papers 2013-20, Banco de México.
  103. Maximilian Auffhammer & Solomon M. Hsiang & Wolfram Schlenker & Adam Sobel, 2013. "Using Weather Data and Climate Model Output in Economic Analyses of Climate Change," NBER Working Papers 19087, National Bureau of Economic Research, Inc.
  104. Michael A. Kuhn & Peter Kuhn & Marie Claire Villeval, 2013. "The Importance of the Cognitive Environment for Intertemporal Choice," Working Papers 1316, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  105. James Andreoni & Michael A. Kuhn & Charles Sprenger, 2013. "On Measuring Time Preferences," NBER Working Papers 19392, National Bureau of Economic Research, Inc.
  106. Ben Gilbert & Joshua S. Graff Zivin, 2013. "Dynamic Salience with Intermittent Billing: Evidence from Smart Electricity Meters," NBER Working Papers 19510, National Bureau of Economic Research, Inc.
  107. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013. "Random coefficients in static games of complete information," CeMMAP working papers 12/13, Institute for Fiscal Studies.
  108. Ghysels, Eric & Manganelli, Simone & , & Idier, Julien, 2013. "A high frequency assessment of the ECB Securities Markets Programme," CEPR Discussion Papers 9778, C.E.P.R. Discussion Papers.
  109. Peter Arcidiacono & Cory Koedel, 2013. "Race and College Success: Evidence from Missouri," NBER Working Papers 19188, National Bureau of Economic Research, Inc.
  110. Tae-Hwy Lee & Zhou Xi & Ru Zhang, 2013. "Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks," Working Papers 201422, University of California at Riverside, Department of Economics, revised Apr 2012.
  111. Hee-Seung Yang & Myungkyu Shim, 2013. "Job Polarization : Market Responses to Interindustry Wage Differentials," 2013 Meeting Papers 1200, Society for Economic Dynamics.

2012

  1. Karim Chalak, 2012. "Identification of Average Random Coefficients under Magnitude and Sign Restrictions on Confounding," Boston College Working Papers in Economics 816, Boston College Department of Economics.
  2. Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2012. "The Appeal of Information Transactions," Working Papers 2012-13, Brown University, Department of Economics.
  3. Carro, Jesus & Anghel, Brindusa, 2012. "Evaluating a bilingual education program in Spain: the impact beyond foreign language learning," CEPR Discussion Papers 8995, C.E.P.R. Discussion Papers.
  4. Anghel, Brindusa & Cabrales, Antonio & Sainz, Jorge & Sanz, Ismael, 2012. "Publicizing the results of standardized external tests : does it have an effect on school outcomes?," UC3M Working papers. Economics we1234, Universidad Carlos III de Madrid. Departamento de Economía.
  5. Sunghoon Chung & Joonhyung Lee & Thomas Osang, 2012. "Did China Tire Safeguard Save U.S. Workers?," Departmental Working Papers 1205, Southern Methodist University, Department of Economics.
  6. Youjin Hahn, 2012. "The Effect of Medicaid Physician Fees on Take-up of Public Health Insurance among Children in Poverty," Monash Economics Working Papers 29-12, Monash University, Department of Economics.
  7. Youjin Hahn & Liang Choon Wang & Hee-Seung Yang, 2012. "Child vs. Pet: The Effect of Abortion Legalization on the Demand for Pets," Monash Economics Working Papers 57-12, Monash University, Department of Economics.
  8. Massimo Guidolin & Stuart Hyde, 2012. "Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value," Working Papers 455, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  9. Alejandro Bernales & Massimo Guidolin, 2012. "Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests," Working Papers 456, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  10. Patton, Andrew & Streatfield, Michael, 2012. "Change You Can Believe In? Hedge Fund Data Revisions," CEPR Discussion Papers 8898, C.E.P.R. Discussion Papers.
  11. Tim Bollerslev & Lai Xu & Hao Zhou, 2012. "Stock Return and Cash Flow Predictability: The Role of Volatility Risk," CREATES Research Papers 2012-51, Department of Economics and Business Economics, Aarhus University.
  12. William B. Peterman, 2012. "The effect of endogenous human capital accumulation on optimal taxation," Finance and Economics Discussion Series 2012-03, Board of Governors of the Federal Reserve System (U.S.).
  13. William B. Peterman, 2012. "An extensive look at taxes: how does endogenous retirement affect optimal taxation?," Finance and Economics Discussion Series 2012-28, Board of Governors of the Federal Reserve System (U.S.).
  14. William B. Peterman, 2012. "Reconciling micro and macro estimates of the Frisch labor supply elasticity," Finance and Economics Discussion Series 2012-75, Board of Governors of the Federal Reserve System (U.S.).
  15. Andra C. Ghent & Ruben Hernandez-Murillo & Michael T. Owyang, 2012. "Did affordable housing legislation contribute to the subprime securities boom?," Working Papers 2012-005, Federal Reserve Bank of St. Louis.
  16. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2012. "Forecasting national recessions using state level data," Working Papers 2012-013, Federal Reserve Bank of St. Louis.
  17. Neville Francis & Michael T. Owyang & Özge Savascin, 2012. "An endogenously clustered factor approach to international business cycles," Working Papers 2012-014, Federal Reserve Bank of St. Louis.
  18. Shigeru Fujita & Garey Ramey, 2012. "Exogenous vs. endogenous separation," Working Papers 12-2, Federal Reserve Bank of Philadelphia.
  19. Robert G. King & Mark W. Watson, 2012. "Inflation and Unit Labor Cost," Boston University - Department of Economics - Working Papers Series WP2012-005, Boston University - Department of Economics.
  20. James H. Stock & Mark W. Watson, 2012. "Disentangling the Channels of the 2007-2009 Recession," NBER Working Papers 18094, National Bureau of Economic Research, Inc.
  21. Oscar Jorda & Moritz Schularick & Alan Taylor, 2012. "When Credit Bites Back: Leverage, Business Cycles and Crises," Working Papers 172, University of California, Davis, Department of Economics.
  22. Òscar Jordà & Malte Knuppel & Massimiliano Marcellino, 2012. "Empirical simultaneous prediction regions for path-forecasts," Working Paper Series 2012-05, Federal Reserve Bank of San Francisco.
  23. Escribano, Álvaro & Guasch, J. Luis, 2012. "Robust investment climate effects on alternative firm-level productivity measures," UC3M Working papers. Economics we1201, Universidad Carlos III de Madrid. Departamento de Economía.
  24. Blazsek, Szabolcs & Escribano, Álvaro, 2012. "Patents, secret innovations and firm's rate of return : differential effects of the innovation leader," UC3M Working papers. Economics we1202, Universidad Carlos III de Madrid. Departamento de Economía.
  25. Arthur Lewbel & Xun Lu & Liangjun Su, 2012. "Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models," Boston College Working Papers in Economics 817, Boston College Department of Economics, revised 01 May 2013.
  26. Roberto Angulo & Alejandro Gaviria & Gustavo Nicolás Páez & Joao Pedro Azevedo, 2012. "Movilidad social en Colombia," Documentos CEDE 10323, Universidad de los Andes, Facultad de Economía, CEDE.
  27. Guarino, Cassandra M. & Reckase, Mark D. & Wooldridge, Jeffrey M., 2012. "Can Value-Added Measures of Teacher Performance Be Trusted?," IZA Discussion Papers 6602, Institute of Labor Economics (IZA).
  28. Dieterle, Steven G. & Guarino, Cassandra M. & Reckase, Mark D. & Wooldridge, Jeffrey M., 2012. "How do Principals Assign Students to Teachers? Finding Evidence in Administrative Data and the Implications for Value-added," IZA Discussion Papers 7112, Institute of Labor Economics (IZA).
  29. Luís Santos-Pinto & Jose A. Mata & Thomas Astebro, 2012. "Risk Taking in Mixed Gambles," Working Papers hal-02058283, HAL.
  30. Diana Weinhold & Eust�quio J. Reis & Petterson Molina Vale, 2012. "Sustainability in the tropics: does a boom in deforestation lead to a bust in development?," GRI Working Papers 82, Grantham Research Institute on Climate Change and the Environment.
  31. Maximo Camacho & Marcos Dal Bianco & Gabriel Perez Quiros, 2012. "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers 1201, BBVA Bank, Economic Research Department.
  32. Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012. "Extracting non-linear signals from several economic indicators," Working Papers 1202, Banco de España.
  33. Rocio Alvarez & Maximo Camacho & Gabriel Perez-Quiros, 2012. "Finite sample performance of small versus large scale dynamic factor models," Working Papers 1204, Banco de España.
  34. Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012. "Markov-switching dynamic factor models in real time," Working Papers 1205, Banco de España.
  35. Maximo Camacho & Yuliya Lovcha & Gabriel Perez-Quiros, 2012. "Can we use seasonally adjusted indicators in dynamic factor models?," Working Papers 1235, Banco de España.
  36. Maria Dolores Gadea Rivas & Gabriel Perez-Quiros, 2012. "The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit," Working Papers 1240, Banco de España.
  37. Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo, 2012. "Green Shoots and Double Dips in the Euro Area. A Real Time Measure," CEPR Discussion Papers 8896, C.E.P.R. Discussion Papers.
  38. Paul A. Raschky & Liang Choon Wang, 2012. "Reproductive Behaviour at the End of the World: The Effect of the Cuban Missile Crisis on U.S. Fertility," Monash Economics Working Papers 54-12, Monash University, Department of Economics.
  39. Del Carpio, Ximena & Nguyen, Ha & Wang, Liang Choon, 2012. "Does the minimum wage affect employment ? evidence from the manufacturing sector in Indonesia," Policy Research Working Paper Series 6147, The World Bank.
  40. James D. Hamilton & Jing Cynthia Wu, 2012. "Identification and Estimation of Gaussian Affine Term Structure Models," NBER Working Papers 17772, National Bureau of Economic Research, Inc.
  41. Michael D. Bauer & Christopher J. Neely, 2012. "International channels of the Fed’s unconventional monetary policy," Working Paper Series 2012-12, Federal Reserve Bank of San Francisco.
  42. Rangel José Gonzalo & Ramírez Claudia & Abarca Gustavo, 2012. "Capital Controls and Exchange Rate Expectations in Emerging Markets," Working Papers 2012-08, Banco de México.
  43. Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012. "The Yield Spread Puzzle and the Information Content of SPF Forecasts," CESifo Working Paper Series 3949, CESifo.
  44. Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012. "Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys," Discussion Papers 12-02, University at Albany, SUNY, Department of Economics.
  45. Ippei Fujiwara & Hibiki Ichiue & Yoshiyuki Nakazono & Yosuke Shigemi, 2012. "Financial markets forecasts revisited: are they rational, herding or bold?," Globalization Institute Working Papers 106, Federal Reserve Bank of Dallas.
  46. Hibiki Ichiue & Yuhei Shimizu, 2012. "Determinants of Long-term Yields: A Panel Data Analysis of Major Countries and Decomposition of Yields of Japan and the US," Bank of Japan Working Paper Series 12-E-7, Bank of Japan.
  47. Managi, Shunsuke & Okimoto, Tatsuyoshi & Matsuda, Akimi, 2012. "Do Socially Responsible Investment Indexes Outperform Conventional Indexes?," MPRA Paper 36662, University Library of Munich, Germany.
  48. John Nye & Gregory Androuschak & Desiree Desierto & Garett Jones & Maria Yudkevich, 2012. "What Determines Trust? Human Capital vs. Social Institutions: Evidence from Manila and Moscow," HSE Working papers WP BRP 18/EC/2012, National Research University Higher School of Economics.
  49. John V.C. Nye & Grigory Androuschak & Desirée Desierto & Garett Jones & Maria Yudkevich, 2012. "2D : 4D Asymmetry and Gender Differences in Academic Performance : Evidence from Moscow and Manila," UP School of Economics Discussion Papers 201203, University of the Philippines School of Economics.
  50. Peter Reinhard Hansen & Allan Timmermann, 2012. "Choice of Sample Split in Out-of-Sample Forecast Evaluation," CREATES Research Papers 2012-43, Department of Economics and Business Economics, Aarhus University.
  51. Peter Reinhard Hansen & Zhuo Huang, 2012. "Exponential GARCH Modeling with Realized Measures of Volatility," CREATES Research Papers 2012-44, Department of Economics and Business Economics, Aarhus University.
  52. Peter Reinhard Hansen & Allan Timmermann, 2012. "Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics," CREATES Research Papers 2012-45, Department of Economics and Business Economics, Aarhus University.
  53. UCHINO Taisuke & UESUGI Iichiro, 2012. "The Effects of a Megabank Merger on Firm-Bank Relationships and Borrowing Costs," Discussion papers 12022, Research Institute of Economy, Trade and Industry (RIETI).
  54. NAKAJIMA Kentaro & SAITO Yukiko Umeno & UESUGI Iichiro, 2012. "Localization of Interfirm Transaction Relationships and Industry Agglomeration," Discussion papers 12023, Research Institute of Economy, Trade and Industry (RIETI).
  55. HOSONO Kaoru & MIYAKAWA Daisuke & UCHINO Taisuke & HAZAMA Makoto & ONO Arito & UCHIDA Hirofumi & UESUGI Iichiro, 2012. "Natural Disasters, Damage to Banks, and Firm Investment," Discussion papers 12062, Research Institute of Economy, Trade and Industry (RIETI).
    • Hosono, Kaoru & 細野, 薫 & Miyakawa, Daisuke & 宮川, 大介 & Uchino, Taisuke & 内野, 泰助 & Hazama, Makoto & Ono, Arito & 小野, 有人 & Uchida, Hirofumi & 内田, 浩史 & Uesugi, Iichiro & 植杉, 威一郎, 2012. "Natural Disasters, Damage to Banks, and Firm Investment," Working Paper Series 18, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
  56. UESUGI Iichiro & UCHIDA Hirofumi & UCHINO Taisuke & ONO Arito & HAZAMA Makoto & HOSONO Kaoru & MIYAKAWA Daisuke, 2012. "Natural Disasters and Firm Dynamics (Japanese)," Policy Discussion Papers (Japanese) 12001, Research Institute of Economy, Trade and Industry (RIETI).
  57. Hazama, Makoto & Uesugi, Iichiro, 2012. "Measuring the Systemic Risk in Interfirm Transaction Networks," Working Paper Series 20, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
  58. Kentaro Nakajima & Yukiko Saito & Iichiro Uesugi, 2012. "The Localization of Interfirm Transaction Relationships," ERSA conference papers ersa12p503, European Regional Science Association.
  59. Francesco D'Amuri & Juri Marcucci, 2012. "The predictive power of Google searches in forecasting unemployment," Temi di discussione (Economic working papers) 891, Bank of Italy, Economic Research and International Relations Area.
  60. Neil Shephard & Kevin Sheppard, 2012. "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Series Working Papers 593, University of Oxford, Department of Economics.
  61. Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2012. "Multivariate Rotated ARCH Models," Economics Papers 2012-W01, Economics Group, Nuffield College, University of Oxford.
  62. Filippo Coro & Alfonso Dufour & Simone Varotto, 2012. "The Time Varying Properties of Credit and Liquidity Components of CDS Spreads," ICMA Centre Discussion Papers in Finance icma-dp2012-06, Henley Business School, University of Reading.
  63. Gaétan de Rassenfosse & Hélène Dernis & Dominique Guellec & Picci Lucio & Bruno Van Pottelsberghe, 2012. "The worldwide count of priority patents: A new indicator of inventive activity," Working Papers ECARES ECARES 2012-019, ULB -- Universite Libre de Bruxelles.
  64. Osmani Teixeira de Carvalho Guillény & João Victor Issler & Afonso Arinos de Mello Franco-Neto, 2012. "On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century," Working Papers Series 284, Central Bank of Brazil, Research Department.
  65. Hecq, Alain & Issler, João Victor, 2012. "A Common-feature approach for testing present-value restrictions with financial data," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 728, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  66. Carrasco-Gutierrez, Carlos Enrique & Issler, João Victor, 2012. "Constructing common-factor portfolios," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 731, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  67. Eleonora Granziera & Sharon Kozicki, 2012. "House Price Dynamics: Fundamentals and Expectations," Staff Working Papers 12-12, Bank of Canada.
  68. Raffaella Giacomini & Dimitris N. Politis & Halbert White, 2012. "A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators," CeMMAP working papers CWP11/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  69. Raffaella Giacomini, 2012. "Incorporating theoretical restrictions into forecasting by projection methods," 2012 Meeting Papers 548, Society for Economic Dynamics.
  70. Dong Jin Lee & Jai Hyung Yoon, 2012. "The New Keynesian Phillips Curves in Multiple Quantiles and the Asymmetry of Monetary Policy," Working papers 2012-03, University of Connecticut, Department of Economics.
  71. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2012. "Estimation and inference in threshold type regime switching models," UC3M Working papers. Economics we1204, Universidad Carlos III de Madrid. Departamento de Economía.
  72. Philip R. P. Coelho & Tung Liu, 2012. "The Returns to College Education," Working Papers 201202, Ball State University, Department of Economics, revised Aug 2012.
  73. Jeffrey Lin, 2012. "Regional resilience," Working Papers 13-01, Federal Reserve Bank of Philadelphia.
  74. Carnovale, Maria & Gibson, Matthew, 2012. "Effects of Milan's Congestion Charge," University of California at San Diego, Economics Working Paper Series qt4j2755jq, Department of Economics, UC San Diego.
  75. Veugelers, Reinhilde & Cassiman, Bruno & Arts, Sam, 2012. "Mind the gap: capturing value from basic research: boundary crossing inventors and partnerships," CEPR Discussion Papers 9215, C.E.P.R. Discussion Papers.
  76. Alcaraz Carlo & Chiquiar Daniel & Orraca María José & Salcedo Alejandrina, 2012. "The Effect of Publicly Provided Health Insurance on Academic Performance in Mexico," Working Papers 2012-10, Banco de México.
  77. Espinosa, Miguel & Rondon, Carlos & Romero, Mauricio, 2012. "The use of mathematics in economics and its effect on a scholar's academic career," MPRA Paper 41341, University Library of Munich, Germany.
  78. Yener Altunbas & Simone Manganelli & David Marques-Ibanez, 2012. "Bank Risk during the Financial Crisis: Do business models matter?," Working Papers 12003, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  79. Cory Koedel & Rebecca Leatherman & Eric Parsons, 2012. "Test Measurement Error and Inference from Value-Added Models," Working Papers 1201, Department of Economics, University of Missouri.
  80. Cory Koedel & Mark Ehlert & Michael Podgursky & Eric Parsons, 2012. "Teacher Preparation Programs and Teacher Quality: Are There Real Differences Across Programs?," Working Papers 1204, Department of Economics, University of Missouri, revised 13 Jul 2012.
  81. Cory Koedel & Rachana Bhatt & Douglas Lehmann, 2012. "Is Curriculum Quality Uniform? Evidence from Florida," Working Papers 1206, Department of Economics, University of Missouri.
  82. Cory Koedel & Shawn Ni & Michael Podgursky, 2012. "Who Benefits from Pension Enhancements?," Working Papers 1207, Department of Economics, University of Missouri, revised 08 Jun 2012.
  83. Cory Koedel & Mark Ehlert & Eric Parsons & Michael Podgursky, 2012. "Selecting Growth Measures for School and Teacher Evaluations," Working Papers 1210, Department of Economics, University of Missouri.
  84. Makoto Shimoji & Paul Schweinzer, 2012. "Implementation without Incentive Compatibility: Two Stories with Partially Informed Planners," Discussion Papers 12/21, Department of Economics, University of York.
  85. Eric Hillebrand & Tae-Hwy Lee, 2012. "Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors," CREATES Research Papers 2012-18, Department of Economics and Business Economics, Aarhus University.
  86. Eric Hillebrand & Tae-Hwy Lee & Marcelo C. Medeiros, 2012. "Let's Do It Again: Bagging Equity Premium Predictors," CREATES Research Papers 2012-41, Department of Economics and Business Economics, Aarhus University.

2011

  1. Halbert White & Haiqing Xu & Karim Chalak, 2011. "Causal Discourse in a Game of Incomplete Information," Department of Economics Working Papers 130912, The University of Texas at Austin, Department of Economics.
  2. Facundo Albornoz & Antonio Cabrales & Esther Hauk, 2011. "Immigration and the School System," UFAE and IAE Working Papers 888.11, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  3. Lugo, Haydée, 2011. "An impure public good model with lotteries in large groups," CEPR Discussion Papers 8319, C.E.P.R. Discussion Papers.
  4. Cabrales, Antonio & Serrano, Roberto, 2011. "Stochastically stable implementation," UC3M Working papers. Economics we1105, Universidad Carlos III de Madrid. Departamento de Economía.
  5. Chen, Liang & Dolado, Juan José & Gonzalo, Jesús, 2011. "Detecting big structural breaks in large factor models," UC3M Working papers. Economics we1141, Universidad Carlos III de Madrid. Departamento de Economía.
  6. Andreas Blume & April M. Franco & Paul Heidhues, 2011. "Dynamic coordination via organizational routines," ESMT Research Working Papers ESMT-11-10, ESMT European School of Management and Technology.
  7. Julie Berry Cullen & Mark C. Long & Randall Reback, 2011. "Jockeying for Position: Strategic High School Choice Under Texas' Top Ten Percent Plan," NBER Working Papers 16663, National Bureau of Economic Research, Inc.
  8. Randall Reback & Jonah Rockoff & Heather L. Schwartz, 2011. "Under Pressure: Job Security, Resource Allocation, and Productivity in Schools Under NCLB," NBER Working Papers 16745, National Bureau of Economic Research, Inc.
  9. Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011. "Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns," Working Paper 2011/19, Norges Bank.
  10. Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011. "A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets," Working Papers 2011-003, Federal Reserve Bank of St. Louis.
  11. Massimo Guidolin, 2011. "Markov Switching Models in Empirical Finance," Working Papers 415, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  12. Timmermann, Allan & Patton, Andrew, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," CEPR Discussion Papers 8194, C.E.P.R. Discussion Papers.
  13. Patton, Andrew, 2011. "On the High-Frequency Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers 8479, C.E.P.R. Discussion Papers.
  14. Tim Bollerslev & James Marrone & Lai Xu & Hao Zhou, 2011. "Stock return predictability and variance risk premia: statistical inference and international evidence," Finance and Economics Discussion Series 2011-52, Board of Governors of the Federal Reserve System (U.S.).
  15. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011. "Financial Risk Measurement for Financial Risk Management," CREATES Research Papers 2011-37, Department of Economics and Business Economics, Aarhus University.
  16. Tim Bollerslev & Daniela Osterrieder & Natalia Sizova & George Tauchen, 2011. "Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability," CREATES Research Papers 2011-51, Department of Economics and Business Economics, Aarhus University.
  17. William B. Peterman, 2011. "Determining the motives for a positive optimal tax on capital," Finance and Economics Discussion Series 2011-55, Board of Governors of the Federal Reserve System (U.S.).
  18. Neville Francis & Eric Ghysels & Michael T. Owyang, 2011. "The low-frequency impact of daily monetary policy shocks," Working Papers 2011-009, Federal Reserve Bank of St. Louis.
  19. Kristie M. Engemann & Michael T. Owyang & Howard J. Wall, 2011. "Where is an oil shock?," Working Papers 2011-016, Federal Reserve Bank of St. Louis.
  20. Andra C. Ghent & Ruben Hernandez-Murillo & Michael T. Owyang, 2011. "Differences in subprime loan pricing across races and neighborhoods," Working Papers 2011-033, Federal Reserve Bank of St. Louis.
  21. Ruben Hernandez & Michael Owyang & Andra Ghent, 2011. "Race and Subprime Loan Pricing," ERSA conference papers ersa11p923, European Regional Science Association.
  22. Francisco Covas & Shigeru Fujita, 2011. "Private equity premium in a general equilibrium model of uninsurable investment risk," Working Papers 11-18, Federal Reserve Bank of Philadelphia.
  23. Haefke, Christian & Reiter, Michael, 2011. "What Do Participation Fluctuations Tell Us About Labor Supply Elasticities?," IZA Discussion Papers 6039, Institute of Labor Economics (IZA).
  24. Shigeru Fujita, 2011. "Effects of extended unemployment insurance benefits: evidence from the monthly CPS," Working Papers 10-35, Federal Reserve Bank of Philadelphia.
  25. Michael Dotsey & Shigeru Fujita & Tom Stark, 2011. "Do Phillips curves conditionally help to forecast inflation?," Working Papers 11-40, Federal Reserve Bank of Philadelphia.
  26. Shigeru Fujita, 2011. "Declining labor turnover and turbulence," Working Papers 11-44, Federal Reserve Bank of Philadelphia.
  27. Stock, James H. & Watson, Mark, 2011. "Dynamic Factor Models," Scholarly Articles 28469541, Harvard University Department of Economics.
  28. Travis J. Berge & Òscar Jordà, 2011. "A chronology of turning points in economic activity: Spain 1850-2011," Working Paper Series 2011-28, Federal Reserve Bank of San Francisco.
  29. Òscar Jordà & Alan M. Taylor, 2011. "Performance Evaluation of Zero Net-Investment Strategies," NBER Working Papers 17150, National Bureau of Economic Research, Inc.
  30. Escribano, Álvaro & Giarratana, Marco S., 2011. "EU Patent System: to be or not to be?," UC3M Working papers. Economics we1101, Universidad Carlos III de Madrid. Departamento de Economía.
  31. 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.
  32. Yonghui Zhang & Liangjun Su & Peter C.B. Phillips, 2011. "Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects," Cowles Foundation Discussion Papers 1832, Cowles Foundation for Research in Economics, Yale University.
  33. Juan Manuel Caicedo & Alejandro Gaviria & Javier Moreno, 2011. "Hechos y palabras: la realidad colombiana vista a través de la prensa escrita," Documentos CEDE 9253, Universidad de los Andes, Facultad de Economía, CEDE.
  34. Jeffrey M. Wooldridge, 2011. "Fractional response models with endogeneous explanatory variables and heterogeneity," CHI11 Stata Conference 12, Stata Users Group.
  35. Isabelle Vialle & Luis Santos-Pinto & Jean-Louis Rullière, 2011. "Self-Confidence and Teamwork : An Experimental Test," Working Papers 1126, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  36. Michele Dell'Era & Luis Santos-Pinto, 2011. "Entrepreneurial Overconfidence, Self-Financing and Capital Market Efficiency," Cahiers de Recherches Economiques du Département d'économie 11.06, Université de Lausanne, Faculté des HEC, Département d’économie, revised Nov 2012.
  37. Luis Santos-Pinto, 2011. "Labor Market Signaling and Self-Confidence: Wage Compression and the Gender Pay Gap N.B.: This paper replaces Nr 10.07 "Labor Market Signaling with Overconfident Workers" (June 2010)," Cahiers de Recherches Economiques du Département d'économie 11.07, Université de Lausanne, Faculté des HEC, Département d’économie.
  38. Weinhold, Diana & Killick, Evan & Reis, Eustaquio Jose, 2011. "Soybeans, Poverty and Inequality in the Brazilian Amazon," MPRA Paper 29647, University Library of Munich, Germany.
  39. Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity," Departmental Working Papers 201118, Rutgers University, Department of Economics.
  40. Diep Duong & Norman R. Swanson, 2011. "Empirical Evidence on Jumps and Large Fluctuations in Individual Stocks," Departmental Working Papers 201116, Rutgers University, Department of Economics.
  41. Huyn Hak Kim & Norman R. Swanson, 2011. "Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence," Departmental Working Papers 201119, Rutgers University, Department of Economics.
  42. Norman R. Swanson & Nii Ayi Armah, 2011. "Diffusion Index Models and Index Proxies: Recent Results and New Directions," Departmental Working Papers 201114, Rutgers University, Department of Economics.
  43. Norman R. Swanson & Nii Ayi Armah, 2011. "Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators," Departmental Working Papers 201115, Rutgers University, Department of Economics.
  44. Norman R. Swanson & Lili Cai, 2011. "In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008," Departmental Working Papers 201102, Rutgers University, Department of Economics.
  45. Diep Duong & Norman R. Swanson, 2011. "Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps," Departmental Working Papers 201117, Rutgers University, Department of Economics.
  46. Patrick L. Hill & Brent W. Roberts & Jeffrey T. Grogger & Jonathan Guryan & Karen Sixkiller, 2011. "Decreasing Delinquency, Criminal Behavior, and Recidivism by Intervening on Psychological Factors Other than Cognitive Ability: A Review of the Intervention Literature," NBER Working Papers 16698, National Bureau of Economic Research, Inc.
  47. George J. Borjas & Jeffrey Grogger & Gordon H. Hanson, 2011. "Substitution Between Immigrants, Natives, and Skill Groups," NBER Working Papers 17461, National Bureau of Economic Research, Inc.
  48. Camacho, Máximo & Pérez Quirós, Gabriel, 2011. "Latin STINGS: indicadores de crecimiento a corto plazo de los países de América Latina," Macroeconomía del Desarrollo 5339, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
  49. Wang, Liang Choon, 2011. "Shrinking classroom age variance raises student achievement : evidence from developing countries," Policy Research Working Paper Series 5527, The World Bank.
  50. Wagstaff, Adam & Wang, L. Choon, 2011. "A hybrid approach to efficiency measurement with empirical illustrations from education and health," Policy Research Working Paper Series 5751, The World Bank.
  51. Sun, Yixiao & Kaplan, David M., 2011. "A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing," University of California at San Diego, Economics Working Paper Series qt8cx0t4gc, Department of Economics, UC San Diego.
  52. Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu, 2011. "Unbiased estimate of dynamic term structure models," Working Paper Series 2011-12, Federal Reserve Bank of San Francisco.
  53. James D. Hamilton & Jing Cynthia Wu, 2011. "Testable Implications of Affine Term Structure Models," NBER Working Papers 16931, National Bureau of Economic Research, Inc.
  54. James D. Hamilton & Jing Cynthia Wu, 2011. "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," NBER Working Papers 16956, National Bureau of Economic Research, Inc.
  55. Michael D. Bauer, 2011. "Nominal interest rates and the news," Working Paper Series 2011-20, Federal Reserve Bank of San Francisco.
  56. Michael D. Bauer & Glenn D. Rudebusch, 2011. "The signaling channel for Federal Reserve bond purchases," Working Paper Series 2011-21, Federal Reserve Bank of San Francisco.
  57. Kajal Lahiri & George Monokroussos, 2011. "Nowcasting US GDP: The role of ISM Business Surveys," Discussion Papers 11-01, University at Albany, SUNY, Department of Economics.
  58. Ichiue, Hibiki & Kurozumi, Takushi & Sunakawa, Takeki, 2011. "Inflation dynamics and labor market specifications: a Bayesian DSGE approach for Japan's economy," MPRA Paper 33391, University Library of Munich, Germany.
  59. Takero Doi & Takeo Hoshi & Tatsuyoshi Okimoto, 2011. "Japanese Government Debt and Sustainability of Fiscal Policy," NBER Working Papers 17305, National Bureau of Economic Research, Inc.
  60. Jinho Bae & Chang-Jin Kim & Dong Heon Kim, 2011. "The Evolution of the Monetary Policy Regimes in the U.S," Discussion Paper Series 1102, Institute of Economic Research, Korea University.
  61. Omar Al-Ubaydli & Garett Jones & Jaap Weel, 2011. "Patience, Cognitive Skill and Coordination in the Repeated Stag Hunt," Working Papers 1024, George Mason University, Interdisciplinary Center for Economic Science.
  62. John Nye & Gregory Androushchak & Desiree Desierto & Garett Jones & Maria Yudkevich, 2011. "2D:4D Asymmetry and Academic Performance: Evidence from Moscow and Manilà," HSE Working papers WP BRP 01/EDU/2011, National Research University Higher School of Economics.
  63. ONO Arito & UESUGI Iichiro & YASUDA Yukihiro, 2011. "Are Lending Relationships Beneficial or Harmful for Public Credit Guarantees? Evidence from Japan's Emergency Credit Guarantee Program," Discussion papers 11035, Research Institute of Economy, Trade and Industry (RIETI).
  64. Uchida, Hirofumi & Ono, Arito & Kozuka, Soichiro & Hazama, Makoto & Uesugi, Iichiro, 2011. "Current Status of Interfirm Relationships in Japan: An Overview of the Teikoku Databank Data," Working Paper Series 3, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
  65. Ono, Arito & Uchida, Hirofumi & Kozuka, Soichiro & Hazama, Makoto & Uesugi, Iichiro, 2011. "Current Status of Firm-Bank Relationships and the Use of Collateral in Japan: An Overview of the Teikoku Databank Data," Working Paper Series 4, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
  66. Ono, Arito & Sakai, Koji & 坂井, 功治 & Uesugi, Iichiro & 植杉, 威一郎, 2011. "The Effects of Collateral on Firm Performance," Working Paper Series 5, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
  67. Sirio Aramonte & Marius del Giudice Rodriguez & Jason J. Wu, 2011. "Dynamic factor value-at-risk for large, heteroskedastic portfolios," Finance and Economics Discussion Series 2011-19, Board of Governors of the Federal Reserve System (U.S.).
  68. Malika Hamadi & Andreas Heinen, 2011. "Ownership Structure and Firm Performance : Evidence from a non-parametric panel," LSF Research Working Paper Series 11-16, Luxembourg School of Finance, University of Luxembourg.
  69. Malika Hamadi & Andreas Heinen, 2011. "Ownership Structure and Firm Performance : Evidence from a non-parametric panel," DEM Discussion Paper Series 11-16, Department of Economics at the University of Luxembourg.
  70. Katherine Kiel & Katherine Tedesco, 2011. "Stealing History: How does Provenance Affect the Price of Antiquities?," Working Papers 1105, College of the Holy Cross, Department of Economics.
  71. Isao Ishida & Michael McAleer & Kosuke Oya, 2011. "Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX," KIER Working Papers 759, Kyoto University, Institute of Economic Research.
  72. Ishida, I. & McAleer, M.J. & Oya, K., 2011. "Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX," Econometric Institute Research Papers EI 2011-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  73. Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2011. "Ambiguity and the historical equity premium," Documents de travail du Centre d'Economie de la Sorbonne 11032, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  74. Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2011. "Multivariate High-Frequency-Based Volatility (HEAVY) Models," Economics Series Working Papers 533, University of Oxford, Department of Economics.
  75. Golden, Miriam & Picci, Lucio, 2011. "Redistribution and Reelection under Proportional Representation: The Postwar Italian Chamber of Deputies," MPRA Paper 29956, University Library of Munich, Germany.
  76. Claudia Oliveira Da Fontoura Rodrigues & Hilton Hostalácio Notini & João Victor Issler, 2011. "A Common-Feature Model For Coincidentindex Of Brazilian Economic Activity," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 001, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  77. Araújo, Fabio & Issler, João Victor, 2011. "A stochastic discount factor approach to asset pricing using panel data asymptotics," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 717, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  78. Terence Chai Cheng & Farshid Vahid, 2011. "Demand for Hospital Care and Private Health Insurance in a Mixed Public–Private System: Empirical Evidence Using a Simultaneous Equation Modeling Approach," Melbourne Institute Working Paper Series wp2011n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  79. Gloria Gonzalez-Rivera & Javier Arroyo & Carlos Mate & A. Munoz San Roque, 2011. "Smoothing Methods for Histogram-valued Time Series. An Application to Value-at-Risk," Working Papers 201433, University of California at Riverside, Department of Economics.
  80. Gloria Gonzalez-Rivera & Javier Arroyo & Carlos Mate, 2011. "Forecasting with Interval and Histogram Data. Some Financial Applications," Working Papers 201438, University of California at Riverside, Department of Economics.
  81. Andrea Carriero & Raffaella Giacomini, 2011. "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Post-Print hal-00844809, HAL.
  82. Dong Jin Lee, 2011. "Bootstrap Tests for Structural Breaks When the Regressors and Error Term are Nonstationary," Working papers 2011-05, University of Connecticut, Department of Economics.
  83. Dong Jin Lee & Jong Chil Son, 2011. "Nonlinearity and Structural Breaks in Monetary Policy Rules with Stock Prices," Working papers 2011-19, University of Connecticut, Department of Economics.
  84. Jing Tian & Heather M. Anderson, 2011. "Forecasting Under Strucural Break Uncertainty," Monash Econometrics and Business Statistics Working Papers 8/11, Monash University, Department of Econometrics and Business Statistics.
  85. Yin Liao & Heather M. Anderson, 2011. "Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices," Monash Econometrics and Business Statistics Working Papers 9/11, Monash University, Department of Econometrics and Business Statistics.
  86. Berenguer Rico, Vanessa & Gonzalo, Jesús, 2011. "Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes," UC3M Working papers. Economics we1115, Universidad Carlos III de Madrid. Departamento de Economía.
  87. Gonzalo, Jesús & Taamouti, Abderrahim, 2011. "The reaction of stock market returns to anticipated unemployment," UC3M Working papers. Economics we1145, Universidad Carlos III de Madrid. Departamento de Economía.
  88. Hoyt Bleakley & Jeffrey Lin, 2011. "Portage and path dependence," Working Papers 11-38, Federal Reserve Bank of Philadelphia.
  89. Michael Anderson & Maximilian Auffhammer, 2011. "Pounds that Kill: The External Costs of Vehicle Weight," NBER Working Papers 17170, National Bureau of Economic Research, Inc.
  90. Hendrik Wolff & Howard Chong & Maximilian Auffhammer, 2011. "Classification, Detection and Consequences of Data Error: Evidence from the Human Development Index," Working Papers UWEC-2008-10-P, University of Washington, Department of Economics.
  91. Mauricio Romero & Álvaro Riascos & Diego Jara, 2011. "Detección de copia: modelos de respuesta nominal, comparación de índices y pruebas múltiples de copia," Documentos CEDE 8748, Universidad de los Andes, Facultad de Economía, CEDE.
  92. Diego Jara & Felipe Parra & Alvaro Riascos & Mauricio Romero, 2011. "Análisis digital y detección de elecciones atípicas," Documentos CEDE 9064, Universidad de los Andes, Facultad de Economía, CEDE.
  93. Álvaro Riascos & Diego Jara & Felipe Parra & Mauricio Romero, 2011. "Análisis digital y detección de elecciones atípicas en Colombia," Documentos CEDE 9247, Universidad de los Andes, Facultad de Economía, CEDE.
  94. Nagore Iriberri & Pedro Rey-Biel, 2011. "Let's (Not) Talk about Sex: The Effect of Information Provision on Gender Differences in Performance under Competition," Working Papers 583, Barcelona School of Economics.
  95. Beirne, John & Tapking, Jens & Sahel, Benjamin & Sušec, Matjaž & Monar, Fernando & Manganelli, Simone & Grothe, Magdalena & Ejsing, Jacob & Dalitz, Lars & Vong, Tana, 2011. "The impact of the Eurosystem's covered bond purchase programme on the primary and secondary markets," Occasional Paper Series 122, European Central Bank.
  96. Cory Koedel & Jason A. Grissom & Shawn Ni & Michael Podgursky, 2011. "Pension-Induced Rigidities in the Labor Market for School Leaders," CESifo Working Paper Series 3605, CESifo.
  97. Cory Koedel & Michael Podgursky, 2011. "Teacher Pension Systems, the Composition of the Teaching Workforce, and Teacher Quality," Working Papers 1109, Department of Economics, University of Missouri, revised 10 Apr 2012.
  98. Cory Koedel & Rachana Bhatt, 2011. "Large-Scale Evaluations of Curricular Effectiveness: The Case of Elementary Mathematics in Indiana," Working Papers 1122, Department of Economics, University of Missouri, revised 31 Jan 2012.
  99. Eric Hillebrand & Huiyu Huang & Tae-Hwy Lee & Canlin Li, 2011. "Using the Yield Curve in Forecasting Output Growth and In?flation," CREATES Research Papers 2012-17, Department of Economics and Business Economics, Aarhus University.
  100. Kazuki Onji, David Vera and Jenny Corbett, 2011. "Capital Injection, Restructuring Targets and Personnel Management: The Case of Japanese Regional Banks," Asia Pacific Economic Papers 390, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.

2010

  1. Halbert White & Karim Chalak, 2010. "Testing a Conditional Form of Exogeneity," Boston College Working Papers in Economics 733, Boston College Department of Economics.
  2. Karim Chalak, 2010. "Identification of Local Treatment Effects Using a Proxy for an Instrument," Boston College Working Papers in Economics 738, Boston College Department of Economics.
  3. Halbert White & Karim Chalak & Xun Lu, 2010. "Linking Granger Causality and the Pearl Causal Model with Settable Systems," Boston College Working Papers in Economics 744, Boston College Department of Economics.
  4. Facundo Albornoz & Antonio Cabrales, 2010. "Fiscal Centralization and the Political Process," Discussion Papers 10-10, Department of Economics, University of Birmingham.
  5. Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010. "Entropy and the value of information for investors," Working Papers 2010-17, Brown University, Department of Economics.
  6. Antonio Cabrales & Joel Sobel, 2010. "On the Limit Points of Discrete Selection Dynamics," Levine's Working Paper Archive 432, David K. Levine.
  7. A. Cabrales, 2010. "Stochastic Replicator Dynamics," Levine's Working Paper Archive 489, David K. Levine.
  8. Berlinski, Samuel & Albornoz-Crespo, Facundo, 2010. "Incentives, resources and the organization of the school system," CEPR Discussion Papers 7964, C.E.P.R. Discussion Papers.
  9. Zenou, Yves & Calvó-Armengol, Antoni, 2010. "Social Interactions and Spillovers," CEPR Discussion Papers 8127, C.E.P.R. Discussion Papers.
  10. Brindusa Anghel & Antonio Cabrales, 2010. "The Determinants of Success in Primary Education in Spain," Working Papers 2010-20, FEDEA.
  11. Facundo Albornoz & Antonio Cabrales, 2010. "Support for decentralization, quality of politicians and development," NCID Working Papers 09/2010, Navarra Center for International Development, University of Navarra.
  12. Calhoun, Gray, 2010. "Hypothesis Testing in Linear Regression when K/N is Large," Staff General Research Papers Archive 32216, Iowa State University, Department of Economics.
  13. A. Blume & Y. G. Kim & J. Sobel, 2010. "Evolutionary Stability in Games of Communication," Levine's Working Paper Archive 530, David K. Levine.
  14. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2010. "1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus," Carlo Alberto Notebooks 190, Collegio Carlo Alberto.
  15. Massimo Guidolin & Giovanna Nicodano, 2010. "Ex Post Portfolio Performance with Predictable Skewness and Kurtosis," Carlo Alberto Notebooks 191, Collegio Carlo Alberto.
  16. Massimo Guidolin & Stuart Hyde, 2010. "Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective," Working Papers 2010-002, Federal Reserve Bank of St. Louis.
  17. Massimo Guidolin & Daniel L. Thornton, 2010. "Predictions of short-term rates and the expectations hypothesis," Working Papers 2010-013, Federal Reserve Bank of St. Louis.
  18. Massimo Guidolin & Yu Man Tam, 2010. "A yield spread perspective on the great financial crisis: break-point test evidence," Working Papers 2010-026, Federal Reserve Bank of St. Louis.
  19. Massimo Guidolin & Francesca Rinaldi, 2010. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Working Papers 2010-028, Federal Reserve Bank of St. Louis.
  20. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2010. "Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence," Working Papers 2010-039, Federal Reserve Bank of St. Louis.
  21. Massimo Guidolin & Federica Ria, 2010. "Regime shifts in mean-variance efficient frontiers: some international evidence," Working Papers 2010-040, Federal Reserve Bank of St. Louis.
  22. Patton, Andrew, 2010. "On the Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers 7780, C.E.P.R. Discussion Papers.
  23. Tim Bollerslev & Viktor Todorov, 2010. "Estimation of Jump Tails," CREATES Research Papers 2010-16, Department of Economics and Business Economics, Aarhus University.
  24. Tim Bollerslev & Viktor Todorov, 2010. "Jump Tails, Extreme Dependencies, and the Distribution of Stock Returns," CREATES Research Papers 2010-64, Department of Economics and Business Economics, Aarhus University.
  25. Riccardo DiCecio & Neville Francis & Michael T. Owyang & Jennifer E. Roush, 2010. "A flexible finite-horizon alternative to long-run restrictions with an application to technology shock," Working Papers 2005-024, Federal Reserve Bank of St. Louis.
  26. Kristie M. Engemann & Kevin L. Kliesen & Michael T. Owyang, 2010. "Do oil shocks drive business cycles? some U.S. and international evidence," Working Papers 2010-007, Federal Reserve Bank of St. Louis.
  27. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2010. "Discordant city employment cycles," Working Papers 2010-019, Federal Reserve Bank of St. Louis.
  28. Riccardo DiCecio & Michael T. Owyang, 2010. "Identifying technology shocks in the frequency domain," Working Papers 2010-025, Federal Reserve Bank of St. Louis.
  29. Michael J. Dueker & Laura E. Jackson & Michael T. Owyang & Martin Sola, 2010. "A Time-Varying Threshold STAR Model with Applications," Working Papers 2010-029, Federal Reserve Bank of St. Louis, revised 10 Aug 2022.
  30. Shigeru Fujita, 2010. "An empirical analysis of on-the-job search and job-to-job transitions," Working Papers 10-34, Federal Reserve Bank of Philadelphia.
  31. Jan Hatzius & Peter Hooper & Frederic S. Mishkin & Kermit L. Schoenholtz & Mark W. Watson, 2010. "Financial Conditions Indexes: A Fresh Look after the Financial Crisis," NBER Working Papers 16150, National Bureau of Economic Research, Inc.
  32. James H. Stock & Mark W. Watson, 2010. "Modeling Inflation After the Crisis," NBER Working Papers 16488, National Bureau of Economic Research, Inc.
  33. James H. Stock & Mark W. Watson, 2010. "Estimating Turning Points Using Large Data Sets," NBER Working Papers 16532, National Bureau of Economic Research, Inc.
  34. Oscar Jorda, 2010. "Carry Trade," Working Papers 196, University of California, Davis, Department of Economics.
  35. Oscar Jorda & Hsieh Fushing & Shu-Chun Chen & Travis J. Berge, 2010. "A Chronology of International Business Cycles Through Non-parametric Decoding," Working Papers 216, University of California, Davis, Department of Economics.
  36. Marcellino, Massimiliano & Knüppel, Malte & Jordà , Òscar, 2010. "Empirical Simultaneous Confidence Regions for Path-Forecasts," CEPR Discussion Papers 7797, C.E.P.R. Discussion Papers.
  37. Taylor, Alan M. & Jordà , Òscar & Chong, Yanping, 2010. "The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium," CEPR Discussion Papers 7902, C.E.P.R. Discussion Papers.
  38. Travis J. Berge & Òscar Jordà & Alan M. Taylor, 2010. "Currency Carry Trades," NBER Working Papers 16491, National Bureau of Economic Research, Inc.
  39. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2010. "Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons," NBER Working Papers 16567, National Bureau of Economic Research, Inc.
  40. Sucarrat, Genaro & Escribano, Álvaro, 2010. "The power log-GARCH model," UC3M Working papers. Economics we1013, Universidad Carlos III de Madrid. Departamento de Economía.
  41. Ferreira, José Luis & Escribano, Álvaro, 2010. "An evaluation of public aids towards renewable energy sources in Spain," UC3M Working papers. Economics we1037, Universidad Carlos III de Madrid. Departamento de Economía.
  42. Arslan, Aslıhan & Reicher, Christopher Phillip, 2010. "The Effects of the Coffee Trademarking Initiative and Starbucks Publicity on Export Prices of Ethiopian Coffee," Proceedings of the German Development Economics Conference, Hannover 2010 22, Verein für Socialpolitik, Research Committee Development Economics.
  43. Alejandro Gaviria & Carlos Medina & Jorge Tamayo, 2010. "Assessing the Link between Adolescent Fertility and Urban Crime," Borradores de Economia 6860, Banco de la Republica.
  44. Adriana Camacho & Alejandro Gaviria & Catherine Rodríguez, 2010. "El consumo de droga en Colombia," Documentos CEDE 7607, Universidad de los Andes, Facultad de Economía, CEDE.
  45. Alejandro Gaviria & Alejandro Hoyos, 2010. "Anemia and Child Education: The Case of Colombia," Documentos CEDE 7610, Universidad de los Andes, Facultad de Economía, CEDE.
  46. Alejandro Gaviria, 2010. "Cambio social en Colombia durante la segunda mitad del siglo XX," Documentos CEDE 7714, Universidad de los Andes, Facultad de Economía, CEDE.
  47. Anastasia Semykina & Jeffrey M. Woodridge, 2010. "Estimating Panel Data Models in the Presence of Endogeneity and Selection," Working Papers wp2010_10_01, Department of Economics, Florida State University.
  48. Thomas B. Astebro & Luís Santos-Pinto & J. Mata, 2010. "Preferences for Skew," Post-Print hal-00654336, HAL.
  49. Jean-Louis Rullière & Isabelle Vialle & Luis Santos Pinto, 2010. "Self-image and teamwork: An experimental test," Post-Print halshs-00589852, HAL.
  50. Daniel Carvalho & Luis Santos-Pinto, 2010. "A Cognitive Hierarchy Model of Behavior in Endogenous Timing Games," Cahiers de Recherches Economiques du Département d'économie 10.06, Université de Lausanne, Faculté des HEC, Département d’économie.
  51. Luis Santos-Pinto, 2010. "Labor Market Signaling with Overconfident Workers N.B.: This paper is replaced by Nr 11.07 "Labor Market Signaling and Self-Confidence: Wage Compression and the Gender Pay Gap" (December 201," Cahiers de Recherches Economiques du Département d'économie 10.07, Université de Lausanne, Faculté des HEC, Département d’économie.
  52. Chao & Swanson & Hausman & Newey & Woutersen, 2010. "Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments," Economics Working Paper Archive 567, The Johns Hopkins University,Department of Economics.
  53. Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2010. "Green shoots in the euro area. A real time measure," Working Papers 1026, Banco de España.
  54. Gabriel Pérez-Quiros & Maximo Camacho & Pilar Poncela, 2010. "Green Shoots? Where, when and how?," Working Papers 2010-04, FEDEA.
  55. Munechika Katayama & Kwang Hwan Kim, 2010. "Intertemporal Substitution and Sectoral Comovement in a Sticky Price Model," Departmental Working Papers 2010-01, Department of Economics, Louisiana State University.
  56. Munechika Katayama & Kwang Hwan Kim, 2010. "Costly Labor Reallocation, Non-Separable Preferences, and Expectation Driven Business Cycles," Departmental Working Papers 2010-05, Department of Economics, Louisiana State University.
  57. James D. Hamilton & Seth Pruitt & Scott Borger, 2010. "Estimating the Market-Perceived Monetary Policy Rule," NBER Working Papers 16412, National Bureau of Economic Research, Inc.
  58. Abarca Gustavo & Rangel José Gonzalo & Benavides Guillermo, 2010. "Exchange Rate Market Expectations and Central Bank Policy: The case of the Mexican Peso-US Dollar from 2005-2009," Working Papers 2010-17, Banco de México.
  59. Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toshitaka Sekine & Toyoichiro Shirota, 2010. "Measuring Potential Growth in Japan: Some Practical Caveats," Bank of Japan Review Series 10-E-1, Bank of Japan.
  60. Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toyoichiro Shirota, 2010. "Measuring Potential Growth with an Estimated DSGE Model of Japan's Economy," Bank of Japan Working Paper Series 10-E-13, Bank of Japan.
  61. Naoko Hara & Hibiki Ichiue, 2010. "Real-time Analysis on Japan's Labor Productivity," Bank of Japan Working Paper Series 10-E-7, Bank of Japan.
  62. James D. Hamilton & Tatsuyoshi Okimoto, 2010. "Sources of Variation in Holding Returns for Fed Funds Futures Contracts," NBER Working Papers 15736, National Bureau of Economic Research, Inc.
  63. Eliana González & Munir Jalil & José Vicente Romero, 2010. "Inflación y expectativas de inflación en Colombia," Borradores de Economia 618, Banco de la Republica de Colombia.
  64. Eliana González & Munir Jalil & Jose Vicente Romero Chamorro, 2010. "Inflación y expectativas de inflación en Colombia," Borradores de Economia 7307, Banco de la Republica.
  65. Dong Heon Kim, 2010. "What is an oil shock? Panel data evidence," Discussion Paper Series 1007, Institute of Economic Research, Korea University.
  66. Peter R. Hansen & Asger Lunde, 2010. "Estimating the Persistence and the Autocorrelation Function of a Time Series that is Measured with Error," CREATES Research Papers 2010-08, Department of Economics and Business Economics, Aarhus University.
  67. Peter R. Hansen & Asger Lunde & Valeri Voev, 2010. "Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility," CREATES Research Papers 2010-74, Department of Economics and Business Economics, Aarhus University.
  68. Peter R. Hansen & Asger Lunde & James M. Nason, 2010. "The Model Confidence Set," CREATES Research Papers 2010-76, Department of Economics and Business Economics, Aarhus University.
  69. NAKAJIMA Kentaro & SAITO Yukiko & UESUGI Iichiro, 2010. "Measuring Economic Localization: Evidence from Japanese firm-level data," Discussion papers 10030, Research Institute of Economy, Trade and Industry (RIETI).
  70. UCHIDA Hirofumi & UESUGI Iichiro & HOTEI Masaki, 2010. "Repayment Enforcement and Informational Advantages: Empirical determinants of trade credit use," Discussion papers 10041, Research Institute of Economy, Trade and Industry (RIETI).
  71. Timmermann, Allan & Aiolfi, Marco & Rodriguez, Marius, 2010. "Understanding Analysts' Earnings Expectations: Biases, Nonlinearities and Predictability," CEPR Discussion Papers 7656, C.E.P.R. Discussion Papers.
  72. Katherine A. Kiel & Victor Matheson & Christopher Sullivan, 2010. "The Effect of Sports Franchises on Property Values: The Role of Owners versus Renters," Working Papers 1001, College of the Holy Cross, Department of Economics.
  73. Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris, 2010. "A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market," MPRA Paper 23380, University Library of Munich, Germany.
  74. Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris, 2010. "The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market," MPRA Paper 23381, University Library of Munich, Germany.
  75. Geomina Turlea & Daniel Nepelski & Giuditta de Prato & Sven Lindmark & Andrea de Panizza & Lucio Picci & Paul Desruelle & David Broster, 2010. "The 2010 Report on R&D in ICT in the European Union," JRC Research Reports JRC57808, Joint Research Centre.
  76. George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid, 2010. "Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions," Working Papers Series 205, Central Bank of Brazil, Research Department.
  77. Yin Liao & Heather Anderson & Farshid Vahid, 2010. "Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps," ANU Working Papers in Economics and Econometrics 2010-520, Australian National University, College of Business and Economics, School of Economics.
  78. Heather M. Anderson & Mardi Dungey & Denise R Osborn & Farshid Vahid, 2010. "Financial Integration and the Construction of Historical Financial Data for the Euro Area," Centre for Growth and Business Cycle Research Discussion Paper Series 152, Economics, The University of Manchester.
  79. Heather M Anderson & Farshid Vahid, 2010. "VARs, Cointegration and Common Cycle Restrictions," Monash Econometrics and Business Statistics Working Papers 14/10, Monash University, Department of Econometrics and Business Statistics.
  80. Gloria Gonzalez-Rivera & Emre Yoldas, 2010. "Multivariate Autocontours for Specification Testing in Multivariate GARCH Models," Working Papers 201436, University of California at Riverside, Department of Economics.
  81. Andra C. Ghent & Marianna Kudlyak, 2010. "Recourse and residential mortgage default: theory and evidence from U.S. states," Working Paper 09-10, Federal Reserve Bank of Richmond.
  82. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2010. "Regime specific predictability in predictive regressions," UC3M Working papers. Economics we097844, Universidad Carlos III de Madrid. Departamento de Economía.
  83. Gonzalo, Jesús & Olmo, José, 2010. "Conditional stochastic dominance tests in dynamic settings," UC3M Working papers. Economics we1029, Universidad Carlos III de Madrid. Departamento de Economía.
  84. Kui-Wai Li & Tung Liu, 2010. "Analyzing Productivity Growth: Evidence from China’s Manufacturing Industries," Working Papers 201003, Ball State University, Department of Economics, revised Dec 2010.
  85. Kui-Wai Li & Tung Liu & Hoi Kuan Lam & Liang Wang, 2010. "Estimating the Growth Attributes of Mainland China and Hong Kong SAR," Working Papers 201004, Ball State University, Department of Economics, revised Feb 2010.
  86. Buzard, Kristy & Watson, Joel, 2010. "Contract, Renegotiation, and Hold Up: Results on the Technology of Trade and Investment," University of California at San Diego, Economics Working Paper Series qt3df3q4vg, Department of Economics, UC San Diego.
  87. Hoyt Bleakley & Jeffrey Lin, 2010. "Portage: path dependence and increasing returns in U.S. history," Working Papers 10-27, Federal Reserve Bank of Philadelphia.
  88. Alcaraz Carlo & Chiquiar Daniel & Salcedo Alejandrina, 2010. "Remittances, Schooling, and Child Labor in Mexico," Working Papers 2010-14, Banco de México.
  89. Vincent P. Crawford & Miguel A. Costa-Gomes & Nagore Iriberri, 2010. "Strategic Thinking," Levine's Working Paper Archive 661465000000001148, David K. Levine.
  90. Miguel A. Costa-Gomes & Steffen Huck & Georg Weizsäcker, 2010. "Beliefs and Actions in the Trust Game: Creating Instrumental Variables to Estimate the Causal Effect," Discussion Papers of DIW Berlin 969, DIW Berlin, German Institute for Economic Research.
  91. Maximillian Auffhammer & Ralf Steinhauser, 2010. "Forecasting the Path of USS CO2 Emissions Using State-Level Information," ANU Working Papers in Economics and Econometrics 2010-526, Australian National University, College of Business and Economics, School of Economics.
  92. Diego Jara & Álvaro Riascos & Mauricio Romero, 2010. "Detección de copia en pruebas del Estado," Documentos CEDE 7093, Universidad de los Andes, Facultad de Economía, CEDE.
  93. Ghazala Azmat & Nagore Iriberri, 2010. "The Importance of Relative Performance Feedback Information: Evidence from a Natural Experiment using High School Students," Working Papers 444, Barcelona School of Economics.
  94. Ghazala Azmat & Nagore Iriberri, 2010. "The Provision of Relative Performance Feedback Information: An Experimental Analysis of Performance and Happiness," Working Papers 454, Barcelona School of Economics.
  95. Jose Apesteguia & Ghazala Azmat & Nagore Iriberri, 2010. "The Impact of Gender Composition on Team Performance and Decision-Making: Evidence from the Field," Working Papers 485, Barcelona School of Economics.
  96. Jose Apesteguia & Patricia Funk & Nagore Iriberri, 2010. "Promoting Rule Compliance in Daily-Life: Evidence from a Randomized Field Experiment in the Public Libraries of Barcelona," Working Papers 492, Barcelona School of Economics.
  97. Manganelli, Simone & Popov, Alexander, 2010. "Finance and diversification," Working Paper Series 1259, European Central Bank.
  98. Lutz KILIAN & Simone MANGANELLI, 2010. "Quantifying the Risk of Deflation," EcoMod2004 330600076, EcoMod.
  99. White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2010. "VAR for VaR: measuring systemic risk using multivariate regression quantiles," MPRA Paper 35372, University Library of Munich, Germany.
  100. Cory Koedel, 2010. "Grading Standards in Education Departments at Universities," Working Papers 1002, Department of Economics, University of Missouri, revised 13 Jun 2011.
  101. Cory Koedel & Teerachat Techapaisarnjaroenkit, 2010. "The Relative Performance of Head Start," Working Papers 1009, Department of Economics, University of Missouri, revised 29 Jun 2011.
  102. Cory Koedel & Eric Tyhurst, 2010. "Math Skills and Labor-Market Outcomes: Evidence from a Resume-Based Field Experiment," Working Papers 1013, Department of Economics, University of Missouri, revised 31 May 2011.

2009

  1. Antonio Cabrales & Antoni Calvó-Armengol & Yves Zenou, 2009. "Social Interactions and Spillovers: Incentives,Segregation and Topology," Working Papers 2009-06, FEDEA.
  2. Gary Charness & Marie Claire Villeval & Antonio Cabrales, 2009. "Hidden Information, Bargaining Power and Efficiency: An Experiment," Working Papers 2009-08, FEDEA.
  3. Antonio Cabrales & Raffaele Miniaci & Marco Piovesan & Giovanni Ponti, 2009. "Social Preferences and Strategic Uncertainty: An Experiment on Markets and Contracts," Working Papers 2009-09, FEDEA.
  4. Randall Reback, 2009. "Schools’ Mental Health Services and Young Children’s Emotions, Behavior, and Learning," Working Papers 0904, Barnard College, Department of Economics.
  5. Randall Reback, 2009. "Non-instructional Spending Improves Non-cognitive Outcomes:Discontinuity Evidence from a Unique Elementary School Counselor Financing System," Working Papers 0903, Barnard College, Department of Economics.
  6. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2009. "Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value," CeRP Working Papers 82, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  7. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2009. "Non-linear predictability in stock and bond returns: when and where is it exploitable?," Working Papers 2008-010, Federal Reserve Bank of St. Louis.
  8. Massimo Guidolin & Francesca Rinaldi, 2009. "A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers?," Working Papers 2009-020, Federal Reserve Bank of St. Louis.
  9. Patton, Andrew J. & Verardo, Michela, 2009. "Does beta move with news? Systematic risk and firm-specific information flows," LSE Research Online Documents on Economics 24421, London School of Economics and Political Science, LSE Library.
  10. Tim Bollerslev & Natalia Sizova & George Tauchen, 2009. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," CREATES Research Papers 2009-05, Department of Economics and Business Economics, Aarhus University.
  11. Tim Bollerslev & Viktor Todorov, 2009. "Tails, Fears and Risk Premia," CREATES Research Papers 2009-26, Department of Economics and Business Economics, Aarhus University.
  12. Michael T. Owyang & Sarah Zubairy, 2009. "Who benefits from increased government spending? a state-level analysis," Working Papers 2009-006, Federal Reserve Bank of St. Louis.
  13. Andra C. Ghent & Michael T. Owyang, 2009. "Is housing the business cycle? evidence from U.S. cities," Working Papers 2009-007, Federal Reserve Bank of St. Louis.
  14. James D. Hamilton & Michael T. Owyang, 2009. "The propagation of regional recessions," Working Papers 2009-013, Federal Reserve Bank of St. Louis.
  15. Neville Francis & Michael T. Owyang & Tatevik Sekhposyan, 2009. "The local effects of monetary policy," Working Papers 2009-048, Federal Reserve Bank of St. Louis.
  16. Francisco Covas & Shigeru Fujita, 2009. "Procyclicality of capital requirements in a general equilibrium model of liquidity dependence," Working Papers 09-23, Federal Reserve Bank of Philadelphia.
  17. Haefke, Christian & Sonntag, Marcus & van Rens, Thijs, 2009. "Wage rigidity and job creation," Kiel Working Papers 1504, Kiel Institute for the World Economy (IfW Kiel).
  18. Shigeru Fujita, 2009. "Dynamics of worker flows and vacancies: evidence from the sign restriction approach," Working Papers 07-12, Federal Reserve Bank of Philadelphia.
  19. Shigeru Fujita & Makoto Nakajima, 2009. "Worker flows and job flows: a quantitative investigation," Working Papers 09-33, Federal Reserve Bank of Philadelphia.
  20. Ulrich Müller & Mark W. Watson, 2009. "Low-Frequency Robust Cointegration Testing," NBER Working Papers 15292, National Bureau of Economic Research, Inc.
  21. Oscar Jorda & Travis Berge, 2009. "The Classification of Economic Activity into Expansions and Recessions," Working Papers 308, University of California, Davis, Department of Economics.
  22. Taylor, Alan M. & Jordà , Òscar, 2009. "The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself," CEPR Discussion Papers 7568, C.E.P.R. Discussion Papers.
  23. Sucarrat, Genaro & Escribano, Álvaro, 2009. "Automated financial multi-path GETS modelling," UC3M Working papers. Economics we093620, Universidad Carlos III de Madrid. Departamento de Economía.
  24. Escribano, Álvaro & Guasch, J. Luis & Pena, Jorge, 2009. "Assessing the impact of infrastructure quality on firm productivity in Africa: Cross‐country comparisons based on investment climate surveys from 1999 to 2005," UC3M Working papers. Economics we098649, Universidad Carlos III de Madrid. Departamento de Economía.
  25. Escribano, Álvaro & Pena, Jorge, 2009. "Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys," UC3M Working papers. Economics we098750, Universidad Carlos III de Madrid. Departamento de Economía.
  26. Blazsek, Szabolcs & Escribano, Álvaro, 2009. "Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors," UC3M Working papers. Economics we098951, Universidad Carlos III de Madrid. Departamento de Economía.
  27. Peter C.B. Phillips & Liangjun Su, 2009. "Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor," Cowles Foundation Discussion Papers 1702, Cowles Foundation for Research in Economics, Yale University.
  28. Peter C.B. Phillips & Liangjun Su, 2009. "A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression," Cowles Foundation Discussion Papers 1704, Cowles Foundation for Research in Economics, Yale University.
  29. Xiangdong Long & Liangjun Su & Aman Ullah, 2009. "Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications," Working Papers 200908, University of California at Riverside, Department of Economics, revised Jul 2009.
  30. Ye Chen & Liangjun Su & Aman Ullah, 2009. "Functional Coefficient Estimation with Both Categorical and Continuous Data," Working Papers 200909, University of California at Riverside, Department of Economics, revised Jun 2009.
  31. Raquel Bernal & Adriana Camacho & Carmen Elisa Flórez & Alejandro Gaviria, 2009. "Desarrollo económico: retos y políticas públicas," Documentos CEDE 5269, Universidad de los Andes, Facultad de Economía, CEDE.
  32. Raquel Bernal & Camila Fernández & Carmen Elisa Flórez & Alejandro Gaviria, 2009. "Evaluación de impacto del Programa Hogares Comunitarios de Bienestar del ICBF," Documentos CEDE 5854, Universidad de los Andes, Facultad de Economía, CEDE.
  33. Wooldridge, Jeffrey M. & Imbens, Guido, 2009. "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles 3043416, Harvard University Department of Economics.
  34. Luís Santos-Pinto, 2009. "The Impact of Firm Size and Market Size Asymmetries on National Mergers in a Three-Country Model," Cahiers de Recherches Economiques du Département d'économie 09.06, Université de Lausanne, Faculté des HEC, Département d’économie.
  35. Thomas Astebro & José Mata & Luis Santos-Pinto, 2009. "Preference for Skew in Lotteries: Evidence from the Laboratory," Cahiers de Recherches Economiques du Département d'économie 09.09, Université de Lausanne, Faculté des HEC, Département d’économie.
  36. Andres Fernandez & Norman R. Swanson, 2009. "Real-time datasets really do make a difference: definitional change, data release, and forecasting," Working Papers 09-28, Federal Reserve Bank of Philadelphia.
  37. Valentina Corradi & Norman R. Swanson, 2009. "Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models," Working Papers 09-29, Federal Reserve Bank of Philadelphia.
  38. Hugo Rodríguez Mendizábal & Máximo Camacho & Gabriel Pérez Quirós, 2009. "Are the High-growth Recovery Periods Over?," UFAE and IAE Working Papers 772.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  39. Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2009. "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," UFAE and IAE Working Papers 795.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  40. Maximo Camacho & Gabriel Perez-Quiros, 2009. "Ñ-STING: España Short Term INdicator of Growth," Working Papers 0912, Banco de España.
  41. Maximo Camacho & Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal, 2009. "High-growth Recoveries, Inventories and the Great Moderation," Working Papers 0917, Banco de España.
  42. Munechika Katayama, 2009. "Declining Effects of Oil-Price Shocks," Departmental Working Papers 2009-02, Department of Economics, Louisiana State University.
  43. Nir Jaimovich & Seth Pruitt & Henry E. Siu, 2009. "The Demand for Youth: Implications for the Hours Volatility Puzzle," NBER Working Papers 14697, National Bureau of Economic Research, Inc.
  44. Max Floetotto & Nir Jaimovich & Seth Pruitt, 2009. "Markup variation and endogenous fluctuations in the price of investment goods," International Finance Discussion Papers 968, Board of Governors of the Federal Reserve System (U.S.).
  45. Scott C. Borger & James D. Hamilton & Seth Pruitt, 2009. "The market-perceived monetary policy rule," International Finance Discussion Papers 982, Board of Governors of the Federal Reserve System (U.S.).
  46. Rangel José Gonzalo & Engle Robert F., 2009. "The Factor-Spline-GARCH Model for High and Low Frequency Correlations," Working Papers 2009-03, Banco de México.
  47. Rangel José Gonzalo, 2009. "Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics," Working Papers 2009-15, Banco de México.
  48. Engle Robert F. & Rangel José Gonzalo, 2009. "High and Low Frequency Correlations in Global Equity Markets," Working Papers 2009-17, Banco de México.
  49. George Monokroussos, 2009. "A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series," Discussion Papers 09-07, University at Albany, SUNY, Department of Economics.
  50. Naoko Hara & Hibiki Ichiue & Satoko Kojima & Koji Nakamura & Toyoichiro Shirota, 2009. "Practical Use of Macroeconomic Models at Central Banks," Bank of Japan Review Series 09-E-1, Bank of Japan.
  51. Peter Reinhard Hansen & Guillaume Horel, 2009. "Quadratic Variation by Markov Chains," CREATES Research Papers 2009-13, Department of Economics and Business Economics, Aarhus University.
  52. UESUGI Iichiro & UCHIDA Hiroshi & OGURA Yoshiyuki & ONO Arito & XU Peng & TSURUTA Daisuke & NEMOTO Tadanobu & HIRATA Hideaki & YASUDA Yukihiro & YAMORI Nobuyoshi & WATANABE Wakou & HOTEI Masaki, 2009. "The Current Status of SME Financing under the Financial Crisis: A summary of the Survey on the Status of Transactions between Businesses and Financial Institutions (Feb. 2008) and the Survey on the St," Discussion Papers (Japanese) 09020, Research Institute of Economy, Trade and Industry (RIETI).
  53. Uesugi, Iichiro & 植杉, 威一郎 & ウエスギ, イイチロウ & Saito, Yukiko & 齊藤, 有希子 & サイトウ, ユキコ, 2009. "Top Executive Turnover in Japanese Non-listed Firms: Causes and Consequences," PIE/CIS Discussion Paper 424, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  54. Fabio Busetti & Juri Marcucci & Giovanni Veronese, 2009. "Comparing forecast accuracy: A Monte Carlo investigation," Temi di discussione (Economic working papers) 723, Bank of Italy, Economic Research and International Relations Area.
  55. D'Amuri, Francesco & Marcucci, Juri, 2009. "‘Google it!’ Forecasting the US unemployment rate with a Google job search index," ISER Working Paper Series 2009-32, Institute for Social and Economic Research.
  56. HEINEN, Andréas & VALDESOGO, Alfonso, 2009. "Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model," LIDAM Discussion Papers CORE 2009069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  57. Katherine A. Kiel & Victor Matheson & Kevin Golembiewski, 2009. "Luck or Skill? An Examination of the Ehrlich - Simon Bet," Working Papers 0908, College of the Holy Cross, Department of Economics.
  58. Isao Ishida & Toshiaki Watanabe, 2009. "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," Global COE Hi-Stat Discussion Paper Series gd08-032, Institute of Economic Research, Hitotsubashi University.
  59. Neil Shephard & Kevin Sheppard, 2009. "Realising the future: forecasting with high frequency based volatility (HEAVY) models," Economics Papers 2009-W03, Economics Group, Nuffield College, University of Oxford.
  60. Cavit Pakel & Neil Shephard & Kevin Sheppard, 2009. "Nuisance parameters, composite likelihoods and a panel of GARCH models," OFRC Working Papers Series 2009fe03, Oxford Financial Research Centre.
  61. Picci, Lucio, 2009. "The Internationalization of Inventive Activity: A Gravity Model Using Patent Data," MPRA Paper 18467, University Library of Munich, Germany.
  62. Geomina Turlea & Sven Lindmark & Lucio Picci & Andrea de Panizza & Martin Ulbrich & Paul Desruelle & Marc Bogdanowicz & David Broster, 2009. "The 2009 Report on R&D in ICT in the European Union," JRC Research Reports JRC49951, Joint Research Centre.
  63. Gomes, Fábio Augusto Reis & Issler, João Victor, 2009. "Testing the optimality of aggregate consumption decisions: is there rule-of-thumb behavior?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 682, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  64. Issler, João Victor & Notini, Hilton Hostalácio & Rodrigues, Claudia Oliveira da Fontoura, 2009. "Constructing coincident and leading indices of economic activity for the brazilian economy," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 694, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  65. Issler, João Victor & Notini, Hilton Hostalácio & Rodrigues, Claudia Oliveira da Fontoura, 2009. "Um indicador coincidente e antecedente da atividade econômica brasileira," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 695, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  66. Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki, 2009. "Estimating DSGE-Model-Consistent Trends for Use in Forecasting," Staff Working Papers 09-35, Bank of Canada.
  67. Raffaella Giacomini & Barbara Rossi, 2009. "Model Comparisons in Unstable Environments," Working Papers 09-10, Duke University, Department of Economics.
  68. Barbara Rossi & Raffaella Giacomini, 2009. "Model Selection in Unstable Environments," 2009 Meeting Papers 208, Society for Economic Dynamics.
  69. Dong Jin Lee, 2009. "Testing Parameter Stability in Quantile Models: An Application to the U.S. Inflation Process," Working papers 2009-26, University of Connecticut, Department of Economics.
  70. GOSPODINOV, Nikolay & MAYNARD, Alex & PESAVENTO, Elena, 2009. "Sensitivity of Impulse Responses to Small Low Frequency Co-Movements : Reconciling the Evidence on the Effects of Technology Shocks," Cahiers de recherche 03-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  71. Gonzalo, Jesús & Olmo, José, 2009. "Downside Risk Efficiency Under Market Distress," UC3M Working papers. Economics we094423, Universidad Carlos III de Madrid. Departamento de Economía.
  72. Kui-Wai Li & Tung Liu, 2009. "Economic and Productivity Growth Decomposition: An Application to Post-reform China," Working Papers 200904, Ball State University, Department of Economics, revised Sep 2008.
  73. Watson, Joel & Buzard, Kristy, 2009. "Contract, Renegotiation, and Hold Up: General Results on the Technology of Trade and Investment," University of California at San Diego, Economics Working Paper Series qt3923q7kz, Department of Economics, UC San Diego.
  74. Kristy Buzard & Gerald A. Carlino, 2009. "The geography of research and development activity in the U.S," Working Papers 09-16, Federal Reserve Bank of Philadelphia.
  75. Jeffrey Lin, 2009. "Technological adaptation, cities and new work," Working Papers 09-17, Federal Reserve Bank of Philadelphia.
  76. Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Cowles Foundation Discussion Papers 1701, Cowles Foundation for Research in Economics, Yale University.
  77. Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009. "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Cowles Foundation Discussion Papers 1703, Cowles Foundation for Research in Economics, Yale University.
  78. Jin Seo Cho & Halbert White, 2009. "Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models," Discussion Paper Series 0912, Institute of Economic Research, Korea University.
  79. Jin Seo Cho & Halbert White, 2009. "Generalized Runs Test for the IID Hypothesis," Discussion Paper Series 0913, Institute of Economic Research, Korea University.
  80. Jin Seo Cho & Meng Huang & Halbert White, 2009. "Testing for a Constant Mean Function using Functional Regression," Discussion Paper Series 0915, Institute of Economic Research, Korea University.
  81. Cassiman, Bruno & Golovko, Elena, 2009. "Productivity of Catalan firms. International exposure and (product) innovation," IESE Research Papers D/808, IESE Business School.
  82. Cassiman, Bruno & Mas, Jordi, 2009. "Catalan competitiveness: Science and business," IESE Research Papers D/806, IESE Business School.
  83. Cassiman, Bruno & Veugelers, Reinhilde & Zuniga, Pluvia, 2009. "Diversity of science linkages and innovation performance: some empirical evidence from Flemish firms," Economics Discussion Papers 2009-30, Kiel Institute for the World Economy (IfW Kiel).
  84. Chiquiar Daniel & Ramos Francia Manuel, 2009. "Competitiveness and Growth of the Mexican Economy," Working Papers 2009-11, Banco de México.
  85. Sidaoui José Julián & Capistrán Carlos & Chiquiar Daniel & Ramos Francia Manuel, 2009. "A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico," Working Papers 2009-14, Banco de México.
  86. Mark J. Kamstra & Robert J. Shiller, 2009. "The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation," Cowles Foundation Discussion Papers 1717, Cowles Foundation for Research in Economics, Yale University.
  87. Wolff, Hendrik & Chong, Howard & Auffhammer, Maximilian, 2009. "Human Development Index: Are Developing Countries Misclassified? (former title: "Consequences of Data Error in Aggregate Indicators: Evidence from the Human Development Index)," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49763, Agricultural and Applied Economics Association.
  88. Cory Koedel & Julian Betts, 2009. "Value-Added to What? How a Ceiling in the Testing Instrument Influences Value-Added Estimation," NBER Working Papers 14778, National Bureau of Economic Research, Inc.
  89. Cory Koedel & Julian Betts, 2009. "Does Student Sorting Invalidate Value-Added Models of Teacher Effectiveness? An Extended Analysis of the Rothstein Critique," Working Papers 0902, Department of Economics, University of Missouri.
  90. Cory Koedel, 2009. "Postsecondary Education Structure," Working Papers 0906, Department of Economics, University of Missouri, revised 04 Oct 2010.
  91. Cory Koedel & Julian R. Betts & Lorien A. Rice & Andrew C. Zau, 2009. "The Social Cost of Open Enrollment as a School Choice Policy," Working Papers 0906, Department of Economics, University of Missouri, revised 13 Apr 2010.

2008

  1. Karim Chalak & Halbert White, 2008. "Causality, Conditional Independence, and Graphical Separation in Settable Systems," Boston College Working Papers in Economics 689, Boston College Department of Economics, revised 04 Jul 2010.
  2. Halbert White & Karim Chalak, 2008. "Identifying Structural Effects in Nonseparable Systems Using Covariates," Boston College Working Papers in Economics 734, Boston College Department of Economics.
  3. Cabrales, Antonio & Charness, Gary, 2008. "“Optimal Contracts with Team Production and Hidden Information: An Experiment”," University of California at Santa Barbara, Economics Working Paper Series qt29v1b0pg, Department of Economics, UC Santa Barbara.
  4. Antonio Cabrales & Piero Gottardi, 2008. "Markets for Information: Of Inefficient Firewalls and Efficient Monopolies," CESifo Working Paper Series 2336, CESifo.
  5. Cabrales, Antonio & Uriarte Ayo, José Ramón, 2008. "Doubts and equilibria," UC3M Working papers. Economics we080905, Universidad Carlos III de Madrid. Departamento de Economía.
    • Cabrales, Antonio & Uriarte Ayo, José Ramón, 2008. "Doubts and Equilibria," IKERLANAK 6419, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I.
  6. Antonio Cabrales & Sergi Jiménez-Martín, 2008. "The Determinants of Pricing in Pharmaceuticals: Are U.S. prices really so high?," Working Papers 2008-18, FEDEA.
  7. Guidolin, Massimo & Thornton, Daniel L., 2008. "Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates," Working Paper Series 977, European Central Bank.
  8. Massimo Guidolin & Stuart Hyde, 2008. "Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK," Working Papers 2008-005, Federal Reserve Bank of St. Louis.
  9. Andrew J. Patton & Allan Timmermann, 2008. "The Resolution of Macroeconomic Uncertainty: Evidence from Survey Forecast," CREATES Research Papers 2008-54, Department of Economics and Business Economics, Aarhus University.
  10. Andrew J. Patton, 2008. "Copula-Based Models for Financial Time Series," Economics Series Working Papers 2008fe21, University of Oxford, Department of Economics.
  11. Kevin Sheppard & Andrew J. Patton, 2008. "Evaluating Volatility and Correlation Forecasts," Economics Series Working Papers 2008fe22, University of Oxford, Department of Economics.
  12. Tim Bollerslev & Morten Ø. Nielsen & Per Houmann Frederiksen & Torben G. Andersen, 2008. "Continuous-time Models, Realized Volatilities, And Testable Distributional Implications For Daily Stock Returns," Working Paper 1173, Economics Department, Queen's University.
  13. Tim Bollerslev, 2008. "Glossary to ARCH (GARCH)," CREATES Research Papers 2008-49, Department of Economics and Business Economics, Aarhus University.
  14. Leora Friedberg & Michael Owyang & Anthony Webb, 2008. "Identifying Local Differences in Retirement Patterns," Working Papers, Center for Retirement Research at Boston College wp2008-18, Center for Retirement Research, revised Dec 2008.
  15. Michael T. Owyang & David E. Rapach & Howard J. Wall, 2008. "States and the business cycle," Working Papers 2007-050, Federal Reserve Bank of St. Louis.
  16. Francisco Covas & Yahong Zhang, 2008. "Price-Level versus Inflation Targeting with Financial Market Imperfections," Staff Working Papers 08-26, Bank of Canada.
  17. Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson, 2008. "Sectoral vs. aggregate shocks : a structural factor analysis of industrial production," Working Paper 08-07, Federal Reserve Bank of Richmond.
  18. Stock, James H. & Watson, Mark, 2008. "Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression," Scholarly Articles 28461843, Harvard University Department of Economics.
  19. Stock, James H. & Watson, Mark, 2008. "The Evolution of National and Regional Factors in U.S. Housing Construction," Scholarly Articles 28468706, Harvard University Department of Economics.
  20. James H. Stock & Mark W. Watson, 2008. "Phillips Curve Inflation Forecasts," NBER Working Papers 14322, National Bureau of Economic Research, Inc.
  21. Oscar Jorda & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Working Papers 131, University of California, Davis, Department of Economics.
  22. Escribano, Álvaro & Guasch, J. Luis, 2008. "Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America," UC3M Working papers. Economics we081911, Universidad Carlos III de Madrid. Departamento de Economía.
  23. Escribano, Álvaro & Guasch, J. Luis & Orte, Manuel De & Pena, Jorge, 2008. "Investment climate assessment based on demean Olley and Pakes decompositions: methodology and application to Turkey's investment climate survey," UC3M Working papers. Economics we082012, Universidad Carlos III de Madrid. Departamento de Economía.
  24. Escribano, Álvaro & Guasch, J. Luis & Orte, Manuel De & Pena, Jorge, 2008. "Investment climate and firm’s economic performance: econometric methodology and application to Turkey's investment climate survey," UC3M Working papers. Economics we082113, Universidad Carlos III de Madrid. Departamento de Economía.
  25. Escribano, Álvaro & Stucchi, Rodolfo, 2008. "Catching up in total factor productivity through the business cycle : evidence from Spanish manufacturing surveys," UC3M Working papers. Economics we085125, Universidad Carlos III de Madrid. Departamento de Economía.
  26. Liangjun Su & Zhenlin Yang, 2008. "Asymptotics and Bootstrap for Transformed Panel Data Regressions," Development Economics Working Papers 22477, East Asian Bureau of Economic Research.
  27. Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Nuñez, 2008. "The Cost of Avoiding Crime: The Case of Bogotá," Borradores de Economia 508, Banco de la Republica de Colombia.
  28. Jeffrey Wooldridge, 2008. "Inference for partial effects in nonlinear panel-data models using Stata," Summer North American Stata Users' Group Meetings 2008 17, Stata Users Group, revised 28 Aug 2008.
  29. Doruk Iris & Luís Santos-Pinto, 2008. "Tacit Collusion under Fairness and Reciprocity," Cahiers de Recherches Economiques du Département d'économie 09.03, Université de Lausanne, Faculté des HEC, Département d’économie.
  30. Claudia Alves & Luís Santos-Pinto, 2008. "A Theory of Corporate Social Responsibility in Oligopolistic Markets," Cahiers de Recherches Economiques du Département d'économie 09.04, Université de Lausanne, Faculté des HEC, Département d’économie.
  31. Tiago Pires & Luís Santos-Pinto, 2008. "Self-Confidence and Timing of Entry," Cahiers de Recherches Economiques du Département d'économie 09.05, Université de Lausanne, Faculté des HEC, Département d’économie.
  32. Weinhold, Diana, 2008. "How big a problem is noise pollution? A brief happiness analysis by a perturbable economist," MPRA Paper 9885, University Library of Munich, Germany.
  33. Nii Ayi Armah & Norman R. Swanson, 2008. "Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments," Working Papers 08-25, Federal Reserve Bank of Philadelphia.
  34. Valentina Corradi & Andres Fernandez & Norman R. Swanson, 2008. "Information in the revision process of real-time datasets," Working Papers 08-27, Federal Reserve Bank of Philadelphia.
  35. Jeffrey Grogger, 2008. "Speech Patterns and Racial Wage Inequality," Working Papers 0813, Harris School of Public Policy Studies, University of Chicago.
  36. Jeffrey Grogger & Gordon H. Hanson, 2008. "Income Maximization and the Selection and Sorting of International Migrants," NBER Working Papers 13821, National Bureau of Economic Research, Inc.
  37. George J. Borjas & Jeffrey Grogger & Gordon H. Hanson, 2008. "Imperfect Substitution between Immigrants and Natives: A Reappraisal," NBER Working Papers 13887, National Bureau of Economic Research, Inc.
  38. Maximo Camacho & Gabriel Perez-Quiros, 2008. "Introducing the EURO-STING: Short Term INdicator of Euro Area Growth," Working Papers 0807, Banco de España.
  39. Kieron J. Meagher & Klaus G. Zauner, 2008. "Uncertainty in Spatial Duopoly with Possibly Asymmetric Distributions: a State Space Approach," CEPR Discussion Papers 579, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  40. Seth Pruitt, 2008. "Uncertainty over models and data: the rise and fall of American inflation," International Finance Discussion Papers 962, Board of Governors of the Federal Reserve System (U.S.).
  41. Garett Jones, 2008. "The O-Ring Sector and the Foolproof Sector: An Explanation for Cross-Country Income Differences," 2008 Meeting Papers 674, Society for Economic Dynamics.
  42. Peter Reinhard Hansen, 2008. "Reduced-Rank Regression: A Useful Determinant Identity," CREATES Research Papers 2008-02, Department of Economics and Business Economics, Aarhus University.
  43. Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," CREATES Research Papers 2008-63, Department of Economics and Business Economics, Aarhus University.
  44. Iichiro Uesugi, 2008. "Efficiency of Credit Allocation and Effectiveness of Government Credit Guarantees: Evidence from Japanese Small Businesses," Bank of Japan Working Paper Series 08-E-2, Bank of Japan.
  45. ONO Arito & SAKAI Koji & UESUGI Iichiro, 2008. "The Effects of Collateral on SME Performance in Japan," Discussion papers 08037, Research Institute of Economy, Trade and Industry (RIETI).
  46. Ono, Arito & 小野, 有人 & オノ, アリト & Uesugi, Iichiro & 植杉, 威一郎 & ウエスギ, イイチロウ, 2008. "The Role of Collateral and Personal Guarantees in Relationship Lending: Evidence from Japan's SME Loan Market," PIE/CIS Discussion Paper 371, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  47. Uesugi, Iichiro & 植杉, 威一郎 & Sakai, Koji & 坂井, 功治 & Yamashiro, Guy M., 2008. "The Effectiveness of Public Credit Guarantees in the Japanese Loan Market," PIE/CIS Discussion Paper 400, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  48. Juri Marcucci & Mario Quagliariello, 2008. "Credit risk and business cycle over different regimes," Temi di discussione (Economic working papers) 670, Bank of Italy, Economic Research and International Relations Area.
  49. CHOLLETE, Loran & HEINEN, Andréas & VALDESOGO, Alfonso, 2008. "Modeling international financial returns with a multivariate regime switching copula," LIDAM Discussion Papers CORE 2008013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  50. Sophie Chemarin & Andreas Heinen & Eric Strobl, 2008. "Electricity, carbon and weather in France: where do we stand ?," Working Papers hal-00340171, HAL.
  51. Salvador Barrios & Luisito Bertinelli & Andreas Heinen & Eric Strobl, 2008. "EXPLORING THE LINK BETWEEN LOCAL AND GLOBAL KNOWLEDGE SPILLOVERS: Evidence from Plant-Level Data," DEM Discussion Paper Series 08-01, Department of Economics at the University of Luxembourg.
  52. Flores, Nicholas E. & Graves, Philip E., 2008. "Optimal public goods provision: implications of endogenizing the labor/leisure choice," MPRA Paper 19923, University Library of Munich, Germany.
  53. Neil Shephard & Kevin Sheppard & Robert F. Engle, 2008. "Fitting vast dimensional time-varying covariance models," Economics Series Working Papers 403, University of Oxford, Department of Economics.
  54. Wagner Piazza Gaglianone & João Victor Issler, 2008. "An Econometric Contribution to the Intertemporal Approach of the Current Account," Working Papers Series 178, Central Bank of Brazil, Research Department.
  55. Trevor Breusch & Farshid Vahid, 2008. "Global Temperature Trends," ANU Working Papers in Economics and Econometrics 2008-495, Australian National University, College of Business and Economics, School of Economics.
  56. Giacomini, Raffaella & Rossi, Barbara, 2008. "Forecast Comparisons in Unstable Environments," Working Papers 08-04, Duke University, Department of Economics.
  57. Dong Jin Lee, 2008. "Parametric and Semiparametric Efficient Tests for Parameter Instability," Working papers 2008-40, University of Connecticut, Department of Economics, revised Aug 2009.
  58. Figuerola-Ferretti, Isabel & Gonzalo, Jesús, 2008. "Modelling and Measuring Price Discovery in Commodity Markets," DEE - Working Papers. Business Economics. WB 15951, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  59. Gonzalo, Jesús & Olmo, José, 2008. "Testing downside risk efficiency under market distress," UC3M Working papers. Economics we084321, Universidad Carlos III de Madrid. Departamento de Economía.
  60. Dolado, Juan José & Gonzalo, Jesús & Mayoral, Laura, 2008. "Simple Wald tests of the fractional integration parameter : an overview of new results," UC3M Working papers. Economics we20080129, Universidad Carlos III de Madrid. Departamento de Economía.
  61. Tung Liu & Kui-Wai Li, 2008. "Revisiting Solow’s Decomposition of Economic and Productivity Growth," Working Papers 200805, Ball State University, Department of Economics, revised Dec 2008.
  62. Kui-Wai Li & Tung Liu & Lihong Yun, 2008. "Decomposition of Economic and Productivity Growth in Post-reform China," Working Papers 200806, Ball State University, Department of Economics, revised Dec 2008.
  63. William Neilson & Michael McKee & Robert P. Berrens, 2008. "Value and Outcome Uncertainty as Explanations for the WTA vs WTP Disparity: Theory and Experimental Evidence," Working Papers 08-07, Department of Economics, Appalachian State University.
  64. Amoroso Nicolás & Chiquiar Daniel & Quella Núria & Ramos Francia Manuel, 2008. "Determinants of Mexico's Comparative Advantages and of the Performance of its Manufacturing Exports during 1996-2005," Working Papers 2008-01, Banco de México.
  65. Alcaraz Carlo & Chiquiar Daniel & Ramos Francia Manuel, 2008. "Intersectoral Wage Differentials and the Change of the Composition of Urban Employment in Mexico during 2001-2004," Working Papers 2008-06, Banco de México.
  66. Chiquiar Daniel & Ramos Francia Manuel, 2008. "A Note on Mexico and U.S. Manufacturing Industries' Long-term Relationship," Working Papers 2008-08, Banco de México.
  67. Miguel A Costa-Gomes & Vincent P Crawford & Nagore Iriberri, 2008. "Comparing Models of Strategic Thinking in Van Huyck, Battalio, and Beil’s Coordination Games," Levine's Working Paper Archive 122247000000002346, David K. Levine.
  68. Wolff, Hendrik & Chong, Howard & Auffhammer, Maximilian, 2008. "Consequences of Data Error in Aggregate Indicators: Evidence from the Human Development Index," IZA Discussion Papers 3346, Institute of Labor Economics (IZA).
  69. Auffhammer, Maximilian & Bento, Antonio M. & Lowe, Scott E., 2008. "Measuring the Effects of the Clean Air Act Amendments on Ambient PM10 Concentrations: The critical importance of a spatially disaggregated analysis," Working Papers 127077, Cornell University, Department of Applied Economics and Management.
  70. De Santis, Roberto A. & Cappiello, Lorenzo & Baltzer, Markus & Manganelli, Simone, 2008. "Measuring financial integration in new EU Member States," Occasional Paper Series 81, European Central Bank.
  71. Cappiello, Lorenzo & Manganelli, Simone & Kadareja, Arjan, 2008. "The impact of the euro on equity markets: a country and sector decomposition," Working Paper Series 906, European Central Bank.
  72. Manganelli, Simone & White, Halbert & Kim, Tae-Hwan, 2008. "Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR," Working Paper Series 957, European Central Bank.
  73. Cory Koedel, 2008. "An Empirical Analysis of Teacher Spillover Effects in Secondary School," Working Papers 0808, Department of Economics, University of Missouri.
  74. Kazuki Onji & David Vera, 2008. "Tax Law Asymmetries and Income Shifting: Evidence From Japanese Capital Keiretsu," Asia Pacific Economic Papers 371, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.

2007

  1. Susanne M. Schennach & Halbert White & Karim Chalak, 2007. "Estimating average marginal effects in nonseparable structural systems," CeMMAP working papers CWP31/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  2. Karim Chalak & Halbert White, 2007. "An Extended Class of Instrumental Variables for the Estimation of Causal Effects," Boston College Working Papers in Economics 692, Boston College Department of Economics, revised 30 Nov 2009.
  3. Antonio Cabrales & Sergi Jiménez-Martín, 2007. "The Determinants of Pricing in Pharmaceuticals: Are U.S. Prices Really Higher than Those of Canada?," UFAE and IAE Working Papers 697.07, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  4. Esther Hauk & Antonio Cabrales, 2007. "Democracy and the curse of natural resources," UFAE and IAE Working Papers 709.07, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 30 Mar 2009.
  5. Roberto Serrano & Antonio Cabrales, 2007. "Implementation in Adaptive Better-Response Dynamics," Working Papers 2007-10, Brown University, Department of Economics.
  6. Charness, Gary B & Cabrales, Antonio & VILLEVAL, MARIE-CLAIRE, 2007. "Competition, Hidden Information, And Efficiency: An Experiment," University of California at Santa Barbara, Economics Working Paper Series qt3kp5v19m, Department of Economics, UC Santa Barbara.
  7. Cabrales, Antonio & Miniaci, Raffaele & Piovesan, Marco & Ponti, Giovanni, 2007. "An experiment on markets and contracts : do social preferences determine corporate culture?," UC3M Working papers. Economics we072010, Universidad Carlos III de Madrid. Departamento de Economía.
  8. Cabrales, Antonio & Calvó-Armengol, Antoni, 2007. "Interdependent preferences and segregating equilibria," UC3M Working papers. Economics we072313, Universidad Carlos III de Madrid. Departamento de Economía.
  9. Cabrales, Antonio & Calvó-Armengol, Antoni & Zenou, Yves, 2007. "Effort and synergies in network formation," UC3M Working papers. Economics we072515, Universidad Carlos III de Madrid. Departamento de Economía.
  10. Antonio Cabrales & Gary Charness & Marie Claire Villeval, 2007. "Hidden Information, Competition and Efficiency," Post-Print halshs-00175441, HAL.
  11. Antonio Cabrales & Gary Charness & Marie Claire Villeval, 2007. "Competition and Adverse Selection," Post-Print halshs-00175446, HAL.
  12. Antonio Cabrales & Marie Claire Villeval & Gary Charness, 2007. "Competition, Hidden Information and Efficiency," Post-Print halshs-00257838, HAL.
  13. Jeffry Jacob & Thomas Osang, 2007. "Values, Beliefs and Development," Departmental Working Papers 0705, Southern Methodist University, Department of Economics.
  14. Jeffry Jacob & Thomas Osang, 2007. "Institutions, Geography and Trade: A Panel Data Study," Departmental Working Papers 0706, Southern Methodist University, Department of Economics.
  15. Vitor Trindade & Johannes Moenius, 2007. "Networks, Standards and Intellectual Property Rights," Working Papers 0705, Department of Economics, University of Missouri.
  16. Andreas Blume & Oliver Board & Kohei Kawamura, 2007. "Noisy Talk," Edinburgh School of Economics Discussion Paper Series 167, Edinburgh School of Economics, University of Edinburgh.
  17. Timmermann, Allan & Guidolin, Massimo, 2007. "Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach," CEPR Discussion Papers 6188, C.E.P.R. Discussion Papers.
  18. Massimo Guidolin & Giovanna Nicodano, 2007. "Small Caps in International Diversified Portfolios," CeRP Working Papers 68, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  19. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2007. "Investing in Mixed Asset Portfolios: the Ex-Post Performance," CeRP Working Papers 69, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  20. Massimo Guidolin & Stuart Hyde, 2007. "What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model," Working Papers 2006-029, Federal Reserve Bank of St. Louis.
  21. Massimo Guidolin & Carrie Fangzhou Na, 2007. "The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns," Working Papers 2006-059, Federal Reserve Bank of St. Louis.
  22. Massimo Guidolin & Simona Mola, 2007. "Affiliated mutual funds and analyst optimism," Working Papers 2007-017, Federal Reserve Bank of St. Louis.
  23. Massimo Guidolin & Giovanna Nicodano, 2007. "Managing international portfolios with small capitalization stocks," Working Papers 2007-030, Federal Reserve Bank of St. Louis.
  24. Timmermann, Allan & Patton, Andrew, 2007. "Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts," CEPR Discussion Papers 6526, C.E.P.R. Discussion Papers.
  25. Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev, 2007. "No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications," NBER Working Papers 12963, National Bureau of Economic Research, Inc.
  26. Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen, 2007. "A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects," CREATES Research Papers 2007-22, Department of Economics and Business Economics, Aarhus University.
  27. Torben G. Andersen & Tim Bollerslev & Xin Huang, 2007. "A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures," CREATES Research Papers 2007-14, Department of Economics and Business Economics, Aarhus University.
  28. Viktor Todorov & Tim Bollerslev, 2007. "Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks," CREATES Research Papers 2007-15, Department of Economics and Business Economics, Aarhus University.
  29. Tim Bollerslev & Tzuo Hann Law & George Tauchen, 2007. "Risk, Jumps, and Diversification," CREATES Research Papers 2007-19, Department of Economics and Business Economics, Aarhus University.
  30. Komunjer, Ivana & OWYANG, MICHAEL, 2007. "Multivariate Forecast Evaluation And Rationality Testing," University of California at San Diego, Economics Working Paper Series qt81w8m5sf, Department of Economics, UC San Diego.
  31. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall & Christopher H. Wheeler, 2007. "The economic performance of cities: a Markov-switching approach," Working Papers 2006-056, Federal Reserve Bank of St. Louis.
  32. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2007. "A state-level analysis of the Great Moderation," Working Papers 2007-003, Federal Reserve Bank of St. Louis.
  33. Michelle T. Armesto & Ruben Hernandez-Murillo & Michael T. Owyang & Jeremy M. Piger, 2007. "Identifying asymmetry in the language of the Beige Book: a mixed data sampling approach," Working Papers 2007-010, Federal Reserve Bank of St. Louis.
  34. Kristie M. Engemann & Michael T. Owyang, 2007. "Whatever happened to the business cycle? a Bayesian analysis of jobless recoveries," Working Papers 2007-013, Federal Reserve Bank of St. Louis.
  35. Francisco Covas & Wouter den Haan, 2007. "Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms," Staff Working Papers 07-44, Bank of Canada.
  36. Francisco Covas & Shigeru Fujita, 2007. "Private risk premium and aggregate uncertainty in the model of uninsurable investment risk," Working Papers 07-30, Federal Reserve Bank of Philadelphia.
  37. Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2007. "Mixtures of t-distributions for Finance and Forecasting," Economics Series 216, Institute for Advanced Studies.
  38. Shigeru Fujita & Garey Ramey, 2007. "Reassessing the Shimer facts," Working Papers 07-2, Federal Reserve Bank of Philadelphia.
  39. Shigeru Fujita & Christopher J. Nekarda & Garey Ramey, 2007. "The cyclicality of worker flows: new evidence from the SIPP," Working Papers 07-5, Federal Reserve Bank of Philadelphia.
  40. Shigeru Fujita & Garey Ramey, 2007. "The cyclicality of separation and job finding rates," Working Papers 07-19, Federal Reserve Bank of Philadelphia.
  41. Watson, Mark, 2007. "Relative Goods? Prices and Pure Inflation," CEPR Discussion Papers 6593, C.E.P.R. Discussion Papers.
  42. Ricardo Reis & Mark W. Watson, 2007. "Relative Goods' Prices, Pure Inflation, and the Phillips Correlation," NBER Working Papers 13615, National Bureau of Economic Research, Inc.
  43. Mark W. Watson & Ricardo Reis, 2007. "Measuring changes in the value of the numeraire," 2007 Meeting Papers 324, Society for Economic Dynamics.
  44. Òscar Jordà & Sharon Kozicki, 2007. "Estimation and Inference by the Method of Projection Minimum Distance," Staff Working Papers 07-56, Bank of Canada.
  45. Oscar Jorda, 2007. "Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections," Working Papers 107, University of California, Davis, Department of Economics.
  46. Oscar Jorda, 2007. "Inference for Impulse Responses," Working Papers 201, University of California, Davis, Department of Economics.
  47. Liangjun Su & Zhenlin Yang, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Development Economics Working Papers 22476, East Asian Bureau of Economic Research.
  48. Alejandro Gaviria & Carlos Medina & María del Mar Palau, 2007. "Las Consecuencias Económicas De Un Nombre Atípico. El Caso Colombiano," Documentos CEDE 3108, Universidad de los Andes, Facultad de Economía, CEDE.
  49. Juan Camilo Cárdenas & Natalia Candelo & Alejandro Gaviria & Sandra Polania, 2007. "Discrimination in the provision of social services to the poor: a field experimental study," Documentos CEDE 3885, Universidad de los Andes, Facultad de Economía, CEDE.
  50. Luis Santos Pinto, 2007. "Collusion and Reciprocity in Infinitely Repeated Games," Nova SBE Working Paper Series wp512, Universidade Nova de Lisboa, Nova School of Business and Economics.
  51. Jerry Hausman & Whitney K. Newey & Tiemen M. Woutersen & John Chao & Norman Swanson, 2007. "Instrumental variable estimation with heteroskedasticity and many instruments," CeMMAP working papers CWP22/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  52. Jeffrey Grogger & Lynn Karoly, 2007. "The Effects of Work-Conditioned Transfers on Marriage and Child Well-Being: A Review," NBER Working Papers 13485, National Bureau of Economic Research, Inc.
  53. Carlos Ocaña Orbis & Gabriel Pérez-Quiros & J. Ignacio Conde-Ruiz, 2007. "Análisis cuantitativo del estado de bienestar en Europa: Modelos y resultados," Working Papers 2007-03, FEDEA.
  54. Kieron J. Meagher & Klaus G. Zauner, 2007. "Spatial Equilibrium in a State Space Approach to Demand Uncertainty," Discussion Papers 2007-19, School of Economics, The University of New South Wales.
  55. Hibiki Ichiue & Kentaro Koyama, 2007. "Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity," Bank of Japan Working Paper Series 07-E-22, Bank of Japan.
  56. Hibiki Ichiue & Tomonori Yuyama, 2007. "Biases in Monetary Policy Expectations Extracted From Fed Funds Futures and Surveys," Bank of Japan Working Paper Series 07-E-15, Bank of Japan.
  57. Hibiki Ichiue & Yoichi Ueno, 2007. "Equilibrium Interest Rate and the Yield Curve in a Low Interest Rate Environment," Bank of Japan Working Paper Series 07-E-18, Bank of Japan.
  58. Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez & Munir Jalil, 2007. "Cronología de los ciclos de negocios recientes en Colombia," Borradores de Economia 461, Banco de la Republica de Colombia.
  59. Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2007. "Expectations Hypothesis Tests in the Presence of Model Uncertainty," Discussion Paper Series 0703, Institute of Economic Research, Korea University.
  60. Barrios, Salvador & Bertinelli, Luisito & Heinen, Andreas, 2007. "Exploring The Link Between Local And Global Knowledge Spillovers," MPRA Paper 6239, University Library of Munich, Germany.
  61. Katherine A. Kiel, 2007. "The impact of wetlands rules on the prices of regulated and proximate houses: a case study," New England Public Policy Center Working Paper 07-3, Federal Reserve Bank of Boston.
  62. L. Picci, 2007. "The Reputational Budget and its Uses," Working Papers 587, Dipartimento Scienze Economiche, Universita' di Bologna.
  63. R. Confalonieri & C. Leoni & L. Picci, 2007. "Rebag-Ware: Reputation-based Governance of Public Works," Working Papers 586, Dipartimento Scienze Economiche, Universita' di Bologna.
  64. Picci, Lucio & Golden, Miriam, 2007. "Pork Barrel Politics in Postwar Italy, 1953–1994," MPRA Paper 5626, University Library of Munich, Germany.
  65. Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 2007. "A panel data approach to economic forecasting: the bias-corrected average forecast," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 642, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  66. Matos, Paulo Rogério Faustino & Costa, Carlos Eugênio da & Issler, João Victor, 2007. "The forward- and the equity-premium puzzles: two symptoms of the same illness?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 649, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  67. Heather Anderson & Mardi Dungey & Denise R. Osborn & Farshid Vahid, 2007. "Constructing Historical Euro Area Data," CAMA Working Papers 2007-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  68. George Athanasopoulos & D.S. Poskitt & Farshid Vahid, 2007. "Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form," Monash Econometrics and Business Statistics Working Papers 10/07, Monash University, Department of Econometrics and Business Statistics, revised May 2009.
  69. Sharon Kozicki & P. A. Tinsley, 2007. "Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation," Staff Working Papers 07-19, Bank of Canada.
  70. Sharon Kozicki & P. A. Tinsley, 2007. "Term Structure Transmission of Monetary Policy," Staff Working Papers 07-30, Bank of Canada.
  71. Gloria González-Rivera & Tae-Hwy Lee, 2007. "Nonlinear Time Series in Financial Forecasting," Working Papers 200803, University of California at Riverside, Department of Economics, revised Feb 2008.
  72. Gloria Gonzalez-Rivera & Steven Helfand, 2007. "Economic Development and the Determinants of Spatial Integration in Agricultural Markets," Working Papers 201437, University of California at Riverside, Department of Economics.
  73. H.M. Anderson & H. Chan & R. Faff & Y.K. Ho, 2007. "Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach," ANU Working Papers in Economics and Econometrics 2007-488, Australian National University, College of Business and Economics, School of Economics.
  74. Gonzalo, Jesús & Olmo, José, 2007. "The impact of heavy tails and comovements in downside-risk diversification," UC3M Working papers. Economics we20070208, Universidad Carlos III de Madrid. Departamento de Economía.
  75. Gonzalo, Jesús & Lee, Tae-Hwy & Yang, Weiping, 2007. "Permanent and transitory components of GDP and stock prices: further analysis," UC3M Working papers. Economics we20070525, Universidad Carlos III de Madrid. Departamento de Economía.
  76. Dolado, Juan José & Gonzalo, Jesús & Mayoral, Laura, 2007. "Wald Tests of I(1) against I(d) alternatives : some new properties and an extension to processes with trending components," UC3M Working papers. Economics we20070625, Universidad Carlos III de Madrid. Departamento de Economía.
  77. Kui-Wai Li & Tung Liu & Lihong Yun, 2007. "Technology Progress, Efficiency, and Scale of Economy in Post-reform China," Working Papers 200701, Ball State University, Department of Economics, revised Apr 2007.
  78. Hoyt Bleakley & Jeffrey Lin, 2007. "Thick-market effects and churning in the labor market: evidence from U.S. cities," Working Papers 07-23, Federal Reserve Bank of Philadelphia.
  79. Jeffrey Lin, 2007. "Innovation, cities, and new work," Working Papers 07-25, Federal Reserve Bank of Philadelphia.
  80. Cassiman, Bruno & Veugelers, Reinhilde, 2007. "Are external technology sourcing strategies substitutes or complements? The case of embodied versus disembodied technology acquisition," IESE Research Papers D/672, IESE Business School.
  81. Cassiman, Bruno & Golovko, Elena, 2007. "Innovation and the export-productivity link," IESE Research Papers D/688, IESE Business School.
  82. Cassiman, Bruno & Veugelers, Reinhilde & Zuniga, Pluvia, 2007. "Science linkages and innovation performance: An analysis on CIS-3 firms in Belgium," IESE Research Papers D/671, IESE Business School.
  83. Chiquiar Daniel & Noriega Antonio E. & Ramos Francia Manuel, 2007. "A Time Series Approach to Test a Change in Inflation Persistence: The Mexican Experience," Working Papers 2007-01, Banco de México.
  84. Chiquiar Daniel & Fragoso Edna & Ramos Francia Manuel, 2007. "Comparative Advantage and the Performance of Mexican Manufacturing Exports during 1996-2005," Working Papers 2007-12, Banco de México.
  85. Auffhammer, Maximilian & Bento, Antonio M. & Lowe, Scott E., 2007. "Measuring the Effects of Environmental Regulations: The Critical Importance of a Spatially Disaggregated Analysis," Working Papers 127019, Cornell University, Department of Applied Economics and Management.
  86. Auffhammer, Maximilian & Carson, Richard T., 2007. "Forecasting the Path of China's CO2 Emissions Using Province Level Information," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6d28j8rg, Department of Agricultural & Resource Economics, UC Berkeley.
  87. Vincent P. Crawford & Nagore Iriberri, 2007. "Fatal Attraction: Salience, Naivete, and Sophistication in Experimental Hide-and-Seek Games," Levine's Bibliography 321307000000000861, UCLA Department of Economics.
  88. Kilian, Lutz & Manganelli, Simone, 2007. "The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan," CEPR Discussion Papers 6031, C.E.P.R. Discussion Papers.
  89. Manganelli, Simone, 2007. "Asset allocation by penalized least squares," Working Paper Series 723, European Central Bank.
  90. Manganelli, Simone & Wolswijk, Guido, 2007. "Market discipline, financial integration and fiscal rules: what drives spreads in the euro area government bond market?," Working Paper Series 745, European Central Bank.
  91. Cory Koedel & Julian Betts, 2007. "Teacher Quality and Educational Production in Secondary School," Working Papers 0707, Department of Economics, University of Missouri.
  92. Cory Koedel & Julian Betts, 2007. "Re-Examining the Role of Teacher Quality In the Educational Production Function," Working Papers 0708, Department of Economics, University of Missouri.
  93. Cory Koedel, 2007. "Teacher Quality and Dropout Outcomes in a Large, Urban School District," Working Papers 0713, Department of Economics, University of Missouri.

2006

  1. Cabrales, Antonio & Nagel, Rosemarie & Rodríguez Mora, José V., 2006. "It is Hobbes, not Rousseau : an experiment on social insurance," UC3M Working papers. Economics we071808, Universidad Carlos III de Madrid. Departamento de Economía.
  2. Cabrales, Antonio & Calvó-Armengol, Antoni & Wantchekon, Léonard, 2006. "Liberal democracy as the result of an "aborted" communist revolution," UC3M Working papers. Economics we072212, Universidad Carlos III de Madrid. Departamento de Economía.
  3. Andreas Blume & April Franco & Paul Heidhues, 2006. "Rational Multi-Agent Search," 2006 Meeting Papers 776, Society for Economic Dynamics.
  4. Blume, Andreas & Heidhues, Paul & Lafky, Jonathan & Münster, Johannes & Zhang, Meixia, 2006. "All Nash Equilibria of the Multi-Unit Vickrey Auction," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 116, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  5. Randall Reback & Julie Berry Cullen, 2006. "Tinkering toward accolades: School gaming under a performance accountability system," Working Papers 0601, Barnard College, Department of Economics.
  6. Randall Reback, 2006. "Teaching to the Rating: School Accountability and the Distribution of Student Achievement," Working Papers 0602, Barnard College, Department of Economics.
  7. Massimo Guidolin & Allan Timmerman, 2006. "Asset allocation under multivariate regime switching," Working Papers 2005-002, Federal Reserve Bank of St. Louis.
  8. Massimo Guidolin & Allan Timmerman, 2006. "International asset allocation under regime switching, skew and kurtosis preferences," Working Papers 2005-034, Federal Reserve Bank of St. Louis.
  9. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2006. "Investing for the long-run in European real estate," Working Papers 2006-028, Federal Reserve Bank of St. Louis.
  10. Massimo Guidolin & Simona Mola, 2006. "Why do analysts continue to provide favorable coverage for seasoned stocks?," Working Papers 2006-034, Federal Reserve Bank of St. Louis.
  11. Andrew Patton, 2006. "Volatility Forecast Comparison using Imperfect Volatility Proxies," Research Paper Series 175, Quantitative Finance Research Centre, University of Technology, Sydney.
  12. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2006. "Real-time price discovery in global stock, bond and foreign exchange markets," International Finance Discussion Papers 871, Board of Governors of the Federal Reserve System (U.S.).
  13. Tim Bollerslev & Hao Zhou, 2006. "Expected stock returns and variance risk premia," Finance and Economics Discussion Series 2007-11, Board of Governors of the Federal Reserve System (U.S.).
  14. Leora Friedberg & Michael T. Owyang & Tara M. Sinclair, 2006. "Searching for better prospects: endogenizing falling job tenure and private pension coverage," Working Papers 2003-038, Federal Reserve Bank of St. Louis.
  15. Michael T. Owyang & Howard J. Wall, 2006. "Regional VARs and the channels of monetary policy," Working Papers 2006-002, Federal Reserve Bank of St. Louis.
  16. Francisco Covas & Wouter den Haan, 2006. "The Role of Debt and Equity Finance over the Business Cycle," Staff Working Papers 06-45, Bank of Canada.
  17. Ebell, Monique & Haefke, Christian, 2006. "Product Market Deregulation and the U.S. Employment Miracle," IZA Discussion Papers 1946, Institute of Labor Economics (IZA).
  18. Christian Haefke & Michael Reiter, 2006. "Endogenous labor market participation and the business cycle," Economics Working Papers 950, Department of Economics and Business, Universitat Pompeu Fabra.
  19. Ebell, Monique & Haefke, Christian, 2006. "Product Market Regulation and Endogenous Union Formation," IZA Discussion Papers 2222, Institute of Labor Economics (IZA).
  20. Christian Haefke & Marcus Sonntag & Thijs van Rens, 2006. "Wage Rigidity and Job Creation," 2006 Meeting Papers 773, Society for Economic Dynamics.
  21. Shigeru Fugita & Garey Ramey, 2006. "Job matching and propagation," Working Papers 06-13, Federal Reserve Bank of Philadelphia.
  22. Shigeru Fujita & Garey Ramey, 2006. "The cyclicality of job loss and hiring," Working Papers 06-17, Federal Reserve Bank of Philadelphia.
  23. James H. Stock & Mark W. Watson, 2006. "Why Has U.S. Inflation Become Harder to Forecast?," NBER Working Papers 12324, National Bureau of Economic Research, Inc.
  24. Ulrich Mueller & Mark W. Watson, 2006. "Testing Models of Low-Frequency Variability," NBER Working Papers 12671, National Bureau of Economic Research, Inc.
  25. Oscar Jorda & Sharon Kozicki, 2006. "Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models," Working Papers 154, University of California, Davis, Department of Economics.
  26. Alejandro Gaviria & Carlos Medina & Carolina Mejía, 2006. "Evaluating The Impact Of Health Care Reform In Colombia: From Theory To Practice," Documentos CEDE 2647, Universidad de los Andes, Facultad de Economía, CEDE.
  27. Alejandro Gaviria, 2006. "Movilidad Social Y Preferencias Por Redistribución En América Latina," Documentos CEDE 3261, Universidad de los Andes, Facultad de Economía, CEDE.
  28. Alejandro Gaviria Uribe & Carolina Mejía M., 2006. "La otra cara de la diáspora: los vínculos de los emigrantes colombianos con su país de origen," Coyuntura Social 12891, Fedesarrollo.
  29. Alejandro Gaviria Uribe & María del Mar Palau M., 2006. "Evolución reciente del mercado laboral urbano y alternativas de política," Coyuntura Social 12893, Fedesarrollo.
  30. Luís Santos-Pinto, 2006. "Positive Self-Image over Time," Cahiers de Recherches Economiques du Département d'économie 09.02, Université de Lausanne, Faculté des HEC, Département d’économie.
  31. Santos-Pinto, Luís, 2006. "Making Sense of the Experimental Evidence on Endogenous Timing in Duopoly Markets," MPRA Paper 3142, University Library of Munich, Germany, revised 27 Apr 2007.
  32. Santos-Pinto, Luís, 2006. "Reciprocity, inequity-aversion, and oligopolistic competition," MPRA Paper 3143, University Library of Munich, Germany, revised 14 Apr 2007.
  33. Oleg Korenok & Stanislav Radchenko & Norman R. Swanson, 2006. "International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence," Working Papers 0602, VCU School of Business, Department of Economics.
  34. Norman Swanson & Geetesh Bhardwaj, 2006. "A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects," Departmental Working Papers 200613, Rutgers University, Department of Economics.
  35. Valentina Corradi & Norman Swanson, 2006. "Predictive Density Evaluation. Revised," Departmental Working Papers 200621, Rutgers University, Department of Economics.
  36. Valentina Corradi & Norman Swanson & Walter Distaso, 2006. "Predictive Inference for Integrated Volatility," Departmental Working Papers 200616, Rutgers University, Department of Economics.
  37. Norman Swanson & Valentina Corradi, 2006. "Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes," Departmental Working Papers 200618, Rutgers University, Department of Economics.
  38. Norman Swanson & Oleg Korenok, 2006. "How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version," Departmental Working Papers 200612, Rutgers University, Department of Economics.
  39. Valentina Corradi & Norman Swanson & Walter Distaso, 2006. "Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures," Departmental Working Papers 200620, Rutgers University, Department of Economics.
  40. Norman Swanson & Oleg Korenok, 2006. "The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives," Departmental Working Papers 200615, Rutgers University, Department of Economics.
  41. Valentina Corradi & Norman Swanson & Geetesh Bhardwaj, 2006. "A Simulation Based Specification Test for Diffusion Processes," Departmental Working Papers 200614, Rutgers University, Department of Economics.
  42. Norman Swanson & Nii Ayi Armah, 2006. "Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output," Departmental Working Papers 200619, Rutgers University, Department of Economics.
  43. Jeffrey Grogger, 2006. "A New Approach to Forecasting Food Stamp Caseloads," Working Papers 0608, Harris School of Public Policy Studies, University of Chicago.
  44. George J. Borjas & Jeffrey Grogger & Gordon H. Hanson, 2006. "Immigration and African-American Employment Opportunities: The Response of Wages, Employment, and Incarceration to Labor Supply Shocks," NBER Working Papers 12518, National Bureau of Economic Research, Inc.
  45. Maximo Camacho & Gabriel Perez-Quiros & Lorena Saiz & Universidad de Murcia, 2006. "Do european business cycles look like one $\_?$," Computing in Economics and Finance 2006 175, Society for Computational Economics.
  46. George Monokroussos, 2006. "Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy," Discussion Papers 06-02, University at Albany, SUNY, Department of Economics.
  47. George Monokroussos, 2006. "A Dynamic Tobit Model for the Open Market Desk's Daily Reaction Function," Computing in Economics and Finance 2006 390, Society for Computational Economics.
  48. Hibiki Ichiue & Yoichi Ueno, 2006. "Monetary Policy and the Yield Curve at Zero Interest: The Macro-Finance Model of Interest Rates as Options," Bank of Japan Working Paper Series 06-E-16, Bank of Japan.
  49. Mauricio A. Hernández & Munir Jalil Barney & Carlos Esteban Posada, 2006. "¿Por qué ha crecido tanto la cantidad de dinero?: teoría y evidencia internacional (1975-2002)§," Borradores de Economia 402, Banco de la Republica de Colombia.
  50. Gloria Alonso & Pilar Esguerra & Luz Adriana Flórez & Franz Hamann & Munir Jalil & Luisa Silva, 2006. "POLÍTICA MONETARIA Y CAMBIARIA Y ESTABILIDAD DEL TIPO DE CAMBIO EN ALGUNOS PAÍSES EMERGENTES: Hungría, Chile, China, Perú y Brasil," Borradores de Economia 426, Banco de la Republica de Colombia.
  51. Mauricio Hernández Monsalve & Munir A. Jalil Barney & Carlos Esteban Posada, 2006. "¿Por qué ha crecido tanto la cantidad de dinero?: teoría y Evidencia Internacional (1975-2002)," Borradores de Economia 3821, Banco de la Republica.
  52. Munir A. Jalil. B & Martha Misas, 2006. "Evaluación de pronósticos del tipo de cambio utilizando," Borradores de Economia 2636, Banco de la Republica.
  53. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," Centre for Growth and Business Cycle Research Discussion Paper Series 78, Economics, The University of Manchester.
  54. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Centre for Growth and Business Cycle Research Discussion Paper Series 79, Economics, The University of Manchester.
  55. Erdenebat Bataa & Dong Heon Kim & Denise R. Osborn, 2006. "On the Expectations Hypothesis in US Term Structure," Computing in Economics and Finance 2006 508, Society for Computational Economics.
  56. Garett Jones, 2006. "IQ in the Ramsey Model: A Naive Calibration," DEGIT Conference Papers c011_063, DEGIT, Dynamics, Economic Growth, and International Trade.
  57. Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006. "Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise," Economics Papers 2006-W03, Economics Group, Nuffield College, University of Oxford.
  58. Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006. "Subsampling realised kernels," Economics Papers 2006-W10, Economics Group, Nuffield College, University of Oxford.
  59. Iichiro Uesugi & Koji Sakai & Guy M. Yamashiro, 2006. "Effectiveness of Credit Guarantees in the Japanese Loan Market," Discussion papers 06004, Research Institute of Economy, Trade and Industry (RIETI).
  60. Francesca Lotti & Juri Marcucci, 2006. "Revisiting the empirical evidence on firms� money demand," Temi di discussione (Economic working papers) 595, Bank of Italy, Economic Research and International Relations Area.
  61. Chollete, Lorán & Heinen, Andreas, 2006. "Frequent Turbulence? A Dynamic Copula Approach," Discussion Papers 2006/10, Norwegian School of Economics, Department of Business and Management Science.
  62. Katherine Kiel, 2006. "Environmental Contamination and House Values," Working Papers 0601, College of the Holy Cross, Department of Economics.
  63. Katherine Kiel, 2006. "Environmental Contamination and House Values: A Study of Market Adjustment," Working Papers 0607, College of the Holy Cross, Department of Economics.
  64. Picci, Lucio, 2006. "Misurare l'E-Government: il caso italiano [Measuring E-government: the Italian case]," MPRA Paper 3343, University Library of Munich, Germany.
  65. Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2006. "A stochastic discount factor approach to asset pricing using panel data," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 628, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  66. Cysne, Rubens Penha & Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 2006. "Impacto do PIS e da COFINS na Inflação: uma abordagem econométrica usando o teste de janela variável," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 640, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  67. Gilberto Hollauer & Luiz Dias Bahia & João Victor Issler, 2006. "Modelos Vetoriais de Correção de Erros Aplicados à Previsão de Crescimento da Produção Industrial," Discussion Papers 1172, Instituto de Pesquisa Econômica Aplicada - IPEA.
  68. Gilberto Hollauer & João Victor Issler, 2006. "Construção de Indicadores Antecedentes para a Atividade Industrial Brasileira e Comparação de Metodologias," Discussion Papers 1191, Instituto de Pesquisa Econômica Aplicada - IPEA.
  69. Gilberto Hollauer & João Victor Issler, 2006. "Construção de Indicadores Coincidentes para a Atividade Industrial Brasileira e Comparação de Metodologias," Discussion Papers 1194, Instituto de Pesquisa Econômica Aplicada - IPEA.
  70. Gilberto Hollauer & João Victor Issler, 2006. "Indicadores Coincidentes para a Atividade Industrial Brasileira Baseado em Modelos Vetoriais Auto-Regressivos de Freqüência Mista: comparação de metodologias," Discussion Papers 1198, Instituto de Pesquisa Econômica Aplicada - IPEA.
  71. Heather M. Anderson & George Athanasopoulos & Farshid Vahid, 2006. "Nonlinear autoregressive leading indicator models of output in G-7 countries," CAMA Working Papers 2006-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  72. George Athanasopoulos & Farshid Vahid, 2006. "A Complete VARMA Modelling Methodology Based on Scalar Components," Monash Econometrics and Business Statistics Working Papers 2/06, Monash University, Department of Econometrics and Business Statistics.
  73. George Athanasopoulos & Farshid Vahid, 2006. "VARMA versus VAR for Macroeconomic Forecasting," Monash Econometrics and Business Statistics Working Papers 4/06, Monash University, Department of Econometrics and Business Statistics.
  74. Sharon Kozicki & P. A. Tinsley, 2006. "Survey-Based Estimates of the Term Structure of Expected U.S. Inflation," Staff Working Papers 06-46, Bank of Canada.
  75. Gloria Gonzalez-Rivera & Anil Deolalikar & Martin Johnson & Mindy Marks & Joel Martin, 2006. "An Impact Analysis of Tribal Government Gaming in California," Working Papers 201434, University of California at Riverside, Department of Economics.
  76. Rossi, Barbara & Giacomini, Raffaella, 2006. "Detecting and Predicting Forecast Breakdowns," Working Papers 06-01, Duke University, Department of Economics.
  77. Eiji Kurozumi & Yoichi Arai, 2006. "Test for the null hypothesis of cointegration with reduced size distortion," Hi-Stat Discussion Paper Series d06-190, Institute of Economic Research, Hitotsubashi University.
  78. Pesavento, Elena & Rossi, Barbara, 2006. "Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?," Working Papers 06-03, Duke University, Department of Economics.
  79. Elena Pesavento, 2006. "Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size," Economics Working Papers ECO2006/18, European University Institute.
  80. Jyotsna Jalan & E.Somanathan & Saraswata Chaudhuri, 2006. "Demand for Environmental Quality: Survey Evidence on Drinking Water in Urban India," Working Papers UWEC-2007-09, University of Washington, Department of Economics.
  81. Chin Nam Low & Heather Anderson & Ralph Snyder, 2006. "Beverridge Nelson Decomposition With Markov Switching," CAMA Working Papers 2006-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  82. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2006. "Threshold effects in cointegrating relationships," UC3M Working papers. Economics we20060621, Universidad Carlos III de Madrid. Departamento de Economía.
  83. Dolado, Juan José & Gonzalo, Jesús & Mayoral, Laura, 2006. "Testing I(1) against I(d) alternatives with Wald Tests in the presence of deterministic components," UC3M Working papers. Economics we20061221, Universidad Carlos III de Madrid. Departamento de Economía.
  84. Tung Liu & Courtenay Cliff Stone, 2006. "Law and Statistical Disorder: Statistical Hypothesis Test Procedures And the Criminal Trial Analogy," Working Papers 200601, Ball State University, Department of Economics, revised May 2007.
  85. Mikael Bask & Tung Liu & Anna Widerberg, 2006. "The Stability of Electricity Prices: Estimation and Inference of the Lyapunov Exponent," Working Papers 200603, Ball State University, Department of Economics, revised Apr 2006.
  86. Cassiman, Bruno & Glenisson, Patrick & Van Looy, Bart, 2006. "Measuring industry-science links through inventor-author relations: A profiling method," IESE Research Papers D/624, IESE Business School.
  87. Auffhammer, Maximilian & Steinhauser, Ralf, 2006. "The Future Trajectory of US CO2 Emissions: The Role of State vs. Aggregate Information," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt4878j5w0, Department of Agricultural & Resource Economics, UC Berkeley.
  88. Iriberri Etxebeste, Nagore & Uriarte Ayo, José Ramón, 2006. "The Language Game: A Game-Theoretic Approach to Language Contact," IKERLANAK 6232, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I.
  89. Manganelli, Simone, 2006. "A new theory of forecasting," Working Paper Series 584, European Central Bank.
  90. Cappiello, Lorenzo & Manganelli, Simone & Hördahl, Peter & Kadareja, Arjan, 2006. "The impact of the euro on financial markets," Working Paper Series 598, European Central Bank.
  91. Cappiello, Lorenzo & Gérard, Bruno & Kadareja, Arjan & Manganelli, Simone, 2006. "Financial integration of new EU Member States," Working Paper Series 683, European Central Bank.
  92. Huiyu Huang & Tae-Hwy Lee, 2006. "To Combine Forecasts or to Combine Information?," Working Papers 200806, University of California at Riverside, Department of Economics, revised Feb 2009.

2005

  1. Antonio Cabrales & Antoni Calvó-Armengol, 2005. "Aversion to Inequality and Segregating Equilibria," Working Papers 177, Barcelona School of Economics.
  2. Osang, Thomas & Sarkar, Jayanta, 2005. "Endogenous Mortality, Human Capital and Endogenous Growth," Departmental Working Papers 0511, Southern Methodist University, Department of Economics.
  3. James E. Rauch & Vitor Trindade, 2005. "Neckties in the Tropics: A Model of International Trade and Cultural Diversity," NBER Working Papers 11890, National Bureau of Economic Research, Inc.
  4. Blume, A. & DeJong, D.V. & Maier, M., 2005. "Learning Strategic Sophistication," Discussion Paper 2005-59, Tilburg University, Center for Economic Research.
  5. Blume, A. & DeJong, D.V. & Maier, M., 2005. "Cognition in Spatial Dispersion Games," Discussion Paper 2005-58, Tilburg University, Center for Economic Research.
  6. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2005. "Investing for the Long-Run in European Real Estate. Does Predictability Matter?," CeRP Working Papers 40, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  7. Massimo Guidolin & Giovanna Nicodano, 2005. "Small Caps in International Equity Portfolios: The Effects of Variance Risk," CeRP Working Papers 41, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  8. Massimo Guidolin & Allan Timmerman, 2005. "An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns," Working Papers 2005-003, Federal Reserve Bank of St. Louis.
  9. Massimo Guidolin, 2005. "Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle," Working Papers 2005-005, Federal Reserve Bank of St. Louis.
  10. Massimo Guidolin & Allan Timmerman, 2005. "Optimal portfolio choice under regime switching, skew and kurtosis preferences," Working Papers 2005-006, Federal Reserve Bank of St. Louis.
  11. Massimo Guidolin & Allan Timmerman, 2005. "Size and value anomalies under regime shifts," Working Papers 2005-007, Federal Reserve Bank of St. Louis.
  12. Gianluca Cassesse & Massimo Guidolin, 2005. "Modelling the MIB30 implied volatility surface. Does market efficiency matter?," Working Papers 2005-008, Federal Reserve Bank of St. Louis.
  13. Massimo Guidolin & Allan Timmerman, 2005. "Properties of equilibrium asset prices under alternative learning schemes," Working Papers 2005-009, Federal Reserve Bank of St. Louis.
  14. Silvia Goncalves & Massimo Guidolin, 2005. "Predictable dynamics in the S&P 500 index options implied volatility surface," Working Papers 2005-010, Federal Reserve Bank of St. Louis.
  15. Massimo Guidolin, 2005. "High equity premia and crash fears. Rational foundations," Working Papers 2005-011, Federal Reserve Bank of St. Louis.
  16. Massimo Guidolin, 2005. "Home bias and high turnover in an overlapping generations model with learning," Working Papers 2005-012, Federal Reserve Bank of St. Louis.
  17. Massimo Guidolin & Sadayuki Ono, 2005. "Are the dynamic linkages between the macroeconomy and asset prices time-varying?," Working Papers 2005-056, Federal Reserve Bank of St. Louis.
  18. Massimo Guidolin & Eliana La Ferrara, 2005. "The economic effects of violent conflict: evidence from asset market reactions," Working Papers 2005-066, Federal Reserve Bank of St. Louis.
  19. Andrew J. Patton & Allan Timmermann, 2005. "Testable Implications of Forecast Optimality," STICERD - Econometrics Paper Series 485, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  20. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Working Papers 11069, National Bureau of Economic Research, Inc.
  21. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Volatility Forecasting," PIER Working Paper Archive 05-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  22. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin (Ginger) Wu, 2005. "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk," NBER Working Papers 11134, National Bureau of Economic Research, Inc.
  23. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2005. "Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility," NBER Working Papers 11775, National Bureau of Economic Research, Inc.
  24. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005. "Volatility forecasting," CFS Working Paper Series 2005/08, Center for Financial Studies (CFS).
  25. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005. "Practical volatility and correlation modeling for financial market risk management," CFS Working Paper Series 2005/02, Center for Financial Studies (CFS).
  26. Neville Francis & Michael T. Owyang & Jennifer E. Roush, 2005. "A Flexible Finite-Horizon Identification of Technology Shocks," International Finance Discussion Papers 832, Board of Governors of the Federal Reserve System (U.S.).
  27. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2005. "The 2001 recession and the states of the Eighth Federal Reserve District," Working Papers 2005-053, Federal Reserve Bank of St. Louis.
  28. Francisco Covas, 2005. "Uninsured Idiosyncratic Production Risk with Borrowing Constraints," Staff Working Papers 05-26, Bank of Canada.
  29. Shigeru Fujita & Garey Ramey, 2005. "The dynamic Beveridge curve," Working Papers 05-22, Federal Reserve Bank of Philadelphia.
  30. Stock, James & Watson, Mark & Marcellino, Massimiliano, 2005. "A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series," CEPR Discussion Papers 4976, C.E.P.R. Discussion Papers.
  31. James H. Stock & Mark W. Watson, 2005. "Implications of Dynamic Factor Models for VAR Analysis," NBER Working Papers 11467, National Bureau of Economic Research, Inc.
  32. Escribano, Alvaro & Guasch, J. Luis, 2005. "Assessing the impact of the investment climate on productivity using firm-level data : methodology and the cases of Guatemala, Honduras, and Nicaragua," Policy Research Working Paper Series 3621, The World Bank.
  33. Mauricio Cárdenas Santa María & Alejandro Gaviria Uribe & Marcela Meléndez Arjona, 2005. "La infraestructura de transporte en Colombia," Informes de Investigación 3034, Fedesarrollo.
  34. Alejandro Gaviria & Carolina Mejía, 2005. "Las varias caras de la diáspora: los nexos de los migrantes colombianos con su país de origen," Documentos CEDE 6882, Universidad de los Andes, Facultad de Economía, CEDE.
  35. Anderson, Kathryn & Weinhold, Diana, 2005. "Do Conservation Easements Reduce Land Prices? The Case of South Central Wisconsin," Staff Papers 12670, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
  36. Diana Weinhold & Paul J. Zak, 2005. "The Choice of Institutions: The Role of Risk and Risk-Aversion," Others 0508004, University Library of Munich, Germany.
  37. Jeffrey Grogger & Greg Ridgeway, 2005. "Testing for Racial Profiling in Traffic Stops from Behind a Veil of Darkness," Working Papers 0507, Harris School of Public Policy Studies, University of Chicago.
  38. Jeffrey Grogger, 2005. "Welfare Reform, Returns to Experience, and Wages: Using Reservation Wages to Account for Sample Selection Bias," NBER Working Papers 11621, National Bureau of Economic Research, Inc.
  39. Jeffrey Grogger, 2005. "Markov Forecasting Methods for Welfare Caseloads," NBER Working Papers 11682, National Bureau of Economic Research, Inc.
  40. Máximo Camacho & Gabriel Pérez-Quirós, 2005. "Jump-and-rest effect of U.S. business cycles," Working Papers 0507, Banco de España.
  41. Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2005. "Do european business cycles look like one?," Working Papers 0518, Banco de España.
  42. Ramón Cobo-Reyes & Gabriel Pérez Quirós, 2005. "The effect of oil price on industrial production and on stock returns," ThE Papers 05/18, Department of Economic Theory and Economic History of the University of Granada..
  43. Michael Davis & Christian M. End, 2005. "The economic impact of basking in the reflected glory of a Super Bowl victory," IASE Conference Papers 0524, International Association of Sports Economists.
  44. Robert F. Engle & Jose Gonzalo Rangel, 2005. "The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes," Working Papers 2005/13, Czech National Bank.
  45. Hibiki Ichiue, 2005. "How Do Monetary Policy Rules Affect Term Premia?," Bank of Japan Working Paper Series 05-E-14, Bank of Japan.
  46. Carlos A. Huertas & Munir Jalil & Sergio Olarte & José Vicente Romero, 2005. "Algunas consideraciones sobre el canal del crédito y la transmisión de tasas de interés en Colombia," Borradores de Economia 351, Banco de la Republica de Colombia.
  47. Mauricio A. Hernández & Munir A. Jalil & Carlos Esteban Posada, 2005. "El Costo de los Ciclos Económicos en Colombia: Una Nueva Estimación," Borradores de Economia 353, Banco de la Republica de Colombia.
  48. Carlos A. Huertas & Munir Jalil & Sergio Olarte & José Vicente Romero, 2005. "Algunas Consideraciones Sobre El Canal Del Crédito Y La Transmisión De Tasas De Interés En Colombia," Borradores de Economia 1962, Banco de la Republica.
  49. Mauricio A. Hernández & Munir A. Jalil B. & Carlos Esteban Posada, 2005. "El costo de los ciclos económicos en Colombia: una nueva Estimación," Borradores de Economia 2478, Banco de la Republica.
  50. Dong Heon Kim, 2005. "Nonlinearity in the Term Structure," Economics Discussion Paper Series 0528, Economics, The University of Manchester.
  51. Garett Jones & W. Joel Schneider, 2005. "Intelligence, Human Capital, and Economic Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach," Development and Comp Systems 0507005, University Library of Munich, Germany.
  52. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005. "Testing the significance of calendar effects," FRB Atlanta Working Paper 2005-02, Federal Reserve Bank of Atlanta.
  53. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005. "Model confidence sets for forecasting models," FRB Atlanta Working Paper 2005-07, Federal Reserve Bank of Atlanta.
  54. Koji Sakai & Iichiro Uesugi & Tsutomu Watanabe, 2005. "Firm Age and the Evolution of Borrowing Costs: Evidence from Japanese Small Firms," Discussion papers 05026, Research Institute of Economy, Trade and Industry (RIETI).
  55. Arito Ono & Iichiro Uesugi, 2005. "The Role of Collateral and Personal Guarantees in Relationship Lending: Evidence from Japan's Small Business Loan Market," Discussion papers 05027, Research Institute of Economy, Trade and Industry (RIETI).
  56. Ana Maria Herrera & Pinar Ozbay, 2005. "A Dynamic Model of Central Bank Intervention," Working Papers 0501, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  57. Katherine Kiel & Michael Williams, 2005. "The Impact of Superfund Sites on Local Property Values: Are All Sites the Same?," Working Papers 0505, College of the Holy Cross, Department of Economics.
  58. Isao Ishida, 2005. "Scanning Multivariate Conditional Densities with Probability Integral Transforms," CARF F-Series CARF-F-045, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  59. John Board & Alfonso Dufour & Charles Sutcliffe & Stephen Wells, 2005. "A False Perception? The relative riskiness of AIM and listed Stocks," ICMA Centre Discussion Papers in Finance icma-dp2006-01, Henley Business School, University of Reading.
  60. Márcio Antônio Salvato & João Victor Issler & Angelo Mont'alverne Duarte, 2005. "Are Business Cycles All Alike In Europe?," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 031, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  61. Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2005. "Estimating the stochastic discount factor without a utility function," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 583, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  62. Athanasopoulos, George & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2005. "Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 589, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  63. Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2005. "The welfare cost of macroeconomic uncertainty in the post-war period," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 605, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  64. Heather Anderson & Fashid Vahid, 2005. "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," ANU Working Papers in Economics and Econometrics 2005-451, Australian National University, College of Business and Economics, School of Economics.
  65. Farshid Vahid & Pushkar Maitra, 2005. "The Effect of Household Characteristics on Living Standards in South Africa 1993 - 98: A Quantile Regression Analysis with Sample Attrition," ANU Working Papers in Economics and Econometrics 2005-452, Australian National University, College of Business and Economics, School of Economics.
  66. Sharon Kozicki & Peter A. Tinsley, 2005. "Minding the gap : central bank estimates of the unemployment natural rate," Research Working Paper RWP 05-03, Federal Reserve Bank of Kansas City.
  67. Peter Tinsley & Sharon Kozicki, 2005. "Central Bank Estimates of the Unemployment Natural Rate," Computing in Economics and Finance 2005 138, Society for Computational Economics.
  68. Rossi, Barbara & Giacomini, Raffaella, 2005. "How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?," Working Papers 05-08, Duke University, Department of Economics.
  69. Gianni Amisano & Raffaella Giacomini, 2005. "Comparing Density Forecsts via Weighted Likelihood Ratio Tests," Working Papers ubs0504, University of Brescia, Department of Economics.
  70. Yoichi Arai & Eiji Kurozumi, 2005. "Testing for the Null Hypothesis of Cointegration with Structural Breaks (Subsequently published in "Econometric Reviews", Volume 26, Issue 6 November 2007, pages 705 - 739. )," CARF F-Series CARF-F-022, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  71. Kurozumi, Eiji & 黒住, 英司 & Arai, Yoichi & 荒井, 洋一, 2005. "Efficient Estimation and Inference in Cointegrating Regressions with Structural Change," Discussion Papers 2004-09, Graduate School of Economics, Hitotsubashi University.
  72. Kurozumi, Eiji & 黒住, 英司 & Arai, Yoichi & 荒井, 洋一, 2005. "Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix," Discussion Papers 2005-08, Graduate School of Economics, Hitotsubashi University.
  73. Yoichi Arai & Eiji Kurozumi, 2005. "Testing for the Null Hypothesis of Cointegration with Structural Breaks," CIRJE F-Series CIRJE-F-319, CIRJE, Faculty of Economics, University of Tokyo.
  74. Juan J. Dolado & Jesús Gonzalo & Laura Mayoral, 2005. "What is What? A Simple Time-Domain Test of Long-memory vs. Structural Breaks," Working Papers 258, Barcelona School of Economics.
  75. Gonzalo, Jesús & Olmo, José, 2005. "Contagion versus flight to quality in financial markets," UC3M Working papers. Economics we051810, Universidad Carlos III de Madrid. Departamento de Economía.
  76. Juan J. Dolado & Jesús Gonzalo & Laura Mayoral, 2005. "Testing I(1) against I(d) alternatives in the presence of deteministic components," Economics Working Papers 957, Department of Economics and Business, Universitat Pompeu Fabra.
  77. Tung Liu & Gary Santoni & Courtenay Cliff Stone, 2005. "Federal Securities Regulations and Stock Market Returns," Working Papers 200501, Ball State University, Department of Economics, revised Jan 2005.
  78. Tung Liu & Kui-Wai Li, 2005. "Disparity in Factor Contributions between Coastal and Inner Provinces in Post-reform China," Working Papers 200502, Ball State University, Department of Economics, revised Apr 2006.
  79. Cassiman, Bruno & Guardo, Chiara di & Valentini, Giovanni, 2005. "Organizing for innovation: R&D projects, activities and partners," IESE Research Papers D/597, IESE Business School.
  80. Cassiman, Bruno & Guardo, Chiara di & Valentini, Giovanni, 2005. "The organization and performance evaluation of R&D projects in a dynamic environment," IESE Research Papers D/605, IESE Business School.
  81. Auffhammer, Maximilian, 2005. "The Rationality of EIA Forecasts under Symmetric and Asymmetric Loss," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt2ts415ts, Department of Agricultural & Resource Economics, UC Berkeley.
  82. Crawford, Vincent P. & Iriberri, Nagore, 2005. "Level-k Auctions: Can a Non-Equilibrium Model of Strategic Thinking Explain the Winner's Curse and Overbidding in Private-Value Auctions?," University of California at San Diego, Economics Working Paper Series qt12586197, Department of Economics, UC San Diego.
  83. Crawford, Vincent P. & Iriberri, Nagore, 2005. "Fatal Attraction: Focality, Naivete and Sophistication in Experimental “Hide and Seek” Games," University of California at San Diego, Economics Working Paper Series qt96v0t3kq, Department of Economics, UC San Diego.
  84. Cappiello, Lorenzo & Manganelli, Simone & Gérard, Bruno, 2005. "Measuring comovements by regression quantiles," Working Paper Series 501, European Central Bank.

2004

  1. Antonio Cabrales & Antoni Calvó-Armengol & Nicola Pavoni, 2004. "Social Preferences, Skill Segregation and Wage Dynamics," Working Papers 181, Barcelona School of Economics.
  2. Muhammed Dalgin & Devashish Mitra & Vitor Trindade, 2004. "Inequality, Nonhomothetic Preferences, and Trade: A Gravity Approach," NBER Working Papers 10800, National Bureau of Economic Research, Inc.
  3. April Franco & Andreas Blume & John Duffy, 2004. "Organizational Learning: An Experimental Study," Econometric Society 2004 North American Summer Meetings 498, Econometric Society.
  4. Andreas Blume & John Duffy, 2004. "Organizational Learning: An Experimental Investigation," 2004 Meeting Papers 617, Society for Economic Dynamics.
  5. Randall Reback, 2004. "Demand (and Supply) in an Inter-District Public School Choice Program," Working Papers 0501, Barnard College, Department of Economics, revised Feb 2006.
  6. Timmermann, Allan & Guidolin, Massimo, 2004. "Term Structure of Risk Under Alternative Econometric Specifications," CEPR Discussion Papers 4645, C.E.P.R. Discussion Papers.
  7. La Ferrara, Eliana & Guidolin, Massimo, 2004. "Diamonds are Forever, Wars are Not: Is Conflict Bad for Private Firms?," CEPR Discussion Papers 4668, C.E.P.R. Discussion Papers.
  8. Massimo Guidolin, University of Virginia & Allan Timmermann, 2004. "Strategic Asset Allocation and Consumption Decisions under Multivariate Regime Switching," Econometric Society 2004 Australasian Meetings 349, Econometric Society.
  9. Chen, Xiaohong & Fan, Yanqin & Patton, Andrew J., 2004. "Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates," LSE Research Online Documents on Economics 24681, London School of Economics and Political Science, LSE Library.
  10. Patton, Andrew J., 2004. "Are "market neutral" hedge funds really market neutral?," LSE Research Online Documents on Economics 24819, London School of Economics and Political Science, LSE Library.
  11. Yanqin Fan & Xiaohong Chen & Andrew Patton, 2004. "(IAM Series No 003) Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates," FMG Discussion Papers dp483, Financial Markets Group.
  12. Andrew Patton, 2004. "(IAM Series No 005) Are “Market Neutral” Hedge Funds Really Market Neutral?," FMG Discussion Papers dp522, Financial Markets Group.
  13. Tim Bollerslev & Michael S. Gibson & Hao Zhou, 2004. "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Finance and Economics Discussion Series 2004-56, Board of Governors of the Federal Reserve System (U.S.).
  14. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Wu, Jin, 2004. "Realized beta: Persistence and predictability," CFS Working Paper Series 2004/16, Center for Financial Studies (CFS).
  15. Andrew Bauer & Nicholas Haltom & William B. Peterman, 2004. "Examining contributions to core consumer inflation measures," FRB Atlanta Working Paper 2004-7, Federal Reserve Bank of Atlanta.
  16. Michael T. Owyang & Abbigail J Chiodo & Ruben Hernandez-Murillo, 2004. "Nonlinear Hedonics and the Search for School District Quality," Econometric Society 2004 North American Summer Meetings 276, Econometric Society.
  17. Athena T. Theodorou & Neville R. Francis & Michael T. Owyang, 2004. "What Explains the Varying Monetary Response to Technology SHocks in G7-Countries," Econometric Society 2004 North American Summer Meetings 444, Econometric Society.
  18. Leora Friedberg & Michael T. Owyang, 2004. "Explaining the evolution of pension structure and job tenure," Working Papers 2002-022, Federal Reserve Bank of St. Louis.
  19. Neville Francis & Michael T. Owyang, 2004. "Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle," Working Papers 2003-001, Federal Reserve Bank of St. Louis.
  20. Thomas A. Garrett & Ruben Hernandez-Murillo & Michael T. Owyang, 2004. "Does consumer sentiment predict regional consumption?," Working Papers 2003-003, Federal Reserve Bank of St. Louis.
  21. Michael T. Owyang & Howard J. Wall, 2004. "Structural breaks and regional disparities in the transmission of monetary policy," Working Papers 2003-008, Federal Reserve Bank of St. Louis.
  22. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2004. "Business cycle phases in U.S. states," Working Papers 2003-011, Federal Reserve Bank of St. Louis.
  23. Ruben Hernandez-Murillo & Michael T. Owyang, 2004. "The information content of regional employment data for forecasting aggregate conditions," Working Papers 2004-005, Federal Reserve Bank of St. Louis.
  24. Francisco Covas, 2004. "Risk-Taking Executives, The Value of the Firm and Economic Performance," 2004 Meeting Papers 80, Society for Economic Dynamics.
  25. Christian Haefke & Monique Ebell, 2004. "The Missing Link: Product Market Regulation, Collective Bargaining and the European Unemployment Puzzle," 2004 Meeting Papers 759, Society for Economic Dynamics.
  26. den Haan, Wouter J. & Haefke, Christian & Ramey, Garey, 2004. "Turbulence and Unemployment in a Job Matching Model," IZA Discussion Papers 1403, Institute of Labor Economics (IZA).
  27. Andreas Gottschling & Christian Haefke, 2004. "Multivariate Hypernormal Densities," Econometric Society 2004 North American Winter Meetings 201, Econometric Society.
  28. Ester Faia & Christian Haefke, 2004. "Monetary Policy and Labor Market Institutions," Econometric Society 2004 North American Winter Meetings 298, Econometric Society.
  29. Shigeru Fujita, 2004. "Vacancy persistence," Working Papers 04-23, Federal Reserve Bank of Philadelphia.
  30. Santos-Pinto, Luís & Park, Young-Joon, 2004. "Forecasts of relative performance in tournaments: evidence from the field," MPRA Paper 3144, University Library of Munich, Germany, revised 22 Mar 2007.
  31. Alejandro Gaviria, 2004. "Visa Usa: Fortunas Y Extravíos De Los Emigrantes Colombianos En Los Estados Unidos," Documentos CEDE 3766, Universidad de los Andes, Facultad de Economía, CEDE.
  32. Alejandro Gaviria, 2004. "Ley 789 De 2002: ¿Funcionó O No?," Documentos CEDE 3140, Universidad de los Andes, Facultad de Economía, CEDE.
  33. Alejandro GAVIRIA URIBE, 2004. "Del romanticismo al realismo social: Lecciones de la década de 1990," Archivos de Economía 2263, Departamento Nacional de Planeación.
  34. Jeffrey M. Wooldridge, 2004. "Estimating average partial effects under conditional moment independence assumptions," CeMMAP working papers CWP03/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  35. Jeffrey M. Wooldridge, 2004. "On the robustness of fixed effects and related estimators in correlated random coefficient panel data models," CeMMAP working papers CWP04/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  36. Jeffrey M. Wooldridge, 2004. "Inverse probability weighted estimation for general missing data problems," CeMMAP working papers CWP05/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  37. Reis, Eustaquio Jose & Weinhold, Diana, 2004. "Land Use and Transportation Costs in the Brazilian Amazon," Staff Papers 12632, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
  38. Diana Weinhold & Usha Nair- Reichert, 2004. "Innovation, Inequality and Intellectual Property Rights," Development and Comp Systems 0410002, University Library of Munich, Germany, revised 10 Feb 2005.
  39. Diana Weinhold, 2004. "A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data," Econometrics 0410003, University Library of Munich, Germany.
  40. John Chao & Norman Swanson, 2004. "Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments," Departmental Working Papers 200420, Rutgers University, Department of Economics.
  41. Valentina Corradi & Norman Swanson, 2004. "Predective Density and Conditional Confidence Interval Accuracy Tests," Departmental Working Papers 200423, Rutgers University, Department of Economics.
  42. Valentina Corradi & Norman Swanson, 2004. "Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection," Departmental Working Papers 200418, Rutgers University, Department of Economics.
  43. Valentina Corradi & Norman Swanson, 2004. "Predictive Density Evaluation," Departmental Working Papers 200419, Rutgers University, Department of Economics.
  44. Geetesh Bhardwaj & Norman Swanson, 2004. "An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series," Departmental Working Papers 200422, Rutgers University, Department of Economics.
  45. Norman R. Swanson & John C. Chao, 2004. "Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments," Econometric Society 2004 North American Winter Meetings 441, Econometric Society.
  46. Norman R. Swanson & Valentina Corradi, 2004. "Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated," Econometric Society 2004 North American Winter Meetings 264, Econometric Society.
  47. Vitor Gaspar & Gabriel Pérez Quir? & Hugo Rodr?uez Mendiz?al, 2004. "Interest Rate Determination in the Interbank Market," UFAE and IAE Working Papers 603.04, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  48. Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2004. "Are european business cycles close enough to be just one?," Working Papers 0408, Banco de España.
  49. Pilar Bengoechea & Gabriel Pérez-Quirós, 2004. "A useful tool to identify recessions in the euro-area," Working Papers 0419, Banco de España.
  50. Gerhard Orosel & Klaus G. Zauner, 2004. "Vertical Product Differentiation When Quality is Unobservable to Buyers," CESifo Working Paper Series 1271, CESifo.
  51. Hibiki Ichiue, 2004. "Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with Affine Term Structure Model," Econometric Society 2004 Far Eastern Meetings 581, Econometric Society.
  52. Garett Jones & W. Joel Schneider, 2004. "Intelligence, Human Capital, and Economic Growth: An Extreme Bounds Analysis," Econometric Society 2004 Latin American Meetings 156, Econometric Society.
  53. Garett Jones & Ali Kutan, 2004. "Volatile Interest Rates, Volatile Crime Rates: A new argument for interest-rate smoothing," William Davidson Institute Working Papers Series 2004-694, William Davidson Institute at the University of Michigan.
  54. Asger Lunde & Peter Reinhard Hansen, 2004. "Realized Variance and IID Market Microstructure Noise," Econometric Society 2004 North American Summer Meetings 526, Econometric Society.
  55. Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2004. "Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise," Economics Papers 2004-W28, Economics Group, Nuffield College, University of Oxford.
  56. Iichiro Uesugi & Guy M. Yamashiro, 2004. "How Trade Credit Differs from Loans: Evidence from Japanese Trading Companies," Discussion papers 04028, Research Institute of Economy, Trade and Industry (RIETI).
  57. UESUGI Iichiro, 2004. "Trading Firm Finance: The Relationship between Trade Credit and Loans (Japanese)," Discussion Papers (Japanese) 04041, Research Institute of Economy, Trade and Industry (RIETI).
  58. HEINEN, Andréas & RENGIFO, Erick, 2004. "Multivariate reduced rank regression in non-Gaussian contexts, using copulas," LIDAM Discussion Papers CORE 2004032, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  59. GRAMMIG, Joachim & HEINEN, Andréas & RENGIFO, Erick, 2004. "Trading activity and liquidity supply in a pure limit order book market," LIDAM Discussion Papers CORE 2004058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  60. Erick Rengifo & Andresas Heinen, 2004. "Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas," Econometric Society 2004 Far Eastern Meetings 755, Econometric Society.
  61. Grammig, Joachin & Heinen, Andreas & Rengifo, Erick, 2004. "Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model," MPRA Paper 8115, University Library of Munich, Germany.
  62. Jeffrey Zabel & Katherine Kiel, 2004. "Location, Location, Location: The 3L Approach to House Price Determination," Working Papers 04-06, Center for Economic Studies, U.S. Census Bureau.
  63. Alfonso Dufour & Frank Skinner, 2004. "MTS Time Series: Market and Data Description for the European Bond and Repo Database," ICMA Centre Discussion Papers in Finance icma-dp2004-06, Henley Business School, University of Reading.
  64. Wei-Ting Tang & Yin-Feng Gau, 2004. "Forecasting Value-at-Risk Using the Markov-Switching ARCH Model," Econometric Society 2004 Far Eastern Meetings 715, Econometric Society.
  65. Fabio Araújo & João Victor Issler, 2004. "Identificação do Fator Estocástico de Descontos e Algumas Implicações Sobre Testes de Modelos de Consumo," Working Papers Series 86, Central Bank of Brazil, Research Department.
  66. Humberto Carlos Faria Teixeira & Joao Victor Issler, 2004. "Are there restrictions to consumption smoothing in Latin American countries? Differences between OLS and GLS estimation," Econometric Society 2004 Latin American Meetings 246, Econometric Society.
  67. Spacov, Andrei Dudus & Duarte, Angelo José Mont'Alverne & Issler, João Victor, 2004. "Indicadores coincidentes de atividade econômica e uma cronologia de recessões para o Brasil," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 527, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  68. Gomes, Fábio Augusto Reis & Issler, João Victor & Salvato, Márcio Antônio, 2004. "Principais características do consumo de duráveis no Brasil testes de separabilidade entre duráveis e não-duráveis," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 549, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  69. Farshid Vahid & Lin Luo, 2004. "Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model," Econometric Society 2004 Australasian Meetings 232, Econometric Society.
  70. Farshid Vahid & George Athanasopoulos, 2004. "Are VAR Models Good Enough?," Econometric Society 2004 Australasian Meetings 244, Econometric Society.
  71. Phillip Gould & Anne B. Koehler & Farshid Vahid-Araghi & Ralph D. Snyder & J. Keith Ord & Rob J. Hyndman, 2004. "Forecasting Time-Series with Correlated Seasonality," Monash Econometrics and Business Statistics Working Papers 28/04, Monash University, Department of Econometrics and Business Statistics, revised Oct 2005.
  72. Todd E. Clark & Sharon Kozicki, 2004. "Estimating equilibrium real interest rates in real time," Research Working Paper RWP 04-08, Federal Reserve Bank of Kansas City.
  73. Santosh Mishra & Gloria Gonzalez-Rivera & Tae-Hwy Lee, 2004. "Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk," Econometric Society 2004 North American Winter Meetings 356, Econometric Society.
  74. Yoichi Arai, 2004. "Testing for Linearity in Regressions with I (1) processes," CARF F-Series CARF-F-014, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  75. Yoichi Arai & Takeo Hoshi, 2004. "Monetary Policy in the Great Recession," Discussion papers 04024, Research Institute of Economy, Trade and Industry (RIETI).
  76. Elena Pesavento & Barbara Rossi, 2004. "Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure," Econometrics 0411002, University Library of Munich, Germany.
  77. Barbara Rossi & Elena Pesavento, 2004. "Do Technology Shocks Drive Hours Up or Down?," Econometric Society 2004 North American Summer Meetings 96, Econometric Society.
  78. Elliott, Graham & Jansson, Michael & Pesavento, Elena, 2004. "Optimal Power for Testing Potential Cointegrating Vectors with Known," University of California at San Diego, Economics Working Paper Series qt2bv7n071, Department of Economics, UC San Diego.
  79. Jyotsna Jalan & E.Somanathan, 2004. "Being informed matters: Experimental evidence on the demand for environmental quality," Discussion Papers 04-08, Indian Statistical Institute, Delhi.
  80. Heather M. Anderson & Lucy D. Gunn, 2004. "A Model for Trade Frequency in the Presence of Announcements," Econometric Society 2004 Australasian Meetings 165, Econometric Society.
  81. Chin Nam Low & Heather Anderson & Ralph Snyder, 2004. "Single Source of Error State Space Approach to the Beveridge Nelson Decomposition," Econometric Society 2004 Australasian Meetings 242, Econometric Society.
  82. Heather M. Anderson & Chin Nam Low, 2004. "Random Walk Smooth Transition Autoregressive Models," Monash Econometrics and Business Statistics Working Papers 22/04, Monash University, Department of Econometrics and Business Statistics, revised May 2005.
  83. Jose Olmo & Jesus Gonzalo, 2004. "Which Extreme Values are Really Extremes?," Econometric Society 2004 North American Winter Meetings 144, Econometric Society.
  84. Chiquiar Daniel & Ramos Francia Manuel, 2004. "Bilateral Trade and Business Cycle Synchronization: Evidence from Mexico and United States Manufacturing Industries," Working Papers 2004-05, Banco de México.
  85. Chiquiar Daniel, 2004. "Globalization, Regional Wage Differentials and the Stolper-Samuelson Theorem: Evidence from México," Working Papers 2004-06, Banco de México.
  86. Ian Garrett & Mark Kamstra & Lisa Kramer, 2004. "Winter blues and time variation in the price of risk," FRB Atlanta Working Paper 2004-8, Federal Reserve Bank of Atlanta.
  87. Glen Donaldson & Mark Kamstra, 2004. "Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off," FRB Atlanta Working Paper 2004-6, Federal Reserve Bank of Atlanta.
  88. Costa-Gomes, Miguel A. & Crawford, Vincent P., 2004. "Cognition and Behavior in Two-Person Guessing Games: An Experimental Study," University of California at San Diego, Economics Working Paper Series qt449812fx, Department of Economics, UC San Diego.
  89. Miguel A. Costa-Gomes & Georg Weizsäcker, 2004. "Stated Beliefs and Play in Normal-Form Games," ISER Discussion Paper 0614, Institute of Social and Economic Research, Osaka University.
  90. Tracy Lewis & Chifeng Dai, 2004. "Delegating Procurement to Experts," Econometric Society 2004 North American Summer Meetings 247, Econometric Society.
  91. Simone Manganelli & Lorenzo Cappiello & Bruno Gerard, 2004. "The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles," Econometric Society 2004 Latin American Meetings 77, Econometric Society.
  92. Yang Yang & Tae-Hwy Lee, 2004. "Bagging Binary Predictors for Time Series," Econometric Society 2004 Far Eastern Meetings 512, Econometric Society.
  93. Tae-Hwy Lee & Yongmiao Hong, 2004. "Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions," Econometric Society 2004 North American Winter Meetings 614, Econometric Society.

2003

  1. Jordi Brandts & Antonio Cabrales & Gary Charness, 2003. "Forward induction and the excess capacity puzzle: An experimental investigation," UFAE and IAE Working Papers 586.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  2. Antonio Cabrales & Antoni Calvó-Armengol, 2003. "Corporate Downsizing to Rebuild Team Spirit," Working Papers 183, Barcelona School of Economics.
  3. Antonio Cabrales, 2003. "Pharmaceutical Generics, Vertical Product Differentiation, and Public Policy," Working Papers 54, Barcelona School of Economics.
  4. Álex Arenas & Antonio Cabrales & Leon Danon & Albert Díaz-Guilera & Roger Guimerà & Fernando Vega-Redondo, 2003. "Optimal Information Transmission in Organizations: Search and Congestion," Working Papers 64, Barcelona School of Economics.
  5. Devashish Mitra & Vitor Trindade, 2003. "Inequality and Trade," NBER Working Papers 10087, National Bureau of Economic Research, Inc.
  6. Andreas Blume & Paul Heidhues, 2003. "Private Monitoring in Auctions," CIG Working Papers SP II 2003-14, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
  7. Guidolin, Massimo & Allan Timmermann, 2003. "Economic Implications of Bull and Bear Regimes in UK Stock Returns," Royal Economic Society Annual Conference 2003 95, Royal Economic Society.
  8. Abbigail J. Chiodo & Massimo Guidolin & Michael T. Owyang & Makoto Shimoji, 2003. "Subjective probabilities: psychological evidence and economic applications," Working Papers 2003-009, Federal Reserve Bank of St. Louis.
  9. Timmermann, Allan & Patton, Andrew, 2003. "Properties of Optimal Forecasts," CEPR Discussion Papers 4037, C.E.P.R. Discussion Papers.
  10. Granger, Clive W. J. & Terasvirta, Timo & Patton, Andrew J., 2003. "Common factors in conditional distributions for Bivariate time series," LSE Research Online Documents on Economics 24854, London School of Economics and Political Science, LSE Library.
  11. Tim Bollerslev & Hao Zhou, 2003. "Volatility puzzles: a unified framework for gauging return-volatility regressions," Finance and Economics Discussion Series 2003-40, Board of Governors of the Federal Reserve System (U.S.).
  12. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2003. "Realized Beta: Persistence and Predictability," PIER Working Paper Archive 04-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Mar 2004.
  13. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2003. "Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets," PIER Working Paper Archive 04-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 28 Jun 2004.
  14. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2003. "Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility," PIER Working Paper Archive 03-025, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Sep 2003.
  15. Andersen, Torben G. & Bollerslev, Tim & Francis X. Diebold,, 2003. "Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility," CFS Working Paper Series 2003/35, Center for Financial Studies (CFS).
  16. Neville Francis & Michael T. Owyang & Athena T. Theodorou, 2003. "The use of long-run restrictions for the identification of technology shocks," Working Papers 2003-010, Federal Reserve Bank of St. Louis.
  17. James H. Stock & Mark W. Watson, 2003. "Understanding Changes in International Business Cycle Dynamics," NBER Working Papers 9859, National Bureau of Economic Research, Inc.
  18. Oscar Jorda & James D. Hamilton, 2003. "A model for the federal funds rate target," Working Papers 176, University of California, Davis, Department of Economics.
  19. Oscar Jorda & Selva Demiralp, 2003. "The Pavlovian Response of Term Rates to Fed Announcements," Working Papers 192, University of California, Davis, Department of Economics.
  20. Oscar Jorda & Alvaro Escribano, 2003. "Improved Testing And Specification Of Smooth Transition Regression Models," Working Papers 210, University of California, Davis, Department of Economics.
  21. Oscar Jorda, 2003. "Random-Time Aggregation In Partial Ajustment Models," Working Papers 212, University of California, Davis, Department of Economics.
  22. Oscar Jorda & Massimiliano Marcellino, 2003. "Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data," Working Papers 273, University of California, Davis, Department of Economics.
  23. Kevin Salyer & Oscar Jorda, 2003. "The Response of Term Rates to Monetary Policy Uncertainty," Working Papers 274, University of California, Davis, Department of Economics.
  24. Oscar Jorda & Holly Liu & Jeffrey Williams & Selva Demiralp, 2003. "The Announcement Effect: Evidence from Open Market Desk Data," Working Papers 282, University of California, Davis, Department of Economics.
  25. Oscar Jorda, 2003. "Model-Free Impulse Responses," Working Papers 305, University of California, Davis, Department of Economics.
  26. Oscar Jorda & Paul Bergin, 2003. "Monetary Policy Coordination: A New Empirical Approach," Working Papers 313, University of California, Davis, Department of Economics.
  27. Oscar Jorda & Holly Liu & Jeffrey Williams, 2003. "Non-Institutional Market Making Behavior: The Dalian Futures Exchange," Working Papers 41, University of California, Davis, Department of Economics.
  28. Oscar Jorda & Massimiliano Marcellino, 2003. "Time-Scale Transformations of Discrete-Time Processes," Working Papers 65, University of California, Davis, Department of Economics.
  29. Aparicio, Felipe M. & Escribano, Álvaro & García, Ana, 2003. "Range unit root tests," DES - Working Papers. Statistics and Econometrics. WS ws031126, Universidad Carlos III de Madrid. Departamento de Estadística.
  30. Aparicio, Felipe M. & Escribano, Álvaro, 2003. "Cointegration tests based on record counting statistics," DES - Working Papers. Statistics and Econometrics. WS ws036615, Universidad Carlos III de Madrid. Departamento de Estadística.
  31. Su, Liangjun & White, Halbert, 2003. "Testing Conditional Independence Via Empirical Likelihood," University of California at San Diego, Economics Working Paper Series qt35v8g0fm, Department of Economics, UC San Diego.
  32. Su, Liangjun & White, Halbert, 2003. "A Consistent Characteristic-Function-Based Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series qt4dv0837f, Department of Economics, UC San Diego.
  33. Alejandro GAVIRIA URIBE & Jairo Augusto NUÑEZ MENDEZ, 2003. "Evaluating the impact of SENA on earnings and Employment," Archivos de Economía 2646, Departamento Nacional de Planeación.
  34. Felipe Barrera Osorio & Alejandro Gaviria Uribe, 2003. "Efficiency of colombian schools," Informes de Investigación 2436, Fedesarrollo.
  35. Santos-Pinto, Luís, 2003. "Positive self-image in tournaments," MPRA Paper 3140, University Library of Munich, Germany, revised 27 Feb 2007.
  36. Santos-Pinto, Luís, 2003. "Positive self-image and incentives in organizations," MPRA Paper 3141, University Library of Munich, Germany, revised 14 Feb 2007.
  37. Santos-Pinto, Luís, 2003. "Asymmetries in information processing in a decision theory framework," MPRA Paper 3146, University Library of Munich, Germany, revised 27 Apr 2007.
  38. Chao, John Chao & Norman R. Swanson, 2003. "Consistent Estimation with a Large Number of Weak Instruments," Cowles Foundation Discussion Papers 1417, Cowles Foundation for Research in Economics, Yale University.
  39. John Chao & Norman R. Swanson, 2003. "Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction," Cowles Foundation Discussion Papers 1418, Cowles Foundation for Research in Economics, Yale University.
  40. John C. Chao & Norman R. Swanson, 2003. "Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments," Departmental Working Papers 200312, Rutgers University, Department of Economics.
  41. Valentina Corradi & Norman R. Swanson, 2003. "Bootstrap Specification Tests for Diffusion Processes," Departmental Working Papers 200321, Rutgers University, Department of Economics.
  42. Lance J. Bachmeier & Norman R. Swanson, 2003. "Predicting Inflation: Does The Quantity Theory Help?," Departmental Working Papers 200317, Rutgers University, Department of Economics.
  43. Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003. "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers 200309, Rutgers University, Department of Economics.
  44. Valentina Corradi & Norman R. Swanson, 2003. "Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data," Departmental Working Papers 200320, Rutgers University, Department of Economics.
  45. Valentina Corradi & Norman R. Swanson, 2003. "Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification," Departmental Working Papers 200311, Rutgers University, Department of Economics.
  46. Valentina Corradi & Norman R. Swanson, 2003. "A Test for Comparing Multiple Misspecified Conditional Distributions," Departmental Working Papers 200314, Rutgers University, Department of Economics.
  47. Valentina Corradi & Norman R. Swanson, 2003. "The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test," Departmental Working Papers 200322, Rutgers University, Department of Economics.
  48. Valentina Corradi & Norman Swanson, 2003. "Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives," Departmental Working Papers 200316, Rutgers University, Department of Economics.
  49. Valentina Corradi & Norman Swanson, 2003. "The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation," Departmental Working Papers 200313, Rutgers University, Department of Economics.
  50. Jeffrey Grogger, 2003. "Welfare Transitions in the 1990s: The Economy, Welfare Policy, and the EITC," NBER Working Papers 9472, National Bureau of Economic Research, Inc.
  51. Anna Aizer & Jeffrey Grogger, 2003. "Parental Medicaid Expansions and Health Insurance Coverage," NBER Working Papers 9907, National Bureau of Economic Research, Inc.
  52. Jeffrey Grogger & Steven Haider & Jacob Alex Klerman, 2003. "Why Did the Welfare Rolls Fall During the 1990s? The Importance of Entry," Working Papers DRU-3004, RAND Corporation.
  53. Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2003. "The Daily Market for Funds in Europe: What Has Changed with the EMU?," UFAE and IAE Working Papers 559.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  54. Michael C. Davis & James D. Hamilton, 2003. "Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices," NBER Working Papers 9741, National Bureau of Economic Research, Inc.
  55. Kim, Dong Heon & Denise R Osborn & Marianne Sensier, 2003. "Nonlinearity in the Fed's Monetary Policy Rule," Royal Economic Society Annual Conference 2003 121, Royal Economic Society.
  56. Joe Haslag & R.W. Hafer & Garett Jones, 2003. "The Effect of Monetary Policy on Economic Output," Working Papers 0311, Department of Economics, University of Missouri.
  57. Peter Hansen & Asger Lunde & James M. Nason, 2003. "Choosing the Best Volatility Models:The Model Confidence Set Approach," Working Papers 2003-05, Brown University, Department of Economics.
  58. Peter Hansen, 2003. "Asymptotic Tests of Composite Hypotheses," Working Papers 2003-09, Brown University, Department of Economics.
  59. Iichiro Uesugi & Guy M. Yamashiro, 2003. "On the Relationship Between the Very Short Forward and the Spot Interest Rate," Discussion papers 03013, Research Institute of Economy, Trade and Industry (RIETI).
  60. HEINEN, Andreas & RENGIFO, Erick, 2003. "Multivariate modelling of time series count data: an autoregressive conditional Poisson model," LIDAM Discussion Papers CORE 2003025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  61. HEINEN, Andréas, 2003. "Modelling time series count data: an autoregressive conditional Poisson model," LIDAM Discussion Papers CORE 2003062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  62. BEN OMRANE, Walid & HEINEN, Andréas, 2003. "The response of individual FX dealers'quoting activity to macroeconomic news announcements," LIDAM Discussion Papers CORE 2003070, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  63. Lima, Alexandre Maia Correia & Issler, João Victor, 2003. "A hipótese das expectativas na estrutura a termo de juros no Brasil: Uma aplicação de modelos de valor presente," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 480, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  64. Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2003. "On the welfare costs of business cycles in the 20th century," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 481, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  65. Issler, João Victor & Ferreira, Rachel Couto, 2003. "Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 500, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  66. Heather M. Anderson & Farshid Vahid, 2003. "Nonlinear Correlograms and Partial Autocorrelograms," Monash Econometrics and Business Statistics Working Papers 19/03, Monash University, Department of Econometrics and Business Statistics.
  67. Heather Anderson & Farshid Vahid, 2003. "The Decline in Income Growth Volatility in the United States: Evidence from Regional Data," Monash Econometrics and Business Statistics Working Papers 21/03, Monash University, Department of Econometrics and Business Statistics.
  68. Sharon Kozicki & Peter A. Tinsley, 2003. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Research Working Paper RWP 03-09, Federal Reserve Bank of Kansas City.
  69. Raffaella Giacomini & Ivana Komunjer, 2003. "Evaluation and Combination of Conditional Quantile Forecasts," Boston College Working Papers in Economics 571, Boston College Department of Economics.
  70. Raffaella Giacomini & Halbert White, 2003. "Tests of Conditional Predictive Ability," Econometrics 0308001, University Library of Munich, Germany.
  71. Rossi, Barbara & Pesavento, Elena, 2003. "Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons," Working Papers 03-19, Duke University, Department of Economics.
  72. George Woodward & Heather Anderson, 2003. "Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter," Monash Econometrics and Business Statistics Working Papers 9/03, Monash University, Department of Econometrics and Business Statistics.
  73. Juan J. Dolado & Jesús Gonzalo & Laura Mayoral, 2003. "Testing for a Unit Root Against Fractional Alternatives in the Presence of a Maintained Trend," Working Papers 29, Barcelona School of Economics.
  74. Martínez, Oscar & Gonzalo, Jesús, 2003. "Threshold integrated moving average models: does size matter? maybe so," DE - Documentos de Trabajo. Economía. DE 16008, Universidad Carlos III de Madrid. Departamento de Economía.
  75. Tung Liu & Lee C. Spector, 2003. "Dynamic employment adjustments over business cycles," Working Papers 200302, Ball State University, Department of Economics, revised Jan 2005.
  76. Cassiman, Bruno & Veugelers, Rainhilde, 2003. "Which firms have cooperative R&D agreements with universities? Some empirical evidence from Belgian manufacturing," IESE Research Papers D/502, IESE Business School.
  77. Veugelers, Reinhilde & Cassiman, Bruno, 2003. "R&D Cooperation Between Firms and Universities: Some Empirical Evidence from Belgian Manufacturing," CEPR Discussion Papers 3951, C.E.P.R. Discussion Papers.
  78. Cassiman, Bruno & Colombo, Massimo & Garrone, Paola & Veugelers, Reinhilde, 2003. "Impact of M&A on the R&D process. An empirical analysis of the role of technological and market relatedness, The," IESE Research Papers D/500, IESE Business School.
  79. Glen Donaldson & Mark Kamstra & Lisa Kramer, 2003. "Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium," FRB Atlanta Working Paper 2003-4, Federal Reserve Bank of Atlanta.
  80. Lewis, Tracy R. & Yildirim, Huseyin, 2003. "Managing Switching Costs in Multiperiod Procurements with Strategic Buyers," Working Papers 03-04, Duke University, Department of Economics.
  81. Kilian, Lutz & Manganelli, Simone, 2003. "The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks," CEPR Discussion Papers 3918, C.E.P.R. Discussion Papers.
  82. Hartmann, Philipp & Maddaloni, Angela & Manganelli, Simone, 2003. "The euro area financial system: structure, integration and policy initiatives," Working Paper Series 230, European Central Bank.

2002

  1. Rosemarie Nagel & Antonio Cabrales & Roc Armenter, 2002. "Equilibrium selection through incomplete information in coordination games: An experimental study," Economics Working Papers 601, Department of Economics and Business, Universitat Pompeu Fabra.
  2. Antonio Cabrales & Antoni Calvó, 2002. "Social preferences and skill segregation," Economics Working Papers 629, Department of Economics and Business, Universitat Pompeu Fabra.
  3. Andreas Blume & April Franco, 2002. "Learning from failure," Staff Report 299, Federal Reserve Bank of Minneapolis.
  4. Granger, Clive W.J. & Teräsvirta, Timo & Patton, Andrew J, 2002. "Common Factors in Conditional Distributions," University of California at San Diego, Economics Working Paper Series qt3bd1n1x5, Department of Economics, UC San Diego.
  5. Patton, Andrew J., 2002. "On the out-of-sample importance of skewness and asymetric dependence for asset allocation," LSE Research Online Documents on Economics 24951, London School of Economics and Political Science, LSE Library.
  6. Andrew Patton, 2002. "(IAM Series No 001) On the Out-Of-Sample Importance of Skewness and Asymetric Dependence for Asset Allocation," FMG Discussion Papers dp431, Financial Markets Group.
  7. Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2002. "Analytic Evaluation of Volatility Forecasts," CIRANO Working Papers 2002s-90, CIRANO.
  8. Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2002. "Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities," CIRANO Working Papers 2002s-91, CIRANO.
  9. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2002. "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," Working Papers 02-16, Duke University, Department of Economics.
  10. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002. "Parametric and Nonparametric Volatility Measurement," NBER Technical Working Papers 0279, National Bureau of Economic Research, Inc.
  11. Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Labys, Paul, 2002. "Modeling and Forecasting Realized Volatility," Working Papers 02-12, Duke University, Department of Economics.
  12. Michael T. Owyang, 2002. "Modeling Volcker as a non-absorbing state: agnostic identification of a Markov-switching VAR," Working Papers 2002-018, Federal Reserve Bank of St. Louis.
  13. Abbigail J. Chiodo & Michael T. Owyang, 2002. "Duration dependence in monetary policy: international evidence," Working Papers 2002-021, Federal Reserve Bank of St. Louis.
  14. Monique Ebell & Christian Haefke, 2002. "Product Market Deregulation and Labor Market Outcomes," Working Papers 02.08, Swiss National Bank, Study Center Gerzensee.
  15. Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White, 2002. "Hypernormal densities," Economics Working Papers 638, Department of Economics and Business, Universitat Pompeu Fabra.
  16. Patrice Bertail & Christian Haefke & Dimitris N, Politis & Halbert White, 2002. "A Subsampling Approach to Estimating the Distribution of Diverging Statistics with Applications to Assessing Financial Markets Risks," Working Papers 2002-40, Center for Research in Economics and Statistics.
  17. James H. Stock & Mark W. Watson, 2002. "Has the Business Cycle Changed and Why?," NBER Working Papers 9127, National Bureau of Economic Research, Inc.
  18. Escribano, Álvaro & Moreno, Diego, 2002. "Homenaje a Juan Urrutia," DE - Documentos de Trabajo. Economía. DE de020801, Universidad Carlos III de Madrid. Departamento de Economía.
  19. Escribano, Álvaro & Peña, Juan Ignacio & Villaplana Conde, Pablo, 2002. "Modeling electricity prices: international evidence," UC3M Working papers. Economics we022708, Universidad Carlos III de Madrid. Departamento de Economía.
  20. Arranz, Miguel A. & Escribano, Álvaro & Mármol, Francesc, 2002. "Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers," UC3M Working papers. Economics we20091101, Universidad Carlos III de Madrid. Departamento de Economía.
  21. Alejandro Gaviria, 2002. "Assessing the Effects of Corruption and Crime on Firm Performance: Evidence from Latin America," Investigación Económica en Colombia 1902, Fundación Pondo.
  22. Jessica Seddon Wallack & Alejandro Gaviria & Ugo Panizza & Ernesto H. Stein, 2002. "Particularismo político alrededor del mundo," Research Department Publications 4290, Inter-American Development Bank, Research Department.
  23. Jessica Seddon Wallack & Alejandro Gaviria & Ugo Panizza & Ernesto H. Stein, 2002. "Political Particularism around the World," Research Department Publications 4289, Inter-American Development Bank, Research Department.
  24. Jere R. Behrman & Alejandro Gaviria & Miguel Székely, 2002. "Social Exclusion in Latin America: Introduction and Overview," Research Department Publications 3141, Inter-American Development Bank, Research Department.
  25. Alejandro Gaviria Uribe & Juan Gonzalo Zapata & Adriana González, 2002. "Petróleo y región: El caso del Casanare," Cuadernos de Fedesarrollo 12733, Fedesarrollo.
  26. Alejandro Gaviria Uribe & Claudia Marcela Umaña A., 2002. "Estructura salarial de los docentes públicos en Colombia," Coyuntura Social 12944, Fedesarrollo.
  27. Jeffrey M. Wooldridge, 2002. "Affairs," Instructional Stata datasets for econometrics affairs, Boston College Department of Economics.
  28. Jeffrey M. Wooldridge, 2002. "Bwght2," Instructional Stata datasets for econometrics bwght2, Boston College Department of Economics.
  29. Jeffrey M. Wooldridge, 2002. "Discrim," Instructional Stata datasets for econometrics discrim, Boston College Department of Economics.
  30. Jeffrey M. Wooldridge, 2002. "Engin," Instructional Stata datasets for econometrics engin, Boston College Department of Economics.
  31. Jeffrey M. Wooldridge, 2002. "Fish," Instructional Stata datasets for econometrics fish, Boston College Department of Economics.
  32. Jeffrey M. Wooldridge, 2002. "Htv," Instructional Stata datasets for econometrics htv, Boston College Department of Economics.
  33. Jeffrey M. Wooldridge, 2002. "Rdtelec," Instructional Stata datasets for econometrics rdtelec, Boston College Department of Economics.
  34. Jeffrey M. Wooldridge, 2002. "Twoyear," Instructional Stata datasets for econometrics twoyear, Boston College Department of Economics.
  35. Jeffrey M. Wooldridge, 2002. "Wine," Instructional Stata datasets for econometrics wine, Boston College Department of Economics.
  36. Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers CWP11/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  37. Jeffrey M. Wooldridge, 2002. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers CWP18/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  38. Gabriel Pérez Quirós & Jorge Sicilia, 2002. "Is the European Central Bank (and the United States Federal Reserve) predictable?," Working Papers 0229, Banco de España.
  39. Katherine Kiel & Jennifer Bowen, 2002. "An Analysis of the Impact of Multiple Environmental Goods on House Prices," Working Papers 0201, College of the Holy Cross, Department of Economics.
  40. G. Giacomello & L. Picci, 2002. "My Scale or your Meter? Evaluating Methods of Measuring the Internet," Working Papers 447, Dipartimento Scienze Economiche, Universita' di Bologna.
  41. Ferreira, Pedro Cavalcanti & Issler, João Victor & Pessôa, Samuel de Abreu, 2002. "Testing production functions used in empirical growth studies," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 441, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  42. Issler, João Victor & Vahid, Farshid, 2002. "The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 445, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  43. Issler, João Victor & Pillar, Tatiana Caldas de Lima Aché, 2002. "Mensurando a produção científica internacional em economia de pesquisadores e departamentos brasileiros," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 454, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  44. George Athanasopoulos & Farshid Vahid, 2002. "Statistical Inference on Changes in Income Inequality in Australia," Monash Econometrics and Business Statistics Working Papers 9/02, Monash University, Department of Econometrics and Business Statistics.
  45. Sharon Kozicki & Peter A. Tinsley, 2002. "Term premia : endogenous constraints on monetary policy," Research Working Paper RWP 02-07, Federal Reserve Bank of Kansas City.
  46. Sharon Kozicki & Peter A. Tinsley, 2002. "Alternative sources of the lag dynamics of inflation," Research Working Paper RWP 02-12, Federal Reserve Bank of Kansas City.
  47. Sharon Kozicki & P.A. Tinsley, 2002. "Monetary Policy Transmission through Term Premiums," Computing in Economics and Finance 2002 250, Society for Computational Economics.
  48. Raffaella Giacomini, 2002. "Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods," Boston College Working Papers in Economics 583, Boston College Department of Economics.
  49. Raffaella Giacomini & Clive W.J. Granger, 2002. "Aggregation of Space-Time Processes," Boston College Working Papers in Economics 582, Boston College Department of Economics.
  50. Heather M. Anderson, 2002. "Choosing Lag Lengths in Nonlinear Dynamic Models," Monash Econometrics and Business Statistics Working Papers 21/02, Monash University, Department of Econometrics and Business Statistics.
  51. Lin, Jeffrey, 2002. "Gentrification and Transit in Northwest Chicago," MPRA Paper 96656, University Library of Munich, Germany.
  52. Cassiman, Bruno & Ueda, Masako, 2002. "Optimal Project Rejection and New Firm Start-Ups," CEPR Discussion Papers 3429, C.E.P.R. Discussion Papers.
  53. Cassiman, Bruno & Sieber, Sandra, 2002. "Impact of the Internet on market structure, The," IESE Research Papers D/467, IESE Business School.
  54. Veugelers, Reinhilde & Cassiman, Bruno, 2002. "Complementarity in the Innovation Strategy: Internal R&D, External Technology Acquisition and Cooperation," CEPR Discussion Papers 3284, C.E.P.R. Discussion Papers.
  55. Cassiman, Bruno & Veugelers, Reinhilde, 2002. "Complementarity in the innovation strategy: Internal R&D, external technology acquisition, and cooperation in R&D," IESE Research Papers D/457, IESE Business School.
  56. Daniel Chiquiar & Gordon H. Hanson, 2002. "International Migration, Self-Selection, and the Distribution of Wages: Evidence from Mexico and the United States," NBER Working Papers 9242, National Bureau of Economic Research, Inc.
  57. Mark Kamstra & Lisa Kramer & Maurice D. Levi, 2002. "Winter blues: a SAD stock market cycle," FRB Atlanta Working Paper 2002-13, Federal Reserve Bank of Atlanta.
  58. Manganelli, Simone, 2002. "Duration, volume and volatility impact of trades," Working Paper Series 125, European Central Bank.
  59. Ceci, Vladimiro & Manganelli, Simone & Vecchiato, Walter, 2002. "Sensitivity analysis of volatility: a new tool for risk management," Working Paper Series 194, European Central Bank.
  60. Vladimiro Ceci, & Simone Manganelli & Walter Vecchiato, 2002. "Sensitivity Analysis of GARCH Models," Computing in Economics and Finance 2002 31, Society for Computational Economics.

2001

  1. Charness, Gary B & Cabrales, Antonio & Corchon, Luis C, 2001. "An Experiment on Nash Implementation," University of California at Santa Barbara, Economics Working Paper Series qt8275577k, Department of Economics, UC Santa Barbara.
  2. Andreas Blume & Paul Heidhues, 2001. "Tacit Collusion in Repeated Auctions," CIG Working Papers FS IV 01-23, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
  3. Allan Timmerman & Massimo Guidolin, 2001. "Option prices and implied volatility dynamics under Bayesian learning," CeNDEF Workshop Papers, January 2001 P3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  4. Timmermann, Allan & Guidolin, Massimo, 2001. "Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities," CEPR Discussion Papers 3005, C.E.P.R. Discussion Papers.
  5. Patton, Andrew J, 2001. "Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula," University of California at San Diego, Economics Working Paper Series qt01q7j1s2, Department of Economics, UC San Diego.
  6. Patton, Andrew J, 2001. "Estimation of Copula Models for Time Series of Possibly Different Length," University of California at San Diego, Economics Working Paper Series qt3fc1c8hw, Department of Economics, UC San Diego.
  7. Tim Bollerslev & Hao Zhou, 2001. "Estimating stochastic volatility diffusion using conditional moments of integrated volatility," Finance and Economics Discussion Series 2001-49, Board of Governors of the Federal Reserve System (U.S.).
  8. Owyang, Michael T. & Ramey, Garey, 2001. "Regime Switching and Monetary Policy Measurement," University of California at San Diego, Economics Working Paper Series qt24q32688, Department of Economics, UC San Diego.
  9. Den Haan, Wouter & Haefke, Christian & Ramey, Gary, 2001. "Shocks and Institutions in a Job Matching Model," CEPR Discussion Papers 2970, C.E.P.R. Discussion Papers.
  10. Wouter Den Haan, Christian Haefke, Garey Ramey, 2001. "Shocks and Institutions in a Job Market Model," Computing in Economics and Finance 2001 215, Society for Computational Economics.
  11. Patrice Bertail & Christian Haefke & Dimitris N. Politis & Halbert White, 2001. "A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks," Economics Working Papers 599, Department of Economics and Business, Universitat Pompeu Fabra.
  12. James H. Stock & Mark W. Watson, 2001. "Forecasting Output and Inflation: The Role of Asset Prices," NBER Working Papers 8180, National Bureau of Economic Research, Inc.
  13. Douglas Staiger & James H. Stock & Mark W. Watson, 2001. "Prices, Wages and the U.S. NAIRU in the 1990s," NBER Working Papers 8320, National Bureau of Economic Research, Inc.
  14. Liu, Holly & Williams, Jeffrey C. & Jorda, Oscar, 2001. "Market-Making Behavior In Futures Markets," 2001 Conference, April 23-24, 2001, St. Louis, Missouri 18961, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  15. Alvaro Escribano & Santiago Mira, 2001. "Nonlinear error correction models," Documentos de trabajo conjunto ULL-ULPGC 2001-03, Facultad de Ciencias Económicas de la ULPGC.
  16. Alejandro GAVIRIA, Jorge Hugo BARRIENTOS & Jorge Hugo BARRIENTOS, 2001. "Determinantes de la calidad de la educación en Colombia," Archivos de Economía 2301, Departamento Nacional de Planeación.
  17. Alejandro Gaviria Uribe, 2001. "Household responses to adverse income shocks in Latin America," Informes de Investigación 2795, Fedesarrollo.
  18. Alejandro Gaviria Uribe & Carlos Eduardo Vélez, 2001. "Who Bears the Burden of Crime in Colombia," Informes de Investigación 3776, Fedesarrollo.
  19. Jere R. Behrman & Alejandro Gaviria & Miguel Székely, 2001. "Intergenerational Mobility in Latin America," Research Department Publications 4267, Inter-American Development Bank, Research Department.
  20. Jere R. Behrman & Alejandro Gaviria & Miguel Székely, 2001. "Movilidad intergeneracional en América Latina," Research Department Publications 4268, Inter-American Development Bank, Research Department.
  21. Alejandro Gaviria, 2001. "Reacción de los hogares a las sacudidas adversas del ingreso en América Latina," Research Department Publications 4274, Inter-American Development Bank, Research Department.
  22. Alejandro Gaviria Uribe & Martha Luz Henao V., 2001. "Comportamiento del desempleo en los últimos anos y estrategias de los hogares para enfrentrarlo," Coyuntura Social 12953, Fedesarrollo.
  23. Alejandro Gaviria Uribe & Jorge Hugo Barrientos M., 2001. "Características del plantel y calidad de la educación en Bogotá," Coyuntura Social 12949, Fedesarrollo.
  24. Alejandro Gaviria Uribe & Jorge Hugo Barrientos M., 2001. "Calidad de la educación y rendimiento académico en Bogotá," Coyuntura Social 12957, Fedesarrollo.
  25. Jeffrey M. Wooldridge, 2001. "Jtrain2," Instructional Stata datasets for econometrics jtrain2, Boston College Department of Economics.
  26. Jeffrey M. Wooldridge, 2001. "Keane," Instructional Stata datasets for econometrics keane, Boston College Department of Economics.
  27. Jeffrey M. Wooldridge, 2001. "Labsup," Instructional Stata datasets for econometrics labsup, Boston College Department of Economics.
  28. Jeffrey M. Wooldridge, 2001. "Mathpnl," Instructional Stata datasets for econometrics mathpnl, Boston College Department of Economics.
  29. Jeffrey M. Wooldridge, 2001. "Nbasal," Instructional Stata datasets for econometrics nbasal, Boston College Department of Economics.
  30. Jeffrey M. Wooldridge, 2001. "Nls80," Instructional Stata datasets for econometrics nls80, Boston College Department of Economics.
  31. Jeffrey M. Wooldridge, 2001. "Nls81_87," Instructional Stata datasets for econometrics nls81_87, Boston College Department of Economics.
  32. Jeffrey M. Wooldridge, 2001. "Norway," Instructional Stata datasets for econometrics norway, Boston College Department of Economics.
  33. Jeffrey M. Wooldridge, 2001. "Patent," Instructional Stata datasets for econometrics patent, Boston College Department of Economics.
  34. Jeffrey M. Wooldridge, 2001. "Pension," Instructional Stata datasets for econometrics pension, Boston College Department of Economics.
  35. Jeffrey M. Wooldridge, 2001. "Q," Instructional Stata datasets for econometrics q, Boston College Department of Economics.
  36. Peter Christoffersen & Eric Ghysels & Norman R. Swanson, 2001. "Let's Get "Real"" about Using Economic Data"," CIRANO Working Papers 2001s-44, CIRANO.
  37. Valentina Corradi & Norman R. Swanson, 2001. "A Randomized Procedure for Choosing Data Transformation," Discussion Papers 0105, University of Exeter, Department of Economics.
  38. Valentina Corradi & Norman R. Swanson, 2001. "Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error," Discussion Papers 0101, University of Exeter, Department of Economics.
  39. Swanson, N.R. & van Dijk, D.J.C., 2001. "Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry," Econometric Institute Research Papers EI 2001-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  40. Jeffrey Grogger, 2001. "The Effects of Time Limits and Other Policy Changes on Welfare Use, Work, and Income Among Female-Headed Families," NBER Working Papers 8153, National Bureau of Economic Research, Inc.
  41. Pérez Quirós, Gabriel & Timmermann, Allan, 2001. "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," Working Paper Series 58, European Central Bank.
  42. Pérez Quirós, Gabriel & Rodríguez Mendizábal, Hugo, 2001. "The daily market for funds in Europe: Has something changed with the EMU?," Working Paper Series 67, European Central Bank.
  43. Pérez Quirós, Gabriel & Sicilia, Jorge & Gaspar, Ví­tor, 2001. "The ECB monetary policy strategy and the money market," Working Paper Series 69, European Central Bank.
  44. Vítor Gaspar & Gabriel Perez-Quiros & Jorge Sicilia, 2001. "The ECB monetary policy strategy and the money market," Working Papers 47, Oesterreichische Nationalbank (Austrian Central Bank).
  45. Miguel Costa-Gomes & Klaus G Zauner, 2001. "A Social Utility Explanation of Results in Experimental Ultimatum Bargaining Games," Levine's Working Paper Archive 563824000000000069, David K. Levine.
  46. Asger Lunde & Peter Reinhard Hansen, 2001. "A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?," Working Papers 2001-04, Brown University, Department of Economics.
  47. Peter Reinhard Hansen, 2001. "An Unbiased and Powerful Test for Superior Predictive Ability," Working Papers 2001-06, Brown University, Department of Economics.
  48. Herrera, Ana Maria & Hamilton, James D., 2001. "Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy," University of California at San Diego, Economics Working Paper Series qt4qp0p0v5, Department of Economics, UC San Diego.
  49. Lora, Eduardo & Cortés, Patricia & Herrera, Ana María, 2001. "Los obstáculos al desarrollo empresarial y el tamaño de las firmas en América Latina," IDB Publications (Working Papers) 2144, Inter-American Development Bank.
  50. Katherine Kiel & Jennifer Bowen, 2001. "A Repeat Sales Analysis of the Impact of Multiple Environmental Goods on House Prices: St. Louis as a Case Study," Working Papers 0106, College of the Holy Cross, Department of Economics.
  51. Katherine Kiel & Jennifer Bowen, 2001. "Jointly Estimating the Prices of Environmental Goods: St. Louis as a Case Study," Working Papers 0107, College of the Holy Cross, Department of Economics.
  52. Katherine Kiel & Melissa Boyle, 2001. "A Survey of House Price Hedonic Studies of the Impact of Environmental Externalities," Working Papers 0111, College of the Holy Cross, Department of Economics.
  53. Katherine Kiel & Jeffrey Zabel, 2001. "Estimating the Economic Benefits of Cleaning Up Superfund Sites: The Case of Woburn, Massachusetts," Working Papers 0112, College of the Holy Cross, Department of Economics.
  54. Robert F. Engle & Kevin Sheppard, 2001. "Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH," NBER Working Papers 8554, National Bureau of Economic Research, Inc.
  55. Anchite, Claudine Furtado & Issler, João Victor, 2001. "Racionalidade e previsibilidade no mercado brasileiro de ações: uma aplicação de modelos de valor presente," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 415, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  56. Vahid, Farshid & Issler, João Victor, 2001. "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 417, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  57. Issler, João Victor & Piqueira, Natália Scotto, 2001. "Estimando a aversão ao risco, a taxa de desconto intertemporal, e a substutibilidade intertemporal do consumo no Brasil usando três tipos de função utilidade," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 424, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  58. Issler, João Victor & Vahid, Farshid, 2001. "The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 429, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  59. Anderson, H.M. & Vahid, F., 2001. "Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices," Monash Econometrics and Business Statistics Working Papers 3/01, Monash University, Department of Econometrics and Business Statistics.
  60. Athanasopoulos, G. & Anderson, H.M. & Vahid, F., 2001. "Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models," Monash Econometrics and Business Statistics Working Papers 7/01, Monash University, Department of Econometrics and Business Statistics.
  61. Vahid, F. & Sarin, R., 2001. "Strategy Similarity and Coordination," Monash Econometrics and Business Statistics Working Papers 8/01, Monash University, Department of Econometrics and Business Statistics.
  62. Sharon Kozicki & Peter A. Tinsley, 2001. "What do you expect? : imperfect policy credibility and tests of the expectations hypothesis?," Research Working Paper RWP 01-02, Federal Reserve Bank of Kansas City.
  63. Sharon Kozicki & Peter A. Tinsley, 2001. "Dynamic specifications in optimizing trend-deviation macro models," Research Working Paper RWP 01-03, Federal Reserve Bank of Kansas City.
  64. Sharon Kozicki, 2001. "Implications of real-time data for forecasting and modeling expectations," Research Working Paper RWP 01-12, Federal Reserve Bank of Kansas City.
  65. Jalan, Jyotsna & Ravallion, Martin, 2001. "Does piped water reduce diarrhea for children in rural India ?," Policy Research Working Paper Series 2664, The World Bank.
  66. Jalan, Jyotsna & Ravallion, Martin, 2001. "Household income dynamics in rural China," Policy Research Working Paper Series 2706, The World Bank.
  67. Jesús Gonzalo & Michael Wolf, 2001. "Subsampling inference in threshold autoregressive models," Economics Working Papers 573, Department of Economics and Business, Universitat Pompeu Fabra.
  68. Jesus Gonzalo & Jean-Yves Pitarakis, 2001. "Lag Length Estimation in Large Dimensional Systems," Econometrics 0108002, University Library of Munich, Germany.
  69. Cassiman, Bruno & Veugelers, Reinhilde, 2001. "R&D cooperation and spillovers: Some empirical evidence," IESE Research Papers D/430, IESE Business School.
  70. Cassiman, Bruno & Veugelers, Reinhilde, 2001. "Foreign subsidiaries as channel of international technology diffusion. Some direct firm level evidence from Belgium," IESE Research Papers D/441, IESE Business School.
  71. Mark Kamstra, 2001. "Rational exuberance: The fundamentals of pricing firms, from blue chip to “dot com”," FRB Atlanta Working Paper 2001-21, Federal Reserve Bank of Atlanta.
  72. Donaldson, R.G. & Kamstra, M., 2001. "Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff," Discussion Papers dp01-1, Department of Economics, Simon Fraser University.
  73. Engle, Robert F. & Manganelli, Simone, 2001. "Value at risk models in finance," Working Paper Series 75, European Central Bank.

2000

  1. Antonio Cabrales & Gary Charness, 2000. "Optimal contracts, adverse selection and social preferences: An experiment," Economics Working Papers 478, Department of Economics and Business, Universitat Pompeu Fabra.
  2. Antonio Cabrales & Walter Garcia Fontes, 2000. "Estimating learning models from experimental data," Economics Working Papers 501, Department of Economics and Business, Universitat Pompeu Fabra.
  3. Antonio Cabrales & Antoni Calvó & Matthew O. Jackson, 2000. "La Crema: A case study of mutual fire insurance," Economics Working Papers 518, Department of Economics and Business, Universitat Pompeu Fabra.
  4. Theo S Eicher & Thomas Osang, 2000. "Politics and Trade Policy: An Empirical Investigation"," Discussion Papers in Economics at the University of Washington 0004, Department of Economics at the University of Washington.
  5. Indro Dasgupta & Thomas Osang, 2000. "Trade, Wages, and Specific Factors," Econometric Society World Congress 2000 Contributed Papers 1134, Econometric Society.
  6. James E. Rauch & Vitor Trindade, 2000. "Information and Globalization: Wage Co-Movements, Labor Demand Elasticity, and Conventional Trade Liberalization," NBER Working Papers 7671, National Bureau of Economic Research, Inc.
  7. Blume, A. & DeJong, D.V. & Neumann, G. & Savin, N.E., 2000. "Learning and Communication in Sender-Reciever Games : An Economic Investigation," Discussion Paper 2000-09, Tilburg University, Center for Economic Research.
  8. Andreas Blume & Asher Tishler, 2000. "Security Needs and the Performance of the Defense Industry," CIG Working Papers FS IV 00-04, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
  9. Massimo Guidolin & Allan Timmermann, 2000. "Implied Learning Paths from Option Prices," Econometric Society World Congress 2000 Contributed Papers 0447, Econometric Society.
  10. Engle, Robert F & Patton, Andrew J, 2000. "Impacts of Trades in an Error-Correction Model of Quote Prices," University of California at San Diego, Economics Working Paper Series qt6dm6093f, Department of Economics, UC San Diego.
  11. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Heiko Ebens, 2000. "The Distribution of Stock Return Volatility," NBER Working Papers 7933, National Bureau of Economic Research, Inc.
  12. Andreas Gottschling & Christian Haefke & Halbert White, 2000. "Closed Form Integration of Artificial Neural Networks with Some Applications to Finance," Econometric Society World Congress 2000 Contributed Papers 1080, Econometric Society.
  13. Thomas Knox & James H. Stock & Mark W. Watson, 2000. "Empirical Bayes Forecasts of One Time Series Using Many Predictors," Econometric Society World Congress 2000 Contributed Papers 1421, Econometric Society.
  14. Oscar Jorda & Kevin Hoover, 2000. "Measuring Systematic Monetary Policy," Working Papers 203, University of California, Davis, Department of Economics.
  15. Oscar Jorda & Paul Bergin, 2000. "Measuring Monetary Policy Interdependence," Working Papers 72, University of California, Davis, Department of Economics.
  16. Pascual, Roberto & Tapia, Mikel & Escribano, Álvaro, 2000. "BLM: bidimensional approach to measure liquidity," DEE - Working Papers. Business Economics. WB 9958, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  17. Escribano, Álvaro & Pascual, Roberto, 2000. "Dynamic asymmetries in bid-ask responses to innovations in the trading process," UC3M Working papers. Economics 7271, Universidad Carlos III de Madrid. Departamento de Economía.
  18. Pascual, Roberto & Escribano, Álvaro & Tapia, Mikel, 2000. "Adverse selection costs, trading activity and liquidity in the NYSE: an empirical analysis in a dynamic context," UC3M Working papers. Economics 7276, Universidad Carlos III de Madrid. Departamento de Economía.
  19. Arranz, Miguel A. & Escribano, Álvaro, 2000. "Outliers robust ECM cointegration test based on the trend components," DES - Working Papers. Statistics and Econometrics. WS 10142, Universidad Carlos III de Madrid. Departamento de Estadística.
  20. Aparicio, Felipe M. & Escribano, Álvaro & García, Ana, 2000. "Syncronicity between macroeconomic time series: an exploratory analysis," DES - Working Papers. Statistics and Econometrics. WS 9922, Universidad Carlos III de Madrid. Departamento de Estadística.
  21. Aparicio, Felipe M. & Arranz, Miguel A. & Escribano, Álvaro, 2000. "A model free cointegration approach for pairs of I(d) variables," DES - Working Papers. Statistics and Econometrics. WS 9967, Universidad Carlos III de Madrid. Departamento de Estadística.
  22. Alejandro Gaviria Uribe, 2000. "Assessing the effects of corruption and crime on firm performance," Informes de Investigación 2031, Fedesarrollo.
  23. Ugo Panizza & Alejandro Gaviria & Ernesto H. Stein & Jessica Seddon Wallack, 2000. "Instituciones políticas y el colapso del crecimiento," Research Department Publications 4208, Inter-American Development Bank, Research Department.
  24. Ugo Panizza & Alejandro Gaviria & Ernesto H. Stein & Jessica Seddon Wallack, 2000. "Political Institutions and Growth Collapses," Research Department Publications 4207, Inter-American Development Bank, Research Department.
  25. Alejandro Gaviria & Ernesto H. Stein, 2000. "Evolución de la concentración urbana en todo el mundo: un enfoque de panel," Research Department Publications 4198, Inter-American Development Bank, Research Department.
  26. Alejandro Gaviria & Ernesto H. Stein, 2000. "The Evolution of Urban Concentration Around the World: A Panel Approach," Research Department Publications 4197, Inter-American Development Bank, Research Department.
  27. Alejandro Gaviria Uribe, 2000. "¿Sobre quién ha recaído el peso de la crisis?," Coyuntura Social 12962, Fedesarrollo.
  28. Alejandro Gaviria Uribe, 2000. "Decisiones: sexo y embarazo entre las jóvenes colombianas," Coyuntura Social 12960, Fedesarrollo.
  29. Jeffrey M. Wooldridge, 2000. "401k," Instructional Stata datasets for econometrics 401k, Boston College Department of Economics.
  30. Jeffrey M. Wooldridge, 2000. "401ksubs," Instructional Stata datasets for econometrics 401ksubs, Boston College Department of Economics.
  31. Jeffrey M. Wooldridge, 2000. "Admnrev," Instructional Stata datasets for econometrics admnrev, Boston College Department of Economics.
  32. Jeffrey M. Wooldridge, 2000. "Airfare," Instructional Stata datasets for econometrics airfare, Boston College Department of Economics.
  33. Jeffrey M. Wooldridge, 2000. "Apple," Instructional Stata datasets for econometrics apple, Boston College Department of Economics.
  34. Jeffrey M. Wooldridge, 2000. "Athlet1," Instructional Stata datasets for econometrics athlet1, Boston College Department of Economics.
  35. Jeffrey M. Wooldridge, 2000. "Athlet2," Instructional Stata datasets for econometrics athlet2, Boston College Department of Economics.
  36. Jeffrey M. Wooldridge, 2000. "Attend," Instructional Stata datasets for econometrics attend, Boston College Department of Economics.
  37. Jeffrey M. Wooldridge, 2000. "Audit," Instructional Stata datasets for econometrics audit, Boston College Department of Economics.
  38. Jeffrey M. Wooldridge, 2000. "Barium," Instructional Stata datasets for econometrics barium, Boston College Department of Economics.
  39. Jeffrey M. Wooldridge, 2000. "Bwght," Instructional Stata datasets for econometrics bwght, Boston College Department of Economics.
  40. Jeffrey M. Wooldridge, 2000. "Card," Instructional Stata datasets for econometrics card, Boston College Department of Economics.
  41. Jeffrey M. Wooldridge, 2000. "Cement," Instructional Stata datasets for econometrics cement, Boston College Department of Economics.
  42. Jeffrey M. Wooldridge, 2000. "Ceosal1," Instructional Stata datasets for econometrics ceosal1, Boston College Department of Economics.
  43. Jeffrey M. Wooldridge, 2000. "Ceosal2," Instructional Stata datasets for econometrics ceosal2, Boston College Department of Economics.
  44. Jeffrey M. Wooldridge, 2000. "Consump," Instructional Stata datasets for econometrics consump, Boston College Department of Economics.
  45. Jeffrey M. Wooldridge, 2000. "Corn," Instructional Stata datasets for econometrics corn, Boston College Department of Economics.
  46. Jeffrey M. Wooldridge, 2000. "Cornwell," Instructional Stata datasets for econometrics cornwell, Boston College Department of Economics.
  47. Jeffrey M. Wooldridge, 2000. "Cps78_85," Instructional Stata datasets for econometrics cps78_85, Boston College Department of Economics.
  48. Jeffrey M. Wooldridge, 2000. "Cps91," Instructional Stata datasets for econometrics cps91, Boston College Department of Economics.
  49. Jeffrey M. Wooldridge, 2000. "Crime1," Instructional Stata datasets for econometrics crime1, Boston College Department of Economics.
  50. Jeffrey M. Wooldridge, 2000. "Crime2," Instructional Stata datasets for econometrics crime2, Boston College Department of Economics.
  51. Jeffrey M. Wooldridge, 2000. "Crime3," Instructional Stata datasets for econometrics crime3, Boston College Department of Economics.
  52. Jeffrey M. Wooldridge, 2000. "Crime4," Instructional Stata datasets for econometrics crime4, Boston College Department of Economics.
  53. Jeffrey M. Wooldridge, 2000. "Earns," Instructional Stata datasets for econometrics earns, Boston College Department of Economics.
  54. Jeffrey M. Wooldridge, 2000. "Ezanders," Instructional Stata datasets for econometrics ezanders, Boston College Department of Economics.
  55. Jeffrey M. Wooldridge, 2000. "Ezunem," Instructional Stata datasets for econometrics ezunem, Boston College Department of Economics.
  56. Jeffrey M. Wooldridge, 2000. "Fair," Instructional Stata datasets for econometrics fair, Boston College Department of Economics.
  57. Jeffrey M. Wooldridge, 2000. "Fertil1," Instructional Stata datasets for econometrics fertil1, Boston College Department of Economics.
  58. Jeffrey M. Wooldridge, 2000. "Fertil2," Instructional Stata datasets for econometrics fertil2, Boston College Department of Economics.
  59. Jeffrey M. Wooldridge, 2000. "Fertil3," Instructional Stata datasets for econometrics fertil3, Boston College Department of Economics.
  60. Jeffrey M. Wooldridge, 2000. "Fringe," Instructional Stata datasets for econometrics fringe, Boston College Department of Economics.
  61. Jeffrey M. Wooldridge, 2000. "Gpa1," Instructional Stata datasets for econometrics gpa1, Boston College Department of Economics.
  62. Jeffrey M. Wooldridge, 2000. "Gpa2," Instructional Stata datasets for econometrics gpa2, Boston College Department of Economics.
  63. Jeffrey M. Wooldridge, 2000. "Gpa3," Instructional Stata datasets for econometrics gpa3, Boston College Department of Economics.
  64. Jeffrey M. Wooldridge, 2000. "Grogger," Instructional Stata datasets for econometrics grogger, Boston College Department of Economics.
  65. Jeffrey M. Wooldridge, 2000. "Hprice1," Instructional Stata datasets for econometrics hprice1, Boston College Department of Economics.
  66. Jeffrey M. Wooldridge, 2000. "Hprice2," Instructional Stata datasets for econometrics hprice2, Boston College Department of Economics.
  67. Jeffrey M. Wooldridge, 2000. "Hprice3," Instructional Stata datasets for econometrics hprice3, Boston College Department of Economics.
  68. Jeffrey M. Wooldridge, 2000. "Hseinv," Instructional Stata datasets for econometrics hseinv, Boston College Department of Economics.
  69. Jeffrey M. Wooldridge, 2000. "Infmrt," Instructional Stata datasets for econometrics infmrt, Boston College Department of Economics.
  70. Jeffrey M. Wooldridge, 2000. "Injury," Instructional Stata datasets for econometrics injury, Boston College Department of Economics.
  71. Jeffrey M. Wooldridge, 2000. "Kielmc," Instructional Stata datasets for econometrics kielmc, Boston College Department of Economics.
  72. Jeffrey M. Wooldridge, 2000. "Lawsch85," Instructional Stata datasets for econometrics lawsch85, Boston College Department of Economics.
  73. Jeffrey M. Wooldridge, 2000. "Loanapp," Instructional Stata datasets for econometrics loanapp, Boston College Department of Economics.
  74. Jeffrey M. Wooldridge, 2000. "Lowbrth," Instructional Stata datasets for econometrics lowbrth, Boston College Department of Economics.
  75. Jeffrey M. Wooldridge, 2000. "Meap93," Instructional Stata datasets for econometrics meap93, Boston College Department of Economics.
  76. Jeffrey M. Wooldridge, 2000. "Mlb1," Instructional Stata datasets for econometrics mlb1, Boston College Department of Economics.
  77. Jeffrey M. Wooldridge, 2000. "Mroz," Instructional Stata datasets for econometrics mroz, Boston College Department of Economics.
  78. Jeffrey M. Wooldridge, 2000. "Murder," Instructional Stata datasets for econometrics murder, Boston College Department of Economics.
  79. Jeffrey M. Wooldridge, 2000. "Nyse," Instructional Stata datasets for econometrics nyse, Boston College Department of Economics.
  80. Jeffrey M. Wooldridge, 2000. "Openness," Instructional Stata datasets for econometrics openness, Boston College Department of Economics.
  81. Jeffrey M. Wooldridge, 2000. "Phillips," Instructional Stata datasets for econometrics phillips, Boston College Department of Economics.
  82. Jeffrey M. Wooldridge, 2000. "Pntsprd," Instructional Stata datasets for econometrics pntsprd, Boston College Department of Economics.
  83. Jeffrey M. Wooldridge, 2000. "Prison," Instructional Stata datasets for econometrics prison, Boston College Department of Economics.
  84. Jeffrey M. Wooldridge, 2000. "Prminwge," Instructional Stata datasets for econometrics prminwge, Boston College Department of Economics.
  85. Jeffrey M. Wooldridge, 2000. "Rdchem," Instructional Stata datasets for econometrics rdchem, Boston College Department of Economics.
  86. Jeffrey M. Wooldridge, 2000. "Recid," Instructional Stata datasets for econometrics recid, Boston College Department of Economics.
  87. Jeffrey M. Wooldridge, 2000. "Rental," Instructional Stata datasets for econometrics rental, Boston College Department of Economics.
  88. Jeffrey M. Wooldridge, 2000. "Return," Instructional Stata datasets for econometrics return, Boston College Department of Economics.
  89. Jeffrey M. Wooldridge, 2000. "Saving," Instructional Stata datasets for econometrics saving, Boston College Department of Economics.
  90. Jeffrey M. Wooldridge, 2000. "Sleep75," Instructional Stata datasets for econometrics sleep75, Boston College Department of Economics.
  91. Jeffrey M. Wooldridge, 2000. "Slp75_81," Instructional Stata datasets for econometrics slp75_81, Boston College Department of Economics.
  92. Jeffrey M. Wooldridge, 2000. "Smoke," Instructional Stata datasets for econometrics smoke, Boston College Department of Economics.
  93. Jeffrey M. Wooldridge, 2000. "Traffic1," Instructional Stata datasets for econometrics traffic1, Boston College Department of Economics.
  94. Jeffrey M. Wooldridge, 2000. "Traffic2," Instructional Stata datasets for econometrics traffic2, Boston College Department of Economics.
  95. Jeffrey M. Wooldridge, 2000. "Volat," Instructional Stata datasets for econometrics volat, Boston College Department of Economics.
  96. Jeffrey M. Wooldridge, 2000. "Vote1," Instructional Stata datasets for econometrics vote1, Boston College Department of Economics.
  97. Jeffrey M. Wooldridge, 2000. "Vote2," Instructional Stata datasets for econometrics vote2, Boston College Department of Economics.
  98. Jeffrey M. Wooldridge, 2000. "Wage1," Instructional Stata datasets for econometrics wage1, Boston College Department of Economics.
  99. Jeffrey M. Wooldridge, 2000. "Wage2," Instructional Stata datasets for econometrics wage2, Boston College Department of Economics.
  100. Jeffrey M. Wooldridge, 2000. "Wagepan," Instructional Stata datasets for econometrics wagepan, Boston College Department of Economics.
  101. Jeffrey M. Wooldridge, 2000. "Wageprc," Instructional Stata datasets for econometrics wageprc, Boston College Department of Economics.
  102. Caroline L. Freund & Diana Weinhold, 2000. "On the effect of the Internet on international trade," International Finance Discussion Papers 693, Board of Governors of the Federal Reserve System (U.S.).
  103. Freund, Caroline L. & Weinhold, Diana, 2000. "An Empirical Investigation of the Internet International Trade: The Case of Bolivia," Documentos de trabajo 5/2000, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
  104. Norman R. Swanson, 2000. "An Out of Sample Test for Granger Causality," Econometric Society World Congress 2000 Contributed Papers 0362, Econometric Society.
  105. Norman R. Swanson & Jeffery D. Amato, 2000. "The real-time predictive content of money for output," BIS Working Papers 96, Bank for International Settlements.
  106. Corradi, V. & Swanson, N.R., 2000. "A Consistent Test for Nonlinear Out of Sample Predictive Accuracy," Discussion Papers 0012, University of Exeter, Department of Economics.
  107. Janet Currie & Jeffrey Grogger, 2000. "Medicaid Expansions and Welfare Contractions: Offsetting Effects on Prenatal Care and Infant Health?," NBER Working Papers 7667, National Bureau of Economic Research, Inc.
  108. Jeff Grogger, 2000. "Time Limits and Welfare Use," NBER Working Papers 7709, National Bureau of Economic Research, Inc.
  109. Julian R. Betts & Jeff Grogger, 2000. "The Impact of Grading Standards on Student Achievement, Educational Attainment, and Entry-Level Earnings," NBER Working Papers 7875, National Bureau of Economic Research, Inc.
  110. Camacho, Maximo & Pérez Quirós, Gabriel, 2000. "This is what the US leading indicators lead," Working Paper Series 27, European Central Bank.
  111. Gabriel Pérez & Hugo Rodríguez, 2000. "The daily market for funds in Europe: Mathematical appendix," Economics Working Papers 496, Department of Economics and Business, Universitat Pompeu Fabra.
  112. Carlos Huertas & Munir A. Jalil, 2000. "Relación entre el Índice de Precios del Productor (IPP) y el Indice de Precios al Consumidor," Borradores de Economia 144, Banco de la Republica de Colombia.
  113. Munir A. Jalil & Luis Fernando Melo, 2000. "Una Relación no Líneal entre Inflación y los Medios de Pago," Borradores de Economia 145, Banco de la Republica de Colombia.
  114. Munir A. Jalil B. & Luis Fernando Melo Velandia, 2000. "Una Relación No Lineal Entre Inflación Y Medios De Pago," Borradores de Economia 3725, Banco de la Republica.
  115. Carlos Huertas C. & Munir A. Jalil. B., 2000. "Relación Entre El Índice De Precios Del Productor (Ipp) Y El Índice De Precios Al Consumidor (Ipc)," Borradores de Economia 3449, Banco de la Republica.
  116. James D. Hamilton & Dong Heon Kim, 2000. "A Re-examination of the Predictability of Economic Activity Using the Yield Spread," NBER Working Papers 7954, National Bureau of Economic Research, Inc.
  117. Peter Reinhard Hansen, 2000. "Structural Changes in the Cointegrated Vector Autoregressive Model," Working Papers 2000-20, Brown University, Department of Economics.
  118. Hansen, Peter Reinhard, 2000. "The Johansen-Granger Representation Theorem: An Explicit Expression for I(1) Processes," University of California at San Diego, Economics Working Paper Series qt832256dg, Department of Economics, UC San Diego.
  119. Peter Reinhard Hansen, 2000. "Structural Breaks in the Cointegrated Vector Autoregressive Model," Econometric Society World Congress 2000 Contributed Papers 1240, Econometric Society.
  120. Carson, Richard T & Flores, Nicholas A, 2000. "Contingent Valuation: Controversies and Evidence," University of California at San Diego, Economics Working Paper Series qt75k752s7, Department of Economics, UC San Diego.
  121. Katherine Kiel & Jeffrey Zabel, 2000. "Estimating the Demand for Air Quality in Four U.S. Cities," Working Papers 0009, College of the Holy Cross, Department of Economics.
  122. Alfonso Dufour & Robert F Engle, 2000. "The ACD Model: Predictability of the Time Between Concecutive Trades," ICMA Centre Discussion Papers in Finance icma-dp2000-05, Henley Business School, University of Reading.
  123. M. A. Golden & L. Picci, 2000. "Proposal for a New Measure of Corruption, and Tests using Italian Data," Working Papers 425, Dipartimento Scienze Economiche, Universita' di Bologna.
  124. Pedro Cavalcanti Ferreira & Samuel deAbreu Pessoa & Joao Victor Issler, 2000. "On the Nature of Income Inequality Across Nations," Econometric Society World Congress 2000 Contributed Papers 1487, Econometric Society.
  125. Senna, Fernanda Assed de Almeida & Issler, João Victor, 2000. "Mobilidade de capitais e movimentos da conta corrente do Brasil: 1947-1997," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 379, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  126. Issler, João Victor & Piqueira, Natália Scotto, 2000. "Estimando a Aversão ao Risco, a Taxa de Desconto Intertemporal, e a Substutibilidade Intertemporal do Consumo no Brasil usando Três tipos de Função Utilidade (Versão Preliminar)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 387, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  127. Farshid Vahid, 2000. "Clustering Regression Functions in a Panel," Econometric Society World Congress 2000 Contributed Papers 0251, Econometric Society.
  128. Anderson, H.M. & Vahid, F., 2000. "Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models," Monash Econometrics and Business Statistics Working Papers 3/00, Monash University, Department of Econometrics and Business Statistics.
  129. Sharon Kozicki, P.A. Tinsley, 2000. "The Term Structure Of Expected Inflation," Computing in Economics and Finance 2000 293, Society for Computational Economics.
  130. Pesavento, Elena, 2000. "Analytical Evaluation of the Power of Tests for the Absence of Cointegration," University of California at San Diego, Economics Working Paper Series qt4cq4773c, Department of Economics, UC San Diego.
  131. Jyotsna Jalan & Martin Ravallion, 2000. "Estimating the Benefit Incidence of an Antipoverty Program by Propensity Score Matching," Econometric Society World Congress 2000 Contributed Papers 0873, Econometric Society.
  132. González, Martín & Gonzalo, Jesús, 2000. "Econometric implications of non-exact present value models," DE - Documentos de Trabajo. Economía. DE 16009, Universidad Carlos III de Madrid. Departamento de Economía.
  133. William S. Neilson, 2000. "Victory and Defeat in a Model of Behavior in Games and Toward Risk," Econometric Society World Congress 2000 Contributed Papers 0690, Econometric Society.
  134. Reinhilde Veugelers & Bruno Cassiman, 2000. "Importance of international linkages for local know-how flows. Some econometric evidence from Belgium," Economics Working Papers 434, Department of Economics and Business, Universitat Pompeu Fabra.
  135. Bruno Cassiman & David Pérez Castrillo & Reinhilde Veugelers, 2000. "Endogeneizing know-how flows through the nature of R&D investments," Economics Working Papers 512, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2001.
  136. Bruno Cassiman & Reinhilde Veugelers, 2000. "External technology sources: Embodied or disembodied technology acquisition," Economics Working Papers 444, Department of Economics and Business, Universitat Pompeu Fabra.
  137. Broseta, Bruno & Costa-Gomes, Miguel & Crawford, Vincent P., 2000. "Cognition and Behavior in Normal-Form Games: An Experimental Study," University of California at San Diego, Economics Working Paper Series qt0fp8278k, Department of Economics, UC San Diego.
  138. Aman Ullah & Tae-Hwy Lee, 2000. "Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models," Working papers 77, Centre for Development Economics, Delhi School of Economics.

1999

  1. James E. Rauch & Vitor Trindade, 1999. "Ethnic Chinese Networks in International Trade," NBER Working Papers 7189, National Bureau of Economic Research, Inc.
  2. H. I. Grossman & M. Kim, 1999. "Educational Policy: Egalitarian or Elitist?," Working Papers 365, Dipartimento Scienze Economiche, Universita' di Bologna.
  3. Tim Bollerslev & Jonathan H. Wright, 1999. "High frequency data, frequency domain inference and volatility forecasting," International Finance Discussion Papers 649, Board of Governors of the Federal Reserve System (U.S.).
  4. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999. "The Distribution of Exchange Rate Volatility," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-059, New York University, Leonard N. Stern School of Business-.
  5. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999. "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-060, New York University, Leonard N. Stern School of Business-.
  6. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999. "(Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-061, New York University, Leonard N. Stern School of Business-.
  7. de Macedo, J.B. & Nunes, L.C. & Covas, F., 1999. "Moving the Escudo into the Euro," Papers 1999-14, Laval - Laboratoire Econometrie.
  8. Gottschling, Andreas & Haefke, Christian & White, Halbert, 1999. "Closed form integration of artificial neural networks with some applications," Research Notes 99-9, Deutsche Bank Research.
  9. James H. Stock & Mark W. Watson, 1999. "Forecasting Inflation," NBER Working Papers 7023, National Bureau of Economic Research, Inc.
  10. Pascual, Roberto & Escribano, Álvaro & Tapia, Mikel, 1999. "How does liquidity behave? A multidimensional analysis of NYSE stocks," DEE - Working Papers. Business Economics. WB 6433, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  11. Mármol, Francesc & Escribano, Álvaro & Aparicio, Felipe M., 1999. "A new instrumental variable approach for estimation and testing in fractional cointegrating regressions," DES - Working Papers. Statistics and Econometrics. WS 6298, Universidad Carlos III de Madrid. Departamento de Estadística.
  12. Alejandro Gaviria & Momi Dahan, 1999. "Sibling Correlations and Social Mobility in Latin America," Research Department Publications 4162, Inter-American Development Bank, Research Department.
  13. Alejandro Gaviria & Carmen Pagés-Serra, 1999. "Patrones de victimización por el hampa en América Latina," Research Department Publications 4187, Inter-American Development Bank, Research Department.
  14. Alejandro Gaviria & Carmen Pagés-Serra, 1999. "Patterns of Crime Victimization in Latin America," Research Department Publications 4186, Inter-American Development Bank, Research Department.
  15. Alejandro Gaviria & Momi Dahan, 1999. "Correlaciones entre hermanos y movilidad social en América Latina," Research Department Publications 4163, Inter-American Development Bank, Research Department.
  16. Jeff Grogger & Charles Michalopoulos, 1999. "Welfare Dynamics Under Time Limits," NBER Working Papers 7353, National Bureau of Economic Research, Inc.
  17. Perez-Quiros, Gabriel & Timmermann, Allan, 1999. "Firm size and cyclical variations in stock returns," LSE Research Online Documents on Economics 119113, London School of Economics and Political Science, LSE Library.
  18. Kraay, Aart & Monokroussos, George, 1999. "Growth forecasts using time series and growth models," Policy Research Working Paper Series 2224, The World Bank.
  19. Katherine Kiel, 1999. "Undesirable Facilities, Neighborhood Dynamics and Environmental Equity," Working Papers 9904, College of the Holy Cross, Department of Economics.
  20. Katherine Kiel & Jeffrey Zabel, 1999. "The Accuracy of Owner-Provided House Values: The 1978-1991 American Housing Survey," Working Papers 9906, College of the Holy Cross, Department of Economics.
  21. Dufour, Alfonso & Engle, Robert F, 1999. "Time and the Price Impact of a Trade," University of California at San Diego, Economics Working Paper Series qt62c0h04j, Department of Economics, UC San Diego.
  22. L. Picci & A. E. Scorcu, 1999. "Price Dynamics in sequential auctions. New evidence using art auction data," Working Papers 352, Dipartimento Scienze Economiche, Universita' di Bologna.
  23. Issler, João Victor, 1999. "Estimating and forecasting the volatility of Brazilian finance series using arch models (Preliminary Version)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 347, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  24. Vahid, Farshid & Issler, João Victor, 1999. "The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 352, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  25. Sarin, R. & Vahid, F., 1999. "Predicting how People Play Games: a Simple Dynamic Model of Choice," Monash Econometrics and Business Statistics Working Papers 12/99, Monash University, Department of Econometrics and Business Statistics.
  26. Anderson, H.M. & Kwark, N.-S. & Vahid, F., 1999. "Does International Trade Synchronize Business Cycles?," Monash Econometrics and Business Statistics Working Papers 8/99, Monash University, Department of Econometrics and Business Statistics.
  27. Barak Hoffman & Sharon Kozicki, 1999. "Implications of rounding and rebasing for empirical analysis using consumer price inflation," Research Working Paper 99-08, Federal Reserve Bank of Kansas City.
  28. Sharon Kozicki & Peter Tinsley, 1999. "Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information," Computing in Economics and Finance 1999 844, Society for Computational Economics.
  29. Jalan, Jyotsna & Ravallion, Martin, 1999. "Income gains to the poor from workfare - estimates for Argentina's TRABAJAR Program," Policy Research Working Paper Series 2149, The World Bank.
  30. Tung Liu & Chung-Ming Kuan, 1999. "The Nonlinear Intraday Pattern of Futures Market Exchange Rates: An Application of Neural Network Models," Computing in Economics and Finance 1999 1042, Society for Computational Economics.
  31. Mark Kamstra & R. Glen Donaldson, 1999. "The Accuracy of Fundamental Stock Market Price Estimates and a Refinement to the Donaldson-Kamstra Fundamental Estimate," Computing in Economics and Finance 1999 954, Society for Computational Economics.
  32. Kamstra, M., 1999. "Dividends, Earnings and Fundamental Valuation," Discussion Papers dp99-11, Department of Economics, Simon Fraser University.
  33. Engle, Robert F & Manganelli, Simone, 1999. "CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles," University of California at San Diego, Economics Working Paper Series qt06m3d6nv, Department of Economics, UC San Diego.
  34. Robert F. Engle & Simone Manganelli, 1999. "CAViaR: Conditional Value at Risk by Quantile Regression," NBER Working Papers 7341, National Bureau of Economic Research, Inc.
  35. Simone Manganelli & Robert F. Engle, 1999. "Modeling a Time-Varying Order Statistic," Computing in Economics and Finance 1999 952, Society for Computational Economics.

1998

  1. Antonio Cabrales & Hugo Hopenhayn, 1998. "Job dynamics, correlated shocks and wage profiles," Economics Working Papers 260, Department of Economics and Business, Universitat Pompeu Fabra.
  2. Gregory B. Pollock & Antonio Cabrales, 1998. "Weak and strong altruism in traitgGroups: Reproductive suicide, personal fitness and expected value," Economics Working Papers 316, Department of Economics and Business, Universitat Pompeu Fabra.
  3. Gregory B. Pollock & Antonio Cabrales & Steven W. Rissing, 1998. "The evolution of personally disadvantageous punishment among cofoundresses of the ant Acromyrmex versicolor," Economics Working Papers 317, Department of Economics and Business, Universitat Pompeu Fabra.
  4. Hoogstrate, A.J. & Osang, T., 1998. "Saving, openness, and growth," Discussion Paper 1998-47, Tilburg University, Center for Economic Research.
  5. DeJong, D.V. & Blume, A. & Neumann, G., 1998. "Learning in Sender-Receiver Games," Discussion Paper 1998-28, Tilburg University, Center for Economic Research.
  6. Blume, Andreas & Gneezy, Uri, 1998. "An Experimental Investigation of Optimal Learning in Coordination Games," Working Papers 98-10, University of Iowa, Department of Economics.
  7. Blume, Andreas, 1998. "Coordination and Learning with a Partial Language," Working Papers 98-11, University of Iowa, Department of Economics.
  8. Blume, Andreas & Dieckmann, Tone, 1998. "Learning to Communicate in Cheap-Talk Games," Working Papers 98-12, University of Iowa, Department of Economics.
  9. Herschel I. Grossman & Minseong Kim, 1998. "Human Capital and Predation: A Positive Theory of Educational Policy," NBER Working Papers 6403, National Bureau of Economic Research, Inc.
  10. Torben G. Anderson & Tim Bollerslev & Ashish Das, 1998. "Testing for Market Microstructure Effects in Intraday Volatility: A Reassessment of the Tokyo FX Experiment," NBER Working Papers 6666, National Bureau of Economic Research, Inc.
  11. James H. Stock & Mark W. Watson, 1998. "Business Cycle Fluctuations in U.S. Macroeconomic Time Series," NBER Working Papers 6528, National Bureau of Economic Research, Inc.
  12. James H. Stock & Mark W. Watson, 1998. "A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series," NBER Working Papers 6607, National Bureau of Economic Research, Inc.
  13. James H. Stock & Mark W. Watson, 1998. "Diffusion Indexes," NBER Working Papers 6702, National Bureau of Economic Research, Inc.
  14. Oscar Jorda, 1998. "Decision Rules for Selecting between Exponential and Logistic STAR," Working Papers 207, University of California, Davis, Department of Economics.
  15. Fraile Balbín, Pedro & Escribano, Álvaro, 1998. "The Spanish 1898 disaster: the drift towards national-protectionism," IFCS - Working Papers in Economic History.WH wh980301, Universidad Carlos III de Madrid. Instituto Figuerola.
  16. Aparicio, Felipe M. & Escribano, Álvaro, 1998. "Cointegration testing using the ranges," DES - Working Papers. Statistics and Econometrics. WS 10941, Universidad Carlos III de Madrid. Departamento de Estadística.
  17. Aparicio, Felipe M. & Escribano, Álvaro, 1998. "A characterization of cointegrating relationships using induced-order statistics," DES - Working Papers. Statistics and Econometrics. WS 10942, Universidad Carlos III de Madrid. Departamento de Estadística.
  18. Arranz, Miguel A. & Escribano, Álvaro, 1998. "Detrending procedures and cointegration testing: ECM tests under structural breaks," DES - Working Papers. Statistics and Econometrics. WS 4551, Universidad Carlos III de Madrid. Departamento de Estadística.
  19. Arranz, Miguel A. & Escribano, Álvaro, 1998. "Bootstraping cointegration tests under structural co-breaks: a robust extended ECM test," DES - Working Papers. Statistics and Econometrics. WS 4552, Universidad Carlos III de Madrid. Departamento de Estadística.
  20. Escribano, A. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 1998. "Nonlinearities and outliers: robust specification of STAR models," Econometric Institute Research Papers EI 9832, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  21. Momi Dahan & Alejandro Gaviria, 1998. "Parental Actions and Siblings’ Inequality," Research Department Publications 4150, Inter-American Development Bank, Research Department.
  22. Momi Dahan & Alejandro Gaviria, 1998. "Actos de los padres y desigualdad entre hermanos," Research Department Publications 4151, Inter-American Development Bank, Research Department.
  23. Gaviria, Alejandro, 1998. "Increasing Returns and the Evolution of Violent Crime: The Case of Columbia," University of California at San Diego, Economics Working Paper Series qt6x42726z, Department of Economics, UC San Diego.
  24. Gaviria, Alejandro, 1998. "Intergenerational Mobility, Siblings' Inequality and Borrowing Constraints," University of California at San Diego, Economics Working Paper Series qt8x16c72b, Department of Economics, UC San Diego.
  25. Grote, Ulrike & Basu, Arnab K. & Weinhold, Diana, 1998. "Child Labor and the International Policy Debate - The Education/Child Labor Trade-Off and the Consequences of Trade Sanctions," Discussion Papers 279717, University of Bonn, Center for Development Research (ZEF).
  26. Myles Callan & Eric Ghysels & Norman R. Swanson, 1998. "Monetary Policy Rules with Model and Data Uncertainty," CIRANO Working Papers 98s-40, CIRANO.
  27. Kala Krishna & Ataman Ozyildirim & Norman R. Swanson, 1998. "Trade, Investment, and Growth: Nexus, Analysis, and Prognosis," NBER Working Papers 6861, National Bureau of Economic Research, Inc.
  28. Breitung, Jörg & Swanson, Norman Rasmus, 1998. "Temporal aggregation and causality in multiple time series models," SFB 373 Discussion Papers 1998,27, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  29. Jeff Grogger & Mike Willis, 1998. "The Introduction of Crack Cocaine and the Rise in Urban Crime Rates," NBER Working Papers 6353, National Bureau of Economic Research, Inc.
  30. Kim, Dong-heon, 1998. "Another look at yield spreads: Monetary policy and the term structure of interest rates," Research Notes 98-3, Deutsche Bank Research.
  31. Kiel, K.A. & Zabel, J.E., 1998. "The Impact of Neighborhood Characteristics ou House Prices: What Geographic Area Constitutes a Neighborhodd?," Papers 98-04, Wellesley College - Department of Economics.
  32. Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 1998. "Como se equilibra o orçamento do governo no Brasil?: aumento de receitas ou corte de gastos?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 321, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  33. Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 1998. "Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-92: revised version," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 334, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  34. Issler, João Victor & Vahid, Farshid, 1998. "Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 335, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  35. Issler, João Victor & Ferreira, Pedro Cavalcanti, 1998. "Time-series properties and empirical evidence of growth and infraestructure: revised version," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 336, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  36. Reis, Eustáquio J. & Blanco, Fernando & Issler, João Victor & Carvalho, Leonardo de, 1998. "Renda permanente e poupança precaucional: evidências empíricas para o Brasil no passado recente: versão revisada," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 338, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  37. Sharon Kozicki, 1998. "Predicting inflation with the term structure spread," Research Working Paper 98-02, Federal Reserve Bank of Kansas City.
  38. Sharon Kozicki & Peter A. Tinsley, 1998. "Vector rational error correction," Research Working Paper 98-03, Federal Reserve Bank of Kansas City.
  39. Sharon Kozicki & Peter A. Tinsley, 1998. "Term structure views of monetary policy," Research Working Paper 98-07, Federal Reserve Bank of Kansas City.
  40. Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Discussion Paper 1998-124, Tilburg University, Center for Economic Research.
  41. Jyotsna Jalan & Martin Ravallion, 1998. "Geographic Poverty Traps?," Boston University - Institute for Economic Development 86, Boston University, Institute for Economic Development.
  42. Jalan, Jyotsna & Ravallion, Martin, 1998. "Behavioral responses to risk in rural China," Policy Research Working Paper Series 1978, The World Bank.
  43. Jalan, Jyotsna & Ravallion, Martin, 1998. "Determinants of transient and chronic poverty : evidence from rural China," Policy Research Working Paper Series 1936, The World Bank.
  44. Bruno Cassiman, 1998. "The organization of research corporations and researcher ability," Economics Working Papers 327, Department of Economics and Business, Universitat Pompeu Fabra.
  45. Bruno Cassiman & Reinhilde Veugelers, 1998. "Complementarity between technology make and buy in innovation strategies: Evidence from Belgiam manufacturing firms," Economics Working Papers 279, Department of Economics and Business, Universitat Pompeu Fabra.
  46. Kamstra, M.J. & Kramer, L.A. & Levi, M.D., 1998. "Losing Sleep at the Market: The Daylight-Savings Anomaly," Discussion Papers dp98-04, Department of Economics, Simon Fraser University.
  47. Kamstra, M., 1998. "The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful?," Discussion Papers dp98-05, Department of Economics, Simon Fraser University.
  48. Kamstra, M. & Kennedy, P. & Suan, T.-K., 1998. "Combining Bond Rating Forecasts Using Logit," Discussion Papers dp98-10, Department of Economics, Simon Fraser University.

1997

  1. Motta, M. & Thisse, J.-F. & Cabrales, A., 1997. "On the persistence of leadership or leapfrogging in international trade," LIDAM Reprints CORE 1287, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Antonio Cabrales & Walter Garcia Fontes & Massimo Motta, 1997. "Risk dominance selects the leader. An experimental analysis," Economics Working Papers 222, Department of Economics and Business, Universitat Pompeu Fabra.
  3. Blume, A. & DeJong, D.V. & Kim, Y-G. & Sprinkle, G., 1997. "Evolution of Communication With Partial Common Interest," Discussion Paper 1997-115, Tilburg University, Center for Economic Research.
  4. Blume, A., 1997. "Fast Learning in Organizations," Discussion Paper 1997-65, Tilburg University, Center for Economic Research.
  5. Blume, A., 1997. "Information Transmission and Preference Similarity," Discussion Paper 1997-66, Tilburg University, Center for Economic Research.
  6. Herschel I. Grossman & Minseong Kim, 1997. "Predation, Efficiency, and Inequality," NBER Working Papers 6301, National Bureau of Economic Research, Inc.
  7. Torben G. Andersen & Tim Bollerslev, 1997. "Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts," NBER Working Papers 6023, National Bureau of Economic Research, Inc.
  8. Escribano, Álvaro & Jordá, Óscar, 1997. "Testing nonlinearity: decision rules for selecting between logistic and exponential star models," DES - Working Papers. Statistics and Econometrics. WS 6216, Universidad Carlos III de Madrid. Departamento de Estadística.
  9. Escribano, Álvaro, 1997. "Análisis comparativo y predictivo de recientes funciones de exportación e importación en España," DES - Documentos de Trabajo. Estadística y Econometría. DS 3644, Universidad Carlos III de Madrid. Departamento de Estadística.
  10. Escribano, Álvaro & Mira, Santiago, 1997. "Nonlinear cointegration with mixing errors," DES - Working Papers. Statistics and Econometrics. WS 6204, Universidad Carlos III de Madrid. Departamento de Estadística.
  11. Aparicio, Felipe M. & Escribano, Álvaro, 1997. "Information-theoretic analysis of seral dependence and cointegration," DES - Working Papers. Statistics and Econometrics. WS 6208, Universidad Carlos III de Madrid. Departamento de Estadística.
  12. Aparicio, Felipe M. & Escribano, Álvaro, 1997. "Searching for linear and nonlinear cointegration: a new approach," DES - Working Papers. Statistics and Econometrics. WS 6219, Universidad Carlos III de Madrid. Departamento de Estadística.
  13. Boughton, D. & Reardon, T. & Wooldridge, J., 1997. "Determinants of Diversification of Urban Sahel Diets into Maize: A Contingent Valuation Study of Processed Maize Demand in Mali," 1997 Conference, August 10-16, 1997, Sacramento, California 197052, International Association of Agricultural Economists.
  14. Diana Weinhold & James Rauch, 1997. "Openness, Specialization, and Productivity Growth in Less Developed Countries," NBER Working Papers 6131, National Bureau of Economic Research, Inc.
  15. Chao, J.C. & Swanson, N.R., 1997. "Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production," Papers 9-97-3, Pennsylvania State - Department of Economics.
  16. Zeng, T. & Swanson, N.R., 1997. "Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets," Papers 9-97-4, Pennsylvania State - Department of Economics.
  17. Jeff Grogger, 1997. "Market Wages and Youth Crime," NBER Working Papers 5983, National Bureau of Economic Research, Inc.
  18. Jeff Grogger, 1997. "Local Violence, Educational Attainment, and Teacher Pay," NBER Working Papers 6003, National Bureau of Economic Research, Inc.
  19. Jeff Grogger & Stephen G. Bronars, 1997. "The Effect of Welfare Payments on the Marriage and Fertility Behavior of Unwed Mothers: Results from a Twins Experiment," NBER Working Papers 6047, National Bureau of Economic Research, Inc.
  20. Margaret M. McConnell & Gabriel Perez-Quiros, 1997. "Output fluctuations in the United States: what has changed since the early 1980s?," Research Paper 9735, Federal Reserve Bank of New York.
  21. Gonzaga, Gustavo Maurício & Corseuil, Carlos Henrique & Issler, João Victor, 1997. "Desemprego regional no Brasil: uma abordagem empírica," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 302, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  22. Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 1997. "Public debt sustainability and endogenous seignorage in Brazil: time-series evidence from 1947-92," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 306, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  23. Sharon Kozicki & Pu Shen, 1997. "Breathing room for beta," Research Working Paper 97-06, Federal Reserve Bank of Kansas City.
  24. Sharon Kozicki & Peter A. Tinsley, 1997. "Shifting endpoints in the term structure of interest rates," Research Working Paper 97-08, Federal Reserve Bank of Kansas City.
  25. William R. Bell & Eric Ghysels & Hahn Shik Lee, 1997. "Seasonal Time Series and Autocorrelation Function Estimation," CIRANO Working Papers 97s-35, CIRANO.
  26. Lee, H.S. & Siklos, P.L., 1997. "The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data," Working Papers 97-1, Wilfrid Laurier University, Department of Economics.
  27. Jalan, Jyotsna & Ravallion, Martin, 1997. "Spatial poverty traps?," Policy Research Working Paper Series 1862, The World Bank.
  28. Jalan, Jyotsna & Ravallion, Martin, 1997. "Are the poor less well-insured? Evidence on vulnerability to income risk in rural China," Policy Research Working Paper Series 1863, The World Bank.
  29. González, M. & Gonzalo, Jesús, 1997. "Threshold unit root models," DES - Working Papers. Statistics and Econometrics. WS 6214, Universidad Carlos III de Madrid. Departamento de Estadística.

1996

  1. Cabrales, Antonio & Motta, Massimo, 1996. "Country Asymmetries, Endogenous Product Choice and the Speed of Trade Liberalization," CEPR Discussion Papers 1326, C.E.P.R. Discussion Papers.
  2. Blume, A., 1996. "Communication, Risk and Efficiency in Games," Working Papers 96-03, University of Iowa, Department of Economics.
  3. Herschel I. Grossman & Minseong Kim, 1996. "Inequality, Predation and Welfare," NBER Working Papers 5704, National Bureau of Economic Research, Inc.
  4. Torben G. Andersen & Tim Bollerslev, 1996. "Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns," NBER Working Papers 5752, National Bureau of Economic Research, Inc.
  5. Torben G. Andersen & Tim Bollerslev, 1996. "DM-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies," NBER Working Papers 5783, National Bureau of Economic Research, Inc.
  6. James H. Stock & Mark W. Watson, 1996. "Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model," NBER Technical Working Papers 0201, National Bureau of Economic Research, Inc.
  7. Douglas Staiger & James H. Stock & Mark W. Watson, 1996. "How Precise are Estimates of the Natural Rate of Unemployment?," NBER Working Papers 5477, National Bureau of Economic Research, Inc.
  8. Escribano, Álvaro & Mira, Santiago, 1996. "Nonlinear cointegration and nonlinear error correction," DES - Working Papers. Statistics and Econometrics. WS 4546, Universidad Carlos III de Madrid. Departamento de Estadística.
  9. Granger, E.J. & Swanson, N.R., 1996. "An introduction to stochastic Unit Root Processes," Papers 4-96-3, Pennsylvania State - Department of Economics.
  10. Swanson, N.R. & Ozyildirim, A. & Pisu, M., 1996. "A Comparison of Alternatove causality and Predictive Accuracy Tests in the presence of Integrated and Co-integrated Economic Variables," Papers 4-96-4, Pennsylvania State - Department of Economics.
  11. Swanson, N.R. & Zeng, T., 1996. "Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection," Papers 4-96-5, Pennsylvania State - Department of Economics.
  12. Corradi, V. & Swanson, N. & White, H., 1996. "Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes," Papers 4-96-6, Pennsylvania State - Department of Economics.
  13. Swanson, N.R., 1996. "Forecasting Using First Available Versus Fully Revised Economic Time Series data," Papers 4-96-7, Pennsylvania State - Department of Economics.
  14. Swanson, N.R., 1996. "Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models," Papers 4-96-2, Pennsylvania State - Department of Economics.
  15. Swanson, Norman, 1996. "BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman," MPRA Paper 11047, University Library of Munich, Germany.
  16. Chuhan, Punam & Perez-Quiros, Gabriel & Popper, Helen, 1996. "International capital flows : do short-term investment and direct investment differ?," Policy Research Working Paper Series 1669, The World Bank.
  17. Sharon Kozicki & Peter A. Tinsley, 1996. "Moving endpoints and the internal consistency of agents' ex ante forecasts," Finance and Economics Discussion Series 96-47, Board of Governors of the Federal Reserve System (U.S.).
  18. Sharon Kozicki, 1996. "Multivariate detrending under common trend restrictions: implications for business cycle research," Research Working Paper 96-01, Federal Reserve Bank of Kansas City.
  19. Gonzalez-Rivera, G., 1996. "The Pricing of Time-Varing Beta," The A. Gary Anderson Graduate School of Management 96-1, The A. Gary Anderson Graduate School of Management. University of California Riverside.
  20. Jalan, Jyotsna & Ravallion, Martin, 1996. "Are there dynamic gains from a poor-area development program?," Policy Research Working Paper Series 1695, The World Bank.
  21. Jalan, Jyotsna & Ravallion, Martin, 1996. "Transient poverty in rural China," Policy Research Working Paper Series 1616, The World Bank.
  22. Engsted, Tom & Gonzalo, Jesús & Haldrup, Niels, 1996. "Multicointegration and present value relations," DES - Working Papers. Statistics and Econometrics. WS 4540, Universidad Carlos III de Madrid. Departamento de Estadística.
  23. Adda, Jerome & Gonzalo, Jesús, 1996. "P-values for non-standard distributions with an application to the DF test," DES - Working Papers. Statistics and Econometrics. WS 4541, Universidad Carlos III de Madrid. Departamento de Estadística.
  24. Gonzalo, Jesús & Lee, Tae-Hwy, 1996. "On the robustness of cointegration tests when series are fractionally integrated," DES - Working Papers. Statistics and Econometrics. WS 4542, Universidad Carlos III de Madrid. Departamento de Estadística.
  25. Gonzalo, Jesús & González Rozada, Martín, 1996. "Non-exact present value relations," DES - Working Papers. Statistics and Econometrics. WS 4544, Universidad Carlos III de Madrid. Departamento de Estadística.
  26. Gonzalo, Jesús & Ng, Serena, 1996. "A systematic framework for analyzing the dynamic effects of permanent and transitory shocks," DES - Working Papers. Statistics and Econometrics. WS 6203, Universidad Carlos III de Madrid. Departamento de Estadística.
  27. Bruno Cassiman, 1996. "Influence activity and the organization of research and development," Economics Working Papers 264, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 1997.
  28. Donaldson, R.G. & Kamstra, M., 1996. "Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles," Discussion Papers dp96-02, Department of Economics, Simon Fraser University.
  29. Marcel Boyer & Tracy R. Lewis & Wei Lin Liu, 1996. "Setting Standards for Credible Compliance and Law Enforcement," CIRANO Working Papers 96s-27, CIRANO.

1995

  1. Blume, A., 1995. "Learning, Experimentation, and Long-Run Behavior in Games," Discussion Paper 1995-65, Tilburg University, Center for Economic Research.
  2. Blume, A., 1995. "Evolutionary Stability in Sender-Receiver Games with Partial Common Interest," Working Papers 95-04, University of Iowa, Department of Economics.
  3. Herschel I. Grossman & Minseong Kim, 1995. "Predation and Accumulation," NBER Working Papers 5357, National Bureau of Economic Research, Inc.
  4. Haefke, Christian & Helmenstein, Christian, 1995. "Forecasting Austrian IPOs: An Application of Linear and Neural Network Error-Correction Models," Economics Series 18, Institute for Advanced Studies.
  5. Haefke, Christian & Helmenstein, Christian, 1995. "Prediction Risk and the Forecasting of Stock Market Indexes," Economics Series 20, Institute for Advanced Studies.
  6. Helmenstein, Christian & Häfke, Christian, 1995. "Neural Networks in the Capital Markets: An Application to Index Forecasting," Department of Economics Working Paper Series 32, WU Vienna University of Economics and Business.
  7. Robert G. King & Mark W. Watson, 1995. "Money, prices, interest rates and the business cycle," Working Paper Series, Macroeconomic Issues 95-10, Federal Reserve Bank of Chicago.
  8. Escribano, Álvaro, 1995. "Estudio comparado sobre funciones de exportación e importación en España," DES - Documentos de Trabajo. Estadística y Econometría. DS 3636, Universidad Carlos III de Madrid. Departamento de Estadística.
  9. Escribano, Álvaro, 1995. "Evaluación del PcGive Professional 8: el punto de vista de un usuario," DES - Documentos de Trabajo. Estadística y Econometría. DS 3637, Universidad Carlos III de Madrid. Departamento de Estadística.
  10. Escribano, Álvaro & Granger, C.W.J. (Clive William John), 1995. "Investigating the relationship between gold and silver prices," DES - Working Papers. Statistics and Econometrics. WS 4517, Universidad Carlos III de Madrid. Departamento de Estadística.
  11. Mira, Santiago & Escribano, Álvaro, 1995. "Nonlinear time series models: consistency and asymptotic normality of nls under new conditions," DES - Working Papers. Statistics and Econometrics. WS 6202, Universidad Carlos III de Madrid. Departamento de Estadística.
  12. Swanson, N.R., 1995. "A Rolling Window Analysis of the Marginal Predictive Content of Money for Real Output," Papers 03-95-01, Pennsylvania State - Department of Economics.
  13. Swanson, N.R., 1995. "LM Tests and Nonlinear Error Correction in Economic Time Series," Papers 03-95-02, Pennsylvania State - Department of Economics.
  14. Granger, C.W.J. & Swanson, N., 1995. "Further Developments in the Study of Cointegrated Variables," Papers 4-95-13, Pennsylvania State - Department of Economics.
  15. Norman R. Swanson & Halbert White, 1995. "A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks," Macroeconomics 9503004, University Library of Munich, Germany.
  16. Swanson, N.R., 1995. "Do Formulations of the Permanent Income Hypothesis with Constant Real Interest Rates and Subjective Tiome Preferences Rates Make Sense? An Example of Random Walk with Time Varying Drift," Papers 03-95-03, Pennsylvania State - Department of Economics.
  17. Flores, Nicholas E. & Carson, Richard T., 1995. "The Relationship Between the Income Elasticities of Demand and Willingness to Pay," 1995 Conference (39th), February 14-16, 1995, Perth, Australia 148795, Australian Agricultural and Resource Economics Society.
  18. Carson, Richard T. & Flores, Nicholas E. & Martin, Kerry M. & Wright, Jennifer L., 1995. "Contingent Valuation and Revealed Preference Methodologies: Comparing the Estimates for Quasi-Public Goods," 1995 Conference (39th), February 14-16, 1995, Perth, Australia 148793, Australian Agricultural and Resource Economics Society.
  19. L. Picci, 1995. "Il 'Capitale mancante' nel Mezzogiorno italiano," Working Papers 212, Dipartimento Scienze Economiche, Universita' di Bologna.
  20. L. Picci, 1995. "Lo Stock di capitale nelle Regioni Italiane," Working Papers 229, Dipartimento Scienze Economiche, Universita' di Bologna.
  21. L. Picci, 1995. "International Business Cycle: Does Trade Matter?," Working Papers 232, Dipartimento Scienze Economiche, Universita' di Bologna.
  22. L. Picci, 1995. "Productivity and Infrastructure in the Italian Regions," Working Papers 230, Dipartimento Scienze Economiche, Universita' di Bologna.
  23. Issler, João Victor & Vahid, Farshid, 1995. "Common cycles in macroeconomic aggregates (revised version)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 257, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  24. Ferreira, Pedro Cavalcanti & Issler, João Victor, 1995. "Growth, increasing returns, and public infrastructure : time series evidence," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 258, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  25. Issler, João Victor, 1995. "Estimating the term structure of volatility and fixed income derivative pricing," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 272, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  26. Marone, Guilherme & Issler, João Victor & Gonzaga, Gustavo Maurício, 1995. "Educação e investimentos externos como determinantes do crescimento a longo prazo," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 274, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  27. Ana M. Aizcorbe & Sharon Kozicki, 1995. "The comovement of output and labor productivity in aggregate data for auto assembly plants," Finance and Economics Discussion Series 95-33, Board of Governors of the Federal Reserve System (U.S.).
  28. Gonzalez-Rivera, G., 1995. "A Note on Adaptation in Garch Models," The A. Gary Anderson Graduate School of Management 95-1, The A. Gary Anderson Graduate School of Management. University of California Riverside.
  29. Ghysels, E. & Hall, A. & Lee, H.S., 1995. "On Periodic Structures and Testing for Seasonal Unit Roots," Cahiers de recherche 9518, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  30. GONZALO , Jesus & PITARAKIS , Jean-Yves, 1995. "On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors," LIDAM Discussion Papers CORE 1995034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  31. Gonzalo, Jesús & Lee, Tae-Hwy, 1995. "No lack of relative power of the Dickey-Fuller tests for unit roots," DES - Working Papers. Statistics and Econometrics. WS 4512, Universidad Carlos III de Madrid. Departamento de Estadística.
  32. Gonzalo, J. & Lee, T.H., 1995. "Relative Power of t Type Tests of Stationary and Unit Root Processes," Papers 36, Boston University - Department of Economics.
  33. Gonzalo, J. & Lee, T.H., 1995. "Pitfalls in Testing for Long Run Relationships," Papers 38, Boston University - Department of Economics.
  34. Harrald, P. & Kamstra, M., 1995. "Evolving Artificial Neural Networks to Combine Financial Forecasts," Discussion Papers dp95-04, Department of Economics, Simon Fraser University.
  35. Tracy R. Lewis & Michel Poitevin, 1995. "Disclosure of Information in Regulatory Proceedings," CIRANO Working Papers 95s-01, CIRANO.

1994

  1. Blume, A. & De Jong, D.V. & Kim, Y.G. & Sprinkle, G.B., 1994. "Evolution of the Meaning of Messages in Sender-Receiver Games: An Experiment," Papers 9491, Tilburg - Center for Economic Research.
  2. Tim Bollerslev & Eric Ghysels, 1994. "On Periodic Autogressive Conditional Heteroskedasticity," CIRANO Working Papers 94s-03, CIRANO.
  3. Bollerslev, T. & Ghysels, E., 1994. "Periodic Autoregressive Conditional Heteroskedasticity," Cahiers de recherche 9408, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  4. James H. Stock & Mark W. Watson, 1994. "Evidence on structural instability in macroeconomic times series relations," Working Paper Series, Macroeconomic Issues 94-13, Federal Reserve Bank of Chicago.
  5. Robert G. King & Mark W. Watson, 1994. "The post-war U.S. Phillips curve: a revisionist econometric history," Working Paper Series, Macroeconomic Issues 94-14, Federal Reserve Bank of Chicago.
  6. Robert G. King & Mark W. Watson, 1994. "The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum," Working Paper Series, Macroeconomic Issues 94-17, Federal Reserve Bank of Chicago.
  7. Eugene Canjels & Mark W. Watson, 1994. "Estimating deterministic trends in the presence of serially correlated errors," Working Paper Series, Macroeconomic Issues 94-19, Federal Reserve Bank of Chicago.
  8. Michael T. K. Horvath & Mark W. Watson, 1994. "Testing for Cointegration When Some of the Contributing Vectors are Known," NBER Technical Working Papers 0171, National Bureau of Economic Research, Inc.
  9. Swanson, N.R. & Granger, C.W.J., 1994. "Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions," Papers 9-94-1, Pennsylvania State - Department of Economics.
  10. Engle, R. F. & Issler, João Victor, 1994. "Estimating sectoral cycles using cointegration and common features," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 232, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  11. Vahid, Farshid & Issler, João Victor, 1994. "Common cycles in macroeconomic aggregates," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 233, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  12. Issler, João Victor & Ferreira, Pedro Cavalcanti, 1994. "Testing the externalities hypothesis of endogenous growth using cointegration," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 236, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  13. GONZALO, Jesus & PITARAKIS, Jean-Yves, 1994. "Comovements in Large Systems," LIDAM Discussion Papers CORE 1994065, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  14. Bruno Cassiman, 1994. "Research Joint Ventures and Optimal R&D Policy with Asymmetric Information," Discussion Papers 1105, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

1993

  1. Antonio Cabrales & Takeo Hoshi, 1993. "Heterogeneous beliefs, wealth accumulation and asset price dynamics," Economics Working Papers 55, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 1993.
  2. Blume, A., 1993. "Contract Renegotiation with Adverse Selection and Hidden Information," Working Papers 93-04, University of Iowa, Department of Economics.
  3. Blume, A., 1993. "Neighborhood Stability in Sender-Receiver Games," Working Papers 93-15, University of Iowa, Department of Economics.
  4. Baillie, R.T. & Bollerslev, T., 1993. "Cointegration, Fractional Cointegration, and Exchange RAte Dynamics," Papers 9103, Michigan State - Econometrics and Economic Theory.
  5. Baillie, R.T. & Bollerslev, T., 1993. "The Long Memory of the Foreward Premium," Papers 9203, Michigan State - Econometrics and Economic Theory.
  6. Mark W. Watson, 1993. "Vector autoregressions and cointegration," Working Paper Series, Macroeconomic Issues 93-14, Federal Reserve Bank of Chicago.
  7. Michael T. K. Horvath & Mark W. Watson, 1993. "Testing for cointegration when some of the cointegrating vectors are known," Working Paper Series, Macroeconomic Issues 93-15, Federal Reserve Bank of Chicago.
  8. Escribano, Álvaro & Peña, Daniel, 1993. "Cointegration and common factors," DES - Working Papers. Statistics and Econometrics. WS 3680, Universidad Carlos III de Madrid. Departamento de Estadística.
  9. Burgess, Simon M. & Escribano, Álvaro & Pfann, Gerard A., 1993. "Asymmetric and time-varying error-correction: an application to labour demand in the UK," DES - Working Papers. Statistics and Econometrics. WS 3681, Universidad Carlos III de Madrid. Departamento de Estadística.
  10. Wooldridge, J.M., 1993. "Estimation and Inference for Dependent Processes. alysis," Papers 9201, Michigan State - Econometrics and Economic Theory.
  11. Leslie E. Papke & Jeffrey M. Wooldridge, 1993. "Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates," NBER Technical Working Papers 0147, National Bureau of Economic Research, Inc.
  12. Carson, Richard T. & Flores, Nicholas E. & Hanemann, W. Michael, 1993. "On the Creation and Destruction of Public Goods: The Matter of Sequencing," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt7x41w3r3, Department of Agricultural & Resource Economics, UC Berkeley.
  13. Issler, João Victor & Cysne, Rubens Penha, 1993. "Previsões de M1 com dados mensais," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 220, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  14. Sharon Kozicki, 1993. "Techniques for estimating dynamic comovement with an application to common international output fluctuations," Finance and Economics Discussion Series 93-32, Board of Governors of the Federal Reserve System (U.S.).

1992

  1. Blume, A. & DeJong, D., 1992. "Settlement and Litigation with Multiple Defendants: the Auditor and Manager," Working Papers 92-11, University of Iowa, Department of Economics.
  2. Blume, A., 1992. "Equilibrium Refinement in Perturbed Games and in Sender- Receiver Games," Working Papers 92-13, University of Iowa, Department of Economics.
  3. Tim Bollerslev & Robert J. Hodrick, 1992. "Financial Market Efficiency Tests," NBER Working Papers 4108, National Bureau of Economic Research, Inc.
  4. Robert G. King & Mark W. Watson, 1992. "Testing long run neutrality," Working Paper Series, Macroeconomic Issues 92-18, Federal Reserve Bank of Chicago.
  5. Mark W. Watson, 1992. "Business cycle durations and postwar stabilization of the U.S. economy," Working Paper Series, Macroeconomic Issues 92-6, Federal Reserve Bank of Chicago.
  6. James H. Stock & Mark W. Watson, 1992. "A procedure for predicting recessions with leading indicators: econometric issues and recent performance," Working Paper Series, Macroeconomic Issues 92-7, Federal Reserve Bank of Chicago.
  7. James H. Stock & Mark W. Watson, 1992. "A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience," NBER Working Papers 4014, National Bureau of Economic Research, Inc.
  8. Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992. "On the (MIS)Specification of Seasonality and Its Consequences : An Empirical Investigation with U.S. Data," Working Papers 92008, Wilfrid Laurier University, Department of Economics.
  9. Siklos, P.L. & Lee, H.S., 1992. "The Influence of Seasonal Adjustment on the Canadian Consumption Function; 1947-1991," Working Papers 92006, Wilfrid Laurier University, Department of Economics.
  10. Gonzalo, J., 1992. "Cointegration and Aggregation," Papers 11, Boston University - Department of Economics.
  11. Gonzalo, J. & Granger, C., 1992. "Estimation of Common Long-Memory Components in Cointegrated Systems," Papers 4, Boston University - Department of Economics.

1991

  1. Blume, A. & Sobel, J., 1991. "Communication-Proof Equilibria in Cheap-Talk Games," Working Papers 91-27, University of Iowa, Department of Economics.
  2. Blume, A., 1991. "Equilibrium Refinement in Sender-Receiver Games," Working Papers 91-28, University of Iowa, Department of Economics.
  3. Blume, A., 1991. "Intra-Play Communication in Repeated Games," Working Papers 91-29, University of Iowa, Department of Economics.
  4. Baillie, R.T. & Bollerslev, T. & Redfearn, M., 1991. "Bear Sequeese, Volatility Spillovers and Speculative Attacks inthe Hyperinflation 1920s Foreign Exchange," Papers 9152, Tilburg - Center for Economic Research.
  5. Baillie, R.T. & Bollerslev, T. & Redfearn, M.R., 1991. "Bear Squeezes in the Hyperinflation 1920s Foreign Exchange," Papers 9006, Michigan State - Econometrics and Economic Theory.
  6. Baillie, R. & Bollerslev, T. & Redfearn, M.R., 1991. "Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange," Discussion Paper 1991-52, Tilburg University, Center for Economic Research.
  7. James H. Stock & Mark W. Watson, 1991. "A simple estimator of cointegrating vectors in higher order integrated systems," Working Paper Series, Macroeconomic Issues 91-3, Federal Reserve Bank of Chicago.
  8. Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson, 1991. "Stochastic trends and economic fluctuations," Working Paper Series, Macroeconomic Issues 91-4, Federal Reserve Bank of Chicago.
  9. Mark W. Watson, 1991. "Measures of fit for calibrated models," Working Paper Series, Macroeconomic Issues 91-9, Federal Reserve Bank of Chicago.
  10. Escribano, Álvaro & Pfann, Gerard, 1991. "Nonlinear error correction, asymmetric adjusment and cointegration," UC3M Working papers. Economics 2807, Universidad Carlos III de Madrid. Departamento de Economía.
  11. Gabriel Pérez Quirós, 1991. "Optimización intertemporal y balanza por cuenta corriente," Working Papers wp1991_9113, CEMFI.
  12. Lee, H.S. & Siklos, P.L., 1991. "Unit Roots and Seasonal Unit Roots in Macroeconomic Time Series: Canadian Evidence," Working Papers 91143, Wilfrid Laurier University, Department of Economics.
  13. Ghysels, E. & Lee, H.S. & Noh, J., 1991. "Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation," Cahiers de recherche 9131, Universite de Montreal, Departement de sciences economiques.
  14. Kamstra, M., 1991. "A Neural Network Test for Heteroskedasticity," Discussion Papers dp91-06, Department of Economics, Simon Fraser University.

1990

  1. Blume, A., 1990. "Renting and selling : Higher Profits from Renegotiation- Proof Rental Contracts," Working Papers 91-02, University of Iowa, Department of Economics.
  2. Baillie, R.T. & Bollerslev, R.T., 1990. "Prediction In Dynamic Models With Time Dependent Conditional Variances," Papers 8815, Michigan State - Econometrics and Economic Theory.
  3. James H. Stock & Mark W. Watson, 1990. "Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988," NBER Working Papers 3376, National Bureau of Economic Research, Inc.
  4. Berndt, Ernst R. & Showalter, Mark H. & Wooldridge, Jeffrey M., 1990. "A theoretical and empirical investigation of the Box-Cox model and a nonlinear least squares alternative," Working papers 3187-90., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  5. Wooldridge, J.M., 1990. "Regression-Based Inference In Linear Time Series Models With Incomplete Dynamics," Working papers 550, Massachusetts Institute of Technology (MIT), Department of Economics.
  6. Wooldridge, J.M., 1990. "Distribution-Free Estimation Of Some Nonlinear Panel Data Models," Working papers 564, Massachusetts Institute of Technology (MIT), Department of Economics.
  7. Robert F. Engle & Sharon Kozicki, 1990. "Testing For Common Features," NBER Technical Working Papers 0091, National Bureau of Economic Research, Inc.
  8. Anderson, H.M. & Granger, C.W.G. & Hall, A.D., 1990. "Treasury Bi;; Yield Curves And Cointegration," Papers 215, Australian National University - Department of Economics.
  9. Feentra, R.C. & Lewis, T.R., 1990. "Distributing The Gains From Trade With Incomplete Information," Papers 352, California Davis - Institute of Governmental Affairs.
  10. Lewis, T.R. & Sappington, D.E.M., 1990. "Selecting And Agent'S Ability," Papers 365, California Davis - Institute of Governmental Affairs.
  11. Lewis, T.R. & Sappington, D.E.M., 1990. "Cpnservation and Incentive Regulation," Papers 369, California Davis - Institute of Governmental Affairs.

1989

  1. Baillie, R.T. & Bollerslev, T., 1989. "Intra Day And Inter Market Volatility In Foreign Exchange Rates," Papers 8811, Michigan State - Econometrics and Economic Theory.
  2. Stock, J.H. & Watson, M.W., 1989. "New Indexes Of Coincident And Leading Economic Indicators," Papers 178d, Harvard - J.F. Kennedy School of Government.
  3. James H. Stock & Mark W. Watson, 1989. "A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems," NBER Technical Working Papers 0083, National Bureau of Economic Research, Inc.
  4. Wooldridge, J.M, 1989. "An Encompassing Approach To Conditional Mean Tests With Applications To Testing Nonnested Hypotheses," Working papers 511, Massachusetts Institute of Technology (MIT), Department of Economics.
  5. Wooldridge, J.M., 1989. "Some Aleternative To The Box-Cox Regression Model," Working papers 534, Massachusetts Institute of Technology (MIT), Department of Economics.
  6. Feenstra, R.C. & Lewis, T.R., 1989. "Trade Adjustment Assistance And Pareto Gains From Trade," Papers 343, California Davis - Institute of Governmental Affairs.
  7. Lewis, T.R. & Sappington, D.E.M., 1989. "On The Boundaries Of The Firm: Self Provision Vs. Subcontracting," Papers 348, California Davis - Institute of Governmental Affairs.
  8. Feestra, R.C. & Lewis, T.R. & Mcmillan, J., 1989. "Designing Policies To Open Trade," Papers 349, California Davis - Institute of Governmental Affairs.

1988

  1. Tim Bollerslev & Jeffrey M. Wooldridge, 1988. "Quasi-Maximum Likelihood Estimation of Dynamic Models with Time-Varying Covariances," Working papers 505, Massachusetts Institute of Technology (MIT), Department of Economics.
  2. Baillie, R.T. & Bollerslev, T., 1988. "Further Results On Unit Roots And The Cointegrability Of Daily Spot And Forward Exchange Rates," Papers 8715, Michigan State - Econometrics and Economic Theory.
  3. Matthew D. Shapiro & Mark W. Watson, 1988. "Sources of Business Cycle Fluctuations," Cowles Foundation Discussion Papers 870, Cowles Foundation for Research in Economics, Yale University.
  4. James H. Stock & Mark W. Watson, 1988. "A Probability Model of The Coincident Economic Indicators," NBER Working Papers 2772, National Bureau of Economic Research, Inc.
  5. Danny Quah & Jeffrey M. Wooldridge, 1988. "A Common Error in the Treatment of Trending Time Series," Working papers 483, Massachusetts Institute of Technology (MIT), Department of Economics.
  6. Korenman, S.D. & Ouellette, P. & Wooldridge, J., 1988. "A Test of New Aggregate Damand Curvature Properties," Cahiers de recherche 8801, Universite de Montreal, Departement de sciences economiques.
  7. Lewis, T.R. & Ware, R. & Feenstra, R., 1988. "Optimal Exclusion And Relocation Of Workers In Oversubscribed Industries," Papers 311, California Davis - Institute of Governmental Affairs.
  8. Lewis, T.R. & Sappington, D.E.M., 1988. "Monitoring Quality Provisions In Regulated Markets," Papers 312, California Davis - Institute of Governmental Affairs.
  9. Lewis, T.R. & Ware, R. & Feenstra, R., 1988. "Eliminating Price Supports: A Political Economy Perspective," Papers 319, California Davis - Institute of Governmental Affairs.
  10. Lewis, T.R. & Sappington, D.E.M., 1988. "Linking Price Cap And Rate Of Return Regulation," Papers 324, California Davis - Institute of Governmental Affairs.
  11. Lewis, T.R. & Sappington, D.E.M., 1988. "Oversight Of Long-Term Investment By Short-Lived Regulators," Papers 325, California Davis - Institute of Governmental Affairs.
  12. Lewis, T.R. & Sappington, D.E.M., 1988. "Revolving Regulator Commissions," Papers 331, California Davis - Institute of Governmental Affairs.

1987

  1. James H. Stock & Mark W. Watson, 1987. "Interpreting Evidence on Money-Income Causality," NBER Working Papers 2228, National Bureau of Economic Research, Inc.
  2. Escribano, A. & , ., 1987. "Co-integration, time co-trends and error-correction systems: an alternative approach," LIDAM Discussion Papers CORE 1987015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Escribano, A., 1987. "Error-correction systems: nonlinear adjustments to linear long-run relationships," LIDAM Discussion Papers CORE 1987030, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. Jeffrey M. Wooldridge, 1987. "A Regression-Based Lagrange Multiplier Statistic that is Robust in the Presence of Heteroskedasticity," Working papers 478, Massachusetts Institute of Technology (MIT), Department of Economics.
  5. Jeffrey M. Wooldridge, 1987. "Specification Testing and Quasi-Maximum Likelihood Estimation," Working papers 479, Massachusetts Institute of Technology (MIT), Department of Economics.
  6. Robert C. Feenstra & Tracy R. Lewis, 1987. "Negotiated Trade Restrictions with Private Political Pressure," NBER Working Papers 2374, National Bureau of Economic Research, Inc.

1986

  1. Tim Bollerslev, 1986. "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series EERI RP 1986/01, Economics and Econometrics Research Institute (EERI), Brussels.

1984

  1. Olivier J. Blanchard & Mark W. Watson, 1984. "Are Business Cycles All Alike?," NBER Working Papers 1392, National Bureau of Economic Research, Inc.

1983

  1. Jerry A. Hausman & Mark W. Watson, 1983. "Seasonal Adjustment with Measurement Error Present," NBER Working Papers 1133, National Bureau of Economic Research, Inc.
  2. Eswaran, Mukesh & Lewis, Tracy., 1983. "Collusive Behavior in Finite Repeated Games with Bonding," Working Papers 466, California Institute of Technology, Division of the Humanities and Social Sciences.

1982

  1. Olivier J. Blanchard & Mark W. Watson, 1982. "Bubbles, Rational Expectations and Financial Markets," NBER Working Papers 0945, National Bureau of Economic Research, Inc.
  2. Lewis, Tracy R. & Cowen, James., 1982. "The Great Fish War: A Cooperative Solution," Working Papers 448, California Institute of Technology, Division of the Humanities and Social Sciences.
  3. Harris, Robert & Lewis, Tracy R., 1982. "Strategic Comment Under Uncertainty with Private Information," Working Papers 450, California Institute of Technology, Division of the Humanities and Social Sciences.

1979

  1. Lewis, Tracy R. & Schmalensee, Richard., 1979. "On oligopolistic markets for nonrenewable natural resources," Working papers 1052-79., Massachusetts Institute of Technology (MIT), Sloan School of Management.

1977

  1. Burness, H. Stuart & Lewis, Tracy R., 1977. "Democratic Exploitation of a Non-Replenishable Resource," Working Papers 161, California Institute of Technology, Division of the Humanities and Social Sciences.

1976

  1. Lewis, T. R., 1976. "Attitudes Toward Risk and the Optimal Exploitation of an Exhaustible Resource," Working Papers 103, California Institute of Technology, Division of the Humanities and Social Sciences.
  2. Lewis, T. R., 1976. "Energy vs. the Environment," Working Papers 126, California Institute of Technology, Division of the Humanities and Social Sciences.

1975

  1. Lewis, T. R., 1975. "Optimal Resource Management Under Conditions of Uncertainty: The Case of an Ocean Fishery," Working Papers 104, California Institute of Technology, Division of the Humanities and Social Sciences.
  2. Lewis, T. R., 1975. "A Note on Theoretical Issues of Resource Depletion," Working Papers 91, California Institute of Technology, Division of the Humanities and Social Sciences.

Undated

  1. Antonio Cabrales, "undated". "Adaptive Dynamics and the Implementation Problem with Complete Information," ELSE working papers 009, ESRC Centre on Economics Learning and Social Evolution.
  2. Antonio Cabrales & Giovanni Ponti, "undated". "Implementation, Elimination of Weakly Dominated Strategies and Evolotionary Dynamics," ELSE working papers 057, ESRC Centre on Economics Learning and Social Evolution.
  3. Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, "undated". "Mildly Explosive Dynamics in U.S. Fixed Income Markets," Economics Department, Working Paper Series 1001, Economics Department, Pomona College, revised 12 Feb 2020.
  4. Massimo Guidolin & Martin Lozano & Juan Arismendi Zambrano, "undated". "Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations," Economics Department Working Paper Series n304-20.pdf, Department of Economics, National University of Ireland - Maynooth.
  5. Rubén Hernández-Murillo & Lesli S. Ott & Michael T. Owyang & Denise Whalen, "undated". "Patterns of Interstate Migration in the United States from the Survey of Income and Program Participation," Mathematica Policy Research Reports 81db00bb87b14081b19193438, Mathematica Policy Research.
  6. Christian Haefke & Christian Helmenstein, "undated". "Forecasting Stock Market Averages to Enhance Profitable Trading Strategies," Computing in Economics and Finance 1996 _023, Society for Computational Economics.
  7. Christian Haefke & Leopold Soegner & Business Administration, "undated". "Asset Prices Under Asymmetric Information," Computing in Economics and Finance 1997 92, Society for Computational Economics.
  8. Massimiliano Marcellino & James H. Stock & Mark W. Watson, "undated". "Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information," Working Papers 201, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  9. Jeffrey M. Wooldridge, "undated". "Intdef," Instructional Stata datasets for econometrics intdef, Boston College Department of Economics.
  10. Jeffrey M. Wooldridge, "undated". "Intqrt," Instructional Stata datasets for econometrics intqrt, Boston College Department of Economics.
  11. Jeffrey M. Wooldridge, "undated". "Inven," Instructional Stata datasets for econometrics inven, Boston College Department of Economics.
  12. Jeffrey M. Wooldridge, "undated". "Jtrain," Instructional Stata datasets for econometrics jtrain, Boston College Department of Economics.
  13. Lance J. Bachmeier Patrick Gaughan & Norman R. Swanson, "undated". "The Volume of Federal Litigation and the Macroeconomy," Working Papers 0209, East Carolina University, Department of Economics.
  14. Michael Ewens & Bryan Tomlin & Liang Choon Wang, "undated". "Statistical Discrimination or Prejudice? A Large Sample Field Experiment," GSIA Working Papers 2012-E37, Carnegie Mellon University, Tepper School of Business.
  15. Miguel Costa-Gomes & Klaus G. Zauner, "undated". "Ultimatum Bargaining Behavior in Israel, Japan, Slovenia and the United States: A Social Utility Analysis," Discussion Papers 00/37, Department of Economics, University of York.
  16. Miguel Costa-Gomes & Klaus G. Zauner, "undated". "Learning, Non-equilibrium Beliefs, and Non-pecuniary Payoffs in an Experimental Game," Discussion Papers 00/59, Department of Economics, University of York.
  17. Kakuho Furukawa & Hibiki Ichiue & Yugo Kimura & Noriyuki Shiraki, "undated". "Too-big-to-fail Reforms and Systemic Risk," Bank of Japan Working Paper Series 21-E-1, Bank of Japan.
  18. Peter Reinhard Hansen & Zhuo (Albert) Huang & Howard Howan Shek, "undated". "Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility," CREATES Research Papers 2010-13, Department of Economics and Business Economics, Aarhus University.
  19. Niels Kleis Frederiksen & Peter Reinhard Hansen & Henrik Jacobsen & Peter Birch Soerensen, "undated". "Consumer Services, Employment and the Informal Economy," EPRU Working Paper Series 94-13, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  20. Juri Marcucci & Mario Quagliariello, "undated". "Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression," Discussion Papers 05/09, Department of Economics, University of York.
  21. Sharon Kozicki & Peter A. Tinsley, "undated". "Moving Endpoints in Macrofinance," Computing in Economics and Finance 1996 _058, Society for Computational Economics.
  22. Sharon Kozicki & Peter A. Tinsley, "undated". "Rational Vector Error Correction Models," Computing in Economics and Finance 1997 1, Society for Computational Economics.
  23. Jyotsna Jalan & E. Somanathan, "undated". "The importance of being informed: experimental evidence on the demand for environmental quality," Working papers 28, The South Asian Network for Development and Environmental Economics.
  24. Jyotsna Jalan & E. Somanathan & Saraswata Choudhuri, "undated". "Awareness and the Demand for Environmental Quality: Drinking Water in Urban India," Working papers 32, The South Asian Network for Development and Environmental Economics.
  25. Jin Seo Cho & Peter C.B. Phillips, "undated". "Testing Equality of Covariance Matrices via Pythagorean Means," Cowles Foundation Discussion Papers 1970, Cowles Foundation for Research in Economics, Yale University.
  26. R. Glen Donaldson & Mark Kamstra, "undated". "Forecasting Fundamental Asset Return Distributions," Computing in Economics and Finance 1997 176, Society for Computational Economics.
  27. Lewis, Tracy & Matthews, Steven A. & Burness, H. Stuart., "undated". "Monopoly and the Rate of Extraction of Exhaustible Resources: Notes," Working Papers 137, California Institute of Technology, Division of the Humanities and Social Sciences.
  28. Lewis, Tracy R., "undated". "Markets and Environmental Management with a Storable Pollutant," Working Papers 189, California Institute of Technology, Division of the Humanities and Social Sciences.
  29. Nagore Iriberri & Pedro Rey-Biel, "undated". "Elicited Beliefs and Social Information in Modified Dictator Games: What Do Dictators Believe Other Dictators Do?," Working Papers 405, Barcelona School of Economics.
  30. Nagore Iriberri & Pedro Rey-Biel, "undated". "The Role of Role Uncertainty in Modified Dictator Games," Working Papers 406, Barcelona School of Economics.
  31. Michael Levere & David Wittenburg & Heinrich Hock & John T. Jones, "undated". "Using Behavioral Outreach to Counteract Administrative Burden and Encourage Take-Up of Simplified Disability Payment Rules," Mathematica Policy Research Reports 0c17d5c1847d453091eb6356c, Mathematica Policy Research.
  32. David Wittenburg & Michael Levere & Sarah Croake & Stacy Dale & Noelle Denny-Brown & Denise Hoffman & Rosalind Keith & David Mann & Shauna Robinson & Rebecca Coughlin & Monica Farid & Heather Gordon &, "undated". "Promoting Opportunity Demonstration: Final Evaluation Report," Mathematica Policy Research Reports 24565145fe9847a7ba41cfb70, Mathematica Policy Research.
  33. Michael Levere & Todd Honeycutt & Gina Livermore & Arif Mamun & Karen Katz, "undated". "Promoting Readiness of Minors in Supplemental Security Income (PROMISE): Family Service Use and Its Relationship with Youth Outcomes," Mathematica Policy Research Reports 2c2081b1c40b44638cee758ae, Mathematica Policy Research.
  34. Michael Levere & David Wittenburg & Jeffrey Hemmeter, "undated". "What Is the Relationship Between Socioeconomic Deprivation and Child Supplemental Security Income Participation?," Mathematica Policy Research Reports 872ba14bb4c646dcb8cd41879, Mathematica Policy Research.
  35. Michael Levere & Jody Schimmel Hyde & Su Liu & Francoise Becker, "undated". "Disability Beneficiary Work Activity, 2002–2014: Evidence from the Social Security Administration’s Disability Analysis File (DAF)," Mathematica Policy Research Reports 896cf24cc3a543e1b92403195, Mathematica Policy Research.
  36. Arif Mamun & David Wittenburg & Noelle Denny-Brown & Michael Levere & David Mann & Rebecca Coughlin & Sarah Croake & Heather Gordon & Denise Hoffman & Rachel Holzwart & Rosalind Keith & Brittany McGil, "undated". "Promoting Opportunity Demonstration: Interim Evaluation Report," Mathematica Policy Research Reports caa99d38a8b14f968ea3438e5, Mathematica Policy Research.
  37. Michael Levere & Purvi Sevak & David Stapleton, "undated". "Policy Changes for SourceAmerica Nonprofit Agencies: Impacts of Eliminating Section 14(c) and Reducing AbilityOne's Required Direct Labor Ratio," Mathematica Policy Research Reports dcbb25f4acc94421a7dd1cd45, Mathematica Policy Research.
  38. Arif Mamun & Ankita Patnaik & Michael Levere & Gina Livermore & Todd Honeycutt & Jacqueline Kauff & Karen Katz & AnnaMaria McCutcheon & Joseph Mastrianni & Brittney Gionfriddo, "undated". "Promoting Readiness of Minors is SSI (PROMISE) Evaluation: Interim Services and Impact Report," Mathematica Policy Research Reports e36b8c500c5b41d98cf53f9ef, Mathematica Policy Research.
  39. Michael Levere & Patricia Rowan & Andrea Wysocki, "undated". "The Adverse Effects of the COVID-19 Pandemic on Nursing Home Resident Well-Being," Mathematica Policy Research Reports f46bf905954345e58228104a4, Mathematica Policy Research.
  40. Jeffrey Hemmeter & Michael Levere & Pragya Singh & David Wittenburg, "undated". "Changing Stays? Duration of Supplemental Security Income Participation by First-Time Child Awardees and the Role of Continuing Disability Reviews," Mathematica Policy Research Reports f8fc6e53cb6b4185bc79b2254, Mathematica Policy Research.
  41. Jack Robles & Makoto Shimoji, "undated". "On Rationalizable Outcomes in Private-Value First-Price Discrete Auctions," Discussion Papers 09/21, Department of Economics, University of York.
  42. Paul Schweinzer & Makoto Shimoji, "undated". "Captain MacWhirr's Problem Revisited," Discussion Papers 11/12, Department of Economics, University of York.

Journal articles

2024

  1. Massimo Guidolin & Monia Magnani, 2024. "Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings," Risks, MDPI, vol. 12(2), pages 1-26, February.
  2. Guisinger, Amy Y. & Owyang, Michael T. & Soques, Daniel, 2024. "Industrial Connectedness and Business Cycle Comovements," Econometrics and Statistics, Elsevier, vol. 29(C), pages 132-149.
  3. Marcus Bansah & William Neilson & Jun Soo Lee, 2024. "Overconfidence, underconfidence, and entry in contests," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 45(1), pages 19-33, January.
  4. Alasino, Enrique & Ramírez, María José & Romero, Mauricio & Schady, Norbert & Uribe, David, 2024. "Learning losses during the COVID-19 pandemic: Evidence from Mexico," Economics of Education Review, Elsevier, vol. 98(C).
  5. Song, Suyong & Wang, Jiawei (Brooke), 2024. "Boardroom networks and corporate investment," Journal of Corporate Finance, Elsevier, vol. 84(C).
  6. Cheng Qian & Cory Koedel, 2024. "Could Shifting the Margin Between Community College and University Enrollment Expand and Diversify University Degree Production in STEM Fields?," Research in Higher Education, Springer;Association for Institutional Research, vol. 65(1), pages 42-69, February.
  7. García-Miralles, Esteban & Leganza, Jonathan M., 2024. "Joint retirement of couples: Evidence from discontinuities in Denmark," Journal of Public Economics, Elsevier, vol. 230(C).

2023

  1. Bellés-Obrero, Cristina & Cabrales, Antonio & Jiménez-Martín, Sergi & Vall-Castelló, Judit, 2023. "Women’s education, fertility and children’ health during a gender equalization process: Evidence from a child labor reform in Spain," European Economic Review, Elsevier, vol. 154(C).
  2. Bandyopadhyay, Siddhartha & Cabrales, Antonio, 2023. "Pricing group membership," Mathematical Social Sciences, Elsevier, vol. 123(C), pages 114-121.
  3. Brañas-Garza, Pablo & Cabrales, Antonio & Mateu, Guillermo & Sánchez, Angel & Sutan, Angela, 2023. "Social interaction and negotiation outcomes: An experimental approach," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 102(C).
  4. Blume, Andreas & Lai, Ernest K. & Lim, Wooyoung, 2023. "Mediated talk: An experiment," Journal of Economic Theory, Elsevier, vol. 208(C).
  5. Josephat J. Hongoli & Youjin Hahn, 2023. "Early life exposure to cold weather shocks and growth stunting: Evidence from Tanzania," Health Economics, John Wiley & Sons, Ltd., vol. 32(12), pages 2855-2879, December.
  6. Ian Berk & Massimo Guidolin & Monia Magnani, 2023. "New ESG rating drivers in the cross‐section of European stock returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 46(S1), pages 133-162, December.
  7. Guidolin, Massimo & Wang, Kai, 2023. "The empirical performance of option implied volatility surface-driven optimal portfolios," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 618(C).
  8. Massimo Guidolin & Manuela Pedio & Milena T. Petrova, 2023. "The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 67(1), pages 108-149, July.
  9. Daniele Bianchi & Massimo Guidolin & Manuela Pedio, 2023. "The dynamics of returns predictability in cryptocurrency markets," The European Journal of Finance, Taylor & Francis Journals, vol. 29(6), pages 583-611, April.
  10. Sílvia Gonçalves & Ulrich Hounyo & Andrew J. Patton & Kevin Sheppard, 2023. "Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 683-694, July.
  11. Andrew J. Patton & Brian M. Weller, 2023. "Testing for Unobserved Heterogeneity via k-means Clustering," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 737-751, July.
  12. Bokun, Kathryn O. & Jackson, Laura E. & Kliesen, Kevin L. & Owyang, Michael T., 2023. "FRED-SD: A real-time database for state-level data with forecasting applications," International Journal of Forecasting, Elsevier, vol. 39(1), pages 279-297.
  13. Paul Ho & Mark Watson, 2023. "What Does Sectoral Inflation Tell Us About the Aggregate Trend in Inflation?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 23(37), November.
  14. Jordà, Òscar & Nechio, Fernanda, 2023. "Inflation and wage growth since the pandemic," European Economic Review, Elsevier, vol. 156(C).
  15. Òscar Jordà & Sanjay R. Singh & Alan M. Taylor, 2023. "Does Monetary Policy Have Long-Run Effects?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2023(23), pages 1-6, September.
  16. Zoë Arnaut-Hull & Òscar Jordà & Fernanda Nechio, 2023. "The Bell Curve of Global CO2 Emission Intensity," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2023(27), pages 1-6, October.
  17. Blazsek, Szabolcs & Escribano, Alvaro, 2023. "Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts," Energy Economics, Elsevier, vol. 118(C).
  18. Miao, Ke & Phillips, Peter C.B. & Su, Liangjun, 2023. "High-dimensional VARs with common factors," Journal of Econometrics, Elsevier, vol. 233(1), pages 155-183.
  19. Su, Liangjun & Wang, Wuyi & Xu, Xingbai, 2023. "Identifying latent group structures in spatial dynamic panels," Journal of Econometrics, Elsevier, vol. 235(2), pages 1955-1980.
  20. Lu, Xun & Su, Liangjun, 2023. "Uniform inference in linear panel data models with two-dimensional heterogeneity," Journal of Econometrics, Elsevier, vol. 235(2), pages 694-719.
  21. Fu, Zhonghao & Hong, Yongmiao & Su, Liangjun & Wang, Xia, 2023. "Specification tests for time-varying coefficient models," Journal of Econometrics, Elsevier, vol. 235(2), pages 720-744.
  22. Hong, Shengjie & Su, Liangjun & Jiang, Tao, 2023. "Profile GMM estimation of panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 235(2), pages 927-948.
  23. Wenxin Huang & Liangjun Su & Yuan Zhuang, 2023. "Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(2), pages 509-522, April.
  24. Colzani, Paola & Michailidou, Georgia & Santos-Pinto, Luis, 2023. "Experimental evidence on the transmission of honesty and dishonesty: A stairway to heaven and a highway to hell," Economics Letters, Elsevier, vol. 231(C).
  25. Joan Paredes & Javier J. Pérez & Gabriel Perez Quiros, 2023. "Fiscal targets. A guide to forecasters?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 472-492, June.
  26. Hashibul Hassan & Asad Islam & Abu Siddique & Liang Choon Wang, 2023. "Emotional and Behavioral Impacts of Telementoring and Homeschooling Support on Children," AEA Papers and Proceedings, American Economic Association, vol. 113, pages 498-502, May.
  27. Asad Islam & Sakiba Tasneem & Liang Choon Wang, 2023. "Fishermen’s competitiveness and labour market performance: Evidence from shrimpers in Bangladesh," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 67(3), pages 346-363, July.
  28. David M Kaplan & Wei Zhao, 2023. "Comparing latent inequality with ordinal data," The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 189-214.
  29. Cardamone, Dario & Sims, Eric & Wu, Jing Cynthia, 2023. "Wall Street QE vs. Main Street Lending," European Economic Review, Elsevier, vol. 156(C).
  30. Jia, Chengcheng & Wu, Jing Cynthia, 2023. "Average inflation targeting: Time inconsistency and ambiguous communication," Journal of Monetary Economics, Elsevier, vol. 138(C), pages 69-86.
  31. Eric Sims & Jing Cynthia Wu & Ji Zhang, 2023. "The Four-Equation New Keynesian Model," The Review of Economics and Statistics, MIT Press, vol. 105(4), pages 931-947, July.
  32. Michael D. Bauer & Eric T. Swanson, 2023. "An Alternative Explanation for the "Fed Information Effect"," American Economic Review, American Economic Association, vol. 113(3), pages 664-700, March.
  33. Michael D. Bauer & Ben S. Bernanke & Eric Milstein, 2023. "Risk Appetite and the Risk-Taking Channel of Monetary Policy," Journal of Economic Perspectives, American Economic Association, vol. 37(1), pages 77-100, Winter.
  34. Michael D. Bauer & Eric T. Swanson, 2023. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Macroeconomics Annual, University of Chicago Press, vol. 37(1), pages 87-155.
  35. Vaishal Patel & George Monokroussos & Jason Chen, 2023. "Commentary on "A New Approach to Business Planning during Crises"," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 68, pages 57-59, Q1.
  36. Alsalman, Zeina & Herrera, Ana María & Rangaraju, Sandeep Kumar, 2023. "Oil news shocks and the U.S. stock market," Energy Economics, Elsevier, vol. 126(C).
  37. Yoosoon Chang & Ana María Herrera & Elena Pesavento, 2023. "Oil prices uncertainty, endogenous regime switching, and inflation anchoring," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 820-839, September.
  38. Araujo, Douglas & Bruno, Giuseppe & Marcucci, Juri & Schmidt, Rafael & Tissot, Bruno, 2023. "Machine learning applications in central banking," Journal of AI, Robotics & Workplace Automation, Henry Stewart Publications, vol. 2(3), pages 271-293, March.
  39. Aprigliano, Valentina & Emiliozzi, Simone & Guaitoli, Gabriele & Luciani, Andrea & Marcucci, Juri & Monteforte, Libero, 2023. "The power of text-based indicators in forecasting Italian economic activity," International Journal of Forecasting, Elsevier, vol. 39(2), pages 791-808.
  40. Billio, Monica & Dufour, Alfonso & Segato, Samuele & Varotto, Simone, 2023. "Complexity and the default risk of mortgage-backed securities," Journal of Banking & Finance, Elsevier, vol. 155(C).
  41. Wang, Pengjie & Pantelous, Athanasios A. & Vahid, Farshid, 2023. "Multi-population mortality projection: The augmented common factor model with structural breaks," International Journal of Forecasting, Elsevier, vol. 39(1), pages 450-469.
  42. Anderson, Heather M. & Gao, Jiti & Turnip, Guido & Vahid, Farshid & Wei, Wei, 2023. "Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach," Energy Economics, Elsevier, vol. 125(C).
  43. Liang Chen & Juan J. Dolado & Jesús Gonzalo & Andrey Ramos, 2023. "Heterogeneous predictive association of CO2 with global warming," Economica, London School of Economics and Political Science, vol. 90(360), pages 1397-1421, October.
  44. Jin Seo Cho & Matthew Greenwood‐Nimmo & Yongcheol Shin, 2023. "Recent developments of the autoregressive distributed lag modelling framework," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 7-32, February.
  45. Cho, Jin Seo & Greenwood-Nimmo, Matthew & Shin, Yongcheol, 2023. "The asymmetric response of dividends to earnings news," Finance Research Letters, Elsevier, vol. 54(C).
  46. Isaac Mbiti & Mauricio Romero & Youdi Schipper, 2023. "Designing Effective Teacher Performance Pay Programs: Experimental Evidence from Tanzania," The Economic Journal, Royal Economic Society, vol. 133(653), pages 1968-2000.
  47. Gregory Casey & Stephie Fried & Ethan Goode, 2023. "How Long Do Rising Temperatures Affect Economic Growth?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2023(15), pages 1-6, June.
  48. Feng, Ying & Ren, Jie, 2023. "Skill bias, financial frictions, and selection into entrepreneurship," Journal of Development Economics, Elsevier, vol. 162(C).
  49. Simeone, Christina E. & Lange, Ian & Gilbert, Ben, 2023. "Pass-through in residential retail electricity competition: Evidence from Pennsylvania," Utilities Policy, Elsevier, vol. 80(C).
  50. Ensieh Shojaeddini & Ben Gilbert, 2023. "Heterogeneity in the Rebound Effect: Evidence from Efficient Lighting Subsidies," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 84(1), pages 173-217, January.
  51. Mark Agerton & Ben Gilbert & Gregory B. Upton, 2023. "The Economics of Natural Gas Flaring and Methane Emissions in US Shale: An Agenda for Research and Policy," Review of Environmental Economics and Policy, University of Chicago Press, vol. 17(2), pages 251-273.
  52. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2023. "Nonparametric identification of random coefficients in aggregate demand models for differentiated products," The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 279-306.
  53. Hiroaki Kaido & Yi Zhang, 2023. "Applications of Choquet expected utility to hypothesis testing with incompleteness," The Japanese Economic Review, Springer, vol. 74(4), pages 551-572, October.
  54. Fazlul, Ishtiaque & Koedel, Cory & Parsons, Eric, 2023. "Free and reduced-price meal enrollment does not measure student poverty: Evidence and policy significance," Economics of Education Review, Elsevier, vol. 94(C).
  55. Austin, Wes & Figlio, David & Goldhaber, Dan & Hanushek, Eric A. & Kilbride, Tara & Koedel, Cory & Sean Lee, Jaeseok & Lou, Jin & Özek, Umut & Parsons, Eric & Rivkin, Steven G. & Sass, Tim R. & Strunk, 2023. "Academic mobility in U.S. public schools: Evidence from nearly 3 million students," Journal of Public Economics, Elsevier, vol. 228(C).
  56. Cory Koedel & Trang Pham, 2023. "The Narrowing Gender Wage Gap Among Faculty at Public Universities in the U.S," SAGE Open, , vol. 13(3), pages 21582440231, August.
  57. Makoto Shimoji, 2023. "Setting an exam as an information design problem," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(3), pages 559-579, September.
  58. Lee Tae-Hwy & Wang He & Xi Zhou & Zhang Ru, 2023. "Density Forecast of Financial Returns Using Decomposition and Maximum Entropy," Journal of Econometric Methods, De Gruyter, vol. 12(1), pages 57-83, January.
  59. Nelson Lind & Natalia Ramondo, 2023. "Trade with Correlation," American Economic Review, American Economic Association, vol. 113(2), pages 317-353, February.
  60. Nelson Lind & Natalia Ramondo, 2023. "Global Innovation and Knowledge Diffusion," American Economic Review: Insights, American Economic Association, vol. 5(4), pages 494-510, December.
  61. Mitch Downey & Nelson Lind & Jeffrey G. Shrader, 2023. "Adjusting to Rain Before It Falls," Management Science, INFORMS, vol. 69(12), pages 7399-7422, December.
  62. Young Jin Park & Myungkyu Shim & Hee-Seung Yang & Seung Yong Yoo, 2023. "Is job polarization path-dependent? Evidence from Korea," Applied Economics Letters, Taylor & Francis Journals, vol. 30(18), pages 2495-2499, October.
  63. Jeongmin Ha & Elizabeth Kayoon Hur & Hee-Seung Yang, 2023. "Do more educated people work for the government?," Applied Economics Letters, Taylor & Francis Journals, vol. 30(2), pages 149-152, January.

2022

  1. Capraro, Valerio & Vanzo, Andrea & Cabrales, Antonio, 2022. "Playing with words: Do people exploit loaded language to affect others’ decisions for their own benefit?," Judgment and Decision Making, Cambridge University Press, vol. 17(1), pages 50-69, January.
  2. Capraro, Valerio & Vanzo, Andrea & Cabrales, Antonio, 2022. "Playing with words: Do people exploit loaded language to affect others’ decisions for their own benefit?," Judgment and Decision Making, Cambridge University Press, vol. 17(1), pages 50-69, January.
  3. Blume, Andreas & Deimen, Inga & Inoue, Sean, 2022. "Incomplete contracts versus communication," Journal of Economic Theory, Elsevier, vol. 205(C).
  4. Blume, Andreas & Park, In-Uck, 2022. "Quid pro quo: friendly information exchange between rivals," Theoretical Economics, Econometric Society, vol. 17(3), July.
  5. Anna Kim & Youjin Hahn, 2022. "The motherhood effect on labour market outcomes: evidence from South Korea," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 36(2), pages 71-88, November.
  6. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  7. Massimo Guidolin & Manuela Pedio, 2022. "Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns," Forecasting, MDPI, vol. 4(1), pages 1-32, February.
  8. Prajakta Desai & Massimo Guidolin, 2022. "Performance persistence and optimal asset allocation strategies," The European Journal of Finance, Taylor & Francis Journals, vol. 28(16), pages 1571-1598, November.
  9. Massimo Guidolin & Alexei G. Orlov, 2022. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-61, September.
  10. Bollerslev, Tim & Patton, Andrew J. & Zhang, Haozhe, 2022. "Equity clusters through the lens of realized semicorrelations," Economics Letters, Elsevier, vol. 211(C).
  11. Bollerslev, Tim & Medeiros, Marcelo C. & Patton, Andrew J. & Quaedvlieg, Rogier, 2022. "From zero to hero: Realized partial (co)variances," Journal of Econometrics, Elsevier, vol. 231(2), pages 348-360.
  12. Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2022. "Realized semibetas: Disentangling “good” and “bad” downside risks," Journal of Financial Economics, Elsevier, vol. 144(1), pages 227-246.
  13. Andrew J Patton & Brian M Weller, 2022. "Risk Price Variation: The Missing Half of Empirical Asset Pricing," The Review of Financial Studies, Society for Financial Studies, vol. 35(11), pages 5127-5184.
  14. Sander Barendse & Andrew J. Patton, 2022. "Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1057-1069, June.
  15. Peter Horvath & Jia Li & Zhipeng Liao & Andrew J. Patton, 2022. "A consistent specification test for dynamic quantile models," Quantitative Economics, Econometric Society, vol. 13(1), pages 125-151, January.
  16. William B. Peterman & Erick Sager, 2022. "Optimal Public Debt with Life Cycle Motives," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 404-437, October.
  17. David Autor & David Cho & Leland D. Crane & Mita Goldar & Byron Lutz & Joshua Montes & William B. Peterman & David Ratner & Daniel Villar & Ahu Yildirmaz, 2022. "The $800 Billion Paycheck Protection Program: Where Did the Money Go and Why Did It Go There?," Journal of Economic Perspectives, American Economic Association, vol. 36(2), pages 55-80, Spring.
  18. Fried, Stephie & Novan, Kevin & Peterman, William B., 2022. "Climate policy transition risk and the macroeconomy," European Economic Review, Elsevier, vol. 147(C).
  19. Autor, David & Cho, David & Crane, Leland D. & Goldar, Mita & Lutz, Byron & Montes, Joshua & Peterman, William B. & Ratner, David & Villar, Daniel & Yildirmaz, Ahu, 2022. "An evaluation of the Paycheck Protection Program using administrative payroll microdata," Journal of Public Economics, Elsevier, vol. 211(C).
  20. Julie Bennett & Michael T. Owyang, 2022. "On the Relative Performance of Inflation Forecasts," Review, Federal Reserve Bank of St. Louis, vol. 104(2), pages 131-148.
  21. Michael W. McCracken & Joseph T. McGillicuddy & Michael T. Owyang, 2022. "Binary Conditional Forecasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1246-1258, June.
  22. Michael T. Owyang & Jeremy Piger & Daniel Soques, 2022. "Contagious switching," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 415-432, March.
  23. Ana Beatriz Galvão & Michael Owyang, 2022. "Forecasting low‐frequency macroeconomic events with high‐frequency data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(7), pages 1314-1333, November.
  24. Neville Francis & Michael T. Owyang & Daniel Soques, 2022. "Business Cycles across Space and Time," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 921-952, June.
  25. Isabel Cairo & Shigeru Fujita & Camilo Morales-Jimenez, 2022. "The Cyclicality of Labor Force Participation Flows: The Role of Labor," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 43, pages 197-216, January.
  26. Shigeru Fujita, 2022. "Labor Market Recovery During the COVID-19 Pandemic," Economic Insights, Federal Reserve Bank of Philadelphia, vol. 7(2), pages 2-10, July.
  27. Òscar Jordà & Celeste Liu & Fernanda Nechio & Fabián Rivera-Reyes, 2022. "Why Is U.S. Inflation Higher than in Other Countries?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2022(07), pages 1-06, March.
  28. Òscar Jordà & Celeste Liu & Fernanda Nechio & Fabián Rivera-Reyes, 2022. "Wage Growth When Inflation Is High," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2022(25), pages 1-6, September.
  29. Òscar Jordà & Martin Kornejew & Moritz Schularick & Alan M Taylor, 2022. "Zombies at Large? Corporate Debt Overhang and the Macroeconomy," The Review of Financial Studies, Society for Financial Studies, vol. 35(10), pages 4561-4586.
  30. Oscar Jorda & Sanjay R. Singh & Alan M. Taylor, 2022. "Longer-Run Economic Consequences of Pandemics," The Review of Economics and Statistics, MIT Press, vol. 104(1), pages 166-175, March.
  31. Blazsek Szabolcs & Escribano Alvaro & Licht Adrian, 2022. "Multivariate Markov-switching score-driven models: an application to the global crude oil market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(3), pages 313-335, June.
  32. Szabolcs Blazsek & Alvaro Escribano, 2022. "Robust Estimation and Forecasting of Climate Change Using Score-Driven Ice-Age Models," Econometrics, MDPI, vol. 10(1), pages 1-29, February.
  33. Fernando Martínez-Santos & Zoraida Frias & Álvaro Escribano, 2022. "What drives spectrum prices in multi-band spectrum markets? An empirical analysis of 4G and 5G auctions in Europe," Applied Economics, Taylor & Francis Journals, vol. 54(5), pages 536-553, January.
  34. Adrian Bruhin & Maha Manai & Luís Santos-Pinto, 2022. "Risk and rationality: The relative importance of probability weighting and choice set dependence," Journal of Risk and Uncertainty, Springer, vol. 65(2), pages 139-184, October.
  35. Yi Fan & Diana M. Weinhold, 2022. "Urban noise, sleep disruption and health," Applied Economics, Taylor & Francis Journals, vol. 54(50), pages 5782-5799, October.
  36. Danilo Leiva-León & Gabriel Perez-Quiros & Horacio Sapriza & Egon Zakrajšek, 2022. "Introducing the Credit Market Sentiment Index," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 22(33), August.
  37. Gangadharan, Lata & Islam, Asad & Ouch, Chandarany & Wang, Liang Choon, 2022. "The long-term effects of genocide on antisocial preferences," World Development, Elsevier, vol. 160(C).
  38. David M. Kaplan, 2022. "Smoothed instrumental variables quantile regression," Stata Journal, StataCorp LP, vol. 22(2), pages 379-403, June.
  39. Michael D. Bauer & Thomas M. Mertens, 2022. "Current Recession Risk According to the Yield Curve," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2022(11), pages 1-05, May.
  40. Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022. "Market-Based Monetary Policy Uncertainty," The Economic Journal, Royal Economic Society, vol. 132(644), pages 1290-1308.
  41. Kevin X. D. Huang & Munechika Katayama & Mototsugu Shintani & Takayuki Tsuruga, 2022. "Sticky wages in a world of ideas," Economic Inquiry, Western Economic Association International, vol. 60(4), pages 1757-1781, October.
  42. Brandao-Marques, Luis & Gelos, Gaston & Ichiue, Hibiki & Oura, Hiroko, 2022. "Changes in the global investor base and the stability of portfolio flows to emerging markets," Journal of Banking & Finance, Elsevier, vol. 144(C).
  43. Inoue, Tomoo & Okimoto, Tatsuyoshi, 2022. "International spillover effects of unconventional monetary policies of major central banks," International Review of Financial Analysis, Elsevier, vol. 79(C).
  44. Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2022. "The credit spread curve distribution and economic fluctuations in Japan," Journal of International Money and Finance, Elsevier, vol. 122(C).
  45. Nguyen, Bao H. & Okimoto, Tatsuyoshi & Tran, Trung Duc, 2022. "Uncertainty-dependent and sign-dependent effects of oil market shocks," Journal of Commodity Markets, Elsevier, vol. 26(C).
  46. Tomoo Inoue & Tatsuyoshi Okimoto, 2022. "How does unconventional monetary policy affect the global financial markets?," Empirical Economics, Springer, vol. 62(3), pages 1013-1036, March.
  47. Hansen, Peter Reinhard & Dumitrescu, Elena-Ivona, 2022. "How should parameter estimation be tailored to the objective?," Journal of Econometrics, Elsevier, vol. 230(2), pages 535-558.
  48. Peter Reinhard Hansen, 2022. "Relative contagiousness of emerging virus variants: An analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants [Increased risk of hospitalisation associated with infection with SARS-CoV-2 lin," The Econometrics Journal, Royal Economic Society, vol. 25(3), pages 739-761.
  49. Chen Tong & Peter Reinhard Hansen & Zhuo Huang, 2022. "Option pricing with state‐dependent pricing kernel," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(8), pages 1409-1433, August.
  50. Uchino, Taisuke & Uesugi, Iichiro, 2022. "The effects of a megabank merger on firm-Bank relationships and loan availability☆," Journal of the Japanese and International Economies, Elsevier, vol. 63(C).
  51. Chen, Guowen & Herrera, Ana María & Lugauer, Steven, 2022. "Policy and misallocation: Evidence from Chinese firm-level data," European Economic Review, Elsevier, vol. 149(C).
  52. Angelico, Cristina & Marcucci, Juri & Miccoli, Marcello & Quarta, Filippo, 2022. "Can we measure inflation expectations using Twitter?," Journal of Econometrics, Elsevier, vol. 228(2), pages 259-277.
  53. Andréas Heinen & Alfonso Valdesogo, 2022. "The Kendall and Spearman rank correlations of the bivariate skew normal distribution," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(4), pages 1669-1698, December.
  54. Ilia Zaznov & Julian Kunkel & Alfonso Dufour & Atta Badii, 2022. "Predicting Stock Price Changes Based on the Limit Order Book: A Survey," Mathematics, MDPI, vol. 10(8), pages 1-33, April.
  55. Gaglianone, Wagner Piazza & Giacomini, Raffaella & Issler, João Victor & Skreta, Vasiliki, 2022. "Incentive-driven inattention," Journal of Econometrics, Elsevier, vol. 231(1), pages 188-212.
  56. Chen, Li & Gao, Jiti & Vahid, Farshid, 2022. "Global temperatures and greenhouse gases: A common features approach," Journal of Econometrics, Elsevier, vol. 230(2), pages 240-254.
  57. Yoichi Arai & Yu‐Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2022. "Testing identifying assumptions in fuzzy regression discontinuity designs," Quantitative Economics, Econometric Society, vol. 13(1), pages 1-28, January.
  58. Chen, Chaoyi & Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena, 2022. "Long-horizon stock valuation and return forecasts based on demographic projections," Journal of Empirical Finance, Elsevier, vol. 68(C), pages 190-215.
  59. Shen, Jiancheng & Selover, David D. & Li, Chao & Yousefi, Hamed, 2022. "An ocean apart? The effects of US business cycles on Chinese business cycles," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 677-698.
  60. Shaomin Li & David Selover, 2022. "Resolving the Covid Vaccination Debate by Understanding Diversity and Standardization," FIIB Business Review, , vol. 11(4), pages 371-375, December.
  61. María Dolores Gadea Rivas & Jesús Gonzalo, 2022. "A tale of three cities: climate heterogeneity," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 13(1), pages 475-511, May.
  62. Israel Martínez-Hernández & Jesús Gonzalo & Graciela González-Farías, 2022. "Nonparametric estimation of functional dynamic factor model," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 34(4), pages 895-916, October.
  63. Lin, Jeffrey & Rauch, Ferdinand, 2022. "What future for history dependence in spatial economics?," Regional Science and Urban Economics, Elsevier, vol. 94(C).
  64. Jeffrey Brinkman & Jeffrey Lin, 2022. "The Costs and Benefits of Fixing Downtown Freeways," Economic Insights, Federal Reserve Bank of Philadelphia, vol. 7(1), pages 17-22, March.
  65. Shawkat Hammoudeh & Walid Mensi & Jin Seo Cho, 2022. "Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model," International Economics, CEPII research center, issue 170, pages 66-78.
  66. Dakyung Seong & Jin Seo Cho & Timo Teräsvirta, 2022. "Comprehensively testing linearity hypothesis using the smooth transition autoregressive model," Econometric Reviews, Taylor & Francis Journals, vol. 41(8), pages 966-984, September.
  67. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2022. "Parametric Conditional Mean Inference With Functional Data Applied To Lifetime Income Curves," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 391-456, February.
  68. Romero, Mauricio & Bedoya, Juan & Yanez-Pagans, Monica & Silveyra, Marcela & de Hoyos, Rafael, 2022. "Direct vs indirect management training: Experimental evidence from schools in Mexico," Journal of Development Economics, Elsevier, vol. 154(C).
  69. Mauricio Romero & Justin Sandefur, 2022. "Beyond Short-Term Learning Gains: the Impact of Outsourcing Schools in Liberia After Three Years," The Economic Journal, Royal Economic Society, vol. 132(644), pages 1600-1619.
  70. Mauricio Romero & Lisa Chen & Noriko Magari, 2022. "Cross-Age Tutoring: Experimental Evidence from Kenya," Economic Development and Cultural Change, University of Chicago Press, vol. 70(3), pages 1133-1157.
  71. Kyoo il Kim & Suyong Song, 2022. "Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data," Econometric Reviews, Taylor & Francis Journals, vol. 41(4), pages 448-483, April.
  72. Anaya, Lina & Iriberri, Nagore & Rey-Biel, Pedro & Zamarro, Gema, 2022. "Understanding performance in test taking: The role of question difficulty order," Economics of Education Review, Elsevier, vol. 90(C).
  73. David Card & Stefano DellaVigna & Patricia Funk & Nagore Iriberri, 2022. "Gender Differences in Peer Recognition by Economists," Econometrica, Econometric Society, vol. 90(5), pages 1937-1971, September.
  74. Feng, Ying & Ren, Jie, 2022. "Within marriage age gap across countries," Economics Letters, Elsevier, vol. 210(C).
  75. Alex Imas & Michael A. Kuhn & Vera Mironova, 2022. "Waiting to Choose: The Role of Deliberation in Intertemporal Choice," American Economic Journal: Microeconomics, American Economic Association, vol. 14(3), pages 414-440, August.
  76. Gilbert, Ben & LaRiviere, Jacob & Novan, Kevin, 2022. "Uncertainty and additionality in energy efficiency programs," Journal of Environmental Economics and Management, Elsevier, vol. 115(C).
  77. Abiodun, Kehinde & Gilbert, Ben, 2022. "Does universal electrification shield firms from productivity loss?," World Development Perspectives, Elsevier, vol. 28(C).
  78. Kaido, Hiroaki & Molinari, Francesca & Stoye, Jörg, 2022. "Constraint Qualifications In Partial Identification," Econometric Theory, Cambridge University Press, vol. 38(3), pages 596-619, June.
  79. Makoto Shimoji, 2022. "Bayesian persuasion in unlinked games," International Journal of Game Theory, Springer;Game Theory Society, vol. 51(3), pages 451-481, November.
  80. Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal forecast under structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 965-987, August.
  81. Graham Elliott & Nikolay Kudrin & Kaspar Wüthrich, 2022. "Detecting p‐Hacking," Econometrica, Econometric Society, vol. 90(2), pages 887-906, March.
  82. Lee, Jongkwan & Yang, Hee-Seung, 2022. "Pandemic and employment: Evidence from COVID-19 in South Korea," Journal of Asian Economics, Elsevier, vol. 78(C).
  83. Lee, Jongkwan & Shim, Myungkyu & Yang, Hee-Seung, 2022. "The rise of low-skill service employment: The role of dual-earner households," Journal of Economic Behavior & Organization, Elsevier, vol. 202(C), pages 255-273.
  84. Jongkwan Lee & Anthony Niu & Hee-Seung Yang, 2022. "Language Proficiency and Subjective Well-being: Evidence from Immigrants in Australia," Journal of Happiness Studies, Springer, vol. 23(5), pages 1847-1866, June.
  85. Won Hyeok Kim & Myungkyu Shim & Hee-Seung Yang, 2022. "Labour supply elasticities in Korea: estimation with borrowing-constrained couples," Applied Economics Letters, Taylor & Francis Journals, vol. 29(3), pages 183-187, February.

2021

  1. Karim Chalak & Daniel Kim, 2021. "Measurement Error Without the Proxy Exclusion Restriction," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 200-216, January.
  2. Andreas Blume & April Mitchell Franco & Paul Heidhues, 2021. "Dynamic coordination via organizational routines," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(4), pages 1001-1047, November.
  3. Mafie, Gabriel K. & Hahn, Youjin & Yang, Hee-Seung, 2021. "Does Education Play a Role in Explaining the Rural‒Urban Wealth Gap? Evidence from Tanzania," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 62(2), pages 162-177, December.
  4. Youjin Hahn & Chulyoung Kim & Sang-Hyun Kim, 2021. "Endowment Effects in Proposal Rights Contests," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 177(4), pages 449-476.
  5. Hye Yoon Chung & Youjin Hahn, 2021. "Work Transitions, Gender, and Subjective Well-Being," Applied Research in Quality of Life, Springer;International Society for Quality-of-Life Studies, vol. 16(5), pages 2085-2109, October.
  6. Hye Yoon Chung & Youjin Hahn, 2021. "Correction to: Work Transitions, Gender, and Subjective Well-Being," Applied Research in Quality of Life, Springer;International Society for Quality-of-Life Studies, vol. 16(5), pages 2111-2111, October.
  7. Youjin Hahn & Myungkyu Shim & Hee-Seung Yang, 2021. "Industry Variations in Health Plans and Dynamic Employment Substitution," Journal of Labor Research, Springer, vol. 42(3), pages 449-467, December.
  8. Youjin Hahn & Stephen Matteo Miller & Hee-Seung Yang, 2021. "Household Inequality and Risk Sharing in Australia," Global Economic Review, Taylor & Francis Journals, vol. 50(2), pages 169-191, April.
  9. Guidolin, Massimo & Pedio, Manuela & Tosi, Alessandra, 2021. "Time-varying price discovery in sovereign credit markets," Finance Research Letters, Elsevier, vol. 38(C).
  10. Guidolin, Massimo & Pedio, Manuela, 2021. "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," Finance Research Letters, Elsevier, vol. 42(C).
  11. Massimo Guidolin & Manuela Pedio, 2021. "Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help?," Annals of Operations Research, Springer, vol. 299(1), pages 1317-1356, April.
  12. Massimo Guidolin & Valentina Massagli & Manuela Pedio, 2021. "Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes," The European Journal of Finance, Taylor & Francis Journals, vol. 27(18), pages 1804-1833, December.
  13. Stephie Fried & Kevin Novan & William B. Peterman, 2021. "The Economy’s Response to Potential Climate Policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2021(16), pages 01-05, June.
  14. Julie Bennett & Michael T. Owyang & E. Katarina Vermann, 2021. "Regional Gasoline Price Dynamics," Review, Federal Reserve Bank of St. Louis, vol. 103(3), pages 289-314, July.
  15. Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2021. "Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-41, December.
  16. Im, Hyun Joong & Liu, Jia & Park, Young Joon, 2021. "Policy uncertainty and peer effects: Evidence from corporate investment in China," International Review of Financial Analysis, Elsevier, vol. 77(C).
  17. Young Joon Park & Jaewoo Joo & Charin Polpanumas & Yeujun Yoon, 2021. "“Worse Than What I Read?” The External Effect of Review Ratings on the Online Review Generation Process: An Empirical Analysis of Multiple Product Categories Using Amazon.com Review Data," Sustainability, MDPI, vol. 13(19), pages 1-22, September.
  18. Òscar Jordà & Björn Richter & Moritz Schularick & Alan M Taylor, 2021. "Bank Capital Redux: Solvency, Liquidity, and Crisis," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(1), pages 260-286.
  19. Blazsek Szabolcs & Licht Adrian & Escribano Alvaro, 2021. "Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models," Journal of Econometric Methods, De Gruyter, vol. 10(1), pages 53-66, January.
  20. Escribano, Alvaro & Peña, Daniel & Ruiz, Esther, 2021. "30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1333-1337.
  21. Escribano, Álvaro & Wang, Dandan, 2021. "Mixed random forest, cointegration, and forecasting gasoline prices," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1442-1462.
  22. Wang, Wuyi & Su, Liangjun, 2021. "Identifying latent group structures in nonlinear panels," Journal of Econometrics, Elsevier, vol. 220(2), pages 272-295.
  23. Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2021. "Nonstationary panel models with latent group structures and cross-section dependence," Journal of Econometrics, Elsevier, vol. 221(1), pages 198-222.
  24. Jin, Sainan & Miao, Ke & Su, Liangjun, 2021. "On factor models with random missing: EM estimation, inference, and cross validation," Journal of Econometrics, Elsevier, vol. 222(1), pages 745-777.
  25. Xun Lu & Ke Miao & Liangjun Su, 2021. "Determination of different types of fixed effects in three-dimensional panels," Econometric Reviews, Taylor & Francis Journals, vol. 40(9), pages 867-898, October.
  26. Rachid Laajaj & Camilo Los Rios & Ignacio Sarmiento-Barbieri & Danilo Aristizabal & Eduardo Behrentz & Raquel Bernal & Giancarlo Buitrago & Zulma Cucunubá & Fernando Hoz & Alejandro Gaviria & Luis Jor, 2021. "COVID-19 spread, detection, and dynamics in Bogota, Colombia," Nature Communications, Nature, vol. 12(1), pages 1-8, December.
  27. Akanksha Negi & Jeffrey M. Wooldridge, 2021. "Revisiting regression adjustment in experiments with heterogeneous treatment effects," Econometric Reviews, Taylor & Francis Journals, vol. 40(5), pages 504-534, April.
  28. Cheng, Mingmian & Swanson, Norman R. & Yang, Xiye, 2021. "Forecasting volatility using double shrinkage methods," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 46-61.
  29. Moawia Alghalith & Norman Swanson & Andrey Vasnev & Wing-Keung Wong, 2021. "Editorial Statement In Honor Of Professor Michael Mcaleer," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 16(03), pages 1-21, September.
  30. Ampudia, Miguel & Lo Duca, Marco & Farkas, Mátyás & Perez-Quiros, Gabriel & Pirovano, Mara & Rünstler, Gerhard & Tereanu, Eugen, 2021. "Avoiding a financial epidemic – The role of macroprudential policies," Research Bulletin, European Central Bank, vol. 87.
  31. Diaz, Elena Maria & Perez-Quiros, Gabriel, 2021. "GEA tracker: A daily indicator of global economic activity," Journal of International Money and Finance, Elsevier, vol. 115(C).
  32. Michael C. Davis, 2021. "An Examination Of The Effects Of Environmental Regulations On Retail Gasoline Price Seasonality," Contemporary Economic Policy, Western Economic Association International, vol. 39(1), pages 178-193, January.
  33. Uddin, Main & Wang, Liang Choon & Smyth, Russell, 2021. "Do government-initiated energy comparison sites encourage consumer search and lower prices? Evidence from an online randomized controlled experiment in Australia," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 167-182.
  34. Islam, Asad & Pakrashi, Debayan & Sahoo, Soubhagya & Wang, Liang Choon & Zenou, Yves, 2021. "Gender inequality and caste: Field experimental evidence from India," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 111-124.
  35. Islam, Asad & Pakrashi, Debayan & Vlassopoulos, Michael & Wang, Liang Choon, 2021. "Stigma and misconceptions in the time of the COVID-19 pandemic: A field experiment in India," Social Science & Medicine, Elsevier, vol. 278(C).
  36. Rai, Birendra & Wang, Liang Choon & Pandit, Simone & Handfield, Toby & So, Chiu Ki, 2021. "Awareness of ethical dilemmas enhances public support for the principle of saving more lives in the United States: A survey experiment based on ethical allocation of scarce ventilators," Social Science & Medicine, Elsevier, vol. 282(C).
  37. Kaplan, David M. & Zhuo, Longhao, 2021. "Frequentist properties of Bayesian inequality tests," Journal of Econometrics, Elsevier, vol. 221(1), pages 312-336.
  38. Liu, Yan & Wu, Jing Cynthia, 2021. "Reconstructing the yield curve," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1395-1425.
  39. Sims, Eric & Wu, Jing Cynthia, 2021. "Evaluating Central Banks’ tool kit: Past, present, and future," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 135-160.
  40. Michael D. Bauer & Glenn D. Rudebusch, 2021. "Climate Change Costs Rise as Interest Rates Fall," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2021(28), pages 1-05, October.
  41. Alexei Alexandrov & Philip Brooks & I-Chen Lee & George Monokroussos, 2021. "Forecasting Demand during COVID-The Case of Wayfair," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 62, pages 8-13, Q3.
  42. Irawan, Denny & Okimoto, Tatsuyoshi, 2021. "Overinvestment and macroeconomic uncertainty: Evidence from renewable and non-renewable resource firms," Journal of Economic Dynamics and Control, Elsevier, vol. 126(C).
  43. Harada, Kimie & Okimoto, Tatsuyoshi, 2021. "The BOJ's ETF purchases and its effects on Nikkei 225 stocks," International Review of Financial Analysis, Elsevier, vol. 77(C).
  44. Morita, Hiroshi & Okimoto, Tatsuyoshi, 2021. "The interest rate determination when economic variables are partially observable," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
  45. Garett Jones & Ryan Fraser, 2021. "Immigration's Effect on Institutional Quality: The Place of Simpler Evidence," Econ Journal Watch, Econ Journal Watch, vol. 18(1), pages 1-3–20, March.
  46. Peter Reinhard Hansen & Matthias Schmidtblaicher, 2021. "A Dynamic Model of Vaccine Compliance: How Fake News Undermined the Danish HPV Vaccine Program," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 259-271, January.
  47. Ilya Archakov & Peter Reinhard Hansen, 2021. "A New Parametrization of Correlation Matrices," Econometrica, Econometric Society, vol. 89(4), pages 1699-1715, July.
  48. Ono, Arito & Uchida, Hirofumi & Udell, Gregory F. & Uesugi, Iichiro, 2021. "Lending pro-cyclicality and macroprudential policy: Evidence from Japanese LTV ratios," Journal of Financial Stability, Elsevier, vol. 53(C).
  49. Rangaraju, Sandeep Kumar & Herrera, Ana María, 2021. "Tax news in good and bad times," Economics Letters, Elsevier, vol. 207(C).
  50. Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena, 2021. "Impulse response analysis for structural dynamic models with nonlinear regressors," Journal of Econometrics, Elsevier, vol. 225(1), pages 107-130.
  51. Andréas Heinen & James B. Kau & Donald C. Keenan & Mi Lim Kim, 2021. "Spatial Dependence in Subprime Mortgage Defaults," The Journal of Real Estate Finance and Economics, Springer, vol. 62(1), pages 1-24, January.
  52. Costa, Alexandre Bonnet R. & Ferreira, Pedro Cavalcanti G. & Gaglianone, Wagner P. & Guillén, Osmani Teixeira C. & Issler, João Victor & Lin, Yihao, 2021. "Machine learning and oil price point and density forecasting," Energy Economics, Elsevier, vol. 102(C).
  53. Mont'Alverne Duarte, Angelo & Gaglianone, Wagner Piazza & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor, 2021. "Commodity prices and global economic activity: A derived-demand approach," Energy Economics, Elsevier, vol. 96(C).
  54. Raffaella Giacomini & Toru Kitagawa, 2021. "Robust Bayesian Inference for Set‐Identified Models," Econometrica, Econometric Society, vol. 89(4), pages 1519-1556, July.
  55. Ghent, Andra C., 2021. "What’s wrong with Pittsburgh? Delegated investors and liquidity concentration," Journal of Financial Economics, Elsevier, vol. 139(2), pages 337-358.
  56. Gabriel Chodorow-Reich & Andra Ghent & Valentin Haddad, 2021. "Asset Insulators [Asset pricing and the bid-ask spread]," The Review of Financial Studies, Society for Financial Studies, vol. 34(3), pages 1509-1539.
  57. Anibal Emiliano Da Silva Neto & Jesús Gonzalo & Jean‐Yves Pitarakis, 2021. "Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(3), pages 713-741, June.
  58. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2021. "Spurious relationships in high-dimensional systems with strong or mild persistence," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1480-1497.
  59. Liang Chen & Juan J. Dolado & Jesús Gonzalo, 2021. "Quantile Factor Models," Econometrica, Econometric Society, vol. 89(2), pages 875-910, March.
  60. Michael Madowitz & Christian E. Weller, 2021. "Income or Wealth: What Did the 2020 Stimulus Mean for People’s Happiness and Why It Matters?," Challenge, Taylor & Francis Journals, vol. 64(3), pages 229-242, May.
  61. Paan Jindapon & Liqun Liu & William S. Neilson, 2021. "Comparative risk apportionment," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 9(1), pages 91-112, April.
  62. Buzard, Kristy & Claussen, Kathleen, 2021. "Under Pressure: Intractable Trade Conflicts and Korea – Pneumatic Valves," World Trade Review, Cambridge University Press, vol. 20(4), pages 509-523, October.
  63. Sanghoon Lee & Seung Hoon Lee & Jeffrey Lin, 2021. "The Well‐Being Of Nations: Estimating Welfare From International Migration," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(3), pages 1111-1130, August.
  64. Lijuan Huo & Jin Seo Cho, 2021. "Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(2), pages 293-317, June.
  65. Saavedra, Santiago & Romero, Mauricio, 2021. "Local incentives and national tax evasion: The response of illegal mining to a tax reform in Colombia," European Economic Review, Elsevier, vol. 138(C).
  66. Mauricio Romero & Santiago Saavedra, 2021. "Communal Property Rights and Deforestation," Journal of Development Studies, Taylor & Francis Journals, vol. 57(6), pages 1038-1052, June.
  67. Liqiong Chen & Antonio F. Galvao & Suyong Song, 2021. "Quantile Regression with Generated Regressors," Econometrics, MDPI, vol. 9(2), pages 1-35, April.
  68. Suyong Song & Stephen Baek, 2021. "Body shape matters: Evidence from machine learning on body shape-income relationship," PLOS ONE, Public Library of Science, vol. 16(7), pages 1-17, July.
  69. Iriberri, Nagore & Rey-Biel, Pedro, 2021. "Brave boys and play-it-safe girls: Gender differences in willingness to guess in a large scale natural field experiment," European Economic Review, Elsevier, vol. 131(C).
  70. Michael A. Kuhn, 2021. "Electronic Benefit Transfer and Food Expenditure Cycles," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 40(3), pages 744-773, June.
  71. Hiroaki Kaido & Kaspar Wüthrich, 2021. "Decentralization estimators for instrumental variable quantile regression models," Quantitative Economics, Econometric Society, vol. 12(2), pages 443-475, May.
  72. Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "A novel risk management perspective for macroprudential policy," Research Bulletin, European Central Bank, vol. 87.
  73. Kim, Dongwoo & Koedel, Cory & Xiang, P. Brett, 2021. "The trade-off between pension costs and salary expenditures in the public sector," Journal of Pension Economics and Finance, Cambridge University Press, vol. 20(1), pages 151-168, January.
  74. Hwang, NaYoung & Kisida, Brian & Koedel, Cory, 2021. "A familiar face: Student-teacher rematches and student achievement," Economics of Education Review, Elsevier, vol. 85(C).
  75. Dongwoo Kim & Cory Koedel & Wei Kong & Shawn Ni & Michael Podgursky & Weiwei Wu, 2021. "Pensions and Late-Career Teacher Retention," Education Finance and Policy, MIT Press, vol. 16(1), pages 42-65, Winter.
  76. Julie Berry Cullen & Cory Koedel & Eric Parsons, 2021. "The Compositional Effect of Rigorous Teacher Evaluation on Workforce Quality," Education Finance and Policy, MIT Press, vol. 16(1), pages 7-41, Winter.
  77. Ankita Patnaik & Michael Levere & Gina Livermore & Arif Mamun & Jeffrey Hemmeter, 2021. "Promoting Readiness of Minors in Supplemental Security Income (PROMISE): Early Impacts from a Multi-Site Random Assignment Evaluation," Evaluation Review, , vol. 45(5), pages 228-270, October.
  78. Michael Levere, 2021. "The Labor Market Consequences of Receiving Disability Benefits during Childhood," Journal of Human Resources, University of Wisconsin Press, vol. 56(3), pages 850-877.
  79. Michael Levere & Heinrich Hock & Nancy Early, 2021. "How does losing health insurance affect disability claims? Evidence from the Affordable Care Act's dependent care mandate," Health Economics, John Wiley & Sons, Ltd., vol. 30(5), pages 932-950, May.
  80. Lee Tae-Hwy & Ullah Aman & Mao Millie Yi, 2021. "Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility," Journal of Econometric Methods, De Gruyter, vol. 10(1), pages 1-19, January.
  81. Sun, Yuying & Hong, Yongmiao & Lee, Tae-Hwy & Wang, Shouyang & Zhang, Xinyu, 2021. "Time-varying model averaging," Journal of Econometrics, Elsevier, vol. 222(2), pages 974-992.
  82. Hye Rim Yi & Myungkyu Shim & Hee-Seung Yang, 2021. "Is Job Polarisation ICT-Driven? Evidence from the US," Global Economic Review, Taylor & Francis Journals, vol. 50(2), pages 126-138, April.
  83. Olson-Buchanan, Julie B. & Vera, David R., 2021. "Basic income, cognitive capacity, and the workplace: The role of I-O psychology in the interdisciplinary research agenda to reduce poverty," Industrial and Organizational Psychology, Cambridge University Press, vol. 14(4), pages 573-576, December.

2020

  1. Chalak, Karim & Kim, Daniel, 2020. "Measurement error in multiple equations: Tobin’s q and corporate investment, saving, and debt," Journal of Econometrics, Elsevier, vol. 214(2), pages 413-432.
  2. Cabrales, Antonio & Feri, Francesco & Gottardi, Piero & Meléndez-Jiménez, Miguel A., 2020. "Can there be a market for cheap-talk information? An experimental investigation," Games and Economic Behavior, Elsevier, vol. 121(C), pages 368-381.
  3. Antonio Cabrales & Penélope Hernández & Angel Sánchez, 2020. "Robots, labor markets, and universal basic income," Palgrave Communications, Palgrave Macmillan, vol. 7(1), pages 1-8, December.
  4. Youjin Hahn & Asadul Islam & Eleonora Patacchini & Yves Zenou, 2020. "Friendship and Female Education: Evidence from a Field Experiment in Bangladeshi Primary Schools," The Economic Journal, Royal Economic Society, vol. 130(627), pages 740-764.
  5. Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2020. "Mildly explosive dynamics in U.S. fixed income markets," European Journal of Operational Research, Elsevier, vol. 287(2), pages 712-724.
  6. Guidolin, Massimo & Ricci, Andrea, 2020. "Arbitrage risk and a sentiment as causes of persistent mispricing: The European evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 1-11.
  7. Alexander Berglund & Massimo Guidolin & Manuela Pedio, 2020. "Monetary policy after the crisis: A threat to hedge funds' alphas?," Journal of Asset Management, Palgrave Macmillan, vol. 21(3), pages 219-238, May.
  8. Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2020. "Multivariate leverage effects and realized semicovariance GARCH models," Journal of Econometrics, Elsevier, vol. 217(2), pages 411-430.
  9. Patton, Andrew J. & Weller, Brian M., 2020. "What you see is not what you get: The costs of trading market anomalies," Journal of Financial Economics, Elsevier, vol. 137(2), pages 515-549.
  10. Andrew J. Patton, 2020. "Comparing Possibly Misspecified Forecasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(4), pages 796-809, October.
  11. Tim Bollerslev & Jia Li & Andrew J. Patton & Rogier Quaedvlieg, 2020. "Realized Semicovariances," Econometrica, Econometric Society, vol. 88(4), pages 1515-1551, July.
  12. Bollerslev, Tim & Li, Sophia Zhengzi & Zhao, Bingzhi, 2020. "Good Volatility, Bad Volatility, and the Cross Section of Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(3), pages 751-781, May.
  13. Jackson Laura E. & Kliesen Kevin L. & Owyang Michael T., 2020. "The nonlinear effects of uncertainty shocks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-19, September.
  14. Coroneo, Laura & Jackson, Laura E. & Owyang, Michael T., 2020. "International Stock Comovements with Endogenous Clusters," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
  15. Francis, Neville R. & Jackson, Laura E. & Owyang, Michael T., 2020. "How has empirical monetary policy analysis in the U.S. changed after the financial crisis?," Economic Modelling, Elsevier, vol. 84(C), pages 309-321.
  16. Julieta Caunedo & Riccardo Dicecio & Ivana Komunjer & Michael T. Owyang, 2020. "Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(1), pages 205-228, February.
  17. Enghin Atalay & Shigeru Fujita & Sreyas Mahadevan & Ryan Michaels & Tal Roded, 2020. "Reopening the Economy: What Are the Risks, and What Have States Done?," Research Brief, Federal Reserve Bank of Philadelphia, July.
  18. Jordà, Òscar & Schularick, Moritz & Taylor, Alan M., 2020. "The effects of quasi-random monetary experiments," Journal of Monetary Economics, Elsevier, vol. 112(C), pages 22-40.
  19. Òscar Jordà & Noah Kouchekinia & Colton Merrill & Tatevik Sekhposyan, 2020. "The Fog of Numbers," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2020(20), pages 1-5, July.
  20. María Torrado & Álvaro Escribano, 2020. "European gasoline markets: price transmission asymmetries in mean and variance," Applied Economics, Taylor & Francis Journals, vol. 52(42), pages 4621-4638, September.
  21. Huang, Wenxin & Jin, Sainan & Su, Liangjun, 2020. "Identifying Latent Grouped Patterns In Cointegrated Panels," Econometric Theory, Cambridge University Press, vol. 36(3), pages 410-456, June.
  22. Su, Liangjun & Wang, Xia, 2020. "Testing For Structural Changes In Factor Models Via A Nonparametric Regression," Econometric Theory, Cambridge University Press, vol. 36(6), pages 1127-1158, December.
  23. Miao, Ke & Su, Liangjun & Wang, Wendun, 2020. "Panel threshold regressions with latent group structures," Journal of Econometrics, Elsevier, vol. 214(2), pages 451-481.
  24. Lu, Xun & Su, Liangjun, 2020. "Determining individual or time effects in panel data models," Journal of Econometrics, Elsevier, vol. 215(1), pages 60-83.
  25. Miao, Ke & Li, Kunpeng & Su, Liangjun, 2020. "Panel threshold models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 219(1), pages 137-170.
  26. Shujie Ma & Wei Lan & Liangjun Su & Chih-Ling Tsai, 2020. "Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(1), pages 214-227, January.
  27. Wooldridge, Jeffrey M., 2020. "On the consistency of the logistic quasi-MLE under conditional symmetry," Economics Letters, Elsevier, vol. 194(C).
  28. Cuicui Lu & Jeffrey M. Wooldridge, 2020. "A GMM estimator asymptotically more efficient than OLS and WLS in the presence of heteroskedasticity of unknown form," Applied Economics Letters, Taylor & Francis Journals, vol. 27(12), pages 997-1001, June.
  29. Jeffrey M. Wooldridge & Ying Zhu, 2020. "Inference in Approximately Sparse Correlated Random Effects Probit Models With Panel Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(1), pages 1-18, January.
  30. Jeffrey M. Wooldridge & Ying Zhu, 2020. "Rejoinder," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(1), pages 25-26, January.
  31. Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2020. "Sampling‐Based versus Design‐Based Uncertainty in Regression Analysis," Econometrica, Econometric Society, vol. 88(1), pages 265-296, January.
  32. Luis Santos-Pinto & Tiago Pires, 2020. "Overconfidence and Timing of Entry," Games, MDPI, vol. 11(4), pages 1-19, October.
  33. Luis Santos-Pinto, 2020. "Human Capital Accumulation and the Evolution of Overconfidence," Games, MDPI, vol. 11(4), pages 1-19, October.
  34. Naritomi, Joana & Sequeira, Sandra & Weigel, Jonathan & Weinhold, Diana, 2020. "RCTs as an opportunity to promote interdisciplinary, inclusive, and diverse quantitative development research," World Development, Elsevier, vol. 127(C).
  35. Oguzhan Cepni & I. Ethem Guney & Norman R. Swanson, 2020. "Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 18-36, January.
  36. Norman R. Swanson & Weiqi Xiong & Xiye Yang, 2020. "Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(5), pages 587-613, August.
  37. Bo Yu & Bruce Mizrach & Norman R. Swanson, 2020. "New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section," Econometrics, MDPI, vol. 8(2), pages 1-52, May.
  38. Pérez Quirós, Gabriel, 2020. "Global Weakness Index – reading the economy’s vital signs during the COVID-19 crisis," Research Bulletin, European Central Bank, vol. 72.
  39. María Dolores Gadea & Ana Gómez-Loscos & Gabriel Pérez-Quirós, 2020. "The decline in volatility in the US economy. A historical perspective," Oxford Economic Papers, Oxford University Press, vol. 72(1), pages 101-123.
  40. Ana Arencibia Pareja & Ana Gomez-Loscos & Mercedes de Luis López & Gabriel Perez-Quiros, 2020. "A Short Term Forecasting Model for the Spanish GDP and itsDemand Components," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 43(85), pages 1-30.
  41. Gaurav Datt & Liang Choon Wang & Samia Badji, 2020. "Is emigration of workers contributing to better schooling outcomes in Nepal?," Review of International Economics, Wiley Blackwell, vol. 28(4), pages 1046-1075, September.
  42. Liang CHOON WANG, 2020. "Religious Prohibition and Sacrifice: Evidence from the Amish Restriction on High School Education," JODE - Journal of Demographic Economics, Cambridge University Press, vol. 86(3), pages 403-434, September.
  43. Balarama, Hemawathy & Islam, Asad & Kim, Jun Sung & Wang, Liang Choon, 2020. "Price elasticities of residential electricity demand: Estimates from household panel data in Bangladesh," Energy Economics, Elsevier, vol. 92(C).
  44. Meagher, Kieron J. & Wong, Arlene & Zauner, Klaus G., 2020. "A competitive analysis of fail fast: Shakeout and uncertainty about consumer tastes," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 589-600.
  45. Jing Cynthia Wu & Fan Dora Xia, 2020. "Negative interest rate policy and the yield curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 653-672, September.
  46. Drew D. Creal & Jing Cynthia Wu, 2020. "Bond risk premia in consumption‐based models," Quantitative Economics, Econometric Society, vol. 11(4), pages 1461-1484, November.
  47. Michael D. Bauer & Glenn D. Rudebusch, 2020. "Interest Rates under Falling Stars," American Economic Review, American Economic Association, vol. 110(5), pages 1316-1354, May.
  48. Seth Pruitt & Nicholas Turner, 2020. "Earnings Risk in the Household: Evidence from Millions of US Tax Returns," American Economic Review: Insights, American Economic Association, vol. 2(2), pages 237-254, June.
  49. Monokroussos, George & Zhao, Yongchen, 2020. "Nowcasting in real time using popularity priors," International Journal of Forecasting, Elsevier, vol. 36(3), pages 1173-1180.
  50. Naoko Hara & Ryuzo Miyao & Tatsuyoshi Okimoto, 2020. "The Effects Of Asset Purchases And Normalization Of U.S. Monetary Policy," Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1279-1296, July.
  51. Ryuzo Miyao & Tatsuyoshi Okimoto, 2020. "Regime shifts in the effects of Japan’s unconventional monetary policies," Manchester School, University of Manchester, vol. 88(6), pages 749-772, December.
  52. Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2020. "No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
  53. Ana María Herrera & Sandeep Kumar Rangaraju, 2020. "The effect of oil supply shocks on US economic activity: What have we learned?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(2), pages 141-159, March.
  54. Heinen, Andréas & Valdesogo, Alfonso, 2020. "Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 179(C).
  55. Cathcart, Lara & Dufour, Alfonso & Rossi, Ludovico & Varotto, Simone, 2020. "The differential impact of leverage on the default risk of small and large firms," Journal of Corporate Finance, Elsevier, vol. 60(C).
  56. Alfonso Dufour & Miriam Marra & Ivan Sangiorgi & Frank S. Skinner, 2020. "Explaining repo specialness," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(2), pages 172-196, April.
  57. Alain Hecq & Joao Victor Issler & Sean Telg, 2020. "Mixed causal–noncausal autoregressions with exogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(3), pages 328-343, April.
  58. Heather Anderson & Giovanni Caggiano & Farshid Vahid & Benjamin Wong, 2020. "Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 53(3), pages 402-414, September.
  59. Lee, Hahn Shik & Lee, Woo Suk, 2020. "Connectedness among Northeast Asian Housing Markets and Business Cycles," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 24(2), pages 185-203, June.
  60. Hahn Shik Lee & Jinhwa Chung & Woohyoung Kim, 2020. "Economic Effect of Zoning Regulations on Korea's Small and Medium‐Sized Retailers," Asian Economic Journal, East Asian Economic Association, vol. 34(2), pages 185-211, June.
  61. Raffaella Giacomini & Vasiliki Skreta & Javier Turen, 2020. "Heterogeneity, Inattention, and Bayesian Updates," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(1), pages 282-309, January.
  62. Andra C. Ghent & Kristian R. Miltersen & Walter N. Torous, 2020. "Second Mortgages: Valuation and Implications for the Performance of Structured Financial Products," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(4), pages 1234-1273, December.
  63. Jyotsna Jalan & Arijit Sen, 2020. "Containing a pandemic with public actions and public trust: the Kerala story," Indian Economic Review, Springer, vol. 55(1), pages 105-124, November.
  64. Pham, Manh Cuong & Anderson, Heather Margot & Duong, Huu Nhan & Lajbcygier, Paul, 2020. "The effects of trade size and market depth on immediate price impact in a limit order book market," Journal of Economic Dynamics and Control, Elsevier, vol. 120(C).
  65. Koo, Bonsoo & Anderson, Heather M. & Seo, Myung Hwan & Yao, Wenying, 2020. "High-dimensional predictive regression in the presence of cointegration," Journal of Econometrics, Elsevier, vol. 219(2), pages 456-477.
  66. Gadea Rivas, María Dolores & Gonzalo, Jesús, 2020. "Trends in distributional characteristics: Existence of global warming," Journal of Econometrics, Elsevier, vol. 214(1), pages 153-174.
  67. Wang, Jianli & Liu, Liqun & Neilson, William S., 2020. "The participation puzzle with reference-dependent expected utility preferences," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 278-287.
  68. Ye Hong & William Neilson, 2020. "Cybercrime and Punishment," The Journal of Legal Studies, University of Chicago Press, vol. 49(2), pages 431-466.
  69. Buzard, Kristy & Carlino, Gerald A. & Hunt, Robert M. & Carr, Jake K. & Smith, Tony E., 2020. "Localized knowledge spillovers: Evidence from the spatial clustering of R&D labs and patent citations," Regional Science and Urban Economics, Elsevier, vol. 81(C).
  70. Buzard, Kristy & Voon, Tania, 2020. "How Trade-Restrictive Is Standardized Packaging? Economic and Legal Implications of the WTO Panel Reports in Australia–Tobacco Plain Packaging," World Trade Review, Cambridge University Press, vol. 19(2), pages 267-281, April.
  71. Ina Ganguli & Jeffrey Lin & Nicholas Reynolds, 2020. "The Paper Trail of Knowledge Spillovers: Evidence from Patent Interferences," American Economic Journal: Applied Economics, American Economic Association, vol. 12(2), pages 278-302, April.
  72. Jeffrey K. O'Hara & Jeffrey Lin, 2020. "Population Density and Local Food Market Channels," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 42(3), pages 477-496, September.
  73. Garg, Teevrat & Gibson, Matthew & Sun, Fanglin, 2020. "Extreme temperatures and time use in China," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 309-324.
  74. Matthew Gibson & Jamie T. Mullins, 2020. "Climate Risk and Beliefs in New York Floodplains," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 7(6), pages 1069-1111.
  75. Anckaert, Paul-Emmanuel & Cassiman, David & Cassiman, Bruno, 2020. "Fostering practice-oriented and use-inspired science in biomedical research," Research Policy, Elsevier, vol. 49(2).
  76. Armando Aguirre & Jesus Cañas & Alfonso Cebreros & Daniel Chiquiar, 2020. "Mexico’s Higher Costs Under USMCA May Potentially Offset Gains from China-Related Trade Spurt with U.S," Southwest Economy, Federal Reserve Bank of Dallas, issue First Qua.
  77. Mauricio Romero & Justin Sandefur & Wayne Aaron Sandholtz, 2020. "Outsourcing Education: Experimental Evidence from Liberia," American Economic Review, American Economic Association, vol. 110(2), pages 364-400, February.
  78. Chen-Zion, Ayal & Rauch, James E., 2020. "History dependence, cohort attachment, and job referrals in networks of close relationships," Journal of Economic Behavior & Organization, Elsevier, vol. 170(C), pages 75-95.
  79. García-Pola, Bernardo & Iriberri, Nagore & Kovářík, Jaromír, 2020. "Non-equilibrium play in centipede games," Games and Economic Behavior, Elsevier, vol. 120(C), pages 391-433.
  80. David Card & Stefano DellaVigna & Patricia Funk & Nagore Iriberri, 2020. "Are Referees and Editors in Economics Gender Neutral?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(1), pages 269-327.
  81. Bernardo García-Pola & Nagore Iriberri & Jaromír Kovářík, 2020. "Hot versus cold behavior in centipede games," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 6(2), pages 226-238, December.
  82. Gilbert, Ben & Graff Zivin, Joshua S., 2020. "Dynamic corrective taxes with time-varying salience," Journal of Environmental Economics and Management, Elsevier, vol. 103(C).
  83. Carol Dahl & Ben Gilbert & Ian Lange, 2020. "Mineral scarcity on Earth: are Asteroids the answer," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 33(1), pages 29-41, July.
  84. Ben Gilbert & Gavin Roberts, 2020. "Drill-Bit Parity: Supply-Side Links in Oil and Gas Markets," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 7(4), pages 619-658.
  85. Diyi Li & Cheng Qian & Cory Koedel, 2020. "Nonresident Postsecondary Enrollment Growth And The Outcomes Of In‐State Students," Contemporary Economic Policy, Western Economic Association International, vol. 38(4), pages 736-757, October.
  86. Huang, Bai & Lee, Tae-Hwy & Ullah, Aman, 2020. "Combined estimation of semiparametric panel data models," Econometrics and Statistics, Elsevier, vol. 15(C), pages 30-45.
  87. Fang, Tong & Lee, Tae-Hwy & Su, Zhi, 2020. "Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 36-49.
  88. Andy Brownback & Sally Sadoff, 2020. "Improving College Instruction through Incentives," Journal of Political Economy, University of Chicago Press, vol. 128(8), pages 2925-2972.
  89. Annabella España‐Nájera & David Vera, 2020. "Attitudes Toward Immigration: Ethnicity Trumps Skills But Not Legality?," Social Science Quarterly, Southwestern Social Science Association, vol. 101(2), pages 545-557, March.

2019

  1. Karim Chalak, 2019. "Identification of average effects under magnitude and sign restrictions on confounding," Quantitative Economics, Econometric Society, vol. 10(4), pages 1619-1657, November.
  2. Chalak, Karim, 2019. "A note on the robustness of quantile treatment effect estimands," Economics Letters, Elsevier, vol. 185(C).
  3. Ghazala Azmat & Manuel Bagues & Antonio Cabrales & Nagore Iriberri, 2019. "What You Don’t Know…Can’t Hurt You? A Natural Field Experiment on Relative Performance Feedback in Higher Education," Management Science, INFORMS, vol. 65(8), pages 3714-3736, August.
  4. Facundo Albornoz & Antonio Cabrales & Esther Hauk, 2019. "Occupational Choice with Endogenous Spillovers," The Economic Journal, Royal Economic Society, vol. 129(621), pages 1953-1970.
  5. Antonio Cabrales & Maia Güell & Rocio Madera & Analía Viola, 2019. "Income contingent university loans: Policy design and an application to Spain," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 34(99), pages 479-521.
  6. Blume, Andreas & Lai, Ernest K. & Lim, Wooyoung, 2019. "Eliciting private information with noise: The case of randomized response," Games and Economic Behavior, Elsevier, vol. 113(C), pages 356-380.
  7. Youjin Hahn & Liang Choon Wang, 2019. "The Effectiveness of Single‐Sex Schools through Out‐of‐School Activities: Evidence from South Korea," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(2), pages 369-393, April.
  8. Berwart, Erik & Guidolin, Massimo & Milidonis, Andreas, 2019. "An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings," Journal of Corporate Finance, Elsevier, vol. 59(C), pages 88-118.
  9. Guidolin, Massimo & Pedio, Manuela, 2019. "Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
  10. Bianchi, Daniele & Billio, Monica & Casarin, Roberto & Guidolin, Massimo, 2019. "Modeling systemic risk with Markov Switching Graphical SUR models," Journal of Econometrics, Elsevier, vol. 210(1), pages 58-74.
  11. Guidolin, Massimo & Hansen, Erwin & Pedio, Manuela, 2019. "Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach," Journal of Financial Markets, Elsevier, vol. 45(C), pages 83-114.
  12. Patton, Andrew J. & Ziegel, Johanna F. & Chen, Rui, 2019. "Dynamic semiparametric models for expected shortfall (and Value-at-Risk)," Journal of Econometrics, Elsevier, vol. 211(2), pages 388-413.
  13. Federico M Bandi & Andrew J Patton, 2019. "Farewell Editorial," Journal of Financial Econometrics, Oxford University Press, vol. 17(3), pages 339-340.
  14. Bollerslev, Tim & Meddahi, Nour & Nyawa, Serge, 2019. "High-dimensional multivariate realized volatility estimation," Journal of Econometrics, Elsevier, vol. 212(1), pages 116-136.
  15. Blandin, Adam & Peterman, William B., 2019. "Taxing capital? The importance of how human capital is accumulated," European Economic Review, Elsevier, vol. 119(C), pages 482-508.
  16. William B. Peterman & Kamila Sommer, 2019. "How Well Did Social Security Mitigate The Effects Of The Great Recession?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(3), pages 1433-1466, August.
  17. William B. Peterman & Kamila Sommer, 2019. "A historical welfare analysis of Social Security: Whom did the program benefit?," Quantitative Economics, Econometric Society, vol. 10(4), pages 1357-1399, November.
  18. Laura E. Jackson & Kevin L. Kliesen & Michael T. Owyang, 2019. "A Bad Moon Rising? Uncertainty Shocks and Economic Outcomes," Economic Synopses, Federal Reserve Bank of St. Louis, issue 6, March.
  19. Amy Y. Guisinger & Michael T. Owyang & Hannah Shell, 2019. "Economic Forecasting: Comparing the Fed with the Private Sector," The Regional Economist, Federal Reserve Bank of St. Louis, vol. 27(3).
  20. Shigeru Fujita, 2019. "Where Is the Phillips Curve?," Economic Insights, Federal Reserve Bank of Philadelphia, vol. 4(3), pages 12-19, July.
  21. Andrew T. Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson, 2019. "How Have Changing Sectoral Trends Affected GDP Growth?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  22. Òscar Jordà & Chitra Marti & Fernanda Nechio & Eric Tallman, 2019. "Inflation: Stress-Testing the Phillips Curve," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  23. Òscar Jordà & Chitra Marti & Fernanda Nechio & Eric Tallman, 2019. "Why Is Inflation Low Globally?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  24. Òscar Jordà & Alan M. Taylor, 2019. "Riders on the Storm," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  25. Galina Hale & Òscar Jordà & Glenn D. Rudebusch, 2019. "The Economics of Climate Change: A First Fed Conference," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2019(31), pages 1-5, December.
  26. Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M Taylor, 2019. "The Rate of Return on Everything, 1870–2015," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 134(3), pages 1225-1298.
  27. Òscar Jordà & Moritz Schularick & Alan M. Taylor & Felix Ward, 2019. "Global Financial Cycles and Risk Premiums," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 109-150, March.
  28. Yanqin Fan & Ming He & Liangjun Su & Xiao‐Hua Zhou, 2019. "A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 46(2), pages 446-469, June.
  29. Wang, Wuyi & Phillips, Peter C.B. & Su, Liangjun, 2019. "The heterogeneous effects of the minimum wage on employment across states," Economics Letters, Elsevier, vol. 174(C), pages 179-185.
  30. Feng, Guohua & Peng, Bin & Su, Liangjun & Yang, Thomas Tao, 2019. "Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice," Journal of Econometrics, Elsevier, vol. 212(2), pages 607-622.
  31. Su, Liangjun & Ura, Takuya & Zhang, Yichong, 2019. "Non-separable models with high-dimensional data," Journal of Econometrics, Elsevier, vol. 212(2), pages 646-677.
  32. Liangjun Su & Pai Xu, 2019. "Common threshold in quantile regressions with an application to pricing for reputation," Econometric Reviews, Taylor & Francis Journals, vol. 38(4), pages 417-450, April.
  33. Liangjun Su & Xia Wang & Sainan Jin, 2019. "Sieve Estimation of Time-Varying Panel Data Models With Latent Structures," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 334-349, April.
  34. Riju Joshi & Jeffrey M. Wooldridge, 2019. "Correlated Random Effects Models with Endogenous Explanatory Variables and Unbalanced Panels," Annals of Economics and Statistics, GENES, issue 134, pages 243-268.
  35. Wooldridge, Jeffrey M., 2019. "Correlated random effects models with unbalanced panels," Journal of Econometrics, Elsevier, vol. 211(1), pages 137-150.
  36. Mingmian Cheng & Norman R. Swanson, 2019. "Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence," Econometrics, MDPI, vol. 7(1), pages 1-32, March.
  37. Cepni, Oguzhan & Güney, I. Ethem & Swanson, Norman R., 2019. "Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes," International Journal of Forecasting, Elsevier, vol. 35(2), pages 555-572.
  38. Bocar Ba & Jeffrey Grogger, 2019. "The Introduction of Tasers and Police Use of Firearms: Evidence from the Chicago Police Department," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 157-160, May.
  39. Jeffrey Grogger, 2019. "Speech and Wages," Journal of Human Resources, University of Wisconsin Press, vol. 54(4), pages 926-952.
  40. Matías Pacce & Gabriel Pérez-Quirós, 2019. "Predicción en tiempo real del PIB en el área del euro: recientes mejoras en el modelo Euro-STING," Boletín Económico, Banco de España, issue MAR.
  41. Kim, Jun Sung & Mitchell, Sophie Deborah & Wang, Liang Choon, 2019. "Hedonic pricing and the role of stud fees in the market for thoroughbred yearlings in Australia," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 63(3), July.
  42. Islam, Asad & Smyth, Russell & Tan, HongQi Alexis & Wang, Liang C., 2019. "Survey measures versus incentivized measures of risk preferences: Evidence from sex workers' risky sexual transactions," Social Science & Medicine, Elsevier, vol. 238(C), pages 1-1.
  43. de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin, 2019. "Smoothed GMM for quantile models," Journal of Econometrics, Elsevier, vol. 213(1), pages 121-144.
  44. David M. Kaplan, 2019. "distcomp: Comparing distributions," Stata Journal, StataCorp LP, vol. 19(4), pages 832-848, December.
  45. Wu, Jing Cynthia & Zhang, Ji, 2019. "A shadow rate New Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
  46. Wu, Jing Cynthia & Zhang, Ji, 2019. "Global effective lower bound and unconventional monetary policy," Journal of International Economics, Elsevier, vol. 118(C), pages 200-216.
  47. Michael D. Bauer & Thomas M. Mertens, 2019. "Zero Lower Bound Risk according to Option Prices," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  48. Kelly, Bryan T. & Pruitt, Seth & Su, Yinan, 2019. "Characteristics are covariances: A unified model of risk and return," Journal of Financial Economics, Elsevier, vol. 134(3), pages 501-524.
  49. Nguyen, Bao H. & Okimoto, Tatsuyoshi, 2019. "Asymmetric reactions of the US natural gas market and economic activity," Energy Economics, Elsevier, vol. 80(C), pages 86-99.
  50. Okimoto, Tatsuyoshi, 2019. "Trend inflation and monetary policy regimes in Japan," Journal of International Money and Finance, Elsevier, vol. 92(C), pages 137-152.
  51. P Gorgi & P R Hansen & P Janus & S J Koopman, 2019. "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Journal of Financial Econometrics, Oxford University Press, vol. 17(1), pages 1-32.
  52. Uesugi, Iichiro, 2019. "Bank―Firm Relationships and SME Financing: A Literature Review," Economic Review, Hitotsubashi University, vol. 70(2), pages 146-167, April.
  53. Herrera, Ana María & Rangaraju, Sandeep Kumar, 2019. "The quantitative effects of tax foresight: Not all states are equal," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
  54. Herrera, Ana María & Karaki, Mohamad B. & Rangaraju, Sandeep Kumar, 2019. "Oil price shocks and U.S. economic activity," Energy Policy, Elsevier, vol. 129(C), pages 89-99.
  55. Andréas Heinen & Jeetendra Khadan & Eric Strobl, 2019. "The Price Impact of Extreme Weather in Developing Countries," The Economic Journal, Royal Economic Society, vol. 129(619), pages 1327-1342.
  56. Zhang, Hanyu & Dufour, Alfonso, 2019. "Modeling intraday volatility of European bond markets: A data filtering application," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 131-146.
  57. Dufour, Alfonso & Marra, Miriam & Sangiorgi, Ivan, 2019. "Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos," Journal of Banking & Finance, Elsevier, vol. 107(C), pages 1-1.
  58. Issler, João Victor & Pimentel, Luana Moreira de Miranda, 2019. "Uma medida de PIB Mensal para o Brasil usando o Term Spread," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 73(1), March.
  59. Dias, Victor Pina & Oliveira, Érica Diniz & Issler, João Victor & Rachter, Laísa, 2019. "Non-Durable Consumption and Real-Estate Prices in Brazil: Panel-Data Analysis at the State Level," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 73(3), September.
  60. Dumrongrittikul, Taya & Anderson, Heather & Vahid, Farshid, 2019. "The global effects of productivity gains in Asian emerging economies," Economic Modelling, Elsevier, vol. 83(C), pages 127-140.
  61. Panagiotelis, Anastasios & Athanasopoulos, George & Hyndman, Rob J. & Jiang, Bin & Vahid, Farshid, 2019. "Macroeconomic forecasting for Australia using a large number of predictors," International Journal of Forecasting, Elsevier, vol. 35(2), pages 616-633.
  62. González-Rivera, Gloria & Maldonado, Javier & Ruiz, Esther, 2019. "Growth in stress," International Journal of Forecasting, Elsevier, vol. 35(3), pages 948-966.
  63. Wei Lin & Gloria González‐Rivera, 2019. "Extreme returns and intensity of trading," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1121-1140, November.
  64. Lee, Hahn Shik & Lee, Woo Suk, 2019. "Cross-regional connectedness in the Korean housing market," Journal of Housing Economics, Elsevier, vol. 46(C).
  65. Andra C Ghent & Walter N Torous & Rossen I Valkanov, 2019. "Complexity in Structured Finance," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(2), pages 694-722.
  66. Andra C. Ghent & Walter N. Torous & Rossen I. Valkanov, 2019. "Commercial Real Estate as an Asset Class," Annual Review of Financial Economics, Annual Reviews, vol. 11(1), pages 153-171, December.
  67. Liao, Yin & Anderson, Heather M., 2019. "Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices," Journal of Banking & Finance, Elsevier, vol. 99(C), pages 252-274.
  68. Jesus Gonzalo & Jose Olmo, 2019. "Differences Between Short‐ and Long‐Term Risk Aversion: An Optimal Asset Allocation Perspective," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(1), pages 42-61, February.
  69. Liqun Liu & William S. Neilson, 2019. "Alternative Approaches to Comparative n th-Degree Risk Aversion," Management Science, INFORMS, vol. 65(8), pages 3824-3834, August.
  70. Buzard, Kristy & Delimatsis, Panagiotis, 2019. "Subsidies and Investment Promotion Reaching New Heights in the Aviation Sector: The US–Tax Incentives Dispute," World Trade Review, Cambridge University Press, vol. 18(2), pages 327-351, April.
  71. Matthew Gibson, 2019. "Regulation-Induced Pollution Substitution," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 827-840, December.
  72. Daniel CHIQUIAR & Martín TOBAL & Renato YSLAS, 2019. "Measuring and understanding trade in service tasks," International Labour Review, International Labour Organization, vol. 158(1), pages 169-190, March.
  73. Jorge Alvarado & Miroslava Quiroga & Leonardo Torre & Daniel Chiquiar, 2019. "Regional Input-Output Matrices and an Application to Analyze a Manufacturing Export Shock in Mexico. (Matrices insumo producto regionales y una aplicación para analizar impactos de las exportaciones m," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(2), pages 227-258, November.
  74. Carlos Capistrán & Daniel Chiquiar & Juan R. Hernández, 2019. "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 207-254, December.
  75. Miguel A. Costa‐Gomes & Yuan Ju & Jiawen Li, 2019. "Role‐Reversal Consistency: An Experimental Study Of The Golden Rule," Economic Inquiry, Western Economic Association International, vol. 57(1), pages 685-704, January.
  76. Isaac Mbiti & Karthik Muralidharan & Mauricio Romero & Youdi Schipper & Constantine Manda & Rakesh Rajani, 2019. "Inputs, Incentives, and Complementarities in Education: Experimental Evidence from Tanzania," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 134(3), pages 1627-1673.
  77. Coşgel, Metin M. & Hwang, Jungbin & Miceli, Thomas J. & Yıldırım, Sadullah, 2019. "Religiosity: Identifying the effect of pluralism," Journal of Economic Behavior & Organization, Elsevier, vol. 158(C), pages 219-235.
  78. Nagore Iriberri & Pedro Rey-Biel, 2019. "Competitive Pressure Widens the Gender Gap in Performance: Evidence from a Two-stage Competition in Mathematics," The Economic Journal, Royal Economic Society, vol. 129(620), pages 1863-1893.
  79. James Andreoni & Michael A. Kuhn & Larry Samuelson, 2019. "Building rational cooperation on their own: Learning to start small," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 21(5), pages 812-825, October.
  80. Brownback, Andy & Kuhn, Michael A., 2019. "Understanding outcome bias," Games and Economic Behavior, Elsevier, vol. 117(C), pages 342-360.
  81. Andreoni, James & Kuhn, Michael A. & List, John A. & Samek, Anya & Sokal, Kevin & Sprenger, Charles, 2019. "Toward an understanding of the development of time preferences: Evidence from field experiments," Journal of Public Economics, Elsevier, vol. 177(C), pages 1-1.
  82. Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2019. "Confidence Intervals for Projections of Partially Identified Parameters," Econometrica, Econometric Society, vol. 87(4), pages 1397-1432, July.
  83. Eric Parsons & Cory Koedel & Li Tan, 2019. "Accounting for Student Disadvantage in Value-Added Models," Journal of Educational and Behavioral Statistics, , vol. 44(2), pages 144-179, April.
  84. Li Tan & Cory Koedel, 2019. "The Effects of Differential Income Replacement and Mortality on U.S. Social Security Redistribution," Southern Economic Journal, John Wiley & Sons, vol. 86(2), pages 613-637, October.
  85. Levere, Michael & Orzol, Sean & Leininger, Lindsey & Early, Nancy, 2019. "Contemporaneous and long-term effects of children’s public health insurance expansions on Supplemental Security Income participation," Journal of Health Economics, Elsevier, vol. 64(C), pages 80-92.
  86. Tae-Hwy Lee & Yiyao Wang, 2019. "Evaluation of the Survey of Professional Forecasters in the Greenbook’s Loss Function," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(2), pages 345-360, June.
  87. Tae-Hwy Lee & Aman Ullah & He Wang, 2019. "The Second-Order Asymptotic Properties of Asymmetric Least Squares Estimation," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(1), pages 201-233, September.
  88. Jun Sung Kim & Bin Jiang & Chuhui Li & Hee-Seung Yang, 2019. "Returns to women’s education using optimal IV selection," Applied Economics, Taylor & Francis Journals, vol. 51(8), pages 815-830, February.
  89. Won Hyeok Kim & Seohyun Lee & Myungkyu Shim & Hee-Seung Yang, 2019. "Technological Progress and Youth Employment in South Korea," Global Economic Review, Taylor & Francis Journals, vol. 48(3), pages 320-333, July.
  90. Kim, Gil & Vera, David, 2019. "Recent drivers of the real oil price: Revisiting and extending Kilian's (2009) findings," Energy Economics, Elsevier, vol. 82(C), pages 201-210.

2018

  1. Albornoz, Facundo & Cabrales, Antonio & Calvo, Paula & Hauk, Esther, 2018. "Immigrant children’s school performance and immigration costs: Evidence from Spain," Economics Letters, Elsevier, vol. 170(C), pages 27-30.
  2. Facundo Albornoz & Samuel Berlinski & Antonio Cabrales, 2018. "Motivation, resources, and the organization of the school system," Journal of the European Economic Association, European Economic Association, vol. 16(1), pages 199-231.
  3. Facundo Albornoz & Antonio Cabrales & Esther Hauk, 2018. "Immigration and the school system," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(4), pages 855-890, June.
  4. Blume, Andreas, 2018. "Failure of common knowledge of language in common-interest communication games," Games and Economic Behavior, Elsevier, vol. 109(C), pages 132-155.
  5. Hahn, Youjin & Wang, Liang Choon & Yang, Hee-Seung, 2018. "Does greater school autonomy make a difference? Evidence from a randomized natural experiment in South Korea," Journal of Public Economics, Elsevier, vol. 161(C), pages 15-30.
  6. Youjin Hahn & Kanti Nuzhat & Hee-Seung Yang, 2018. "The effect of female education on marital matches and child health in Bangladesh," Journal of Population Economics, Springer;European Society for Population Economics, vol. 31(3), pages 915-936, July.
  7. Youjin Hahn & Asadul Islam & Kanti Nuzhat & Russell Smyth & Hee-Seung Yang, 2018. "Education, Marriage, and Fertility: Long-Term Evidence from a Female Stipend Program in Bangladesh," Economic Development and Cultural Change, University of Chicago Press, vol. 66(2), pages 383-415.
  8. Giampietro, Marta & Guidolin, Massimo & Pedio, Manuela, 2018. "Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing," European Journal of Operational Research, Elsevier, vol. 265(2), pages 685-702.
  9. Guidolin, Massimo & Thornton, Daniel L., 2018. "Predictions of short-term rates and the expectations hypothesis," International Journal of Forecasting, Elsevier, vol. 34(4), pages 636-664.
  10. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2018. "Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?," Journal of Financial Econometrics, Oxford University Press, vol. 16(1), pages 34-62.
  11. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2018. "How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns," Quantitative Finance, Taylor & Francis Journals, vol. 18(1), pages 139-169, January.
  12. Massimo Guidolin & Erwin Hansen & Martín Lozano-Banda, 2018. "Portfolio performance of linear SDF models: an out-of-sample assessment," Quantitative Finance, Taylor & Francis Journals, vol. 18(8), pages 1425-1436, August.
  13. Li, Jia & Patton, Andrew J., 2018. "Asymptotic inference about predictive accuracy using high frequency data," Journal of Econometrics, Elsevier, vol. 203(2), pages 223-240.
  14. Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2018. "Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions," Journal of Econometrics, Elsevier, vol. 207(1), pages 71-91.
  15. Federico M Bandi & Andrew J Patton, 2018. "Editorial," Journal of Financial Econometrics, Oxford University Press, vol. 16(4), pages 523-525.
  16. Dong Hwan Oh & Andrew J. Patton, 2018. "Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(2), pages 181-195, April.
  17. Tim Bollerslev & Benjamin Hood & John Huss & Lasse Heje Pedersen, 2018. "Risk Everywhere: Modeling and Managing Volatility," The Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2729-2773.
  18. Tim Bollerslev & Jia Li & Yuan Xue, 2018. "Volume, Volatility, and Public News Announcements," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(4), pages 2005-2041.
  19. David Cashin & Jamie Lenney & Byron Lutz & William Peterman, 2018. "Fiscal policy and aggregate demand in the USA before, during, and following the Great Recession," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 25(6), pages 1519-1558, December.
  20. Stephie Fried & Kevin Novan & William Peterman, 2018. "The Distributional Effects of a Carbon Tax on Current and Future Generations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 30-46, October.
  21. Jackson, Laura E. & Owyang, Michael T. & Zubairy, Sarah, 2018. "Debt and stabilization policy: Evidence from a Euro Area FAVAR," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 67-91.
  22. Jackson, Laura E. & Owyang, Michael T. & Soques, Daniel, 2018. "Nonlinearities, smoothing and countercyclical monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 136-154.
  23. Guisinger, Amy Y. & Hernandez-Murillo, Ruben & Owyang, Michael T. & Sinclair, Tara M., 2018. "A state-level analysis of Okun's law," Regional Science and Urban Economics, Elsevier, vol. 68(C), pages 239-248.
  24. Amy Y. Guisinger & Michael T. Owyang & Hannah Shell, 2018. "Measuring Potential Output," Economic Synopses, Federal Reserve Bank of St. Louis, issue 25, pages 1-2.
  25. Michael T. Owyang & Hannah Shell, 2018. "Dealing with the Leftovers: Residual Seasonality in GDP," The Regional Economist, Federal Reserve Bank of St. Louis, vol. 26(4).
  26. Amy Y. Guisinger & Michael T. Owyang & Hannah Shell, 2018. "Comparing Measures of Potential Output," Review, Federal Reserve Bank of St. Louis, vol. 100(4), pages 297-316.
  27. Neville Francis & Laura E. Jackson & Michael T. Owyang, 2018. "Countercyclical Policy and the Speed of Recovery after Recessions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(4), pages 675-704, June.
  28. Ana Beatriz Galvão & Michael T. Owyang, 2018. "Financial Stress Regimes and the Macroeconomy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1479-1505, October.
  29. Fujita, Shigeru, 2018. "Declining labor turnover and turbulence," Journal of Monetary Economics, Elsevier, vol. 99(C), pages 1-19.
  30. Michael Dotsey & Shigeru Fujita & Tom Stark, 2018. "Do Phillips Curves Conditionally Help to Forecast Inflation?," International Journal of Central Banking, International Journal of Central Banking, vol. 14(4), pages 43-92, September.
  31. John G. Fernald & Robert E. Hall & James H. Stock & Mark W. Watson, 2018. "The Disappointing Recovery in U.S. Output after 2009," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  32. James H. Stock & Mark W. Watson, 2018. "Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments," Economic Journal, Royal Economic Society, vol. 128(610), pages 917-948, May.
  33. Ulrich K. Müller & Mark W. Watson, 2018. "Long†Run Covariability," Econometrica, Econometric Society, vol. 86(3), pages 775-804, May.
  34. Joshua D. Angrist & Òscar Jordà & Guido M. Kuersteiner, 2018. "Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 371-387, July.
  35. Escribano Alvaro & Torrado María, 2018. "Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(5), pages 1-19, December.
  36. Escribano, Alvaro & Sucarrat, Genaro, 2018. "Equation-by-equation estimation of multivariate periodic electricity price volatility," Energy Economics, Elsevier, vol. 74(C), pages 287-298.
  37. Álvaro Escribano & M. Teresa Santos-Martín & Ana E. Sipols, 2018. "A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve," Applied Economics, Taylor & Francis Journals, vol. 50(36), pages 3966-3978, August.
  38. Genaro Sucarrat & Alvaro Escribano, 2018. "Estimation of log-GARCH models in the presence of zero returns," The European Journal of Finance, Taylor & Francis Journals, vol. 24(10), pages 809-827, July.
  39. Su, Liangjun & Ju, Gaosheng, 2018. "Identifying latent grouped patterns in panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 554-573.
  40. Ma, Shujie & Su, Liangjun, 2018. "Estimation of large dimensional factor models with an unknown number of breaks," Journal of Econometrics, Elsevier, vol. 207(1), pages 1-29.
  41. Liangjun Su & Zhenlin Yang, 2018. "Asymptotics and bootstrap for random-effects panel data transformation models," Econometric Reviews, Taylor & Francis Journals, vol. 37(6), pages 602-625, July.
  42. Wuyi Wang & Peter C. B. Phillips & Liangjun Su, 2018. "Homogeneity pursuit in panel data models: Theory and application," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 797-815, September.
  43. Słoczyński, Tymon & Wooldridge, Jeffrey M., 2018. "A General Double Robustness Result For Estimating Average Treatment Effects," Econometric Theory, Cambridge University Press, vol. 34(1), pages 112-133, February.
  44. Stacy, Brian & Guarino, Cassandra & Wooldridge, Jeffrey, 2018. "Does the precision and stability of value-added estimates of teacher performance depend on the types of students they serve?," Economics of Education Review, Elsevier, vol. 64(C), pages 50-74.
  45. Vosters, Kelly N. & Guarino, Cassandra M. & Wooldridge, Jeffrey M., 2018. "Understanding and evaluating the SAS® EVAAS® Univariate Response Model (URM) for measuring teacher effectiveness," Economics of Education Review, Elsevier, vol. 66(C), pages 191-205.
  46. Kevin J. Boyle & Jeffrey M. Wooldridge, 2018. "Understanding Error Structures and Exploiting Panel Data in Meta-analytic Benefit Transfers," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 69(3), pages 609-635, March.
  47. Anastasia Semykina & Jeffrey M. Wooldridge, 2018. "Binary response panel data models with sample selection and self‐selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 179-197, March.
  48. Bruhin, Adrian & Santos-Pinto, Luís & Staubli, David, 2018. "How do beliefs about skill affect risky decisions?," Journal of Economic Behavior & Organization, Elsevier, vol. 150(C), pages 350-371.
  49. Monica S. Hammer & Yi Fan & Suzanne S. Hammer & Tracy K. Swinburn & Miriam Weber & Diana Weinhold & Richard L. Neitzel, 2018. "Applying a novel environmental health framework theory (I-ACT) to noise pollution policies in the United States, United Kingdom, and the Netherlands," Journal of Environmental Planning and Management, Taylor & Francis Journals, vol. 61(12), pages 2111-2132, October.
  50. Norman R. Swanson & Weiqi Xiong, 2018. "Big data analytics in economics: What have we learned so far, and where should we go from here?," Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 695-746, August.
  51. Hyun Hak Kim & Norman R. Swanson, 2018. "Methods for backcasting, nowcasting and forecasting using factor†MIDAS: With an application to Korean GDP," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(3), pages 281-302, April.
  52. Kim, Hyun Hak & Swanson, Norman R., 2018. "Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods," International Journal of Forecasting, Elsevier, vol. 34(2), pages 339-354.
  53. Corradi, Valentina & Silvapulle, Mervyn J. & Swanson, Norman R., 2018. "Testing for jumps and jump intensity path dependence," Journal of Econometrics, Elsevier, vol. 204(2), pages 248-267.
  54. Fricke, Hans & Grogger, Jeffrey & Steinmayr, Andreas, 2018. "Exposure to academic fields and college major choice," Economics of Education Review, Elsevier, vol. 64(C), pages 199-213.
  55. Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar, 2018. "Markov-switching dynamic factor models in real time," International Journal of Forecasting, Elsevier, vol. 34(4), pages 598-611.
  56. María Dolores Gadea & Ana Gómez‐Loscos & Gabriel Pérez‐Quirós, 2018. "Great Moderation And Great Recession: From Plain Sailing To Stormy Seas?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(4), pages 2297-2321, November.
  57. Dariya Mykhayliv & Klaus G Zauner, 2018. "The financial and economic performance of social banks," Applied Economics, Taylor & Francis Journals, vol. 50(34-35), pages 3833-3839, July.
  58. Goldman, Matt & Kaplan, David M., 2018. "Comparing distributions by multiple testing across quantiles or CDF values," Journal of Econometrics, Elsevier, vol. 206(1), pages 143-166.
  59. Matt Goldman & David M. Kaplan, 2018. "Non‐parametric inference on (conditional) quantile differences and interquantile ranges, using L‐statistics," Econometrics Journal, Royal Economic Society, vol. 21(2), pages 136-169, June.
  60. Michael D. Bauer & Thomas M. Mertens, 2018. "Economic Forecasts with the Yield Curve," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  61. Michael D. Bauer & Thomas M. Mertens, 2018. "Information in the Yield Curve about Future Recessions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  62. Michael D. Bauer & James D. Hamilton, 2018. "Robust Bond Risk Premia," The Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 399-448.
  63. Michael D. Bauer, 2018. "Restrictions on Risk Prices in Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(2), pages 196-211, April.
  64. Munechika Katayama & Kwang Hwan Kim, 2018. "Uncertainty Shocks and the Relative Price of Investment Goods," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 163-178, October.
  65. Munechika Katayama & Kwang Hwan Kim, 2018. "Intersectoral Labor Immobility, Sectoral Comovement, and News Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(1), pages 77-114, February.
  66. De Pooter, Michiel & Martin, Robert F. & Pruitt, Seth, 2018. "The Liquidity Effects of Official Bond Market Intervention," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(1), pages 243-268, February.
  67. Langedijk, Sven & Monokroussos, George & Papanagiotou, Evangelia, 2018. "Benchmarking liquidity proxies: The case of EU sovereign bonds," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 321-329.
  68. Herrera, Ana María, 2018. "Oil Price Shocks, Inventories, And Macroeconomic Dynamics," Macroeconomic Dynamics, Cambridge University Press, vol. 22(3), pages 620-639, April.
  69. Herrera, Ana María & Hu, Liang & Pastor, Daniel, 2018. "Forecasting crude oil price volatility," International Journal of Forecasting, Elsevier, vol. 34(4), pages 622-635.
  70. Guillermo Baquero & Malika Hamadi & Andréas Heinen, 2018. "Competition, Loan Rates, and Information Dispersion in Nonprofit and For‐Profit Microcredit Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(5), pages 893-937, August.
  71. Kiel, Katherine A. & Matheson, Victor A., 2018. "The effect of natural disasters on housing prices: An examination of the Fourmile Canyon fire," Journal of Forest Economics, Elsevier, vol. 33(C), pages 1-7.
  72. Chatterjee, Diti & Dinar, Ariel & González-Rivera, Gloria, 2018. "An empirical knowledge production function of agricultural research and extension: The case of the University of California Cooperative Extension," Technological Forecasting and Social Change, Elsevier, vol. 134(C), pages 290-297.
  73. Hahn Shik Lee & Woo Suk Lee, 2018. "Housing market volatility connectedness among G7 countries," Applied Economics Letters, Taylor & Francis Journals, vol. 25(3), pages 146-151, February.
  74. Sean Flynn & Andra Ghent, 2018. "Competition and Credit Ratings After the Fall," Management Science, INFORMS, vol. 64(4), pages 1672-1692, April.
  75. Yoichi Arai & Hidehiko Ichimura, 2018. "Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator," Quantitative Economics, Econometric Society, vol. 9(1), pages 441-482, March.
  76. Ingvild Almås & Orazio Attanasio & Jyotsna Jalan & Francisco Oteiza & Marcella Vigneri, 2018. "Using data differently and using different data," Journal of Development Effectiveness, Taylor & Francis Journals, vol. 10(4), pages 462-481, October.
  77. Neilson, William & Xiao, Yancheng, 2018. "Equilibrium vaccination patterns in incomplete and heterogeneous networks," European Economic Review, Elsevier, vol. 105(C), pages 174-192.
  78. Neilson, William & Price, Michael & Wichmann, Bruno, 2018. "Added surplus and lost bargaining power in long-term contracting," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 76(C), pages 7-22.
  79. Jacob LaRiviere & Matthew McMahon & William Neilson, 2018. "Shareholder Protection and Agency Costs: An Experimental Analysis," Management Science, INFORMS, vol. 64(7), pages 3108-3128, July.
  80. Sanghoon Lee & Jeffrey Lin, 2018. "Natural Amenities, Neighbourhood Dynamics, and Persistence in the Spatial Distribution of Income," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 663-694.
  81. Cho, Jin Seo & White, Halbert, 2018. "Directionally Differentiable Econometric Models," Econometric Theory, Cambridge University Press, vol. 34(5), pages 1101-1131, October.
  82. Cho, Jin Seo & Phillips, Peter C.B., 2018. "Pythagorean generalization of testing the equality of two symmetric positive definite matrices," Journal of Econometrics, Elsevier, vol. 202(1), pages 45-56.
  83. Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2018. "Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 523-537, July.
  84. Jin Seo Cho & Peter C. B. Phillips, 2018. "Sequentially testing polynomial model hypotheses using power transforms of regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(1), pages 141-159, January.
  85. Matthew Gibson & Jeffrey Shrader, 2018. "Time Use and Labor Productivity: The Returns to Sleep," The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 783-798, December.
  86. Cassiman, Bruno & Veugelers, Reinhilde & Arts, Sam, 2018. "Mind the gap: Capturing value from basic research through combining mobile inventors and partnerships," Research Policy, Elsevier, vol. 47(9), pages 1811-1824.
  87. Sam Arts & Bruno Cassiman & Juan Carlos Gomez, 2018. "Text matching to measure patent similarity," Strategic Management Journal, Wiley Blackwell, vol. 39(1), pages 62-84, January.
  88. Paul Gertler & Sebastian Galiani & Mauricio Romero, 2018. "How to make replication the norm," Nature, Nature, vol. 554(7693), pages 417-419, February.
  89. Hwang, Jungbin & Sun, Yixiao, 2018. "SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS," Econometric Theory, Cambridge University Press, vol. 34(5), pages 949-984, October.
  90. Hwang, Jungbin & Sun, Yixiao, 2018. "Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework," Journal of Econometrics, Elsevier, vol. 207(2), pages 381-405.
  91. Antonio F. Galvao & Gabriel Montes–Rojas & Jose Olmo & Suyong Song, 2018. "On solving endogeneity with invalid instruments: an application to investment equations," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(3), pages 689-716, June.
  92. Ardakani, Omid M. & Kishor, N. Kundan & Song, Suyong, 2018. "Re-evaluating the effectiveness of inflation targeting," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 76-97.
  93. Hernandez-Arenaz, Iñigo & Iriberri, Nagore, 2018. "Women ask for less (only from men): Evidence from bargaining in the field," Journal of Economic Behavior & Organization, Elsevier, vol. 152(C), pages 192-214.
  94. Kuhn, Michael A., 2018. "Who feels the calorie crunch and when? The impact of school meals on cyclical food insecurity," Journal of Public Economics, Elsevier, vol. 166(C), pages 27-38.
  95. Eli Beracha & Ben T Gilbert & Tyler Kjorstad & Kiplan Womack, 2018. "On the Relation between Local Amenities and House Price Dynamics," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 46(3), pages 612-654, September.
  96. Thunström, Linda & Gilbert, Ben & Ritten, Chian Jones, 2018. "Nudges that hurt those already hurting – distributional and unintended effects of salience nudges," Journal of Economic Behavior & Organization, Elsevier, vol. 153(C), pages 267-282.
  97. Ben Gilbert & Alexander James & Jason F. Shogren, 2018. "Corporate apology for environmental damage," Journal of Risk and Uncertainty, Springer, vol. 56(1), pages 51-81, February.
  98. Shaikh M.S.U. Eskander & Edward B. Barbier & Benjamin Gilbert, 2018. "Fishing and Nonfishing Income Decisions: The Role of Human Capital and Family Structure," Land Economics, University of Wisconsin Press, vol. 94(1), pages 114-136.
  99. Dunker, Fabian & Hoderlein, Stefan & Kaido, Hiroaki & Sherman, Robert, 2018. "Nonparametric identification of the distribution of random coefficients in binary response static games of complete information," Journal of Econometrics, Elsevier, vol. 206(1), pages 83-102.
  100. Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2018. "The portfolio of euro area fund investors and ECB monetary policy announcements," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 103-126.
  101. Guillaume Horny & Simone Manganelli & Benoit Mojon, 2018. "Measuring Financial Fragmentation in the Euro Area Corporate Bond Market," JRFM, MDPI, vol. 11(4), pages 1-19, October.
  102. Rajeev Darolia & Cory Koedel, 2018. "High Schools And Students' Initial Colleges And Majors," Contemporary Economic Policy, Western Economic Association International, vol. 36(4), pages 692-710, October.
  103. Backes, Ben & Cowan, James & Goldhaber, Dan & Koedel, Cory & Miller, Luke C. & Xu, Zeyu, 2018. "The common core conundrum: To what extent should we worry that changes to assessments will affect test-based measures of teacher performance?," Economics of Education Review, Elsevier, vol. 62(C), pages 48-65.
  104. Lee, Tae-Hwy & Ullah, Aman & Wang, He, 2018. "The second-order bias of quantile estimators," Economics Letters, Elsevier, vol. 173(C), pages 143-147.
  105. Eric Hillebrand & Huiyu Huang & Tae-Hwy Lee & Canlin Li, 2018. "Using the Entire Yield Curve in Forecasting Output and Inflation," Econometrics, MDPI, vol. 6(3), pages 1-27, August.
  106. Brownback, Andy, 2018. "A classroom experiment on effort allocation under relative grading," Economics of Education Review, Elsevier, vol. 62(C), pages 113-128.
  107. Brownback, Andy & Novotny, Aaron, 2018. "Social desirability bias and polling errors in the 2016 presidential election," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 74(C), pages 38-56.
  108. Hee‐Seung Yang, 2018. "Social Security Dependent Benefits, Net Payroll Tax, And Married Women'S Labor Supply," Contemporary Economic Policy, Western Economic Association International, vol. 36(2), pages 381-393, April.
  109. Shim, Myungkyu & Yang, Hee-Seung, 2018. "Interindustry wage differentials, technology adoption, and job polarization," Journal of Economic Behavior & Organization, Elsevier, vol. 146(C), pages 141-160.
  110. Tutsirai Sakutukwa & Hee-Seung Yang, 2018. "The role of uncertainty in forecasting employment by skill and industry," Applied Economics Letters, Taylor & Francis Journals, vol. 25(18), pages 1288-1291, October.

2017

  1. Chalak, Karim, 2017. "Instrumental Variables Methods With Heterogeneity And Mismeasured Instruments," Econometric Theory, Cambridge University Press, vol. 33(1), pages 69-104, February.
  2. Albornoz, Facundo & Cabrales, Antonio & Hauk, Esther & Warnes, Pablo E., 2017. "Intergenerational field transitions in economics," Economics Letters, Elsevier, vol. 154(C), pages 1-5.
  3. Cabrales, Antonio & Gossner, Olivier & Serrano, Roberto, 2017. "A normalized value for information purchases," Journal of Economic Theory, Elsevier, vol. 170(C), pages 266-288.
  4. Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2017. "Risk Sharing and Contagion in Networks," The Review of Financial Studies, Society for Financial Studies, vol. 30(9), pages 3086-3127.
  5. Antonio Cabrales & Juan J. Dolado & Ricardo Mora, 2017. "Dual employment protection and (lack of) on-the-job training: PIAAC evidence for Spain and other European countries," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 8(4), pages 345-371, November.
  6. Andreas Blume & Peter H. Kriss & Roberto A. Weber, 2017. "Pre-play communication with forgone costly messages: experimental evidence on forward induction," Experimental Economics, Springer;Economic Science Association, vol. 20(2), pages 368-395, June.
  7. Betts, Julian R. & Hahn, Youjin & Zau, Andrew C., 2017. "Can testing improve student learning? An evaluation of the mathematics diagnostic testing project," Journal of Urban Economics, Elsevier, vol. 100(C), pages 54-64.
  8. Guidolin, Massimo & Pedio, Manuela, 2017. "Identifying and measuring the contagion channels at work in the European financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 117-134.
  9. Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2017. "The impact of monetary policy on corporate bonds under regime shifts," Journal of Banking & Finance, Elsevier, vol. 80(C), pages 176-202.
  10. Francesco Chincoli & Massimo Guidolin, 2017. "Linear and nonlinear predictability in investment style factors: multivariate evidence," Journal of Asset Management, Palgrave Macmillan, vol. 18(6), pages 476-509, October.
  11. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2017. "Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 110-129, January.
  12. The Managing Co-Editors & Federico M. Bandi & Andrew J. Patton, 2017. "Introduction to the 2016 Hal White Memorial Lecture," Journal of Financial Econometrics, Oxford University Press, vol. 15(3), pages 331-332.
  13. Dong Hwan Oh & Andrew J. Patton, 2017. "Modeling Dependence in High Dimensions With Factor Copulas," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 139-154, January.
  14. Hernández-Murillo, Rubén & Owyang, Michael T. & Rubio, Margarita, 2017. "Clustered housing cycles," Regional Science and Urban Economics, Elsevier, vol. 66(C), pages 185-197.
  15. Michael T. Owyang & Hannah Shell, 2017. "China's Economic Data: An Accurate Reflection, or Just Smoke and Mirrors?," The Regional Economist, Federal Reserve Bank of St. Louis, vol. 25(2).
  16. Leora Friedberg & Michael T. Owyang & Wei Sun & Anthony Webb, 2017. "How Do Local Labor Markets Affect Retirement?," Review, Federal Reserve Bank of St. Louis, vol. 99(3), pages 259-278.
  17. Neville Francis & Michael T. Owyang & Ozge Savascin, 2017. "An endogenously clustered factor approach to international business cycles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(7), pages 1261-1276, November.
  18. Michael Dotsey & Shigeru Fujita & Leena Rudanko, 2017. "Where Is Everybody? The Shrinking Labor Force Participation Rate," Economic Insights, Federal Reserve Bank of Philadelphia, vol. 2(4), pages 17-24, October.
  19. Shigeru Fujita & Giuseppe Moscarini, 2017. "Recall and Unemployment," American Economic Review, American Economic Association, vol. 107(12), pages 3875-3916, December.
  20. James H. Stock & Mark W. Watson, 2017. "Twenty Years of Time Series Econometrics in Ten Pictures," Journal of Economic Perspectives, American Economic Association, vol. 31(2), pages 59-86, Spring.
  21. John G. Fernald & Robert E. Hall & James H. Stock & Mark W. Watson, 2017. "The Disappointing Recovery of Output after 2009," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 48(1 (Spring), pages 1-81.
  22. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2017. "Monetary Policy Medicine: Large Effects from Small Doses?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  23. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2017. "Macrofinancial History and the New Business Cycle Facts," NBER Macroeconomics Annual, University of Chicago Press, vol. 31(1), pages 213-263.
  24. García-Romero, Antonio & Escribano, Álvaro & Tribó, Josep A., 2017. "The impact of health research on length of stay in Spanish public hospitals," Research Policy, Elsevier, vol. 46(3), pages 591-604.
  25. Su, Liangjun & Zheng, Xin, 2017. "A martingale-difference-divergence-based test for specification," Economics Letters, Elsevier, vol. 156(C), pages 162-167.
  26. Su, Liangjun & Wang, Xia, 2017. "On time-varying factor models: Estimation and testing," Journal of Econometrics, Elsevier, vol. 198(1), pages 84-101.
  27. Liangjun Su & Xi Qu, 2017. "Specification Test for Spatial Autoregressive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 572-584, October.
  28. Xun Lu & Liangjun Su, 2017. "Determining the number of groups in latent panel structures with an application to income and democracy," Quantitative Economics, Econometric Society, vol. 8(3), pages 729-760, November.
  29. Lu, Cuicui & Wooldridge, Jeffrey M., 2017. "Quasi-generalized least squares regression estimation with spatial data," Economics Letters, Elsevier, vol. 156(C), pages 138-141.
  30. Luís Santos‐Pinto & Michele Dell'Era, 2017. "Entrepreneurial Optimism And The Market For New Issues," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(2), pages 383-419, May.
  31. Andersen, Lykke E. & Groom, Ben & Killick, Evan & Ledezma, Juan Carlos & Palmer, Charles & Weinhold, Diana, 2017. "Modelling Land Use, Deforestation, and Policy: A Hybrid Optimisation-Heterogeneous Agent Model with Application to the Bolivian Amazon," Ecological Economics, Elsevier, vol. 135(C), pages 76-90.
  32. Jin, Sainan & Corradi, Valentina & Swanson, Norman R., 2017. "Robust Forecast Comparison," Econometric Theory, Cambridge University Press, vol. 33(6), pages 1306-1351, December.
  33. Jeffrey Grogger, 2017. "Soda Taxes And The Prices of Sodas And Other Drinks: Evidence From Mexico," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 99(2), pages 481-498.
  34. Ana Arencibia Pareja & Ana Gómez Loscos & Mercedes de Luis López & Gabriel Pérez Quirós, 2017. "Un modelo de previsión del PIB y de sus componentes de demanda," Boletín Económico, Banco de España, issue DIC.
  35. Ana Arencibia Pareja & Ana Gómez Loscos & Mercedes de Luis López & Gabriel Pérez Quirós, 2017. "A short-term forecasting model for GDP and its demand components," Economic Bulletin, Banco de España, issue DIC.
  36. Gadea, María Dolores & Gomez-Loscos, Ana & Perez-Quiros, Gabriel, 2017. "Dissecting US recoveries," Economics Letters, Elsevier, vol. 154(C), pages 59-63.
  37. Asadul Islam & Chandarany Ouch & Russell Smyth & Liang Choon Wang, 2017. "The Intergenerational Effect of Cambodia's Genocide on Children's Education and Health," Population and Development Review, The Population Council, Inc., vol. 43(2), pages 331-353, June.
  38. Paul A. Raschky & Liang Choon Wang, 2017. "Reproductive behaviour at the end of the world: the effect of the Cuban Missile Crisis on U.S. fertility," Applied Economics, Taylor & Francis Journals, vol. 49(56), pages 5722-5727, December.
  39. Mykhayliv, Dariya & Zauner, Klaus G., 2017. "The impact of equity ownership groups on investment: Evidence from Ukraine," Economic Modelling, Elsevier, vol. 64(C), pages 20-25.
  40. Kaplan, David M. & Sun, Yixiao, 2017. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," Econometric Theory, Cambridge University Press, vol. 33(1), pages 105-157, February.
  41. Goldman, Matt & Kaplan, David M., 2017. "Fractional order statistic approximation for nonparametric conditional quantile inference," Journal of Econometrics, Elsevier, vol. 196(2), pages 331-346.
  42. Drew D. Creal & Jing Cynthia Wu, 2017. "Monetary Policy Uncertainty And Economic Fluctuations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(4), pages 1317-1354, November.
  43. Kinda Hachem & Jing Cynthia Wu, 2017. "Inflation Announcements and Social Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(8), pages 1673-1713, December.
  44. Michael D. Bauer, 2017. "Bridging the Gap: Forecasting Interest Rates with Macro Trends," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  45. Michael D. Bauer, 2017. "A New Conundrum in the Bond Market?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  46. Michael D. Bauer & Glenn D. Rudebusch, 2017. "Resolving the Spanning Puzzle in Macro-Finance Term Structure Models," Review of Finance, European Finance Association, vol. 21(2), pages 511-553.
  47. Jinill Kim & Seth Pruitt, 2017. "Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(4), pages 585-602, June.
  48. Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2017. "The term structure of credit spreads and business cycle in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 45(C), pages 27-36.
  49. Komatsubara, Tadaaki & Okimoto, Tatsuyoshi & Tatsumi, Ken-ichi, 2017. "Dynamics of integration in East Asian equity markets," Journal of the Japanese and International Economies, Elsevier, vol. 45(C), pages 37-50.
  50. Zhuo Huang & Tianyi Wang & Peter Reinhard Hansen, 2017. "Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(4), pages 328-358, April.
  51. Hazama, Makoto & Uesugi, Iichiro, 2017. "Measuring the systemic risk in interfirm transaction networks," Journal of Economic Behavior & Organization, Elsevier, vol. 137(C), pages 259-281.
  52. Herrera, Ana María & Karaki, Mohamad B. & Rangaraju, Sandeep Kumar, 2017. "Where do jobs go when oil prices drop?," Energy Economics, Elsevier, vol. 64(C), pages 469-482.
  53. D’Amuri, Francesco & Marcucci, Juri, 2017. "The predictive power of Google searches in forecasting US unemployment," International Journal of Forecasting, Elsevier, vol. 33(4), pages 801-816.
  54. Dufour, Alfonso & Stancu, Andrei & Varotto, Simone, 2017. "The equity-like behaviour of sovereign bonds," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 25-46.
  55. Chang, Ya-Ting & Gau, Yin-Feng & Hsu, Chih-Chiang, 2017. "Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 172-192.
  56. Gau, Yin-Feng & Wu, Zhen-Xing, 2017. "Macroeconomic announcements and price discovery in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 232-254.
  57. Wen-Lin Wu & Yin-Feng Gau, 2017. "Home bias in portfolio choices: social learning among partially informed agents," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 527-556, February.
  58. Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler, 2017. "Inattention in individual expectations," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 17(1), pages 40-59.
  59. Gomes, Fábio Augusto Reis & Issler, João Victor, 2017. "Testing Consumption Optimality Using Aggregate Data," Macroeconomic Dynamics, Cambridge University Press, vol. 21(5), pages 1119-1140, July.
  60. Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos, 2017. "Applying a microfounded-forecasting approach to predict Brazilian inflation," Empirical Economics, Springer, vol. 53(1), pages 137-163, August.
  61. Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2017. "On weak identification in structural VARMA models," Economics Letters, Elsevier, vol. 156(C), pages 1-6.
  62. Han Li & Colin O'hare & Farshid Vahid, 2017. "A Flexible Functional Form Approach To Mortality Modeling: Do We Need Additional Cohort Dummies?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(4), pages 357-367, July.
  63. Shutao Cao & Sharon Kozicki, 2017. "Real GDI, Productivity, and the Terms of Trade in Canada," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 63, pages 134-148, February.
  64. González-Rivera, Gloria & Sun, Yingying, 2017. "Density forecast evaluation in unstable environments," International Journal of Forecasting, Elsevier, vol. 33(2), pages 416-432.
  65. Gallant, A. Ronald & Giacomini, Raffaella & Ragusa, Giuseppe, 2017. "Bayesian estimation of state space models using moment conditions," Journal of Econometrics, Elsevier, vol. 201(2), pages 198-211.
  66. Carlo Altavilla & Raffaella Giacomini & Giuseppe Ragusa, 2017. "Anchoring the yield curve using survey expectations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1055-1068, September.
  67. Takeshi Yagihashi & David D. Selover, 2017. "How Do the Trans-Pacific Economies Affect the USA? An Industrial Sector Approach," The World Economy, Wiley Blackwell, vol. 40(10), pages 2097-2124, October.
  68. Gonzalo Jesús & Taamouti Abderrahim, 2017. "The reaction of stock market returns to unemployment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(4), pages 1-20, September.
  69. Jesùs Gonzalo & Jean-Yves Pitarakis, 2017. "Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 202-217, April.
  70. Buzard, Kristy & Carlino, Gerald A. & Hunt, Robert M. & Carr, Jake K. & Smith, Tony E., 2017. "The agglomeration of American R&D labs," Journal of Urban Economics, Elsevier, vol. 101(C), pages 14-26.
  71. Kristy Buzard & Benjamin A.T. Graham & Ben Horne, 2017. "Unrecognized States: A Theory of Self-Determination and Foreign Influence," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 33(3), pages 578-611.
  72. Buzard, Kristy, 2017. "Self-enforcing trade agreements and lobbying," Journal of International Economics, Elsevier, vol. 108(C), pages 226-242.
  73. Kristy Buzard, 2017. "Trade Agreements in the Shadow of Lobbying," Review of International Economics, Wiley Blackwell, vol. 25(1), pages 21-43, February.
  74. Jeffrey Lin, 2017. "Understanding Gentrification’s Causes," Economic Insights, Federal Reserve Bank of Philadelphia, vol. 2(3), pages 9-17, July.
  75. Prashant Bharadwaj & Matthew Gibson & Joshua Graff Zivin & Christopher Neilson, 2017. "Gray Matters: Fetal Pollution Exposure and Human Capital Formation," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 4(2), pages 505-542.
  76. Carlo Alcaraz & Daniel Chiquiar & María José Orraca & Alejandrina Salcedoa, 2017. "The Effect of Publicly Provided Health Insurance on Education Outcomes in Mexico," The World Bank Economic Review, World Bank, vol. 30(Supplemen), pages 145-156.
  77. Hwang, Jungbin & Sun, Yixiao, 2017. "Asymptotic F and t tests in an efficient GMM setting," Journal of Econometrics, Elsevier, vol. 198(2), pages 277-295.
  78. Galvao, Antonio F. & Montes-Rojas, Gabriel & Song, Suyong, 2017. "Endogeneity bias modeling using observables," Economics Letters, Elsevier, vol. 152(C), pages 41-45.
  79. Firpo, Sergio & Galvao, Antonio F. & Song, Suyong, 2017. "Measurement errors in quantile regression models," Journal of Econometrics, Elsevier, vol. 198(1), pages 146-164.
  80. Iriberri, Nagore & Rey-Biel, Pedro, 2017. "Stereotypes are only a threat when beliefs are reinforced: On the sensitivity of gender differences in performance under competition to information provision," Journal of Economic Behavior & Organization, Elsevier, vol. 135(C), pages 99-111.
  81. Kuhn, Michael A. & Kuhn, Peter & Villeval, Marie Claire, 2017. "Decision-environment effects on intertemporal financial choices: How relevant are resource-depletion models?," Journal of Economic Behavior & Organization, Elsevier, vol. 137(C), pages 72-89.
  82. Kaido, Hiroaki, 2017. "Asymptotically Efficient Estimation Of Weighted Average Derivatives With An Interval Censored Variable," Econometric Theory, Cambridge University Press, vol. 33(5), pages 1218-1241, October.
  83. Altunbas, Yener & Manganelli, Simone & Marques-Ibanez, David, 2017. "Realized bank risk during the great recession," Journal of Financial Intermediation, Elsevier, vol. 32(C), pages 29-44.
  84. Eric Ghysels & Julien Idier & Simone Manganelli & Olivier Vergote, 2017. "A High-Frequency assessment of the ECB Securities Markets Programme," Journal of the European Economic Association, European Economic Association, vol. 15(1), pages 218-243.
  85. Kim, Dongwoo & Koedel, Cory & Ni, Shawn & Podgursky, Michael, 2017. "Labor market frictions and production efficiency in public schools," Economics of Education Review, Elsevier, vol. 60(C), pages 54-67.
  86. Cory Koedel, 2017. "Explaining Black-White Differences in College Outcomes at Missouri Public Universities," Review, Federal Reserve Bank of St. Louis, vol. 99(1), pages 77-83.
  87. Cory Koedel & P. Brett Xiang, 2017. "Pension Enhancements and the Retention of Public Employees," ILR Review, Cornell University, ILR School, vol. 70(2), pages 519-551, March.
  88. Stephanie Riegg Cellini & Cory Koedel, 2017. "The Case For Limiting Federal Student Aid To For‐Profit Colleges," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 36(4), pages 934-942, September.
  89. Stephanie Riegg Cellini & Cory Koedel, 2017. "Response To Gilpin And Stoddard," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 36(4), pages 950-953, September.
  90. Makoto Shimoji, 2017. "Revenue comparison of discrete private-value auctions via weak dominance," Review of Economic Design, Springer;Society for Economic Design, vol. 21(4), pages 231-252, December.
  91. Bai Huang & Tae-Hwy Lee & Aman Ullah, 2017. "A combined estimator of regression models with measurement errors," Indian Economic Review, Springer, vol. 52(1), pages 73-91, December.
  92. Andreoni, James & Brownback, Andy, 2017. "All pay auctions and group size: Grading on a curve and other applications," Journal of Economic Behavior & Organization, Elsevier, vol. 137(C), pages 361-373.
  93. Osada Takeshi & Onji Kazuki & Vera David, 2017. "Banks Restructuring Sonata: How Capital Injection Triggered Labor Force Rejuvenation in Japanese Banks," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 17(2), pages 1-25, April.
  94. Va Nee L. Van Vleck & David Vera, 2017. "Cops and/or courts? A heterogeneous panel Granger-causality analysis of DUI in California," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 44(3), pages 286-311, March.

2016

  1. Brindusa Anghel & Antonio Cabrales & Jesus M. Carro, 2016. "Evaluating A Bilingual Education Program In Spain: The Impact Beyond Foreign Language Learning," Economic Inquiry, Western Economic Association International, vol. 54(2), pages 1202-1223, April.
  2. Antonio Cabrales & Haydée Lugo, 2016. "A public good model with lotteries in large groups," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 23(2), pages 218-233, April.
  3. Kriss, Peter H. & Blume, Andreas & Weber, Roberto A., 2016. "Coordination with decentralized costly communication," Journal of Economic Behavior & Organization, Elsevier, vol. 130(C), pages 225-241.
  4. Youjin Hahn & Hee-Seung Yang, 2016. "Do Work Decisions among Young Adults Respond to Extended Dependent Coverage?," ILR Review, Cornell University, ILR School, vol. 69(3), pages 737-771, May.
  5. Guidolin, Massimo & Liu, Hening, 2016. "Ambiguity Aversion and Underdiversification," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(4), pages 1297-1323, August.
  6. Massimo Guidolin & Erwin Hansen, 2016. "Pricing S&P 500 Index Options: A Conditional Semi‐Nonparametric Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(3), pages 217-239, March.
  7. Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2016. "Exploiting the errors: A simple approach for improved volatility forecasting," Journal of Econometrics, Elsevier, vol. 192(1), pages 1-18.
  8. Oh, Dong Hwan & Patton, Andrew J., 2016. "High-dimensional copula-based distributions with mixed frequency data," Journal of Econometrics, Elsevier, vol. 193(2), pages 349-366.
  9. Andrew J. Patton & Richard J. Smith, 2016. "Royal Economic Society Annual Conference 2014 Special Issue on Large Dimensional Models," Econometrics Journal, Royal Economic Society, vol. 19(1), pages 1-1, February.
  10. Tim Bollerslev & Andrew J. Patton & Wenjing Wang, 2016. "Daily House Price Indices: Construction, Modeling, and Longer‐run Predictions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 1005-1025, September.
  11. Bollerslev, Tim & Li, Sophia Zhengzi & Todorov, Viktor, 2016. "Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns," Journal of Financial Economics, Elsevier, vol. 120(3), pages 464-490.
  12. William B. Peterman, 2016. "Reconciling Micro And Macro Estimates Of The Frisch Labor Supply Elasticity," Economic Inquiry, Western Economic Association International, vol. 54(1), pages 100-120, January.
  13. William Peterman, 2016. "The effect of endogenous human capital accumulation on optimal taxation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 46-71, July.
  14. Michael T. Owyang & Hannah Shell, 2016. "Taking Stock: Income Inequality and the Stock Market," Economic Synopses, Federal Reserve Bank of St. Louis, issue 7, pages 1-2.
  15. Michael T. Owyang & Hannah Shell, 2016. "Measuring Trends in Income Inequality," The Regional Economist, Federal Reserve Bank of St. Louis, issue April.
  16. Shigeru Fujita, 2016. "All Layoffs Are Not Created Equal," Economic Insights, Federal Reserve Bank of Philadelphia, vol. 1(3), pages 1-8, July.
  17. Shigeru Fujita & Makoto Nakajima, 2016. "Worker Flows and Job Flows: A Quantitative Investigation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 1-20, October.
  18. Alan S. Blinder & Mark W. Watson, 2016. "Presidents and the US Economy: An Econometric Exploration," American Economic Review, American Economic Association, vol. 106(4), pages 1015-1045, April.
  19. Ulrich K. Müller & Mark W. Watson, 2016. "Measuring Uncertainty about Long-Run Predictions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(4), pages 1711-1740.
  20. James H. Stock & Mark W. Watson, 2016. "Core Inflation and Trend Inflation," The Review of Economics and Statistics, MIT Press, vol. 98(4), pages 770-784, October.
  21. Mark W. Watson, 2016. "Comment," NBER Macroeconomics Annual, University of Chicago Press, vol. 30(1), pages 85-89.
  22. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "Sovereigns Versus Banks: Credit, Crises, And Consequences," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 45-79, February.
  23. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "Bubbles, Credit, and Their Consequences," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  24. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "The great mortgaging: housing finance, crises and business cycles," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 31(85), pages 107-152.
  25. Òscar Jordà & Alan M. Taylor, 2016. "The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy," Economic Journal, Royal Economic Society, vol. 126(590), pages 219-255, February.
  26. Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2016. "Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 582-594.
  27. Blazsek, Szabolcs & Escribano, Alvaro, 2016. "Score-driven dynamic patent count panel data models," Economics Letters, Elsevier, vol. 149(C), pages 116-119.
  28. Blazsek, Szabolcs & Escribano, Alvaro, 2016. "Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers," Journal of Econometrics, Elsevier, vol. 191(1), pages 145-163.
  29. Qian, Junhui & Su, Liangjun, 2016. "Shrinkage Estimation Of Regression Models With Multiple Structural Changes," Econometric Theory, Cambridge University Press, vol. 32(6), pages 1376-1433, December.
  30. Su, Liangjun & Zhang, Yonghui & Wei, Jie, 2016. "A practical test for strict exogeneity in linear panel data models with fixed effects," Economics Letters, Elsevier, vol. 147(C), pages 27-31.
  31. Lu, Xun & Su, Liangjun, 2016. "Shrinkage estimation of dynamic panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 190(1), pages 148-175.
  32. Su, Liangjun & Hoshino, Tadao, 2016. "Sieve instrumental variable quantile regression estimation of functional coefficient models," Journal of Econometrics, Elsevier, vol. 191(1), pages 231-254.
  33. Qian, Junhui & Su, Liangjun, 2016. "Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso," Journal of Econometrics, Elsevier, vol. 191(1), pages 86-109.
  34. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
  35. Degui Li & Junhui Qian & Liangjun Su, 2016. "Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1804-1819, October.
  36. Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2016. "Identifying Latent Structures in Panel Data," Econometrica, Econometric Society, vol. 84, pages 2215-2264, November.
  37. Murtazashvili, Irina & Wooldridge, Jeffrey M., 2016. "A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching," Journal of Econometrics, Elsevier, vol. 190(2), pages 252-266.
  38. Wooldridge, Jeffrey M., 2016. "Should instrumental variables be used as matching variables?," Research in Economics, Elsevier, vol. 70(2), pages 232-237.
  39. Roux, Catherine & Santos-Pinto, Luís & Thöni, Christian, 2016. "Home bias in multimarket Cournot games," European Economic Review, Elsevier, vol. 89(C), pages 361-371.
  40. Norman R. Swanson, 2016. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 348-353, July.
  41. Alvarez, Rocio & Camacho, Maximo & Perez-Quiros, Gabriel, 2016. "Aggregate versus disaggregate information in dynamic factor models," International Journal of Forecasting, Elsevier, vol. 32(3), pages 680-694.
  42. Islam, Asadul & Ouch, Chandarany & Smyth, Russell & Wang, Liang Choon, 2016. "The long-term effects of civil conflicts on education, earnings, and fertility: Evidence from Cambodia," Journal of Comparative Economics, Elsevier, vol. 44(3), pages 800-820.
  43. Liang Choon Wang, 2016. "The effect of high-stakes testing on suicidal ideation of teenagers with reference-dependent preferences," Journal of Population Economics, Springer;European Society for Population Economics, vol. 29(2), pages 345-364, April.
  44. Jing Cynthia Wu & Fan Dora Xia, 2016. "Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 253-291, March.
  45. Michael D. Bauer & James D. Hamilton, 2016. "Do macro variables help forecast interest rates?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  46. Michael D. Bauer & Glenn D. Rudebusch, 2016. "Why Are Long-Term Interest Rates So Low?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  47. Michael D. Bauer & Glenn D. Rudebusch, 2016. "Monetary Policy Expectations at the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(7), pages 1439-1465, October.
  48. Giglio, Stefano & Kelly, Bryan & Pruitt, Seth, 2016. "Systemic risk and the macroeconomy: An empirical evaluation," Journal of Financial Economics, Elsevier, vol. 119(3), pages 457-471.
  49. Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2016. "Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1254-1275, November.
  50. Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toyoichiro Shirota, 2016. "Measuring Potential Growth with an Estimated DSGE Model of Japan’s Economy," International Journal of Central Banking, International Journal of Central Banking, vol. 12(1), pages 1-32, March.
  51. Shiro Armstrong & Tatsuyoshi Okimoto, 2016. "Fiscal Sustainability in Japan," Asia and the Pacific Policy Studies, Wiley Blackwell, vol. 3(2), pages 235-243, May.
  52. Ohashi, Kazuhiko & Okimoto, Tatsuyoshi, 2016. "Increasing trends in the excess comovement of commodity prices," Journal of Commodity Markets, Elsevier, vol. 1(1), pages 48-64.
  53. Harumi Ohmi & Tatsuyoshi Okimoto, 2016. "Trends in stock-bond correlations," Applied Economics, Taylor & Francis Journals, vol. 48(6), pages 536-552, February.
  54. Al-Ubaydli, Omar & Jones, Garett & Weel, Jaap, 2016. "Average player traits as predictors of cooperation in a repeated prisoner's dilemma," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 64(C), pages 50-60.
  55. Peter Reinhard Hansen & Zhuo Huang, 2016. "Exponential GARCH Modeling With Realized Measures of Volatility," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 269-287, April.
  56. Uesugi, Iichiro & Uchida, Hirofumi & Mizusugi, Yuta, 2016. "Effects of Lending Relationships with Government Banks on Firm Performance: Evidence from Japan's Government Bank for Small Businesses," Economic Review, Hitotsubashi University, vol. 67(3), pages 238-260, July.
  57. Kaoru Hosono & Daisuke Miyakawa & Taisuke Uchino & Makoto Hazama & Arito Ono & Hirofumi Uchida & Iichiro Uesugi, 2016. "Natural Disasters, Damage To Banks, And Firm Investment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(4), pages 1335-1370, November.
  58. Hamadi, Malika & Heinen, Andréas & Linder, Stefan & Porumb, Vlad-Andrei, 2016. "Does Basel II affect the market valuation of discretionary loan loss provisions?," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 177-192.
  59. Yu-Lun Chen & Yin-Feng Gau & Wen-Ju Liao, 2016. "Trading activities and price discovery in foreign currency futures markets," Review of Quantitative Finance and Accounting, Springer, vol. 46(4), pages 793-818, May.
  60. Issler, João Victor & Notini, Hilton Hostalacio, 2016. "Estimating Brazilian Monthly GDP: a State-Space Approach," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 70(1), March.
  61. Castro, Andressa Monteiro de & Issler, João Victor, 2016. "Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 70(4), December.
  62. Shuping Shi & Abbas Valadkhani & Russell Smyth & Farshid Vahid, 2016. "Dating the Timeline of House Price Bubbles in Australian Capital Cities," The Economic Record, The Economic Society of Australia, vol. 92(299), pages 590-605, December.
  63. George Athanasopoulos & Donald S. Poskitt & Farshid Vahid & Wenying Yao, 2016. "Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 1100-1119, September.
  64. Lin, Wei & González-Rivera, Gloria, 2016. "Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 694-711.
  65. Sunju Hwang & Hahn Shik Lee, 2016. "Predictability of Term Spread for Economic Activity with Liquidity Premium Theory," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(7), pages 1528-1541, July.
  66. Chang Min LEE & Hahn Shik LEE, 2016. "Improving the Predictive Power of Spreads for Economic Activity: A Wavelet Method," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 65-78, December.
  67. Raffaella Giacomini & Barbara Rossi, 2016. "Model Comparisons In Unstable Environments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(2), pages 369-392, May.
  68. Andra Ghent & Rossen Valkanov, 2016. "Comparing Securitized and Balance Sheet Loans: Size Matters," Management Science, INFORMS, vol. 62(10), pages 2784-2803, October.
  69. Peter Debbaut & Andra Ghent & Marianna Kudlyak, 2016. "The CARD Act and Young Borrowers: The Effects and the Affected," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(7), pages 1495-1513, October.
  70. Arai, Yoichi & Ichimura, Hidehiko, 2016. "Optimal bandwidth selection for the fuzzy regression discontinuity estimator," Economics Letters, Elsevier, vol. 141(C), pages 103-106.
  71. Arai, Yoichi, 2016. "Testing For Linearity In Regressions With I(1) Processes," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 57(1), pages 111-138, June.
  72. Dumrongrittikul, Taya & Anderson, Heather M., 2016. "How do shocks to domestic factors affect real exchange rates of Asian developing countries?," Journal of Development Economics, Elsevier, vol. 119(C), pages 67-85.
  73. List, John A. & Neilson, William S. & Price, Michael K., 2016. "The effects of group composition in a strategic environment: Evidence from a field experiment," European Economic Review, Elsevier, vol. 90(C), pages 67-85.
  74. Neilson, William & Ying, Shanshan, 2016. "From taste-based to statistical discrimination," Journal of Economic Behavior & Organization, Elsevier, vol. 129(C), pages 116-128.
  75. Bruno Cassiman & Giovanni Valentini, 2016. "Open innovation: Are inbound and outbound knowledge flows really complementary?," Strategic Management Journal, Wiley Blackwell, vol. 37(6), pages 1034-1046, June.
  76. Steven Buck & Maximilian Auffhammer & Stephen Hamilton & David Sunding, 2016. "Measuring Welfare Losses from Urban Water Supply Disruptions," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 3(3), pages 743-778.
  77. Maximilian Auffhammer & Weizeng Sun & Jianfeng Wu & Siqi Zheng, 2016. "The Decomposition And Dynamics Of Industrial Carbon Dioxide Emissions For 287 Chinese Cities In 1998–2009," Journal of Economic Surveys, Wiley Blackwell, vol. 30(3), pages 460-481, July.
  78. Kim, Kyoo il & Petrin, Amil & Song, Suyong, 2016. "Estimating production functions with control functions when capital is measured with error," Journal of Econometrics, Elsevier, vol. 190(2), pages 267-279.
  79. Ghazala Azmat & Nagore Iriberri, 2016. "The Provision of Relative Performance Feedback: An Analysis of Performance and Satisfaction," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 25(1), pages 77-110, March.
  80. Ghazala Azmat & Caterina Calsamiglia & Nagore Iriberri, 2016. "Gender Differences In Response To Big Stakes," Journal of the European Economic Association, European Economic Association, vol. 14(6), pages 1372-1400, December.
  81. Kaido, Hiroaki, 2016. "A dual approach to inference for partially identified econometric models," Journal of Econometrics, Elsevier, vol. 192(1), pages 269-290.
  82. Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo, 2016. "Robust Confidence Regions for Incomplete Models," Econometrica, Econometric Society, vol. 84, pages 1799-1838, September.
  83. Horny, G. & Manganelli, S. & Mojon, B., 2016. "Changes in financial fragmentation in the euro area since 2008," Rue de la Banque, Banque de France, issue 28, july..
  84. Garcia-de-Andoain, Carlos & Heider, Florian & Hoerova, Marie & Manganelli, Simone, 2016. "Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area," Journal of Financial Intermediation, Elsevier, vol. 28(C), pages 32-47.
  85. Cory Koedel & Jiaxi Li, 2016. "The Efficiency Implications Of Using Proportional Evaluations To Shape The Teaching Workforce," Contemporary Economic Policy, Western Economic Association International, vol. 34(1), pages 47-62, January.
  86. Rajeev Darolia & Cory Koedel & Paco Martorell & Katie Wilson & Francisco Perez-Arce, 2016. "Race and gender effects on employer interest in job applicants: new evidence from a resume field experiment," Applied Economics Letters, Taylor & Francis Journals, vol. 23(12), pages 853-856, August.
  87. Shim, Myungkyu & Yang, Hee-Seung, 2016. "New stylized facts on occupational employment and their implications: Evidence from consistent employment data," Economic Modelling, Elsevier, vol. 59(C), pages 402-415.

2015

  1. Brindusa Anghel & Antonio Cabrales & Jorge Sainz & Ismael Sanz, 2015. "Publicizing the results of standardized external tests: does it have an effect on school outcomes?," IZA Journal of European Labor Studies, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 4(1), pages 1-20, December.
  2. Randall Reback, 2015. "Buying Their Votes? A Study Of Local Tax-Price Discrimination," Economic Inquiry, Western Economic Association International, vol. 53(3), pages 1451-1469, July.
  3. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2015. "Equally Weighted vs. Long†Run Optimal Portfolios," European Financial Management, European Financial Management Association, vol. 21(4), pages 742-789, September.
  4. Bernales, Alejandro & Guidolin, Massimo, 2015. "Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?," Journal of Financial Markets, Elsevier, vol. 26(C), pages 1-37.
  5. Andrew J. Patton & Tarun Ramadorai & Michael Streatfield, 2015. "Change You Can Believe In? Hedge Fund Data Revisions," Journal of Finance, American Finance Association, vol. 70(3), pages 963-999, June.
  6. Andrew J. Patton & Tarun Ramadorai & Michael Streatfield, 2015. "Change You Can Believe In? Hedge Fund Data Revisions: Erratum," Journal of Finance, American Finance Association, vol. 70(4), pages 1862-1862, August.
  7. Liu, Lily Y. & Patton, Andrew J. & Sheppard, Kevin, 2015. "Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes," Journal of Econometrics, Elsevier, vol. 187(1), pages 293-311.
  8. De Lira Salvatierra, Irving & Patton, Andrew J., 2015. "Dynamic copula models and high frequency data," Journal of Empirical Finance, Elsevier, vol. 30(C), pages 120-135.
  9. Mathias S. Kruttli & Andrew J. Patton & Tarun Ramadorai, 2015. "The Impact of Hedge Funds on Asset Markets," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 5(2), pages 185-226.
  10. Andrew J. Patton, 2015. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 22-24, January.
  11. Andrew J. Patton & Kevin Sheppard, 2015. "Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility," The Review of Economics and Statistics, MIT Press, vol. 97(3), pages 683-697, July.
  12. Bollerslev, Tim & Xu, Lai & Zhou, Hao, 2015. "Stock return and cash flow predictability: The role of volatility risk," Journal of Econometrics, Elsevier, vol. 187(2), pages 458-471.
  13. Bollerslev, Tim & Todorov, Viktor & Xu, Lai, 2015. "Tail risk premia and return predictability," Journal of Financial Economics, Elsevier, vol. 118(1), pages 113-134.
  14. Andra C. Ghent & Rubén Hernández-Murillo & Michael T. Owyang, 2015. "Did Affordable Housing Legislation Contribute to the Subprime Securities Boom?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(4), pages 820-854, November.
  15. Laura E. Jackson & Kevin L. Kliesen & Michael T. Owyang, 2015. "Introducing the St. Louis Fed Price Pressures Measure," Economic Synopses, Federal Reserve Bank of St. Louis, issue 25.
  16. Diana A. Cooke & M. Ayhan Kose & Christopher Otrok & Michael T. Owyang, 2015. "Regional vs. Global: How Are Countries' Business Cycles Moving Together These Days?," The Regional Economist, Federal Reserve Bank of St. Louis, issue April.
  17. Laura E. Jackson & Kevin L. Kliesen & Michael T. Owyang, 2015. "A Measure of Price Pressures," Review, Federal Reserve Bank of St. Louis, vol. 97(1), pages 25-52.
  18. Neville Francis & Michael T. Owyang & Daniel Soques, 2015. "Does the United States Lead Foreign Business Cycles?," Review, Federal Reserve Bank of St. Louis, vol. 97(2), pages 133-158.
  19. Michael T. Owyang & Jeremy Piger & Howard J. Wall, 2015. "Forecasting National Recessions Using State‐Level Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(5), pages 847-866, August.
  20. Graham Elliott & Ulrich K. Müller & Mark W. Watson, 2015. "Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis," Econometrica, Econometric Society, vol. 83, pages 771-811, March.
  21. Im, Hyun Joong & Park, Young Joon & Shon, Janghoon, 2015. "Product market competition and the value of innovation: Evidence from US patent data," Economics Letters, Elsevier, vol. 137(C), pages 78-82.
  22. Jordà, Òscar & Schularick, Moritz & Taylor, Alan M., 2015. "Betting the house," Journal of International Economics, Elsevier, vol. 96(S1), pages 2-18.
  23. Jordà, Òscar & Schularick, Moritz & Taylor, Alan M., 2015. "Leveraged bubbles," Journal of Monetary Economics, Elsevier, vol. 76(S), pages 1-20.
  24. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2015. "Mortgaging the future?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  25. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2015. "Interest rates and house prices: pill or poison?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  26. Jin, Sainan & Su, Liangjun & Xiao, Zhijie, 2015. "Adaptive Nonparametric Regression With Conditional Heteroskedasticity," Econometric Theory, Cambridge University Press, vol. 31(6), pages 1153-1191, December.
  27. Lewbel, Arthur & Lu, Xun & Su, Liangjun, 2015. "Specification testing for transformation models with an application to generalized accelerated failure-time models," Journal of Econometrics, Elsevier, vol. 184(1), pages 81-96.
  28. Su, Liangjun & Yang, Zhenlin, 2015. "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 230-258.
  29. Su, Liangjun & Jin, Sainan & Zhang, Yonghui, 2015. "Specification test for panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 186(1), pages 222-244.
  30. Lu, Xun & Su, Liangjun, 2015. "Jackknife model averaging for quantile regressions," Journal of Econometrics, Elsevier, vol. 188(1), pages 40-58.
  31. Sainan Jin & Liangjun Su & Yonghui Zhang, 2015. "Nonparametric testing for anomaly effects in empirical asset pricing models," Empirical Economics, Springer, vol. 48(1), pages 9-36, February.
  32. Liangjun Su & Yundong Tu & Aman Ullah, 2015. "Testing Additive Separability of Error Term in Nonparametric Structural Models," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1057-1088, December.
  33. Yan Li & Liangjun Su & Yuewu Xu, 2015. "A Combined Approach to the Inference of Conditional Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(2), pages 203-220, April.
  34. Lin, Wei & Wooldridge, Jeffrey M., 2015. "On different approaches to obtaining partial effects in binary response models with endogenous regressors," Economics Letters, Elsevier, vol. 134(C), pages 58-61.
  35. Cassandra M. Guarino & Michelle Maxfield & Mark D. Reckase & Paul N. Thompson & Jeffrey M. Wooldridge, 2015. "An Evaluation of Empirical Bayes’s Estimation of Value-Added Teacher Performance Measures," Journal of Educational and Behavioral Statistics, , vol. 40(2), pages 190-222, April.
  36. Gary Solon & Steven J. Haider & Jeffrey M. Wooldridge, 2015. "What Are We Weighting For?," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 301-316.
  37. Jeffrey M. Wooldridge, 2015. "Control Function Methods in Applied Econometrics," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 420-445.
  38. Steven Dieterle & Cassandra M. Guarino & Mark D. Reckase & Jeffrey M. Wooldridge, 2015. "How do Principals Assign Students to Teachers? Finding Evidence in Administrative Data and the Implications for Value Added," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 34(1), pages 32-58, January.
  39. Thomas Åstebro & José Mata & Luís Santos-Pinto, 2015. "Skewness seeking: risk loving, optimism or overweighting of small probabilities?," Theory and Decision, Springer, vol. 78(2), pages 189-208, February.
  40. Luís Santos-Pinto & Adrian Bruhin & José Mata & Thomas Åstebro, 2015. "Detecting heterogeneous risk attitudes with mixed gambles," Theory and Decision, Springer, vol. 79(4), pages 573-600, December.
  41. Duong, Diep & Swanson, Norman R., 2015. "Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction," Journal of Econometrics, Elsevier, vol. 187(2), pages 606-621.
  42. Swanson, Norman R. & Urbach, Richard, 2015. "Prediction and simulation using simple models characterized by nonstationarity and seasonality," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 312-323.
  43. Jeffrey Grogger & Gordon H. Hanson, 2015. "Attracting Talent: Location Choices of Foreign-Born PhDs in the United States," Journal of Labor Economics, University of Chicago Press, vol. 33(S1), pages 5-38.
  44. Ana Gómez Loscos & Gabriel Pérez Quirós & María Dolores Gadea, 2015. "Un análisis de la dinámica del PIB de Estados Unidos: un enfoque econométrico," Boletín Económico, Banco de España, issue JAN, pages 41-47, Enero.
  45. Maria Dolores Gadea Rivas & Gabriel Perez-Quiros, 2015. "The Failure To Predict The Great Recession—A View Through The Role Of Credit," Journal of the European Economic Association, European Economic Association, vol. 13(3), pages 534-559, June.
  46. Camacho Maximo & Lovcha Yuliya & Quiros Gabriel Perez, 2015. "Can we use seasonally adjusted variables in dynamic factor models?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 377-391, June.
  47. Broto, Carmen & Pérez-Quirós, Gabriel, 2015. "Disentangling contagion among sovereign CDS spreads during the European debt crisis," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 165-179.
  48. Maximo Camacho & Gabriel Perez‐Quiros & Pilar Poncela, 2015. "Extracting Nonlinear Signals from Several Economic Indicators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(7), pages 1073-1089, November.
  49. Wang, Liang Choon, 2015. "All work and no play? The effects of ability sorting on students’ non-school inputs, time use, and grade anxiety," Economics of Education Review, Elsevier, vol. 44(C), pages 29-41.
  50. Ximena Del Carpio & Ha Nguyen & Laura Pabon & Liang Wang, 2015. "Do minimum wages affect employment? Evidence from the manufacturing sector in Indonesia," IZA Journal of Labor & Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 4(1), pages 1-30, December.
  51. Dariya Mykhayliv & Klaus G. Zauner, 2015. "Investment Behaviour, Corporate Control, And Private Benefits Of Control: Evidence From A Survey Of Ukrainian Firms," Bulletin of Economic Research, Wiley Blackwell, vol. 67(4), pages 309-323, October.
  52. Kaplan, David M., 2015. "Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion," Journal of Econometrics, Elsevier, vol. 185(1), pages 20-32.
  53. Creal, Drew D. & Wu, Jing Cynthia, 2015. "Estimation of affine term structure models with spanned or unspanned stochastic volatility," Journal of Econometrics, Elsevier, vol. 185(1), pages 60-81.
  54. James D. Hamilton & Jing Cynthia Wu, 2015. "Effects Of Index‐Fund Investing On Commodity Futures Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(1), pages 187-205, February.
  55. Michael D. Bauer & Glenn D. Rudebusch, 2015. "Optimal policy and market-based expectations," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  56. Michael D. Bauer & Erin McCarthy, 2015. "Can we rely on market-based inflation forecasts?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  57. Michael D. Bauer, 2015. "Inflation Expectations and the News," International Journal of Central Banking, International Journal of Central Banking, vol. 11(2), pages 1-40, March.
  58. Michael D. Bauer, 2015. "Nominal Interest Rates and the News," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(2-3), pages 295-332, March.
  59. Kelly, Bryan & Pruitt, Seth, 2015. "The three-pass regression filter: A new approach to forecasting using many predictors," Journal of Econometrics, Elsevier, vol. 186(2), pages 294-316.
  60. Hibiki Ichiue & Shusaku Nishiguchi, 2015. "Inflation Expectations And Consumer Spending At The Zero Bound: Micro Evidence," Economic Inquiry, Western Economic Association International, vol. 53(2), pages 1086-1107, April.
  61. Ichiue, Hibiki & Ueno, Yoichi, 2015. "Monetary policy and the yield curve at zero interest," Journal of the Japanese and International Economies, Elsevier, vol. 38(C), pages 1-12.
  62. Ichiue, Hibiki & Shimizu, Yuhei, 2015. "Determinants of long-term yields: A panel data analysis of major countries," Japan and the World Economy, Elsevier, vol. 34, pages 44-55.
  63. R. Hafer & Garett Jones, 2015. "Are entrepreneurship and cognitive skills related? Some international evidence," Small Business Economics, Springer, vol. 44(2), pages 283-298, February.
  64. Hansen, Peter Reinhard, 2015. "A martingale decomposition of discrete Markov chains," Economics Letters, Elsevier, vol. 133(C), pages 14-18.
  65. Peter Reinhard Hansen & Allan Timmermann, 2015. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 17-21, January.
  66. Peter Reinhard Hansen & Allan Timmermann, 2015. "Equivalence Between Out‐of‐Sample Forecast Comparisons and Wald Statistics," Econometrica, Econometric Society, vol. 83, pages 2485-2505, November.
  67. Uchida, Hirofumi & Miyakawa, Daisuke & Hosono, Kaoru & Ono, Arito & Uchino, Taisuke & Uesugi, Iichiro, 2015. "Financial shocks, bankruptcy, and natural selection," Japan and the World Economy, Elsevier, vol. 36(C), pages 123-135.
  68. Uchida, Hirofumi & Miyakawa, Daisuke & Uesugi, Iichiro & Ono, Arito & Hosono, Kaoru, 2015. "Collateral Value and Financing Constraint: Analysis using Corporate Data after the Great Tohoku Earthquake," Economic Review, Hitotsubashi University, vol. 66(3), pages 224-241, July.
  69. Uesugi, Iichiro & Hazama, Makoto & Hosono, Kaoru, 2015. "The Bank Lending Channel of Real Estate Prices," Economic Review, Hitotsubashi University, vol. 66(3), pages 265-280, July.
  70. Zeina Alsalman Ana María Herrera, 2015. "Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
  71. Herrera, Ana María & Karaki, Mohamad B., 2015. "The effects of oil price shocks on job reallocation," Journal of Economic Dynamics and Control, Elsevier, vol. 61(C), pages 95-113.
  72. Herrera, Ana María & Lagalo, Latika Gupta & Wada, Tatsuma, 2015. "Asymmetries in the response of economic activity to oil price increases and decreases?," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 108-133.
  73. Hamadi, Malika & Heinen, Andréas, 2015. "Firm performance when ownership is very concentrated: Evidence from a semiparametric panel," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 172-194.
  74. Isao Ishida & Virmantas Kvedaras, 2015. "Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity," Econometrics, MDPI, vol. 3(1), pages 1-53, January.
  75. Chen, Yu-Lun & Gau, Yin-Feng, 2015. "Foreign exchange market intervention and price discovery," Journal of the Japanese and International Economies, Elsevier, vol. 38(C), pages 214-227.
  76. da Costa, Carlos E. & Issler, João V. & Matos, Paulo F., 2015. "A Note On The Forward And The Equity Premium Puzzles: Two Symptoms Of The Same Illness?," Macroeconomic Dynamics, Cambridge University Press, vol. 19(2), pages 446-464, March.
  77. Guillén, Osmani Teixeira & Hecq, Alain & Issler, João Victor & Saraiva, Diogo, 2015. "Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions," International Journal of Forecasting, Elsevier, vol. 31(3), pages 862-875.
  78. Valadkhani, Abbas & Smyth, Russell & Vahid, Farshid, 2015. "Asymmetric pricing of diesel at its source," Energy Economics, Elsevier, vol. 52(PA), pages 183-194.
  79. Granziera, Eleonora & Kozicki, Sharon, 2015. "House price dynamics: Fundamentals and expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 152-165.
  80. González-Rivera, Gloria & Sun, Yingying, 2015. "Generalized autocontours: Evaluation of multivariate density models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 799-814.
  81. Raffaella Giacomini & Barbara Rossi, 2015. "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 207-229, August.
  82. Raffaella Giacomini, 2015. "Economic theory and forecasting: lessons from the literature," Econometrics Journal, Royal Economic Society, vol. 18(2), pages 22-41, June.
  83. Andra Ghent, 2015. "Home Ownership, Household Leverage and Hyperbolic Discounting," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(3), pages 750-781, September.
  84. Arai, Yoichi & Ichimura, Hidehiko & Kawaguchi, Daiji, 2015. "The educational upgrading of Japanese youth, 1982–2007: Are all Japanese youth ready for structural reforms?," Journal of the Japanese and International Economies, Elsevier, vol. 37(C), pages 100-126.
  85. Selover, David D. & Yagihashi, Takeshi, 2015. "Examining industrial interdependence between Japan and South Korea: A FAVAR approach," Japan and the World Economy, Elsevier, vol. 36(C), pages 67-87.
  86. Hoyt Bleakley & Jeffrey Lin, 2015. "History and the Sizes of Cities," American Economic Review, American Economic Association, vol. 105(5), pages 558-563, May.
  87. Jeffrey Lin, 2015. "The puzzling persistence of place," Business Review, Federal Reserve Bank of Philadelphia, issue Q2, pages 1-8.
  88. Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015. "Testing linearity using power transforms of regressors," Journal of Econometrics, Elsevier, vol. 187(1), pages 376-384.
  89. Cho, Jin Seo & Kim, Tae-hwan & Shin, Yongcheol, 2015. "Quantile cointegration in the autoregressive distributed-lag modeling framework," Journal of Econometrics, Elsevier, vol. 188(1), pages 281-300.
  90. Gibson, Matthew & Carnovale, Maria, 2015. "The effects of road pricing on driver behavior and air pollution," Journal of Urban Economics, Elsevier, vol. 89(C), pages 62-73.
  91. Adrián Kovács & Bart Looy & Bruno Cassiman, 2015. "Exploring the scope of open innovation: a bibliometric review of a decade of research," Scientometrics, Springer;Akadémiai Kiadó, vol. 104(3), pages 951-983, September.
  92. Daniel Chiquiar & Martin Tobal, 2015. "Keynote Speech: Macro-Financial Policy Challenges in the Face of a Complex Environment: The Case of Mexico," The International Trade Journal, Taylor & Francis Journals, vol. 29(5), pages 361-375, December.
  93. Miguel A. Costa‐Gomes & Makoto Shimoji, 2015. "A Comment on “Can Relaxation of Beliefs Rationalize the Winner's Curse?: An Experimental Study”," Econometrica, Econometric Society, vol. 83, pages 375-383, January.
  94. Maximilian Auffhammer & Yazhen Gong, 2015. "China's Carbon Emissions from Fossil Fuels and Market-Based Opportunities for Control," Annual Review of Resource Economics, Annual Reviews, vol. 7(1), pages 11-34, October.
  95. Mauricio Romero & Ã lvaro Riascos & Diego Jara, 2015. "On the Optimality of Answer-Copying Indices," Journal of Educational and Behavioral Statistics, , vol. 40(5), pages 435-453, October.
  96. Andrew Chamberlain, 2015. "Are State Workers Overpaid? Survey Evidence from Liquor Privatization in Washington State," Journal of Labor Research, Springer, vol. 36(4), pages 347-388, December.
  97. Song, Suyong, 2015. "Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 95-109.
  98. Kishor, N. Kundan & Kumari, Swati & Song, Suyong, 2015. "Time variation in the relative importance of permanent and transitory components in the U.S. housing market," Finance Research Letters, Elsevier, vol. 12(C), pages 92-99.
  99. Suyong Song & Susanne M. Schennach & Halbert White, 2015. "Estimating nonseparable models with mismeasured endogenous variables," Quantitative Economics, Econometric Society, vol. 6(3), pages 749-794, November.
  100. Andreoni, James & Kuhn, Michael A. & Sprenger, Charles, 2015. "Measuring time preferences: A comparison of experimental methods," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 451-464.
  101. White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2015. "VAR for VaR: Measuring tail dependence using multivariate regression quantiles," Journal of Econometrics, Elsevier, vol. 187(1), pages 169-188.
  102. Manganelli, Simone & Popov, Alexander, 2015. "Financial development, sectoral reallocation, and volatility: International evidence," Journal of International Economics, Elsevier, vol. 96(2), pages 323-337.
  103. Koedel, Cory & Mihaly, Kata & Rockoff, Jonah E., 2015. "Value-added modeling: A review," Economics of Education Review, Elsevier, vol. 47(C), pages 180-195.
  104. Andrew Hughes & Cory Koedel & Joshua A. Price, 2015. "Positional WAR in the National Football League," Journal of Sports Economics, , vol. 16(6), pages 597-613, August.
  105. Cory Koedel & Eric Parsons & Michael Podgursky & Mark Ehlert, 2015. "Teacher Preparation Programs and Teacher Quality: Are There Real Differences Across Programs?," Education Finance and Policy, MIT Press, vol. 10(4), pages 508-534, October.
  106. Rajeev Darolia & Cory Koedel & Paco Martorell & Katie Wilson & Francisco Perez‐Arce, 2015. "Do Employers Prefer Workers Who Attend For‐Profit Colleges? Evidence from a Field Experiment," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 34(4), pages 881-903, September.
  107. Shimoji, Makoto & Schweinzer, Paul, 2015. "Implementation without incentive compatibility: Two stories with partially informed planners," Games and Economic Behavior, Elsevier, vol. 91(C), pages 258-267.
  108. Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2015. "Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 393-402, July.
  109. Shim, Myungkyu & Yang, Hee-Seung, 2015. "The implications of changes in hours fluctuations on welfare costs of business cycles," Economics Letters, Elsevier, vol. 128(C), pages 75-78.

2014

  1. White, Halbert & Xu, Haiqing & Chalak, Karim, 2014. "Causal discourse in a game of incomplete information," Journal of Econometrics, Elsevier, vol. 182(1), pages 45-58.
  2. Cabrales, Antonio & Gottardi, Piero, 2014. "Markets for information: Of inefficient firewalls and efficient monopolies," Games and Economic Behavior, Elsevier, vol. 83(C), pages 24-44.
  3. Randall Reback & Jonah Rockoff & Heather L. Schwartz, 2014. "Under Pressure: Job Security, Resource Allocation, and Productivity in Schools under No Child Left Behind," American Economic Journal: Economic Policy, American Economic Association, vol. 6(3), pages 207-241, August.
  4. Robert Bifulco & Randall Reback, 2014. "Fiscal Impacts of Charter Schools: Lessons from New York," Education Finance and Policy, MIT Press, vol. 9(1), pages 86-107, January.
  5. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2014. "Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(4), pages 510-535, August.
  6. Brad Case & Massimo Guidolin & Yildiray Yildirim, 2014. "Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(2), pages 279-342, June.
  7. Bianchi, Daniele & Guidolin, Massimo, 2014. "Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets," European Journal of Operational Research, Elsevier, vol. 236(1), pages 160-176.
  8. Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2014. "How did the financial crisis alter the correlations of U.S. yield spreads?," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 362-385.
  9. Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2014. "Unconventional monetary policies and the corporate bond market," Finance Research Letters, Elsevier, vol. 11(3), pages 203-212.
  10. Bernales, Alejandro & Guidolin, Massimo, 2014. "Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 326-342.
  11. Daniele Bianchi & Massimo Guidolin, 2014. "Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios," The Journal of Real Estate Finance and Economics, Springer, vol. 49(1), pages 116-164, July.
  12. Massimo Guidolin & Francesco Ravazzolo & Andrea Tortora, 2014. "Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 49(4), pages 477-523, November.
  13. Massimo Guidolin & Stuart Hyde, 2014. "Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data," Quantitative Finance, Taylor & Francis Journals, vol. 14(12), pages 2135-2153, December.
  14. Yanqin Fan & Andrew J. Patton, 2014. "Copulas in Econometrics," Annual Review of Economics, Annual Reviews, vol. 6(1), pages 179-200, August.
  15. Bollerslev, Tim & Todorov, Viktor, 2014. "Time-varying jump tails," Journal of Econometrics, Elsevier, vol. 183(2), pages 168-180.
  16. Bollerslev, Tim & Marrone, James & Xu, Lai & Zhou, Hao, 2014. "Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(3), pages 633-661, June.
  17. Kristie M. Engemann & Michael T. Owyang & Howard J. Wall, 2014. "Where Is An Oil Shock?," Journal of Regional Science, Wiley Blackwell, vol. 54(2), pages 169-185, March.
  18. Ghent, Andra C. & Hernández-Murillo, Rubén & Owyang, Michael T., 2014. "Differences in subprime loan pricing across races and neighborhoods," Regional Science and Urban Economics, Elsevier, vol. 48(C), pages 199-215.
  19. Michael T. Owyang & E. Katarina Vermann, 2014. "Employment Revision Asymmetries," Economic Synopses, Federal Reserve Bank of St. Louis, issue 11.
  20. Michael T. Owyang & E. Katarina Vermann, 2014. "Rockets and Feathers: Why Don't Gasoline Prices Always Move in Sync with Oil Prices?," The Regional Economist, Federal Reserve Bank of St. Louis, October.
  21. Neville Francis & Michael T. Owyang & Jennifer E. Roush & Riccardo DiCecio, 2014. "A Flexible Finite-Horizon Alternative to Long-Run Restrictions with an Application to Technology Shocks," The Review of Economics and Statistics, MIT Press, vol. 96(4), pages 638-647, October.
  22. Covas, Francisco B. & Rump, Ben & Zakrajšek, Egon, 2014. "Stress-testing US bank holding companies: A dynamic panel quantile regression approach," International Journal of Forecasting, Elsevier, vol. 30(3), pages 691-713.
  23. Shigeru Fujita & Hermann Gartner, 2014. "A closer look at the German labor market 'miracle'," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 16-24.
  24. Shigeru Fujita, 2014. "On the causes of declines in the labor force participation rate," Research Rap Special Report, Federal Reserve Bank of Philadelphia, issue Feb.
  25. Mark W. Watson, 2014. "Inflation Persistence, the NAIRU, and the Great Recession," American Economic Review, American Economic Association, vol. 104(5), pages 31-36, May.
  26. Stock, James H. & Watson, Mark W., 2014. "Estimating turning points using large data sets," Journal of Econometrics, Elsevier, vol. 178(P2), pages 368-381.
  27. Daly, Mary C. & Fernald, John G. & Jordà, Òscar & Nechio, Fernanda, 2014. "Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly," National Institute Economic Review, National Institute of Economic and Social Research, vol. 228, pages 58-64, May.
  28. Jordà, Òscar, 2014. "Assessing the historical role of credit: Business cycles, financial crises and the legacy of Charles S. Peirce," International Journal of Forecasting, Elsevier, vol. 30(3), pages 729-740.
  29. Fushing, Hsieh & Jordà, Òscar & Beisner, Brianne & McCowan, Brenda, 2014. "Computing systemic risk using multiple behavioral and keystone networks: The emergence of a crisis in primate societies and banks," International Journal of Forecasting, Elsevier, vol. 30(3), pages 797-806.
  30. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "Private credit and public debt in financial crises," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  31. Mary C. Daly & John G. Fernald & Òscar Jordà & Fernanda Nechio, 2014. "Interpreting deviations from Okun’s Law," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  32. Early Elias & Helen Irvin & Òscar Jordà, 2014. "Monetary policy when the spyglass is smudged," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  33. Álvaro Escribano & Rodolfo Stucchi, 2014. "Does recession drive convergence in firms’ productivity? Evidence from Spanish manufacturing firms," Journal of Productivity Analysis, Springer, vol. 41(3), pages 339-349, June.
  34. Qian, Junhui & Su, Liangjun, 2014. "Structural change estimation in time series regressions with endogenous variables," Economics Letters, Elsevier, vol. 125(3), pages 415-421.
  35. Su, Liangjun & White, Halbert, 2014. "Testing conditional independence via empirical likelihood," Journal of Econometrics, Elsevier, vol. 182(1), pages 27-44.
  36. Sainan Jin & Liangjun Su & Aman Ullah, 2014. "Robustify Financial Time Series Forecasting with Bagging," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 575-605, August.
  37. Deniz Ozabaci & Daniel J. Henderson & Liangjun Su, 2014. "Additive Nonparametric Regression in the Presence of Endogenous Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 555-575, October.
  38. Reicher, Claire, 2014. "Systematic fiscal policy and macroeconomic performance: A critical overview of the literature," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-37.
  39. Reicher, Claire, 2014. "A set of estimated fiscal rules for a cross-section of countries: Stabilization and consolidation through which instruments?," Journal of Macroeconomics, Elsevier, vol. 42(C), pages 184-198.
  40. Martin Plödt & Claire Reicher, 2014. "Primary balance and debt projections based on estimated fiscal reaction functions for euro area countries," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 111-134.
  41. Roberto Angulo & Alejandro Gaviria Uribe & Liliana Morales, 2014. "La década ganada: evolución de la clase media, la pobreza y la vulnerabilidad en Colombia 2002-2011," Coyuntura Económica, Fedesarrollo, June.
  42. Wooldridge, Jeffrey M., 2014. "Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables," Journal of Econometrics, Elsevier, vol. 182(1), pages 226-234.
  43. Cassandra M. Guarino & Mark D. Reckase & Jeffrey M. Woolrdige, 2014. "Can Value-Added Measures of Teacher Performance Be Trusted?," Education Finance and Policy, MIT Press, vol. 10(1), pages 117-156, November.
  44. Doruk İriş & Luís Santos-Pinto, 2014. "Experimental Cournot oligopoly and inequity aversion," Theory and Decision, Springer, vol. 76(1), pages 31-45, January.
  45. Daniel Carvalho & Luís Santos-Pinto, 2014. "A cognitive hierarchy model of behavior in the action commitment game," International Journal of Game Theory, Springer;Game Theory Society, vol. 43(3), pages 551-577, August.
  46. Kim, Hyun Hak & Swanson, Norman R., 2014. "Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence," Journal of Econometrics, Elsevier, vol. 178(P2), pages 352-367.
  47. Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen, 2014. "Testing overidentifying restrictions with many instruments and heteroskedasticity," Journal of Econometrics, Elsevier, vol. 178(P1), pages 15-21.
  48. Corradi, Valentina & Swanson, Norman R., 2014. "Testing for structural stability of factor augmented forecasting models," Journal of Econometrics, Elsevier, vol. 182(1), pages 100-118.
  49. Camacho, Maximo & Perez Quiros, Gabriel & Poncela, Pilar, 2014. "Green shoots and double dips in the euro area: A real time measure," International Journal of Forecasting, Elsevier, vol. 30(3), pages 520-535.
  50. Maximo Camacho & Gabriel Perez-Quiros, 2014. "Commodity Prices and the Business Cycle in Latin America: Living and Dying by Commodities?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(2), pages 110-137, March.
  51. Michael Ewens & Bryan Tomlin & Liang Choon Wang, 2014. "Statistical Discrimination or Prejudice? A Large Sample Field Experiment," The Review of Economics and Statistics, MIT Press, vol. 96(1), pages 119-134, March.
  52. Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu, 2014. "Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment," American Economic Review, American Economic Association, vol. 104(1), pages 323-337, January.
  53. Hamilton, James D. & Wu, Jing Cynthia, 2014. "Testable implications of affine term structure models," Journal of Econometrics, Elsevier, vol. 178(P2), pages 231-242.
  54. Hamilton, James D. & Wu, Jing Cynthia, 2014. "Risk premia in crude oil futures prices," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 9-37.
  55. Bauer, Michael D. & Neely, Christopher J., 2014. "International channels of the Fed's unconventional monetary policy," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 24-46.
  56. Michael D. Bauer & Jens H. E. Christensen, 2014. "Financial market outlook for inflation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  57. Michael D. Bauer, 2014. "Options-based expectations of future policy rates," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  58. Michael D. Bauer & Glenn D. Rudebusch, 2014. "The Signaling Channel for Federal Reserve Bond Purchases," International Journal of Central Banking, International Journal of Central Banking, vol. 10(3), pages 233-289, September.
  59. Hiroyuki Kasahara & Tatsuyoshi Okimoto & Katsumi Shimotsu, 2014. "Modified Quasi-Likelihood Ratio Test for Regime Switching," The Japanese Economic Review, Japanese Economic Association, vol. 65(1), pages 25-41, March.
  60. Okimoto, Tatsuyoshi, 2014. "Asymmetric increasing trends in dependence in international equity markets," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 219-232.
  61. Hansen, Peter R. & Lunde, Asger, 2014. "Estimating The Persistence And The Autocorrelation Function Of A Time Series That Is Measured With Error," Econometric Theory, Cambridge University Press, vol. 30(1), pages 60-93, February.
  62. Peter Reinhard Hansen & Asger Lunde & Valeri Voev, 2014. "Realized Beta Garch: A Multivariate Garch Model With Realized Measures Of Volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 774-799, August.
  63. Douglas, Christopher C. & Herrera, Ana María, 2014. "Dynamic pricing and asymmetries in retail gasoline markets: What can they tell us about price stickiness?," Economics Letters, Elsevier, vol. 122(2), pages 247-252.
  64. Hamed Faquiryan & Marius del Giudice Rodriguez, 2014. "Bank counterparties and collateral usage," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  65. Yohei Mitani & Nicholas Flores, 2014. "Hypothetical Bias Reconsidered: Payment and Provision Uncertainties in a Threshold Provision Mechanism," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 59(3), pages 433-454, November.
  66. Perlin, Marcelo & Brooks, Chris & Dufour, Alfonso, 2014. "On the performance of the tick test," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(1), pages 42-50.
  67. Marcelo Perlin & Alfonso Dufour & Chris Brooks, 2014. "The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market," Annals of Finance, Springer, vol. 10(3), pages 457-480, August.
  68. Gau, Yin-Feng & Wu, Zhen-Xing, 2014. "Order choices under information asymmetry in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 30(C), pages 106-118.
  69. Chen, Yu-Lun & Gau, Yin-Feng, 2014. "Asymmetric responses of ask and bid quotes to information in the foreign exchange market," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 194-204.
  70. Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello, 2014. "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 62-78.
  71. Issler, João Victor & Rodrigues, Claudia & Burjack, Rafael, 2014. "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 310-335.
  72. Giacomini, Raffaella & Ragusa, Giuseppe, 2014. "Theory-coherent forecasting," Journal of Econometrics, Elsevier, vol. 182(1), pages 145-155.
  73. Carlo Altavilla & Raffaella Giacomini & Riccardo Costantini, 2014. "Bond Returns and Market Expectations," Journal of Financial Econometrics, Oxford University Press, vol. 12(4), pages 708-729.
  74. Andra Ghent, 2014. "How Do Case Law and Statute Differ? Lessons from the Evolution of Mortgage Law," Journal of Law and Economics, University of Chicago Press, vol. 57(4), pages 1085-1122.
  75. Tian, Jing & Anderson, Heather M., 2014. "Forecast combinations under structural break uncertainty," International Journal of Forecasting, Elsevier, vol. 30(1), pages 161-175.
  76. Nowak, Sylwia & Anderson, Heather M., 2014. "How does public information affect the frequency of trading in airline stocks?," Journal of Banking & Finance, Elsevier, vol. 44(C), pages 26-38.
  77. Larry Filer & David D. Selover, 2014. "Why Can Weak Linkages Cause International Stock Market Synchronization? The Mode-Locking Effect," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(3), pages 20-42, July.
  78. Berenguer-Rico, Vanessa & Gonzalo, Jesús, 2014. "Summability of stochastic processes—A generalization of integration for non-linear processes," Journal of Econometrics, Elsevier, vol. 178(P2), pages 331-341.
  79. Chen, Liang & Dolado, Juan J. & Gonzalo, Jesús, 2014. "Detecting big structural breaks in large factor models," Journal of Econometrics, Elsevier, vol. 180(1), pages 30-48.
  80. Jesus Gonzalo & Jose Olmo, 2014. "Conditional Stochastic Dominance Tests In Dynamic Settings," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(3), pages 819-838, August.
  81. Neilson, William & Wichmann, Bruno, 2014. "Social networks and non-market valuations," Journal of Environmental Economics and Management, Elsevier, vol. 67(2), pages 155-170.
  82. Jeffrey Lin, 2014. "The paper trail of knowledge transfers," Business Review, Federal Reserve Bank of Philadelphia, issue Q2, pages 1-6.
  83. Belderbos, René & Cassiman, Bruno & Faems, Dries & Leten, Bart & Van Looy, Bart, 2014. "Co-ownership of intellectual property: Exploring the value-appropriation and value-creation implications of co-patenting with different partners," Research Policy, Elsevier, vol. 43(5), pages 841-852.
  84. Costa-Gomes, Miguel A. & Huck, Steffen & Weizsäcker, Georg, 2014. "Beliefs and actions in the trust game: Creating instrumental variables to estimate the causal effect," Games and Economic Behavior, Elsevier, vol. 88(C), pages 298-309.
  85. Costa-Gomes, Miguel A. & Shimoji, Makoto, 2014. "Theoretical approaches to lowest unique bid auctions," Journal of Mathematical Economics, Elsevier, vol. 52(C), pages 16-24.
  86. Michael L. Anderson & Maximilian Auffhammer, 2014. "Pounds That Kill: The External Costs of Vehicle Weight," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(2), pages 535-571.
  87. Maximilian Auffhammer & Catherine D. Wolfram, 2014. "Powering Up China: Income Distributions and Residential Electricity Consumption," American Economic Review, American Economic Association, vol. 104(5), pages 575-580, May.
  88. Steven Buck & Maximilian Auffhammer & David Sunding, 2014. "Land Markets and the Value of Water: Hedonic Analysis Using Repeat Sales of Farmland," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 96(4), pages 953-969.
  89. Auffhammer, Maximilian & Mansur, Erin T., 2014. "Measuring climatic impacts on energy consumption: A review of the empirical literature," Energy Economics, Elsevier, vol. 46(C), pages 522-530.
  90. Auffhammer, Maximilian & Schlenker, Wolfram, 2014. "Empirical studies on agricultural impacts and adaptation," Energy Economics, Elsevier, vol. 46(C), pages 555-561.
  91. Maximilian Auffhammer, 2014. "Cooling China: The Weather Dependence of Air Conditioner Adoption," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 9(1), pages 70-84, March.
  92. Gilbert, Ben & Graff Zivin, Joshua, 2014. "Dynamic salience with intermittent billing: Evidence from smart electricity meters," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PA), pages 176-190.
  93. Ben Gilbert & Bee Hong Yeo, 2014. "Technological Change and Managerial Ability: Evidence from a Malaysian Artisanal Fishery," Land Economics, University of Wisconsin Press, vol. 90(2), pages 352-371.
  94. Kaido, Hiroaki & White, Halbert, 2014. "A two-stage procedure for partially identified models," Journal of Econometrics, Elsevier, vol. 182(1), pages 5-13.
  95. Hiroaki Kaido & Andres Santos, 2014. "Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities," Econometrica, Econometric Society, vol. 82(1), pages 387-413, January.
  96. Garcia-de-Andoain, Carlos & Hoffmann, Peter & Manganelli, Simone, 2014. "Fragmentation in the Euro overnight unsecured money market," Economics Letters, Elsevier, vol. 125(2), pages 298-302.
  97. Lorenzo Cappiello & Bruno Gérard & Arjan Kadareja & Simone Manganelli, 2014. "Measuring Comovements by Regression Quantiles," Journal of Financial Econometrics, Oxford University Press, vol. 12(4), pages 645-678.
  98. Kirstin Hubrich & Simone Manganelli, 2014. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 506-509, October.
  99. Peter Arcidiacono & Cory Koedel, 2014. "Race and College Success: Evidence from Missouri," American Economic Journal: Applied Economics, American Economic Association, vol. 6(3), pages 20-57, July.
  100. Cory Koedel, 2014. "Higher education structure and education outcomes: evidence from the USA," Education Economics, Taylor & Francis Journals, vol. 22(3), pages 237-256, June.
  101. Cory Koedel & Shawn Ni & Michael Podgursky, 2014. "Who Benefits from Pension Enhancements?," Education Finance and Policy, MIT Press, vol. 9(2), pages 165-192, March.
  102. Lee, Tae-Hwy & Tu, Yundong & Ullah, Aman, 2014. "Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting," Journal of Econometrics, Elsevier, vol. 182(1), pages 196-210.
  103. Lee, Tae-Hwy & Yang, Weiping, 2014. "Granger-causality in quantiles between financial markets: Using copula approach," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 70-78.
  104. Wang, Yiyao & Lee, Tae-Hwy, 2014. "Asymmetric loss in the Greenbook and the Survey of Professional Forecasters," International Journal of Forecasting, Elsevier, vol. 30(2), pages 235-245.
  105. David Vera & Kazuki Onji & Prasanna Gai, 2014. "Are all financial crises created equal? Wholesale funding and two financial crises," Applied Economics, Taylor & Francis Journals, vol. 46(27), pages 3284-3299, September.

2013

  1. Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
  2. Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," American Economic Review, American Economic Association, vol. 103(1), pages 360-377, February.
  3. Albornoz, Facundo & Cabrales, Antonio, 2013. "Decentralization, political competition and corruption," Journal of Development Economics, Elsevier, vol. 105(C), pages 103-111.
  4. Lasse Loepfe & Antonio Cabrales & Angel Sánchez, 2013. "Towards a Proper Assignment of Systemic Risk: The Combined Roles of Network Topology and Shock Characteristics," PLOS ONE, Public Library of Science, vol. 8(10), pages 1-1, October.
  5. Antonio Cabrales & José-Ramón Uriarte, 2013. "Doubts and equilibria," Journal of Evolutionary Economics, Springer, vol. 23(4), pages 783-810, September.
  6. Antonio Cabrales & Sergi Jiménez‐Martín, 2013. "The Determinants Of Pricing In Pharmaceuticals: Are Us Prices Really So High?," Health Economics, John Wiley & Sons, Ltd., vol. 22(11), pages 1377-1397, November.
  7. Andreas Blume & Oliver Board, 2013. "Language Barriers," Econometrica, Econometric Society, vol. 81(2), pages 781-812, March.
  8. Hahn, Youjin, 2013. "The effect of Medicaid physician fees on take-up of public health insurance among children in poverty," Journal of Health Economics, Elsevier, vol. 32(2), pages 452-462.
  9. Cullen, Julie Berry & Long, Mark C. & Reback, Randall, 2013. "Jockeying for position: Strategic high school choice under Texas' top ten percent plan," Journal of Public Economics, Elsevier, vol. 97(C), pages 32-48.
  10. Guidolin, Massimo & Tam, Yu Man, 2013. "A yield spread perspective on the great financial crisis: Break-point test evidence," International Review of Financial Analysis, Elsevier, vol. 26(C), pages 18-39.
  11. Guidolin, Massimo & McMillan, David G. & Wohar, Mark E., 2013. "Time varying stock return predictability: Evidence from US sectors," Finance Research Letters, Elsevier, vol. 10(1), pages 34-40.
  12. Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato, 2013. "Alternative econometric implementations of multi-factor models of the U.S. financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(2), pages 87-111.
  13. Massimo Guidolin & Francesca Rinaldi, 2013. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, vol. 74(2), pages 183-217, February.
  14. Caterina Forti Grazzini & Massimo Guidolin, 2013. "Forecasting yield spreads under crisis-induced multiple breakpoints," Applied Economics Letters, Taylor & Francis Journals, vol. 20(18), pages 1656-1664, December.
  15. Andrew J. Patton & Tarun Ramadorai, 2013. "On the High-Frequency Dynamics of Hedge Fund Risk Exposures," Journal of Finance, American Finance Association, vol. 68(2), pages 597-635, April.
  16. Dong Hwan Oh & Andrew J. Patton, 2013. "Simulated Method of Moments Estimation for Copula-Based Multivariate Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(502), pages 689-700, June.
  17. Bollerslev, Tim & Todorov, Viktor & Li, Sophia Zhengzi, 2013. "Jump tails, extreme dependencies, and the distribution of stock returns," Journal of Econometrics, Elsevier, vol. 172(2), pages 307-324.
  18. Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George, 2013. "Risk and return: Long-run relations, fractional cointegration, and return predictability," Journal of Financial Economics, Elsevier, vol. 108(2), pages 409-424.
  19. Peterman, William B., 2013. "Determining the motives for a positive optimal tax on capital," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 265-295.
  20. Michael T. Owyang & Valerie A. Ramey & Sarah Zubairy, 2013. "Are Government Spending Multipliers Greater during Periods of Slack? Evidence from Twentieth-Century Historical Data," American Economic Review, American Economic Association, vol. 103(3), pages 129-134, May.
  21. Owyang, Michael T. & Piger, Jeremy & Wall, Howard J., 2013. "Discordant city employment cycles," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 367-384.
  22. Owyang, Michael T. & Zubairy, Sarah, 2013. "Who benefits from increased government spending? A state-level analysis," Regional Science and Urban Economics, Elsevier, vol. 43(3), pages 445-464.
  23. Michael T. Owyang & E. Katarina Vermann, 2013. "Okun's law in recession and recovery," Economic Synopses, Federal Reserve Bank of St. Louis.
  24. Michael T. Owyang & Tatevik Sekhposyan & E. Katarina Vermann, 2013. "Output and unemployment: how do they relate today?," The Regional Economist, Federal Reserve Bank of St. Louis, issue October.
  25. Paul Calem & Francisco Covas & Jason Wu, 2013. "The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45, pages 59-91, August.
  26. Haefke, Christian & Sonntag, Marcus & van Rens, Thijs, 2013. "Wage rigidity and job creation," Journal of Monetary Economics, Elsevier, vol. 60(8), pages 887-899.
  27. Müller, Ulrich K. & Watson, Mark W., 2013. "Low-frequency robust cointegration testing," Journal of Econometrics, Elsevier, vol. 174(2), pages 66-81.
  28. Bates, Brandon J. & Plagborg-Møller, Mikkel & Stock, James H. & Watson, Mark W., 2013. "Consistent factor estimation in dynamic factor models with structural instability," Journal of Econometrics, Elsevier, vol. 177(2), pages 289-304.
  29. Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2013. "Empirical simultaneous prediction regions for path-forecasts," International Journal of Forecasting, Elsevier, vol. 29(3), pages 456-468.
  30. Mary C. Daly & John G. Fernald & Òscar Jordà & Fernanda Nechio, 2013. "Labor markets in the global financial crisis," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  31. Early Elias & Òscar Jordà, 2013. "Crises before and after the creation of the Fed," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may6.
  32. √Íscar Jord√Ä & Moritz Schularick & Alan M. Taylor, 2013. "When Credit Bites Back," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 3-28, December.
  33. Travis Berge & Òscar Jordà, 2013. "A chronology of turning points in economic activity: Spain, 1850–2011," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 4(1), pages 1-34, March.
  34. Su, Liangjun & Ullah, Aman, 2013. "A Nonparametric Goodness-Of-Fit-Based Test For Conditional Heteroskedasticity," Econometric Theory, Cambridge University Press, vol. 29(1), pages 187-212, February.
  35. Su, Liangjun & Chen, Qihui, 2013. "Testing Homogeneity In Panel Data Models With Interactive Fixed Effects," Econometric Theory, Cambridge University Press, vol. 29(6), pages 1079-1135, December.
  36. Su, Liangjun & Lu, Xun, 2013. "Nonparametric dynamic panel data models: Kernel estimation and specification testing," Journal of Econometrics, Elsevier, vol. 176(2), pages 112-133.
  37. Liangjun Su & Aman Ullah & Yun Wang, 2013. "Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator," Empirical Economics, Springer, vol. 45(2), pages 1009-1024, October.
  38. Sainan Jin & Liangjun Su, 2013. "A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence," Econometric Reviews, Taylor & Francis Journals, vol. 32(4), pages 469-512, December.
  39. Liangjun Su & Irina Murtazashvili & Aman Ullah, 2013. "Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 184-207, April.
  40. Liangjun Su & Martin Spindler, 2013. "Nonparametric Testing for Asymmetric Information," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 208-225, April.
  41. Reicher Christopher Phillip & Utlaut Johannes Friederich, 2013. "Monetary policy shocks and real commodity prices," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 1-35, October.
  42. Wang, Honglin & Iglesias, Emma M. & Wooldridge, Jeffrey M., 2013. "Partial maximum likelihood estimation of spatial probit models," Journal of Econometrics, Elsevier, vol. 172(1), pages 77-89.
  43. Anastasia Semykina & Jeffrey M. Wooldridge, 2013. "Estimation of dynamic panel data models with sample selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(1), pages 47-61, January.
  44. Doruk İriş & Luís Santos-Pinto, 2013. "Tacit Collusion under Fairness and Reciprocity," Games, MDPI, vol. 4(1), pages 1-16, February.
  45. Diana Weinhold, 2013. "The Happiness-Reducing Costs Of Noise Pollution," Journal of Regional Science, Wiley Blackwell, vol. 53(2), pages 292-303, May.
  46. Weinhold, Diana & Killick, Evan & Reis, Eustáquio J., 2013. "Soybeans, Poverty and Inequality in the Brazilian Amazon," World Development, Elsevier, vol. 52(C), pages 132-143.
  47. Jeffrey Grogger & Gordon Hanson, 2013. "The Scale and Selectivity of Foreign-Born PhD Recipients in the US," American Economic Review, American Economic Association, vol. 103(3), pages 189-192, May.
  48. Pablo Burriel & Aitor Lacuesta & Gabriel Pérez-Quirós & Ernesto Villanueva, 2013. "Composición sectorial de la producción, divergencia y sincronía cíclica en los países del área del euro," Boletín Económico, Banco de España, issue OCT, pages 101-107, Octubre.
  49. Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar, 2013. "Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms," Foundations and Trends(R) in Econometrics, now publishers, vol. 6(2), pages 101-161, November.
  50. Michael C. Davis & Craig Palsson & Joseph Price, 2013. "Taxing the Opposition: Cactus League Attendance and the Efficiency of the ‘Cubs Tax’," International Journal of Sport Finance, Fitness Information Technology, vol. 8(2), pages 157-170, May.
  51. Mykhayliv, Dariya & Zauner, Klaus G., 2013. "Investment behavior and ownership structures in Ukraine: Soft budget constraints, government ownership and private benefits of control," Journal of Comparative Economics, Elsevier, vol. 41(1), pages 265-278.
  52. Michael D. Bauer & Glenn D. Rudebusch, 2013. "What caused the decline in long-term yields?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue july8.
  53. Michael D. Bauer & Glenn D. Rudebusch, 2013. "Expectations for monetary policy liftoff," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov18.
  54. Kim, Kwang Hwan & Katayama, Munechika, 2013. "Non-separability and sectoral comovement in a sticky price model," Journal of Economic Dynamics and Control, Elsevier, vol. 37(9), pages 1715-1735.
  55. Katayama, Munechika & Kim, Kwang Hwan, 2013. "The delayed effects of monetary shocks in a two-sector New Keynesian model," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 243-259.
  56. Munechika Katayama, 2013. "Declining Effects of Oil Price Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 977-1016, September.
  57. Kwang Hwan Kim & Munechika Katayama, 2013. "Housing, Wealth Effects, and Monetary Policy," Global Economic Review, Taylor & Francis Journals, vol. 42(1), pages 55-71, March.
  58. Nir Jaimovich & Seth Pruitt & Henry E. Siu, 2013. "The Demand for Youth: Explaining Age Differences in the Volatility of Hours," American Economic Review, American Economic Association, vol. 103(7), pages 3022-3044, December.
  59. Bryan Kelly & Seth Pruitt, 2013. "Market Expectations in the Cross-Section of Present Values," Journal of Finance, American Finance Association, vol. 68(5), pages 1721-1756, October.
  60. Lahiri, Kajal & Monokroussos, George & Zhao, Yongchen, 2013. "The yield spread puzzle and the information content of SPF forecasts," Economics Letters, Elsevier, vol. 118(1), pages 219-221.
  61. Lahiri, Kajal & Monokroussos, George, 2013. "Nowcasting US GDP: The role of ISM business surveys," International Journal of Forecasting, Elsevier, vol. 29(4), pages 644-658.
  62. George Monokroussos, 2013. "A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series," Computational Economics, Springer;Society for Computational Economics, vol. 42(1), pages 71-105, June.
  63. Hibiki Ichiue & Takushi Kurozumi & Takeki Sunakawa, 2013. "Inflation Dynamics And Labor Market Specifications: A Bayesian Dynamic Stochastic General Equilibrium Approach For Japan'S Economy," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 273-287, January.
  64. Fujiwara, Ippei & Ichiue, Hibiki & Nakazono, Yoshiyuki & Shigemi, Yosuke, 2013. "Financial markets forecasts revisited: Are they rational, stubborn or jumpy?," Economics Letters, Elsevier, vol. 118(3), pages 526-530.
  65. Managi, Shunsuke & Okimoto, Tatsuyoshi, 2013. "Does the price of oil interact with clean energy prices in the stock market?," Japan and the World Economy, Elsevier, vol. 27(C), pages 1-9.
  66. Jones, Garett, 2013. "The O-ring sector and the Foolproof sector: An explanation for skill externalities," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 1-10.
  67. Ono, Arito & Uesugi, Iichiro & Yasuda, Yukihiro, 2013. "Are lending relationships beneficial or harmful for public credit guarantees? Evidence from Japan's Emergency Credit Guarantee Program," Journal of Financial Stability, Elsevier, vol. 9(2), pages 151-167.
  68. Uesugi, Iichiro & Uchida, Hirofumi & Uchino, Taisuke & Ono, Arito & Hazama, Makoto & Hosono, Kaoru & Miyakawa, Daisuke, 2013. "Natural Disasters and Firm Dynamics," Economic Review, Hitotsubashi University, vol. 64(2), pages 97-118, April.
  69. Uesugi, Iichiro, 2013. "Does the Natural Selection Mechanism Work for Non-listed Firms? : The Role of Ownership and Business Succession," Economic Review, Hitotsubashi University, vol. 64(4), pages 303-319, October.
  70. Busetti, Fabio & Marcucci, Juri, 2013. "Comparing forecast accuracy: A Monte Carlo investigation," International Journal of Forecasting, Elsevier, vol. 29(1), pages 13-27.
  71. Hannah Brenkert‐Smith & Katherine L. Dickinson & Patricia A. Champ & Nicholas Flores, 2013. "Social Amplification of Wildfire Risk: The Role of Social Interactions and Information Sources," Risk Analysis, John Wiley & Sons, vol. 33(5), pages 800-817, May.
  72. Corò, Filippo & Dufour, Alfonso & Varotto, Simone, 2013. "Credit and liquidity components of corporate CDS spreads," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5511-5525.
  73. Chang, Ya-Kai & Chen, Yu-Lun & Chou, Robin K. & Gau, Yin-Feng, 2013. "The effectiveness of position limits: Evidence from the foreign exchange futures markets," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4501-4509.
  74. Ming-Hsien Chen & Yin-Feng Gau & Vivian W. Tai, 2013. "Issuer Credit Ratings and Warrant-Pricing Errors," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(S3), pages 35-46, July.
  75. de Rassenfosse, Gaétan & Dernis, Hélène & Guellec, Dominique & Picci, Lucio & van Pottelsberghe de la Potterie, Bruno, 2013. "The worldwide count of priority patents: A new indicator of inventive activity," Research Policy, Elsevier, vol. 42(3), pages 720-737.
  76. Issler, Joao Victor & Notini, Hilton & Rodrigues, Claudia & Soares, Ana Flávia, 2013. "Constructing coincident indices of economic activity for the Latin American economy," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(1), April.
  77. João Victor Issler & Hilton Hostalacio Notini & Claudia Fontoura Rodrigues, 2013. "Constructing coincident and leading indices of economic activity for the Brazilian economy," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 43-65.
  78. Gloria Gonz‡lez-Rivera, 2013. "Rare Events: Limiting Their Damage Through Advances in Modeling," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 29, pages 38-42, Spring.
  79. Gloria González-Rivera & Wei Lin, 2013. "Constrained Regression for Interval-Valued Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(4), pages 473-490, October.
  80. Hahn Shik Lee & Soo In Kim, 2013. "Common Features In East Asian Stock Markets: Long-Term And Short-Term Comovements Between China And Korea," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 58(03), pages 1-22.
  81. Giacomini, Raffaella & Politis, Dimitris N. & White, Halbert, 2013. "A Warp-Speed Method For Conducting Monte Carlo Experiments Involving Bootstrap Estimators," Econometric Theory, Cambridge University Press, vol. 29(3), pages 567-589, June.
  82. Peter Debbaut & Andra C. Ghent & Marianna Kudlyak & Jessica Sackett Romero, 2013. "How Risky Are Young Borrowers?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue Dec.
  83. Madowitz, M. & Novan, K., 2013. "Gasoline taxes and revenue volatility: An application to California," Energy Policy, Elsevier, vol. 59(C), pages 663-673.
  84. Conley, John P. & Neilson, William S., 2013. "Endogenous coordination and discoordination games: Multiculturalism and assimilation," Journal of Economic Behavior & Organization, Elsevier, vol. 92(C), pages 176-191.
  85. Liu, Lirong & Neilson, William, 2013. "Enforcement Leverage with Fixed Inspection Capacity," Strategic Behavior and the Environment, now publishers, vol. 3(4), pages 305-328, August.
  86. Natalia Gritsko & Valentina Kozlova & William Neilson & Bruno Wichmann, 2013. "The CEO Arms Race," Southern Economic Journal, John Wiley & Sons, vol. 79(3), pages 586-599, January.
  87. Vincent P. Crawford & Miguel A. Costa-Gomes & Nagore Iriberri, 2013. "Structural Models of Nonequilibrium Strategic Thinking: Theory, Evidence, and Applications," Journal of Economic Literature, American Economic Association, vol. 51(1), pages 5-62, March.
  88. Maximilian Auffhammer & Wolfram Schlenker, 2013. "It’s not just the statistical model. A comment on Seo (2013)," Climatic Change, Springer, vol. 121(2), pages 125-128, November.
  89. Maximilian Auffhammer & Solomon M. Hsiang & Wolfram Schlenker & Adam Sobel, 2013. "Using Weather Data and Climate Model Output in Economic Analyses of Climate Change," Review of Environmental Economics and Policy, Association of Environmental and Resource Economists, vol. 7(2), pages 181-198, July.
  90. Dáithí Stone & Maximilian Auffhammer & Mark Carey & Gerrit Hansen & Christian Huggel & Wolfgang Cramer & David Lobell & Ulf Molau & Andrew Solow & Lourdes Tibig & Gary Yohe, 2013. "The challenge to detect and attribute effects of climate change on human and natural systems," Climatic Change, Springer, vol. 121(2), pages 381-395, November.
  91. Nagore Iriberri & Pedro Rey‐Biel, 2013. "Elicited beliefs and social information in modified dictator games: What do dictators believe other dictators do?," Quantitative Economics, Econometric Society, vol. 4(3), pages 515-547, November.
  92. Apesteguia, Jose & Funk, Patricia & Iriberri, Nagore, 2013. "Promoting rule compliance in daily-life: Evidence from a randomized field experiment in the public libraries of Barcelona," European Economic Review, Elsevier, vol. 64(C), pages 266-284.
  93. Charness, Gary & Gneezy, Uri & Kuhn, Michael A., 2013. "Experimental methods: Extra-laboratory experiments-extending the reach of experimental economics," Journal of Economic Behavior & Organization, Elsevier, vol. 91(C), pages 93-100.
  94. Fissel, Benjamin E. & Gilbert, Ben & LaRiviere, Jacob, 2013. "Technology adoption and diffusion with uncertainty in a commons," Economics Letters, Elsevier, vol. 120(2), pages 297-301.
  95. Manganelli, Simone & Popov, Alexander, 2013. "Financial dependence, global growth opportunities, and growth revisited," Economics Letters, Elsevier, vol. 120(1), pages 123-125.
  96. Bhatt, Rachana & Koedel, Cory & Lehmann, Douglas, 2013. "Is curriculum quality uniform? Evidence from Florida," Economics of Education Review, Elsevier, vol. 34(C), pages 107-121.
  97. Cory Koedel & Michael Podgursky & Shishan Shi, 2013. "Teacher Pension Systems, the Composition of the Teaching Workforce, and Teacher Quality," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 32(3), pages 574-596, June.
  98. Lee Tae-Hwy & Xi Zhou & Zhang Ru, 2013. "Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations," Journal of Time Series Econometrics, De Gruyter, vol. 5(1), pages 61-68, January.
  99. Huiyu Huang & Tae-Hwy Lee, 2013. "Forecasting Value-at-Risk Using High-Frequency Information," Econometrics, MDPI, vol. 1(1), pages 1-14, June.

2012

  1. Schennach, Susanne & White, Halbert & Chalak, Karim, 2012. "Local indirect least squares and average marginal effects in nonseparable structural systems," Journal of Econometrics, Elsevier, vol. 166(2), pages 282-302.
  2. Antonio Cabrales & Rosemarie Nagel & José Rodríguez Mora, 2012. "It is Hobbes, not Rousseau: an experiment on voting and redistribution," Experimental Economics, Springer;Economic Science Association, vol. 15(2), pages 278-308, June.
  3. Antonio Cabrales & Roberto Serrano, 2012. "Stochastically stable implementation," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 3(1), pages 59-72, March.
  4. Blume, Andreas, 2012. "A class of strategy-correlated equilibria in sender–receiver games," Games and Economic Behavior, Elsevier, vol. 75(2), pages 510-517.
  5. Brunner, Eric J. & Cho, Sung-Woo & Reback, Randall, 2012. "Mobility, housing markets, and schools: Estimating the effects of inter-district choice programs," Journal of Public Economics, Elsevier, vol. 96(7), pages 604-614.
  6. Guidolin, Massimo & Hyde, Stuart, 2012. "Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3546-3566.
  7. Guidolin, Massimo & Hyde, Stuart, 2012. "Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 695-716.
  8. Patton, Andrew J., 2012. "A review of copula models for economic time series," Journal of Multivariate Analysis, Elsevier, vol. 110(C), pages 4-18.
  9. Andrew J. Patton & Michela Verardo, 2012. "Does Beta Move with News? Firm-Specific Information Flows and Learning about Profitability," The Review of Financial Studies, Society for Financial Studies, vol. 25(9), pages 2789-2839.
  10. Andrew J. Patton & Allan Timmermann, 2012. "Rejoinder," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 36-40, January.
  11. Francis Neville & Owyang Michael T. & Sekhposyan Tatevik, 2012. "The Local Effects of Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(2), pages 1-38, March.
  12. Michael T. Owyang & E. Katarina Vermann, 2012. "Measuring the effect of school choice on economic outcomes," The Regional Economist, Federal Reserve Bank of St. Louis, issue Oct, pages 5-9.
  13. Michael T. Owyang & E. Katarina Vermann, 2012. "Where there’s a smoking ban, there’s still fire," Review, Federal Reserve Bank of St. Louis, vol. 94(July), pages 265-286.
  14. Kevin L. Kliesen & Michael T. Owyang & E. Katarina Vermann, 2012. "Disentangling diverse measures: a survey of financial stress indexes," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 369-398.
  15. Michael T. Owyang & Tatevik Sekhposyan, 2012. "Okun’s law over the business cycle: was the great recession all that different?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 399-418.
  16. Ivana Komunjer & Michael T. Owyang, 2012. "Multivariate Forecast Evaluation and Rationality Testing," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1066-1080, November.
  17. James D. Hamilton & Michael T. Owyang, 2012. "The Propagation of Regional Recessions," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 935-947, November.
  18. Eric Ghysels & Michael T. Owyang, 2012. "Discussion of “An approach for identifying and predicting economic recessions in real‐time using time‐frequency functional models”by Holan, Yang, Matteson, and Wikle," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 28(6), pages 500-501, November.
  19. Francisco Covas & Wouter J. Den Haan, 2012. "The Role of Debt and Equity Finance Over the Business Cycle," Economic Journal, Royal Economic Society, vol. 122(565), pages 1262-1286, December.
  20. Shigeru Fujita, 2012. "Labor market anxiety and the downward trend in the job separation rate," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 1-7.
  21. Shigeru Fujita & Garey Ramey, 2012. "Exogenous versus Endogenous Separation," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(4), pages 68-93, October.
  22. James H. Stock & Mark W. Watson, 2012. "Disentangling the Channels of the 2007-09 Recession," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 43(1 (Spring), pages 81-156.
  23. Robert G. King & Mark W. Watson, 2012. "Inflation and Unit Labor Cost," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 111-149, December.
  24. James H. Stock & Mark W. Watson, 2012. "Generalized Shrinkage Methods for Forecasting Using Many Predictors," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(4), pages 481-493, June.
  25. Jordà, Òscar & Taylor, Alan M., 2012. "The carry trade and fundamentals: Nothing to fear but FEER itself," Journal of International Economics, Elsevier, vol. 88(1), pages 74-90.
  26. Òscar Jordà, 2012. "Credit: a starring role in the downturn," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr16.
  27. Mary C. Daly & Early Elias & Bart Hobijn & Òscar Jordà, 2012. "Will the jobless rate drop take a break?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec17.
  28. Yanping Chong & Òscar Jordà & Alan M. Taylor, 2012. "The Harrod–Balassa–Samuelson Hypothesis: Real Exchange Rates And Their Long‐Run Equilibrium," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(2), pages 609-634, May.
  29. 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.
  30. Su, Liangjun, 2012. "Semiparametric GMM estimation of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 167(2), pages 543-560.
  31. Su, Liangjun & Jin, Sainan, 2012. "Sieve estimation of panel data models with cross section dependence," Journal of Econometrics, Elsevier, vol. 169(1), pages 34-47.
  32. Yonghui Zhang & Liangjun Su & Peter C. B. Phillips, 2012. "Testing for common trends in semi‐parametric panel data models with fixed effects," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 56-100, February.
  33. Reicher, Christopher Phillip, 2012. "An estimated fiscal Taylor Rule for the postwar United States," Economics Letters, Elsevier, vol. 114(3), pages 319-321.
  34. Christopher Phillip Reicher, 2012. "A simple decomposition of the variance of output growth across countries," Applied Economics Letters, Taylor & Francis Journals, vol. 19(9), pages 869-872, June.
  35. Juan Manuel Caicedo & Alejandro Gaviria & Javier Moreno, 2012. "Hechos y palabras: la realidad colombiana vista a través de la prensa escrita," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 14(26), pages 137-168, January-J.
  36. Luís Santos-Pinto, 2012. "Labor Market Signaling and Self-Confidence: Wage Compression and the Gender Pay Gap," Journal of Labor Economics, University of Chicago Press, vol. 30(4), pages 873-914.
  37. Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012. "Instrumental variable estimation with heteroskedasticity and many instruments," Quantitative Economics, Econometric Society, vol. 3(2), pages 211-255, July.
  38. Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen, 2012. "Asymptotic Distribution Of Jive In A Heteroskedastic Iv Regression With Many Instruments," Econometric Theory, Cambridge University Press, vol. 28(1), pages 42-86, February.
  39. George J. Borjas & Jeffrey Grogger & Gordon H. Hanson, 2012. "Comment: On Estimating Elasticities Of Substition," Journal of the European Economic Association, European Economic Association, vol. 10(1), pages 198-210, February.
  40. Jeffrey Grogger, 2012. "Bounding the Effects of Social Experiments," Evaluation Review, , vol. 36(6), pages 449-474, December.
  41. Gabriel Pérez Quirós & María Dolores Gadea Rivas, 2012. "El papel del crédito como predictor del ciclo económico," Boletín Económico, Banco de España, issue DEC, pages 39-45, Diciembre.
  42. Aránzazu Crespo Rodríguez & Gabriel Pérez-Quirós & Rubén Segura Cayuela, 2012. "Competitiveness indicators: the importance of an efficient allocation of resources," Economic Bulletin, Banco de España, issue JAN, pages 103-111, January.
  43. Gabriel Pérez Quirós & María Dolores Gadea Rivas, 2012. "The role of credit as a predictor of the economic cycle," Economic Bulletin, Banco de España, issue DEC, pages 11-16, December.
  44. Dal Bianco, Marcos & Camacho, Maximo & Perez Quiros, Gabriel, 2012. "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 377-396.
  45. Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2012. "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(1), pages 43-74, April.
  46. Hamilton, James D. & Wu, Jing Cynthia, 2012. "Identification and estimation of Gaussian affine term structure models," Journal of Econometrics, Elsevier, vol. 168(2), pages 315-331.
  47. James D. Hamilton & Jing Cynthia Wu, 2012. "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 3-46, February.
  48. Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu, 2012. "Correcting Estimation Bias in Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 454-467, April.
  49. Michael D. Bauer, 2012. "Monetary policy and interest rate uncertainty," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec24.
  50. Michael D. Bauer, 2012. "Fed asset buying and private borrowing rates," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may21.
  51. Seth Pruitt, 2012. "Uncertainty Over Models and Data: The Rise and Fall of American Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 341-365, March.
  52. Manuel Ramos-Francia & José G Rangel, 2012. "Revisiting the effects of country specific fundamentals on sovereign default risk," Economics Bulletin, AccessEcon, vol. 32(4), pages 3008-3016.
  53. Jinho Bae & Chang-Jin Kim & Dong Kim, 2012. "The evolution of the monetary policy regimes in the U.S," Empirical Economics, Springer, vol. 43(2), pages 617-649, October.
  54. Dong Kim, 2012. "What is an oil shock? Panel data evidence," Empirical Economics, Springer, vol. 43(1), pages 121-143, August.
  55. Jones, Garett, 2012. "Cognitive skill and technology diffusion: An empirical test," Economic Systems, Elsevier, vol. 36(3), pages 444-460.
  56. Garett Jones, 2012. "The Bond Market Wins," Econ Journal Watch, Econ Journal Watch, vol. 9(1), pages 41-50, January.
  57. John V C Nye & Gregory Androuschak & Desirée Desierto & Garett Jones & Maria Yudkevich, 2012. "2D:4D Asymmetry and Gender Differences in Academic Performance," PLOS ONE, Public Library of Science, vol. 7(10), pages 1-16, October.
  58. G. Jones & T. Kane, 2012. "U.S. Troops and Foreign Economic Growth," Defence and Peace Economics, Taylor & Francis Journals, vol. 23(3), pages 225-249, June.
  59. Peter Reinhard Hansen & Zhuo Huang & Howard Howan Shek, 2012. "Realized GARCH: a joint model for returns and realized measures of volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 877-906, September.
  60. Ono, Arito & Sakai, Koji & Uesugi, Iichiro, 2012. "The effects of collateral on firm performance," Journal of the Japanese and International Economies, Elsevier, vol. 26(1), pages 84-109.
  61. Nakajima, Kentaro & Saito, Yukiko Umeno & Uesugi, Iichiro, 2012. "Measuring economic localization: Evidence from Japanese firm-level data," Journal of the Japanese and International Economies, Elsevier, vol. 26(2), pages 201-220.
  62. Massoud Metghalchi & Juri Marcucci & Yung-Ho Chang, 2012. "Are moving average trading rules profitable? Evidence from the European stock markets," Applied Economics, Taylor & Francis Journals, vol. 44(12), pages 1539-1559, April.
  63. Salvador Barrios & Luisito Bertinelli & Andreas Heinen & Eric Strobl, 2012. "Exploring the Existence of Local and Global Knowledge Spillovers: Evidence from Plant-Level Data," Scandinavian Journal of Economics, Wiley Blackwell, vol. 114(3), pages 856-880, September.
  64. Andréas Heinen, 2012. "Comments on: Some recent theory for autoregressive count time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 464-466, September.
  65. Cho, Jin Seo & Ishida, Isao, 2012. "Testing for the effects of omitted power transformations," Economics Letters, Elsevier, vol. 117(1), pages 287-290.
  66. Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2012. "Multivariate high‐frequency‐based volatility (HEAVY) models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 907-933, September.
  67. Alfonso Dufour & Minh Nguyen, 2012. "Permanent trading impacts and bond yields," The European Journal of Finance, Taylor & Francis Journals, vol. 18(9), pages 841-864, October.
  68. Choe, Kwang-il & Choi, Pilsun & Nam, Kiseok & Vahid, Farshid, 2012. "Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation," Pacific-Basin Finance Journal, Elsevier, vol. 20(2), pages 271-291.
  69. George Athanasopoulos & D. Poskitt & Farshid Vahid, 2012. "Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form," Econometric Reviews, Taylor & Francis Journals, vol. 31(1), pages 60-83.
  70. Kozicki, Sharon, 2012. "Macro has progressed," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 23-28.
  71. Sharon Kozicki & P. A. Tinsley, 2012. "Effective Use of Survey Information in Estimating the Evolution of Expected Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 145-169, February.
  72. González-Rivera, Gloria & Yoldas, Emre, 2012. "Autocontour-based evaluation of multivariate predictive densities," International Journal of Forecasting, Elsevier, vol. 28(2), pages 328-342.
  73. González-Rivera, Gloria & Arroyo, Javier, 2012. "Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns," International Journal of Forecasting, Elsevier, vol. 28(1), pages 20-33.
  74. Andra Ghent, 2012. "Infrequent Housing Adjustment, Limited Participation, and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(5), pages 931-955, August.
  75. Heather Anderson & Howard Chan & Robert Faff & Yew Kee Ho, 2012. "Reported earnings and analyst forecasts as competing sources of information: A new approach," Australian Journal of Management, Australian School of Business, vol. 37(3), pages 333-359, December.
  76. Nair, Anil & Selover, David D., 2012. "A study of competitive dynamics," Journal of Business Research, Elsevier, vol. 65(3), pages 355-361.
  77. Jun Wu & Shaomin Li & David D. Selover, 2012. "Foreign Direct Investment vs. Foreign Portfolio Investment," Management International Review, Springer, vol. 52(5), pages 643-670, October.
  78. Liu, Tung & Li, Kui-Wai, 2012. "Analyzing China's productivity growth: Evidence from manufacturing industries," Economic Systems, Elsevier, vol. 36(4), pages 531-551.
  79. Buzard, Kristy & ,, 2012. "Contract, renegotiation, and hold up: Results on the technology of trade and investment," Theoretical Economics, Econometric Society, vol. 7(2), May.
  80. Bleakley, Hoyt & Lin, Jeffrey, 2012. "Thick-market effects and churning in the labor market: Evidence from US cities," Journal of Urban Economics, Elsevier, vol. 72(2), pages 87-103.
  81. Jeffrey Lin, 2012. "Geography, history, economies of density, and the location of cities," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 18-24.
  82. Hoyt Bleakley & Jeffrey Lin, 2012. "Portage and Path Dependence," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 127(2), pages 587-644.
  83. White Halbert & Cho Jin Seo, 2012. "An Alternative Proof That OLS is BLUE," Journal of Econometric Methods, De Gruyter, vol. 1(1), pages 107-107, August.
  84. Alcaraz, Carlo & Chiquiar, Daniel & Salcedo, Alejandrina, 2012. "Remittances, schooling, and child labor in Mexico," Journal of Development Economics, Elsevier, vol. 97(1), pages 156-165.
  85. Catherine Hausman & Maximilian Auffhammer & Peter Berck, 2012. "Farm Acreage Shocks and Crop Prices: An SVAR Approach to Understanding the Impacts of Biofuels," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 53(1), pages 117-136, September.
  86. Maximilian Auffhammer & V. Ramanathan & Jeffrey Vincent, 2012. "Climate change, the monsoon, and rice yield in India," Climatic Change, Springer, vol. 111(2), pages 411-424, March.
  87. Maximilian Auffhammer & Ralf Steinhauser, 2012. "Forecasting The Path of U.S. CO_2 Emissions Using State-Level Information," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 172-185, February.
  88. Maximilian Auffhammer & Anin Aroonruengsawat, 2012. "Erratum to: Simulating the impacts of climate change, prices and population on California’s residential electricity consumption," Climatic Change, Springer, vol. 113(3), pages 1101-1104, August.
  89. Anin Aroonruengsawat, Maximilian Auffhammer, and Alan H. Sanstad, 2012. "The Impact of State Level Building Codes on Residential Electricity Consumption," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
  90. Jose Apesteguia & Ghazala Azmat & Nagore Iriberri, 2012. "The Impact of Gender Composition on Team Performance and Decision Making: Evidence from the Field," Management Science, INFORMS, vol. 58(1), pages 78-93, January.
  91. Nagore Iriberri & José-Ramón Uriarte, 2012. "Minority language and the stability of bilingual equilibria," Rationality and Society, , vol. 24(4), pages 442-462, November.
  92. Charness, Gary & Gneezy, Uri & Kuhn, Michael A., 2012. "Experimental methods: Between-subject and within-subject design," Journal of Economic Behavior & Organization, Elsevier, vol. 81(1), pages 1-8.
  93. Simone Manganelli, 2012. "The impact of the Securities Markets Programme," Research Bulletin, European Central Bank, vol. 17, pages 2-5.
  94. Koedel Cory & Leatherman Rebecca & Parsons Eric, 2012. "Test Measurement Error and Inference from Value-Added Models," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 12(1), pages 1-37, November.
  95. Koedel, Cory & Tyhurst, Eric, 2012. "Math skills and labor-market outcomes: Evidence from a resume-based field experiment," Economics of Education Review, Elsevier, vol. 31(1), pages 131-140.
  96. Cory Koedel & Teerachat Techapaisarnjaroenkit, 2012. "The Relative Performance of Head Start," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(2), pages 251-275.
  97. Robles Jack & Shimoji Makoto, 2012. "On Rationalizability and Beliefs in Discrete Private-Value First-Price Auctions," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 12(1), pages 1-21, May.
  98. Shimoji, Makoto, 2012. "Outcome-equivalence of self-confirming equilibrium and Nash equilibrium," Games and Economic Behavior, Elsevier, vol. 75(1), pages 441-447.
  99. Onji, Kazuki & Vera, David & Corbett, Jenny, 2012. "Capital injection, restructuring targets and personnel management: The case of Japanese regional banks," Journal of the Japanese and International Economies, Elsevier, vol. 26(4), pages 495-517.
  100. David Vera, 2012. "How responsive are banks to monetary policy?," Applied Economics, Taylor & Francis Journals, vol. 44(18), pages 2335-2346, June.

2011

  1. Karim Chalak & Halbert White, 2011. "Viewpoint: An extended class of instrumental variables for the estimation of causal effects," Canadian Journal of Economics, Canadian Economics Association, vol. 44(1), pages 1-51, February.
  2. Antonio Cabrales & Esther Hauk, 2011. "The Quality of Political Institutions and the Curse of Natural Resources," Economic Journal, Royal Economic Society, vol. 121(551), pages 58-88, March.
  3. Cabrales, Antonio & Calvó-Armengol, Antoni & Zenou, Yves, 2011. "Social interactions and spillovers," Games and Economic Behavior, Elsevier, vol. 72(2), pages 339-360, June.
  4. Cabrales, Antonio & Serrano, Roberto, 2011. "Implementation in adaptive better-response dynamics: Towards a general theory of bounded rationality in mechanisms," Games and Economic Behavior, Elsevier, vol. 73(2), pages 360-374.
  5. Cabrales, Antonio & Charness, Gary, 2011. "Optimal contracts with team production and hidden information: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 77(2), pages 163-176, February.
  6. Antonio Cabrales & Gary Charness & Marie Villeval, 2011. "Hidden information, bargaining power, and efficiency: an experiment," Experimental Economics, Springer;Economic Science Association, vol. 14(2), pages 133-159, May.
  7. Calhoun, Gray, 2011. "Hypothesis testing in linear regression when k/n is large," Journal of Econometrics, Elsevier, vol. 165(2), pages 163-174.
  8. Massimo Guidolin & Federica Ria, 2011. "Regime shifts in mean-variance efficient frontiers: Some international evidence," Journal of Asset Management, Palgrave Macmillan, vol. 12(5), pages 322-349, November.
  9. Patton, Andrew J. & Timmermann, Allan, 2011. "Predictability of Output Growth and Inflation: A Multi-Horizon Survey Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 397-410.
  10. Patton, Andrew J., 2011. "Volatility forecast comparison using imperfect volatility proxies," Journal of Econometrics, Elsevier, vol. 160(1), pages 246-256, January.
  11. Patton, Andrew J., 2011. "Data-based ranking of realised volatility estimators," Journal of Econometrics, Elsevier, vol. 161(2), pages 284-303, April.
  12. Andrew J. Patton & Allan Timmermann, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17, June.
  13. Andersen, Torben G. & Bollerslev, Tim & Huang, Xin, 2011. "A reduced form framework for modeling volatility of speculative prices based on realized variation measures," Journal of Econometrics, Elsevier, vol. 160(1), pages 176-189, January.
  14. Andersen, Torben G. & Bollerslev, Tim & Meddahi, Nour, 2011. "Realized volatility forecasting and market microstructure noise," Journal of Econometrics, Elsevier, vol. 160(1), pages 220-234, January.
  15. Bollerslev Tim & Christensen Bent Jesper & Haldrup Niels & Lunde Asger, 2011. "Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-8, February.
  16. Tim Bollerslev & Natalia Sizova & George Tauchen, 2011. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Review of Finance, European Finance Association, vol. 16(1), pages 31-80.
  17. Tim Bollerslev & Viktor Todorov, 2011. "Tails, Fears, and Risk Premia," Journal of Finance, American Finance Association, vol. 66(6), pages 2165-2211, December.
  18. Tim Bollerslev & Viktor Todorov, 2011. "Estimation of Jump Tails," Econometrica, Econometric Society, vol. 79(6), pages 1727-1783, November.
  19. Engemann, Kristie M. & Kliesen, Kevin L. & Owyang, Michael T., 2011. "Do Oil Shocks Drive Business Cycles? Some U.S. And International Evidence," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 498-517, November.
  20. Kevin L. Kliesen & Michael T. Owyang, 2011. "Using Brent and WTI oil prices to predict gasoline prices," Economic Synopses, Federal Reserve Bank of St. Louis.
  21. Michael T. Owyang & E. Katarina Vermann, 2011. "Worth your weight? re-examining the link between obesity and wages," The Regional Economist, Federal Reserve Bank of St. Louis, issue Oct, pages 16-17.
  22. Ruben Hernandez-Murillo & Lesli S. Ott & Michael T. Owyang & Denise Whalen, 2011. "Patterns of interstate migration in the United States from the survey of income and program participation," Review, Federal Reserve Bank of St. Louis, vol. 93(May), pages 169-186.
  23. Francisco Covas & Wouter J. Den Haan, 2011. "The Cyclical Behavior of Debt and Equity Finance," American Economic Review, American Economic Association, vol. 101(2), pages 877-899, April.
  24. Covas Francisco & Fujita Shigeru, 2011. "Private Equity Premium and Aggregate Uncertainty in a Model of Uninsurable Investment Risk," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-36, July.
  25. Shigeru Fujita, 2011. "Dynamics of worker flows and vacancies: evidence from the sign restriction approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(1), pages 89-121, January/F.
  26. Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson, 2011. "Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production," Journal of Political Economy, University of Chicago Press, vol. 119(1), pages 1-38.
  27. Travis J. Berge & Òscar Jordà, 2011. "Evaluating the Classification of Economic Activity into Recessions and Expansions," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(2), pages 246-277, April.
  28. Òscar Jordà, 2011. "Variable capital rules in a risky world," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug29.
  29. Travis J. Berge & Early Elias & Òscar Jordà, 2011. "Future recession risks: an update," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov.14.
  30. Òscar Jordà & Sharon Kozicki, 2011. "Estimation And Inference By The Method Of Projection Minimum Distance: An Application To The New Keynesian Hybrid Phillips Curve," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(2), pages 461-487, May.
  31. Òscar Jordà & Moritz Schularick & Alan M Taylor, 2011. "Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 59(2), pages 340-378, June.
  32. Travis Berge & Òscar Jordà & Alan M. Taylor, 2011. "Currency Carry Trades," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 357-388.
  33. Alvaro Escribano & J. Ignacio Peña & Pablo Villaplana, 2011. "Modelling Electricity Prices: International Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(5), pages 622-650, October.
  34. Long, Xiangdong & Su, Liangjun & Ullah, Aman, 2011. "Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 109-125.
  35. Peter C. B. Phillips & Liangjun Su, 2011. "Non‐parametric regression under location shifts," Econometrics Journal, Royal Economic Society, vol. 14(3), pages 457-486, October.
  36. Aslihan Arslan & Christopher P. Reicher, 2011. "The Effects of the Coffee Trademarking Initiative and Starbucks Publicity on Export Prices of Ethiopian Coffee," Journal of African Economies, Centre for the Study of African Economies, vol. 20(5), pages 704-736, November.
  37. Alejandro Gaviria & Alejandro Hoyos, 2011. "Anemia and Child Education: The Case of Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, December.
  38. Wooldridge, Jeffrey M., 2011. "A simple method for estimating unconditional heterogeneity distributions in correlated random effects models," Economics Letters, Elsevier, vol. 113(1), pages 12-15, October.
  39. Corradi, Valentina & Swanson, Norman R., 2011. "Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models," Journal of Econometrics, Elsevier, vol. 161(2), pages 304-324, April.
  40. Cai, Lili & Swanson, Norman R., 2011. "In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 743-764, September.
  41. Grogger, Jeffrey & Hanson, Gordon H., 2011. "Income maximization and the selection and sorting of international migrants," Journal of Development Economics, Elsevier, vol. 95(1), pages 42-57, May.
  42. Jeffrey Grogger, 2011. "Speech Patterns and Racial Wage Inequality," Journal of Human Resources, University of Wisconsin Press, vol. 46(1), pages 1-25.
  43. Carmen Broto & Gabriel Pérez-Quirós, 2011. "Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo," Boletín Económico, Banco de España, issue APR, pages 99-108, Abril.
  44. Aránzazu Crespo Rodríguez & Gabriel Pérez-Quirós & Rubén Segura-Cayuela, 2011. "Indicadores de competitividad: la importancia de la asignación eficiente de los recursos," Boletín Económico, Banco de España, issue DEC, pages 29-39, Diciembre.
  45. Carmen Broto & Gabriel Pérez-Quirós, 2011. "Sovereign CDS premia during the crisis and their interpretation as a measure of risk," Economic Bulletin, Banco de España, issue APR, pages 133-142, April.
  46. Maximo Camacho & Gabriel Perez Quiros, 2011. "Spain‐Sting: Spain Short‐Term Indicator Of Growth," Manchester School, University of Manchester, vol. 79(s1), pages 594-616, June.
  47. Camacho, Maximo & Perez Quiros, Gabriel & Rodriguez Mendizabal, Hugo, 2011. "High-growth recoveries, inventories and the Great Moderation," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1322-1339, August.
  48. Gerhard O. Orosel & Klaus G. Zauner, 2011. "Quality Diversity and Prices in Markets for Experience Goods," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 20(3), pages 709-738, September.
  49. Meagher, Kieron J. & Zauner, Klaus G., 2011. "Uncertain spatial demand and price flexibility: A state space approach to duopoly," Economics Letters, Elsevier, vol. 113(1), pages 26-28, October.
  50. Michael D. Bauer & Glenn D. Rudebusch, 2011. "Signals from unconventional monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov.21.
  51. Michael D. Bauer, 2011. "What moves the interest rate term structure?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov.7.
  52. James D. Hamilton & Seth Pruitt & Scott Borger, 2011. "Estimating the Market-Perceived Monetary Policy Rule," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 1-28, July.
  53. Rangel, José Gonzalo, 2011. "Macroeconomic news, announcements, and stock market jump intensity dynamics," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1263-1276, May.
  54. Rocío Elizondo & Eduardo Morales-Ramos & José Gonzalo Rangel, 2011. "Inflación, crecimiento y bienestar social," Monetaria, CEMLA, vol. 0(2), pages 125-196, abril-jun.
  55. José Gonzalo Rangel & Robert F. Engle, 2011. "The Factor--Spline--GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 109-124, May.
  56. George Monokroussos, 2011. "Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 519-534, March.
  57. Hara, Naoko & Ichiue, Hibiki, 2011. "Real-time analysis on Japan's labor productivity," Journal of the Japanese and International Economies, Elsevier, vol. 25(2), pages 107-130, June.
  58. Ichiue, Hibiki & Koyama, Kentaro, 2011. "Regime switches in exchange rate volatility and uncovered interest parity," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1436-1450.
  59. Kumar, Manmohan S. & Okimoto, Tatsuyoshi, 2011. "Dynamics of international integration of government securities' markets," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 142-154, January.
  60. Doi, Takero & Hoshi, Takeo & Okimoto, Tatsuyoshi, 2011. "Japanese government debt and sustainability of fiscal policy," Journal of the Japanese and International Economies, Elsevier, vol. 25(4), pages 414-433.
  61. James D. Hamilton & Tatsuyoshi Okimoto, 2011. "Sources of variation in holding returns for fed funds futures contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(3), pages 205-229, March.
  62. Munir Jalil & Esteban Tamayo, 2011. "Pass-through of International Food Prices to Domestic Inflation During and After the Great Recession: Evidence from a Set of Latin American Economies," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, June.
  63. Byung Yoon Bae & Dong Heon Kim, 2011. "Global and Regional Yield Curve Dynamics and Interactions: The Case of Some Asian Countries," International Economic Journal, Taylor & Francis Journals, vol. 25(4), pages 717-738, December.
  64. Jones, Garett, 2011. "National IQ and National Productivity: The Hive Mind Across Asia," Asian Development Review, Asian Development Bank, vol. 28(1), pages 51-71.
  65. Peter R. Hansen & Asger Lunde & James M. Nason, 2011. "The Model Confidence Set," Econometrica, Econometric Society, vol. 79(2), pages 453-497, March.
  66. Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011. "Subsampling realised kernels," Journal of Econometrics, Elsevier, vol. 160(1), pages 204-219, January.
  67. Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011. "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Journal of Econometrics, Elsevier, vol. 162(2), pages 149-169, June.
  68. Jong, Robert & Herrera, Ana María, 2011. "Dynamic Censored Regression and the Open Market Desk Reaction Function," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 228-237.
  69. Herrera, Ana María & Lagalo, Latika Gupta & Wada, Tatsuma, 2011. "Oil Price Shocks And Industrial Production: Is The Relationship Linear?," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 472-497, November.
  70. Herrera, Ana Maria & Kolar, Marek & Minetti, Raoul, 2011. "Credit reallocation," Journal of Monetary Economics, Elsevier, vol. 58(6), pages 551-563.
  71. Pedro A. Almoguera & Christopher C. Douglas & Ana María Herrera, 2011. "Testing for the cartel in OPEC: non-cooperative collusion or just non-cooperative?," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 27(1), pages 144-168, Spring.
  72. M. Fukasawa & I. Ishida & N. Maghrebi & K. Oya & M. Ubukata & K. Yamazaki, 2011. "Model-Free Implied Volatility: From Surface To Index," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 14(04), pages 433-463.
  73. Issler, João Victor & Linton, Oliver & Timmermann, Allan, 2011. "Annals issue on forecasting--Guest editors' introduction," Journal of Econometrics, Elsevier, vol. 164(1), pages 1-3, September.
  74. Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Journal of Econometrics, Elsevier, vol. 164(1), pages 116-129, September.
  75. Anderson, Heather M. & Dungey, Mardi & Osborn, Denise R. & Vahid, Farshid, 2011. "Financial integration and the construction of historical financial data for the Euro Area," Economic Modelling, Elsevier, vol. 28(4), pages 1498-1509, July.
  76. Sharon Kozicki & Eric Santor & Lena Suchanek, 2011. "Unconventional Monetary Policy: The International Experience with Central Bank Asset Purchases," Bank of Canada Review, Bank of Canada, vol. 2011(Spring), pages 13-25.
  77. González-Rivera, Gloria & Senyuz, Zeynep & Yoldas, Emre, 2011. "Autocontours: Dynamic Specification Testing," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 186-200.
  78. Carriero, Andrea & Giacomini, Raffaella, 2011. "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Journal of Econometrics, Elsevier, vol. 164(1), pages 21-34, September.
  79. Andra C. Ghent, 2011. "Securitization and Mortgage Renegotiation: Evidence from the Great Depression," The Review of Financial Studies, Society for Financial Studies, vol. 24(6), pages 1814-1847.
  80. Andra C. Ghent & Marianna Kudlyak, 2011. "Recourse and Residential Mortgage Default: Evidence from US States 1," The Review of Financial Studies, Society for Financial Studies, vol. 24(9), pages 3139-3186.
  81. Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena, 2011. "Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(4), pages 455-467.
  82. Li, Shaomin & Selover, David D. & Stein, Michael, 2011. ""Keep silent and make money": Institutional patterns of earnings management in China," Journal of Asian Economics, Elsevier, vol. 22(5), pages 369-382, October.
  83. Demiralp, Berna & Gantt, Bonnie B. & Selover, David D., 2011. "Modeling unemployment as an inventory: A multicointegration approach," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 724-737.
  84. Jesús Gonzalo & Jean-Yves Pitarakis, 2011. "Regime-Specific Predictability in Predictive Regressions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 229-241, June.
  85. Omer Bayar & William S. Neilson, 2011. "The Peculiar Economics Of Housing Bubbles," Contemporary Economic Policy, Western Economic Association International, vol. 29(3), pages 374-381, July.
  86. Liu, Liqun & Neilson, William S., 2011. "High scores but low skills," Economics of Education Review, Elsevier, vol. 30(3), pages 507-516, June.
  87. Jeffrey Lin, 2011. "Urban productivity advantages from job search and matching," Business Review, Federal Reserve Bank of Philadelphia, issue Q1, pages 9-16.
  88. Jeffrey Lin, 2011. "Technological Adaptation, Cities, and New Work," The Review of Economics and Statistics, MIT Press, vol. 93(2), pages 554-574, May.
  89. Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B., 2011. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 282-294.
  90. Cho, Jin Seo & White, Halbert, 2011. "Generalized runs tests for the IID hypothesis," Journal of Econometrics, Elsevier, vol. 162(2), pages 326-344, June.
  91. Bruno Cassiman & Elena Golovko, 2011. "Innovation and internationalization through exports," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 42(1), pages 56-75, January.
  92. Carlo Alcaraz & Daniel Chiquiar & Manuel Ramos-Francia, 2011. "Wage differentials in Mexico's urban labor market," Economics Bulletin, AccessEcon, vol. 31(3), pages 2500-2508.
  93. Amoroso, Nicolás & Chiquiar, Daniel & Ramos-Francia, Manuel, 2011. "Technology and endowments as determinants of comparative advantage: Evidence from Mexico," The North American Journal of Economics and Finance, Elsevier, vol. 22(2), pages 164-196, August.
  94. Maximilian Auffhammer & Antonio M. Bento & Scott E. Lowe, 2011. "The City-Level Effects of the 1990 Clean Air Act Amendments," Land Economics, University of Wisconsin Press, vol. 87(1), pages 1-18.
  95. Hendrik Wolff & Howard Chong & Maximilian Auffhammer, 2011. "Classification, Detection and Consequences of Data Error: Evidence from the Human Development Index," Economic Journal, Royal Economic Society, vol. 121(553), pages 843-870, June.
  96. Maximilian Auffhammer & Anin Aroonruengsawat, 2011. "Simulating the impacts of climate change, prices and population on California’s residential electricity consumption," Climatic Change, Springer, vol. 109(1), pages 191-210, December.
  97. Maximilian Auffhammer & Ryan Kellogg, 2011. "Clearing the Air? The Effects of Gasoline Content Regulation on Air Quality," American Economic Review, American Economic Association, vol. 101(6), pages 2687-2722, October.
  98. Nagore Iriberri & Pedro Rey-Biel, 2011. "The role of role uncertainty in modified dictator games," Experimental Economics, Springer;Economic Science Association, vol. 14(2), pages 160-180, May.
  99. Stefano Corradin & Simone Manganelli & Bernd Schwaab, 2011. "New methodologies for systemic risk measurement," Research Bulletin, European Central Bank, vol. 12, pages 2-6.
  100. Cory Koedel & Julian R. Betts, 2011. "Does Student Sorting Invalidate Value-Added Models of Teacher Effectiveness? An Extended Analysis of the Rothstein Critique," Education Finance and Policy, MIT Press, vol. 6(1), pages 18-42, January.

2010

  1. White, Halbert & Chalak, Karim, 2010. "Testing a conditional form of exogeneity," Economics Letters, Elsevier, vol. 109(2), pages 88-90, November.
  2. Antonio Cabrales & Raffaele Miniaci & Marco Piovesan & Giovanni Ponti, 2010. "Social Preferences and Strategic Uncertainty: An Experiment on Markets and Contracts," American Economic Review, American Economic Association, vol. 100(5), pages 2261-2278, December.
  3. Àlex Arenas & Antonio Cabrales & Leon Danon & Albert Díaz-Guilera & Roger Guimerà & Fernando Vega-Redondo, 2010. "Optimal information transmission in organizations: search and congestion," Review of Economic Design, Springer;Society for Economic Design, vol. 14(1), pages 75-93, March.
  4. Antonio Cabrales, 2010. "The causes and economic consequences of envy," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(4), pages 371-386, September.
  5. Blume, Andreas & Duffy, John & Temzelides, Ted, 2010. "Self-organized criticality in a dynamic game," Journal of Economic Dynamics and Control, Elsevier, vol. 34(8), pages 1380-1391, August.
  6. Blume, Andreas & Gneezy, Uri, 2010. "Cognitive forward induction and coordination without common knowledge: An experimental study," Games and Economic Behavior, Elsevier, vol. 68(2), pages 488-511, March.
  7. Randall Reback, 2010. "Noninstructional Spending Improves Noncognitive Outcomes: Discontinuity Evidence from a Unique Elementary School Counselor Financing System," Education Finance and Policy, MIT Press, vol. 5(2), pages 105-137, April.
  8. Massimo Guidolin & Christopher J. Neely, 2010. "The effects of large-scale asset purchases on TIPS inflation expectations," Economic Synopses, Federal Reserve Bank of St. Louis.
  9. Massimo Guidolin & Eliana La Ferrara, 2010. "The economic effects of violent conflict: Evidence from asset market reactions," Journal of Peace Research, Peace Research Institute Oslo, vol. 47(6), pages 671-684, November.
  10. Patton, Andrew J. & Timmermann, Allan, 2010. "Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts," Journal of Financial Economics, Elsevier, vol. 98(3), pages 605-625, December.
  11. Patton, Andrew J. & Timmermann, Allan, 2010. "Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion," Journal of Monetary Economics, Elsevier, vol. 57(7), pages 803-820, October.
  12. Torben G. Andersen & Tim Bollerslev & Per Frederiksen & Morten Ørregaard Nielsen, 2010. "Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 233-261.
  13. Todorov, Viktor & Bollerslev, Tim, 2010. "Jumps and betas: A new framework for disentangling and estimating systematic risks," Journal of Econometrics, Elsevier, vol. 157(2), pages 220-235, August.
  14. Engemann, Kristie M. & Owyang, Michael T., 2010. "Whatever Happened To The Business Cycle? A Bayesian Analysis Of Jobless Recoveries," Macroeconomic Dynamics, Cambridge University Press, vol. 14(5), pages 709-726, November.
  15. Ghent, Andra C. & Owyang, Michael T., 2010. "Is housing the business cycle? Evidence from US cities," Journal of Urban Economics, Elsevier, vol. 67(3), pages 336-351, May.
  16. Kristie M. Engemann & Michael T. Owyang, 2010. "Business cycle measures," Economic Synopses, Federal Reserve Bank of St. Louis.
  17. Kristie M. Engemann & Michael T. Owyang, 2010. "When do recessions begin and end?," Economic Synopses, Federal Reserve Bank of St. Louis.
  18. Kristie M. Engemann & Michael T. Owyang, 2010. "Not your father's oil shock," Economic Synopses, Federal Reserve Bank of St. Louis.
  19. Kristie M. Engemann & Michael T. Owyang, 2010. "Unconventional oil production: stuck in a rock and a hard place," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jul, pages 14-15.
  20. Abbigail J. Chiodo & Ruben Hernandez-Murillo & Michael T. Owyang, 2010. "Nonlinear effects of school quality on house prices," Review, Federal Reserve Bank of St. Louis, vol. 92(May), pages 185-204.
  21. Michelle T. Armesto & Kristie M. Engemann & Michael T. Owyang, 2010. "Forecasting with mixed frequencies," Review, Federal Reserve Bank of St. Louis, vol. 92(Nov), pages 521-536.
  22. Francisco Covas & Shigeru Fujita, 2010. "Procyclicality of Capital Requirements in a General Equilibrium Model of Liquidity Dependence," International Journal of Central Banking, International Journal of Central Banking, vol. 6(34), pages 137-173, December.
  23. Francisco Covas & Yahong Zhang, 2010. "Price-level versus inflation targeting with financial market imperfections," Canadian Journal of Economics, Canadian Economics Association, vol. 43(4), pages 1302-1332, November.
  24. Shigeru Fujita, 2010. "Economic effects of the unemployment insurance benefit," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 20-27.
  25. James H. Stock & Mark W. Watson, 2010. "Indicators for Dating Business Cycles: Cross-History Selection and Comparisons," American Economic Review, American Economic Association, vol. 100(2), pages 16-19, May.
  26. Ricardo Reis & Mark W. Watson, 2010. "Relative Goods' Prices, Pure Inflation, and the Phillips Correlation," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(3), pages 128-157, July.
  27. James H. Stock & Mark W. Watson, 2010. "Modeling inflation after the crisis," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 173-220.
  28. Mark Watson, 2010. "Recollections of Clive Granger," Journal of Financial Econometrics, Oxford University Press, vol. 8(2), pages 171-171, spring.
  29. Travis J. Berge & Òscar Jordà, 2010. "Future recession risks," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug9.
  30. Òscar Jordà, 2010. "Diagnosing recessions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue feb16.
  31. Òscar Jordà & Massimiliano Marcellino, 2010. "Path forecast evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 635-662.
  32. Òscar Jord�, 2010. "Book Review: New Introduction to Multiple Time Series Analysis," Econometric Reviews, Taylor & Francis Journals, vol. 29(2), pages 243-246, April.
  33. Blazsek, Szabolcs & Escribano, Alvaro, 2010. "Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors," Journal of Econometrics, Elsevier, vol. 159(1), pages 14-32, November.
  34. Mishra, Santosh & Su, Liangjun & Ullah, Aman, 2010. "Semiparametric Estimator of Time Series Conditional Variance," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(2), pages 256-274.
  35. Su, Liangjun & White, Halbert, 2010. "Testing Structural Change In Partially Linear Models," Econometric Theory, Cambridge University Press, vol. 26(6), pages 1761-1806, December.
  36. Su, Liangjun & Jin, Sainan, 2010. "Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 157(1), pages 18-33, July.
  37. Gaviria, Alejandro & Medina, Carlos & Palau, María del Mar, 2010. "Las consecuencias económicas de un nombre atípico. El caso colombiano," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(307), pages 535-556, julio-sep.
  38. Semykina, Anastasia & Wooldridge, Jeffrey M., 2010. "Estimating panel data models in the presence of endogeneity and selection," Journal of Econometrics, Elsevier, vol. 157(2), pages 375-380, August.
  39. Santos-Pinto, Luís, 2010. "The impact of firm cost and market size asymmetries on national mergers in a three-country model," International Journal of Industrial Organization, Elsevier, vol. 28(6), pages 682-694, November.
  40. Luís Santos-Pinto, 2010. "Positive Self-Image In Tournaments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 51(2), pages 475-496, May.
  41. Young Park & Luís Santos-Pinto, 2010. "Overconfidence in tournaments: evidence from the field," Theory and Decision, Springer, vol. 69(1), pages 143-166, July.
  42. Norman R. Swanson, 2010. "Further Developments in the Study of Cointegrated Variables," Journal of Financial Econometrics, Oxford University Press, vol. 8(2), pages 187-190, spring.
  43. Oleg Korenok & Stanislav Radchenko & Norman R. Swanson, 2010. "International evidence on the efficacy of new-Keynesian models of inflation persistence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 31-54.
  44. Nii Ayi Armah & Norman Swanson, 2010. "Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 476-510.
  45. George J. Borjas & Jeffrey Grogger & Gordon H. Hanson, 2010. "Immigration and the Economic Status of African‐American Men," Economica, London School of Economics and Political Science, vol. 77(306), pages 255-282, April.
  46. Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2010. "El posible papel de una utilización asimétrica de las facilidades permanentes en la gestión de la liquidez," Boletín Económico, Banco de España, issue SEP, pages 83-91, Septiembr.
  47. Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2010. "A possible role for asymmetric standing facilities in liquidity management," Economic Bulletin, Banco de España, issue OCT, pages 129-136, October.
  48. Maximo Camacho & Gabriel Perez-Quiros, 2010. "Introducing the euro-sting: Short-term indicator of euro area growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 663-694.
  49. Michael C. Davis & Christian M. End, 2010. "A Winning Proposition: The Economic Impact Of Successful National Football League Franchises," Economic Inquiry, Western Economic Association International, vol. 48(1), pages 39-50, January.
  50. Michael Davis, 2010. "On Which Days Do Gasoline Stations Raise Prices?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 38(1), pages 113-114, March.
  51. Okimoto, Tatsuyoshi & Shimotsu, Katsumi, 2010. "Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 395-411, September.
  52. Garett Jones & W. Joel Schneider, 2010. "Iq In The Production Function: Evidence From Immigrant Earnings," Economic Inquiry, Western Economic Association International, vol. 48(3), pages 743-755, July.
  53. Garett Jones, 2010. "Speed Bankruptcy: A Firewall to Future Crises," Journal of Applied Corporate Finance, Morgan Stanley, vol. 22(3), pages 73-84, June.
  54. Sakai, Koji & Uesugi, Iichiro & Watanabe, Tsutomu, 2010. "Firm age and the evolution of borrowing costs: Evidence from Japanese small firms," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1970-1981, August.
  55. Uesugi, Iichiro & Sakai, Koji & Yamashiro, Guy M., 2010. "The Effectiveness of Public Credit Guarantees in the Japanese Loan Market," Journal of the Japanese and International Economies, Elsevier, vol. 24(4), pages 457-480, December.
  56. Christopher Douglas & Ana María Herrera, 2010. "Why are gasoline prices sticky? A test of alternative models of price adjustment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(6), pages 903-928.
  57. Marco Aiolfi & Marius Rodriguez & Allan Timmermann, 2010. "Understanding Analysts' Earnings Expectations: Biases, Nonlinearities, and Predictability," Journal of Financial Econometrics, Oxford University Press, vol. 8(3), pages 305-334, Summer.
  58. Ben Omrane, Walid & Heinen, Andréas, 2010. "Public news announcements and quoting activity in the Euro/Dollar foreign exchange market," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2419-2431, November.
  59. Kiel, Katherine & Matheson, Victor & Golembiewski, Kevin, 2010. "Luck or skill? An examination of the Ehrlich-Simon bet," Ecological Economics, Elsevier, vol. 69(7), pages 1365-1367, May.
  60. Neil Shephard & Kevin Sheppard, 2010. "Realising the future: forecasting with high-frequency-based volatility (HEAVY) models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 197-231.
  61. Gau, Yin-Feng & Hua, Mingshu & Wu, Wen-Lin, 2010. "International asset allocation for incompletely-informed investors," Journal of Financial Markets, Elsevier, vol. 13(4), pages 422-447, November.
  62. Chen, Yu-Lun & Gau, Yin-Feng, 2010. "News announcements and price discovery in foreign exchange spot and futures markets," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1628-1636, July.
  63. Picci, Lucio, 2010. "The internationalization of inventive activity: A gravity model using patent data," Research Policy, Elsevier, vol. 39(8), pages 1070-1081, October.
  64. Raffaella Giacomini & Barbara Rossi, 2010. "Forecast comparisons in unstable environments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 595-620.
  65. Heather M. Anderson, 2010. "Memoirs of "A Cointegration Analysis of Treasury Bill Yields"," Journal of Financial Econometrics, Oxford University Press, vol. 8(2), pages 172-173, spring.
  66. Figuerola-Ferretti, Isabel & Gonzalo, Jesús, 2010. "Modelling and measuring price discovery in commodity markets," Journal of Econometrics, Elsevier, vol. 158(1), pages 95-107, September.
  67. Jesus Gonzalo, 2010. "The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"," Journal of Financial Econometrics, Oxford University Press, vol. 8(2), pages 174-176, spring.
  68. William S. Neilson & Jill Stowe, 2010. "Piece‐Rate Contracts For Other‐Regarding Workers," Economic Inquiry, Western Economic Association International, vol. 48(3), pages 575-586, July.
  69. Omer Bayar & William Neilson & Stephen Ogden, 2010. "Kiffin Goods," Economics Bulletin, AccessEcon, vol. 30(4), pages 3300-3305.
  70. Neilson, William S., 2010. "Lessons from a behavioral economics success story: Comment on theory and experiment: What are the questions?," Journal of Economic Behavior & Organization, Elsevier, vol. 73(1), pages 62-64, January.
  71. William Neilson, 2010. "A simplified axiomatic approach to ambiguity aversion," Journal of Risk and Uncertainty, Springer, vol. 41(2), pages 113-124, October.
  72. Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B., 2010. "Lad Asymptotics Under Conditional Heteroskedasticity With Possibly Infinite Error Densities," Econometric Theory, Cambridge University Press, vol. 26(3), pages 953-962, June.
  73. Cho, Jin Seo & White, Halbert, 2010. "Testing for unobserved heterogeneity in exponential and Weibull duration models," Journal of Econometrics, Elsevier, vol. 157(2), pages 458-480, August.
  74. Cassiman, Bruno & Golovko, Elena & Martínez-Ros, Ester, 2010. "Innovation, exports and productivity," International Journal of Industrial Organization, Elsevier, vol. 28(4), pages 372-376, July.
  75. Cassiman, Bruno & Veugelers, Reinhilde & Zuniga, Pluvia, 2010. "Diversity of science linkages: A survey of innovation performance effects and some evidence from Flemish firms," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 4, pages 1-26.
  76. Cassiman, Bruno & Di Guardo, Maria Chiara & Valentini, Giovanni, 2010. "Organizing links with science: Cooperate or contract?: A project-level analysis," Research Policy, Elsevier, vol. 39(7), pages 882-892, September.
  77. B. Cassiman, 2010. "Capturing Spillovers. Complementarities in Innovation Strategy and the Link to Science," Review of Business and Economic Literature, Intersentia, vol. 55(2), pages 136-156, June.
  78. Daniel Chiquiar & Antonio Noriega & Manuel Ramos-Francia, 2010. "A time-series approach to test a change in inflation persistence: the Mexican experience," Applied Economics, Taylor & Francis Journals, vol. 42(24), pages 3067-3075.
  79. Donaldson, R. Glen & Kamstra, Mark J. & Kramer, Lisa A., 2010. "Estimating the Equity Premium," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(4), pages 813-846, August.
  80. Kamstra Mark J & Shiller Robert J., 2010. "Trills Instead of T-Bills: It's Time to Replace Part of Government Debt with Shares in GDP," The Economists' Voice, De Gruyter, vol. 7(3), pages 1-5, September.
  81. Che, Yeon-Koo & Kim, Jinwoo & Lewis, Tracy R., 2010. "Do breakup fees lead to efficient takeover?," Economics Letters, Elsevier, vol. 108(1), pages 52-54, July.
  82. Azmat, Ghazala & Iriberri, Nagore, 2010. "The importance of relative performance feedback information: Evidence from a natural experiment using high school students," Journal of Public Economics, Elsevier, vol. 94(7-8), pages 435-452, August.
  83. Cappiello, Lorenzo & Kadareja, Arjan & Manganelli, Simone, 2010. "The Impact of the Euro on Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(2), pages 473-502, April.
  84. Cory Koedel & Julian Betts, 2010. "Value Added to What? How a Ceiling in the Testing Instrument Influences Value-Added Estimation," Education Finance and Policy, MIT Press, vol. 5(1), pages 54-81, January.
  85. Huiyu Huang & Tae-Hwy Lee, 2010. "To Combine Forecasts or to Combine Information?," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 534-570.
  86. Onji Kazuki & Vera David, 2010. "Tax Law Asymmetries and Income Shifting: Evidence from Japanese Capital Keiretsu," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 10(1), pages 1-35, January.
  87. Omar Mendoza & David Vera, 2010. "The Asymmetric Effects of Oil Shocks on an Oil-exporting Economy," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 47(135), pages 3-13.
  88. David Vera & Kazuki Onji, 2010. "Changes in the banking system and small business lending," Small Business Economics, Springer, vol. 34(3), pages 293-308, April.

2009

  1. James E. Rauch & Vitor Trindade, 2009. "Neckties in the tropics: a model of international trade and cultural diversity," Canadian Journal of Economics, Canadian Economics Association, vol. 42(3), pages 809-843, August.
  2. Andreas Blume & John Duffy & April M. Franco, 2009. "Decentralized Organizational Learning: An Experimental Investigation," American Economic Review, American Economic Association, vol. 99(4), pages 1178-1205, September.
  3. Blume, Andreas & Heidhues, Paul & Lafky, Jonathan & Münster, Johannes & Zhang, Meixia, 2009. "All equilibria of the multi-unit Vickrey auction," Games and Economic Behavior, Elsevier, vol. 66(2), pages 729-741, July.
  4. Reback, Randall, 2009. "Corrigendum for Table 4 of "Teaching to the rating: School accountability and the distribution of student achievement" [Journal of Public Economics 92 (2008) 1394-1415]," Journal of Public Economics, Elsevier, vol. 93(1-2), pages 352-353, February.
  5. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2009. "Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(3), pages 341-381, September.
  6. Guidolin, Massimo & Timmermann, Allan, 2009. "Forecasts of US short-term interest rates: A flexible forecast combination approach," Journal of Econometrics, Elsevier, vol. 150(2), pages 297-311, June.
  7. Guidolin, Massimo & Hyde, Stuart & McMillan, David & Ono, Sadayuki, 2009. "Non-linear predictability in stock and bond returns: When and where is it exploitable?," International Journal of Forecasting, Elsevier, vol. 25(2), pages 373-399.
  8. Mola, Simona & Guidolin, Massimo, 2009. "Affiliated mutual funds and analyst optimism," Journal of Financial Economics, Elsevier, vol. 93(1), pages 108-137, July.
  9. Massimo Guidolin & Yu Man Tam, 2009. "Taming the long-term spreads," Economic Synopses, Federal Reserve Bank of St. Louis.
  10. Massimo Guidolin & Yu Man Tam, 2009. "Is the financial crisis over? a yield spread perspective," Economic Synopses, Federal Reserve Bank of St. Louis.
  11. Massimo Guidolin & Giovanna Nicodano, 2009. "Small caps in international equity portfolios: the effects of variance risk," Annals of Finance, Springer, vol. 5(1), pages 15-48, January.
  12. Patton, Andrew J. & Sheppard, Kevin, 2009. "Optimal combinations of realised volatility estimators," International Journal of Forecasting, Elsevier, vol. 25(2), pages 218-238.
  13. Andrew J. Patton, 2009. "Are "Market Neutral" Hedge Funds Really Market Neutral?," The Review of Financial Studies, Society for Financial Studies, vol. 22(7), pages 2295-2330, July.
  14. Andrew Patton & Dimitris Politis & Halbert White, 2009. "Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White," Econometric Reviews, Taylor & Francis Journals, vol. 28(4), pages 372-375.
  15. Bollerslev, Tim & Kretschmer, Uta & Pigorsch, Christian & Tauchen, George, 2009. "A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects," Journal of Econometrics, Elsevier, vol. 150(2), pages 151-166, June.
  16. Tim Bollerslev & George Tauchen & Hao Zhou, 2009. "Expected Stock Returns and Variance Risk Premia," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4463-4492, November.
  17. Owyang, Michael T. & Rapach, David E. & Wall, Howard J., 2009. "States and the business cycle," Journal of Urban Economics, Elsevier, vol. 65(2), pages 181-194, March.
  18. Kristie M. Engemann & Michael T. Owyang, 2009. "A winning combination? economic theory meets sports," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan, pages 10-13.
  19. Michelle T. Armesto & Rub…N Hern¡Ndez-Murillo & Michael T. Owyang & Jeremy Piger, 2009. "Measuring the Information Content of the Beige Book: A Mixed Data Sampling Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(1), pages 35-55, February.
  20. Michael Owyang & Howard Wall, 2009. "Regional VARs and the channels of monetary policy," Applied Economics Letters, Taylor & Francis Journals, vol. 16(12), pages 1191-1194.
  21. Monique Ebell & Christian Haefke, 2009. "Product Market Deregulation and the U.S. Employment Miracle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(3), pages 479-504, July.
  22. Shigeru Fujita & Garey Ramey, 2009. "The Cyclicality Of Separation And Job Finding Rates," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(2), pages 415-430, May.
  23. Shigeru Fujita & Vilas Rao, 2009. "Earnings losses of job losers during the 2001 economic downturn," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 1-9.
  24. Òscar Jordà, 2009. "Simultaneous Confidence Regions for Impulse Responses," The Review of Economics and Statistics, MIT Press, vol. 91(3), pages 629-647, August.
  25. Escribano, Alvaro & Fosfuri, Andrea & Tribó, Josep A., 2009. "Managing external knowledge flows: The moderating role of absorptive capacity," Research Policy, Elsevier, vol. 38(1), pages 96-105, February.
  26. Alvaro Escribano & J. Luis Guasch & Manuel De Orte & Jorge Pena, 2009. "Investment Climate Assessment In Indonesia, Malaysia, The Philippines And Thailand: Results From Pooling Firm-Level Data," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(03), pages 335-366.
  27. Su, Liangjun & Ullah, Aman, 2009. "Testing Conditional Uncorrelatedness," Journal of Business & Economic Statistics, American Statistical Association, vol. 27, pages 18-29.
  28. Guido W. Imbens & Jeffrey M. Wooldridge, 2009. "Recent Developments in the Econometrics of Program Evaluation," Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
  29. Li, Qi & Racine, Jeffrey S. & Wooldridge, Jeffrey M., 2009. "Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 206-223.
  30. Wooldridge, Jeffrey M., 2009. "On estimating firm-level production functions using proxy variables to control for unobservables," Economics Letters, Elsevier, vol. 104(3), pages 112-114, September.
  31. Jeffrey M. Wooldridge, 2009. "Difference-in-differences estimation (in Russian)," Quantile, Quantile, issue 6, pages 25-47, March.
  32. Luís Santos-Pinto, 2009. "Asymmetries in Information Processing in a Decision Theory Framework," Theory and Decision, Springer, vol. 66(4), pages 317-343, April.
  33. Weinhold, Diana & Nair-Reichert, Usha, 2009. "Innovation, Inequality and Intellectual Property Rights," World Development, Elsevier, vol. 37(5), pages 889-901, May.
  34. Corradi, Valentina & Distaso, Walter & Swanson, Norman R., 2009. "Predictive density estimators for daily volatility based on the use of realized measures," Journal of Econometrics, Elsevier, vol. 150(2), pages 119-138, June.
  35. Swanson, Norman R., 2009. "Comments on "Forecasting economic and financial variables with global VARs"," International Journal of Forecasting, Elsevier, vol. 25(4), pages 697-702, October.
  36. Chao, John C. & Swanson, Norman R., 2009. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 316-318.
  37. Corradi, Valentina & Fernandez, Andres & Swanson, Norman R., 2009. "Information in the Revision Process of Real-Time Datasets," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 455-467.
  38. Mike Brewer & Marco Francesconi & Paul Gregg & Jeffrey Grogger, 2009. "Feature: In-work Benefit Reform in a Cross-National Perspective - Introduction," Economic Journal, Royal Economic Society, vol. 119(535), pages 1-14, February.
  39. Jeffrey Grogger & LynnA. Karoly, 2009. "The Effects of Work-Conditioned Transfers on Marriage and Child Well-Being: A Review," Economic Journal, Royal Economic Society, vol. 119(535), pages 15-37, February.
  40. John J. Donohue & Jeffrey Grogger & Steven D. Levitt, 2009. "The Impact of Legalized Abortion on Teen Childbearing," American Law and Economics Review, American Law and Economics Association, vol. 11(1), pages 24-46.
  41. Jeffrey Grogger, 2009. "Welfare Reform, Returns to Experience, and Wages: Using Reservation Wages to Account for Sample Selection Bias," The Review of Economics and Statistics, MIT Press, vol. 91(3), pages 490-502, August.
  42. Michael C. Davis, 2009. "Analyzing the Relationship Between Team Success and MLB Attendance With GARCH Effects," Journal of Sports Economics, , vol. 10(1), pages 44-58, February.
  43. Michael Davis, 2009. "Environmental regulations and the increasing seasonality of gasoline prices," Applied Economics Letters, Taylor & Francis Journals, vol. 16(16), pages 1613-1616.
  44. Hibiki Ichiue & Tomonori Yuyama, 2009. "Using Survey Data to Correct the Bias in Policy Expectations Extracted from Fed Funds Futures," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(8), pages 1631-1647, December.
  45. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2009. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 375-398, June.
  46. Uesugi, Iichiro & Yamashiro, Guy M., 2009. "Does the Expectation Hypothesis Hold at the Shortest End of the Term Structure?," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 50(1), pages 71-85, June.
  47. Arito Ono & Iichiro Uesugi, 2009. "Role of Collateral and Personal Guarantees in Relationship Lending: Evidence from Japan's SME Loan Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 935-960, August.
  48. Herrera, Ana María & Pesavento, Elena, 2009. "Oil Price Shocks, Systematic Monetary Policy, And The “Great Moderation”," Macroeconomic Dynamics, Cambridge University Press, vol. 13(1), pages 107-137, February.
  49. Marcucci, Juri & Quagliariello, Mario, 2009. "Asymmetric effects of the business cycle on bank credit risk," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1624-1635, September.
  50. 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.
  51. Lorán Chollete & Andréas Heinen & Alfonso Valdesogo, 2009. "Modeling International Financial Returns with a Multivariate Regime-switching Copula," Journal of Financial Econometrics, Oxford University Press, vol. 7(4), pages 437-480, Fall.
  52. Evans, Mary F. & Vossler, Christian A. & Flores, Nicholas E., 2009. "Hybrid allocation mechanisms for publicly provided goods," Journal of Public Economics, Elsevier, vol. 93(1-2), pages 311-325, February.
  53. Yohei Mitani & Nicholas E. Flores, 2009. "Demand Revelation, Hypothetical Bias, and Threshold Public Goods Provision," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 44(2), pages 231-243, October.
  54. Yu‐Lun Chen & Yin‐Feng Gau, 2009. "Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 29(1), pages 74-93, January.
  55. Issler, João Victor & Lima, Luiz Renato, 2009. "A panel data approach to economic forecasting: The bias-corrected average forecast," Journal of Econometrics, Elsevier, vol. 152(2), pages 153-164, October.
  56. Masha F. Somi & James R. G. Butler & Farshid Vahid & Joseph D. Njau & Salim Abdulla, 2009. "Household responses to health risks and shocks: A study from rural Tanzania raises some methodological issues," Journal of International Development, John Wiley & Sons, Ltd., vol. 21(2), pages 200-211.
  57. Kozicki, Sharon & Tinsley, P.A., 2009. "Perhaps the 1970s FOMC did what it said it did," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 842-855, September.
  58. Russell Barnett & Sharon Kozicki & Christopher Petrinec, 2009. "Parsing shocks: real-time revisions to gap and growth projections for Canada," Review, Federal Reserve Bank of St. Louis, vol. 91(Jul), pages 247-266.
  59. Raffaella Giacomini & Barbara Rossi, 2009. "Detecting and Predicting Forecast Breakdowns," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(2), pages 669-705.
  60. Ghent, Andra C., 2009. "Comparing DSGE-VAR forecasting models: How big are the differences?," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 864-882, April.
  61. Andra C. Ghent & Marianna Kudlyak & Stephen Slivinski, 2009. "Deterring default: why some state laws decrease the probability of mortgage foreclosures," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue Sep.
  62. Elliott, Graham & Pesavento, Elena, 2009. "Testing The Null Of No Cointegration When Covariates Are Known To Have A Unit Root," Econometric Theory, Cambridge University Press, vol. 25(6), pages 1829-1850, December.
  63. Jalan, Jyotsna & Somanathan, E. & Chaudhuri, Saraswata, 2009. "Awareness and the demand for environmental quality: survey evidence on drinking water in urban India," Environment and Development Economics, Cambridge University Press, vol. 14(6), pages 665-692, December.
  64. George Woodward & Heather Anderson, 2009. "Does beta react to market conditions? Estimates of 'bull' and 'bear' betas using a nonlinear market model with an endogenous threshold parameter," Quantitative Finance, Taylor & Francis Journals, vol. 9(8), pages 913-924.
  65. Paan Jindapon & William S. Neilson, 2009. "The Impact Of Societal Risk Attitudes On Terrorism And Counterterrorism," Economics and Politics, Wiley Blackwell, vol. 21(3), pages 433-451, November.
  66. Neilson, William S., 2009. "Price sensitive prescribers," Economics Letters, Elsevier, vol. 104(1), pages 20-22, July.
  67. Neilson, William S., 2009. "A theory of kindness, reluctance, and shame for social preferences," Games and Economic Behavior, Elsevier, vol. 66(1), pages 394-403, May.
  68. Conley, John P. & Neilson, William, 2009. "Endogenous games and equilibrium adoption of social norms and ethical constraints," Games and Economic Behavior, Elsevier, vol. 66(2), pages 761-774, July.
  69. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2009. "Is it the weather? Comment," Journal of Banking & Finance, Elsevier, vol. 33(3), pages 578-582, March.
  70. Auffhammer, Maximilian & Bento, Antonio M. & Lowe, Scott E., 2009. "Measuring the effects of the Clean Air Act Amendments on ambient PM10 concentrations: The critical importance of a spatially disaggregated analysis," Journal of Environmental Economics and Management, Elsevier, vol. 58(1), pages 15-26, July.
  71. Maximilian Auffhammer & Richard T. Carson, 2009. "Exploring The Number Of First‐Order Political Subdivisions Across Countries: Some Stylized Facts," Journal of Regional Science, Wiley Blackwell, vol. 49(2), pages 243-261, May.
  72. Maximilian Auffhammer, 2009. "The State of Environmental and Resource Economics: A Google Scholar Perspective," Review of Environmental Economics and Policy, Association of Environmental and Resource Economists, vol. 3(2), pages 251-269, Summer.
  73. Hiroaki Kaido & Halbert White, 2009. "Inference on Risk-Neutral Measures for Incomplete Markets," Journal of Financial Econometrics, Oxford University Press, vol. 7(3), pages 199-246, Summer.
  74. Manganelli, Simone, 2009. "Forecasting With Judgment," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 553-563.
  75. Simone Manganelli & Guido Wolswijk, 2009. "What drives spreads in the euro area government bond market? [‘What “hides” behind sovereign debt ratings?’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 24(58), pages 191-240.
  76. Koedel, Cory, 2009. "An empirical analysis of teacher spillover effects in secondary school," Economics of Education Review, Elsevier, vol. 28(6), pages 682-692, December.
  77. Gary Smith & Michael Levere & Robert Kurtzman, 2009. "Poker Player Behavior After Big Wins and Big Losses," Management Science, INFORMS, vol. 55(9), pages 1547-1555, September.
  78. Lee, Tae-Hwy & Long, Xiangdong, 2009. "Copula-based multivariate GARCH model with uncorrelated dependent errors," Journal of Econometrics, Elsevier, vol. 150(2), pages 207-218, June.
  79. David Vera, 2009. "How robust is the Fed reaction function to changes in the output-gap specification?," Applied Economics, Taylor & Francis Journals, vol. 43(9), pages 1059-1065.

2008

  1. Cabrales, Antonio & Calvó-Armengol, Antoni, 2008. "Interdependent preferences and segregating equilibria," Journal of Economic Theory, Elsevier, vol. 139(1), pages 99-113, March.
  2. Antonio Cabrales & Antoni Calvó-Armengol & Nicola Pavoni, 2008. "Social Preferences, Skill Segregation, and Wage Dynamics," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(1), pages 65-98.
  3. Arize, Augustine C. & Osang, Thomas & Slottje, Daniel J., 2008. "Exchange-rate volatility in Latin America and its impact on foreign trade," International Review of Economics & Finance, Elsevier, vol. 17(1), pages 33-44.
  4. Osang, Thomas & Sarkar, Jayanta, 2008. "Endogenous mortality, human capital and economic growth," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1423-1445, December.
  5. Andreas Blume & Paul Heidhues, 2008. "Modeling Tacit Collusion in Auctions," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 164(1), pages 163-184, March.
  6. Reback, Randall, 2008. "Demand (and supply) in an inter-district public school choice program," Economics of Education Review, Elsevier, vol. 27(4), pages 402-416, August.
  7. Reback, Randall, 2008. "Teaching to the rating: School accountability and the distribution of student achievement," Journal of Public Economics, Elsevier, vol. 92(5-6), pages 1394-1415, June.
  8. Guidolin, Massimo & Hyde, Stuart, 2008. "Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK," Journal of Multinational Financial Management, Elsevier, vol. 18(4), pages 293-312, October.
  9. Massimo Guidolin & Allison K. Rodean, 2008. "No volatility, no forecasting power for the term spread," Monetary Trends, Federal Reserve Bank of St. Louis, issue Apr.
  10. Massimo Guidolin & Allan Timmermann, 2008. "Size and Value Anomalies under Regime Shifts," Journal of Financial Econometrics, Oxford University Press, vol. 6(1), pages 1-48, Winter.
  11. Massimo Guidolin & Allan Timmermann, 2008. "International asset allocation under regime switching, skew, and kurtosis preferences," The Review of Financial Studies, Society for Financial Studies, vol. 21(2), pages 889-935, April.
  12. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2008. "Diversifying in public real estate: The ex-post performance," Journal of Asset Management, Palgrave Macmillan, vol. 8(6), pages 361-373, February.
  13. Bollerslev, Tim & Law, Tzuo Hann & Tauchen, George, 2008. "Risk, jumps, and diversification," Journal of Econometrics, Elsevier, vol. 144(1), pages 234-256, May.
  14. Owyang, Michael T. & Piger, Jeremy M. & Wall, Howard J. & Wheeler, Christopher H., 2008. "The economic performance of cities: A Markov-switching approach," Journal of Urban Economics, Elsevier, vol. 64(3), pages 538-550, November.
  15. Owyang, Michael T. & Piger, Jeremy & Wall, Howard J., 2008. "A state-level analysis of the Great Moderation," Regional Science and Urban Economics, Elsevier, vol. 38(6), pages 578-589, November.
  16. Kristie M. Engemann & Ruben Hernandez-Murillo & Michael T. Owyang, 2008. "Regional aggregation in forecasting: an application to the Federal Reserve's Eighth District," Regional Economic Development, Federal Reserve Bank of St. Louis, issue Oct, pages 15-29.
  17. Kristie M. Engemann & Michael T. Owyang, 2008. "Extra credit: the rise of short-term liabilities," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 12-13.
  18. Kristie M. Engemann & Michael T. Owyang, 2008. "Splitsville: the economics of unilateral divorce," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan, pages 12-16.
  19. Riccardo DiCecio & Kristie M. Engemann & Michael T. Owyang & Christopher H. Wheeler, 2008. "Changing trends in the labor force: a survey," Review, Federal Reserve Bank of St. Louis, vol. 90(Jan), pages 47-62.
  20. Kristie M. Engemann & Michael T. Owyang & Sarah Zubairy, 2008. "A primer on the empirical identification of government spending shocks," Review, Federal Reserve Bank of St. Louis, vol. 90(Mar), pages 117-132.
  21. Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2008. "Mixtures of t-distributions for finance and forecasting," Journal of Econometrics, Elsevier, vol. 144(1), pages 175-192, May.
  22. Shigeru Fujita, 2008. "Creative destruction and aggregate productivity growth," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 12-20.
  23. James H. Stock & Mark W. Watson, 2008. "Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression," Econometrica, Econometric Society, vol. 76(1), pages 155-174, January.
  24. Ulrich K. Müller & Mark W. Watson, 2008. "Testing Models of Low-Frequency Variability," Econometrica, Econometric Society, vol. 76(5), pages 979-1016, September.
  25. James H. Stock & Mark W. Watson, 2008. "Phillips curve inflation forecasts," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
  26. Alvaro Escribano & M. Santos & Ana Sipols, 2008. "Testing for cointegration using induced-order statistics," Computational Statistics, Springer, vol. 23(1), pages 131-151, January.
  27. Su, Liangjun & White, Halbert, 2008. "A Nonparametric Hellinger Metric Test For Conditional Independence," Econometric Theory, Cambridge University Press, vol. 24(4), pages 829-864, August.
  28. Su, Liangjun & Ullah, Aman, 2008. "Local polynomial estimation of nonparametric simultaneous equations models," Journal of Econometrics, Elsevier, vol. 144(1), pages 193-218, May.
  29. Su, Liangjun & Xiao, Zhijie, 2008. "Testing for parameter stability in quantile regression models," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2768-2775, November.
  30. Gaviria Alejandro & Alejandro Hoyos, 2008. "Determinantes de los resultados de las evaluaciones de profesores: el caso de la Universidad de los Andes," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, March.
  31. Qi Li & Jeffrey S. Racine & Jeffrey M. Wooldridge, 2008. "Estimating Average Treatment Effects with Continuous and Discrete Covariates: The Case of Swan-Ganz Catheterization," American Economic Review, American Economic Association, vol. 98(2), pages 357-362, May.
  32. Murtazashvili, Irina & Wooldridge, Jeffrey M., 2008. "Fixed effects instrumental variables estimation in correlated random coefficient panel data models," Journal of Econometrics, Elsevier, vol. 142(1), pages 539-552, January.
  33. Papke, Leslie E. & Wooldridge, Jeffrey M., 2008. "Panel data methods for fractional response variables with an application to test pass rates," Journal of Econometrics, Elsevier, vol. 145(1-2), pages 121-133, July.
  34. Luís Santos-Pinto, 2008. "Positive Self-image and Incentives in Organisations," Economic Journal, Royal Economic Society, vol. 118(531), pages 1315-1332, August.
  35. Santos-Pinto, Luís, 2008. "Making sense of the experimental evidence on endogenous timing in duopoly markets," Journal of Economic Behavior & Organization, Elsevier, vol. 68(3-4), pages 657-666, December.
  36. Anderson, Kathryn & Weinhold, Diana, 2008. "Valuing future development rights: The costs of conservation easements," Ecological Economics, Elsevier, vol. 68(1-2), pages 437-446, December.
  37. Bhardwaj, Geetesh & Corradi, Valentina & Swanson, Norman R., 2008. "A Simulation-Based Specification Test for Diffusion Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 176-193, April.
  38. Máximo Camacho & Gabriel Pérez Quirós, 2008. "Un modelo para la predicción en tiempo real del PIB en el área del euro (EURO-STING)," Boletín Económico, Banco de España, issue APR, pages 115-124, Abril.
  39. Máximo Camacho & Gabriel Pérez Quirós, 2008. "A model for the real-time forecasting of GDP in the euro area (EURO-STING)," Economic Bulletin, Banco de España, issue APR, pages 131-139, April.
  40. Camacho, Maximo & Perez-Quiros, Gabriel & Saiz, Lorena, 2008. "Do European business cycles look like one?," Journal of Economic Dynamics and Control, Elsevier, vol. 32(7), pages 2165-2190, July.
  41. Gaspar, Vítor & Pérez Quirós, Gabriel & Rodríguez Mendizábal, Hugo, 2008. "Interest rate dispersion and volatility in the market for daily funds," European Economic Review, Elsevier, vol. 52(3), pages 413-440, April.
  42. Vincent Louis Ovlia & David Enke & Michael C. Davis, 2008. "The Effects Of Congressional Elections On Future Equity Market Returns," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 2(1), pages 1-15.
  43. Michael C. Davis, 2008. "The Interaction between Baseball Attendance and Winning Percentage: A VAR Analysis," International Journal of Sport Finance, Fitness Information Technology, vol. 3(1), pages 58-73, February.
  44. Robert F. Engle & Jose Gonzalo Rangel, 2008. "The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes," The Review of Financial Studies, Society for Financial Studies, vol. 21(3), pages 1187-1222, May.
  45. Okimoto, Tatsuyoshi, 2008. "New Evidence of Asymmetric Dependence Structures in International Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(3), pages 787-815, September.
  46. Inoue, Tomoo & Okimoto, Tatsuyoshi, 2008. "Were there structural breaks in the effects of Japanese monetary policy? Re-evaluating policy effects of the lost decade," Journal of the Japanese and International Economies, Elsevier, vol. 22(3), pages 320-342, September.
  47. Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez & Munir Jalil, 2008. "Business Cycles Chronology for Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 68, pages 9-37, Enero-Jun.
  48. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008. "The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 667-699, June.
  49. Jones, Garett, 2008. "Are smarter groups more cooperative? Evidence from prisoner's dilemma experiments, 1959-2003," Journal of Economic Behavior & Organization, Elsevier, vol. 68(3-4), pages 489-497, December.
  50. Hafer, R.W. & Jones, Garett, 2008. "Dynamic IS curves with and without money: An international comparison," Journal of International Money and Finance, Elsevier, vol. 27(4), pages 609-616, June.
  51. Garett Jones, 2008. "What Is the Right Number of Women? Hints and Puzzles from Cognitive Ability Research," Econ Journal Watch, Econ Journal Watch, vol. 5(2), pages 227-239, May.
  52. Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise," Econometrica, Econometric Society, vol. 76(6), pages 1481-1536, November.
  53. Allan Zebedee & Eric Bentzen & Peter Hansen & Asger Lunde, 2008. "The Greenspan years: an analysis of the magnitude and speed of the equity market response to FOMC announcements," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 22(1), pages 3-20, March.
  54. Peter Hansen & Jeremy Large & Asger Lunde, 2008. "Moving Average-Based Estimators of Integrated Variance," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 79-111.
  55. Herrera, Ana Mari­a & Murtazashvili, Irina & Pesavento, Elena, 2008. "The comovement in inventories and in sales: Higher and higher," Economics Letters, Elsevier, vol. 99(1), pages 155-158, April.
  56. Metghalchi, Massoud & Chang, Yung-Ho & Marcucci, Juri, 2008. "Is the Swedish stock market efficient? Evidence from some simple trading rules," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 475-490, June.
  57. Marcucci, Juri & Quagliariello, Mario, 2008. "Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(1), pages 46-63, February.
  58. Heinen, Andréas & Rengifo, Erick, 2008. "Multivariate reduced rank regression in non-Gaussian contexts, using copulas," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 2931-2944, February.
  59. Nicholas E. Flores & Philip E. Graves, 2008. "Optimal Public Goods Provision: Implications of Endogenizing the Labor/Leisure Choice," Land Economics, University of Wisconsin Press, vol. 84(4), pages 701-707.
  60. Brown, Thomas C. & Kingsley, David & Peterson, George L. & Flores, Nicholas E. & Clarke, Andrea & Birjulin, Andrej, 2008. "Reliability of individual valuations of public and private goods: Choice consistency, response time, and preference refinement," Journal of Public Economics, Elsevier, vol. 92(7), pages 1595-1606, July.
  61. Strong, Aaron & Flores, Nicholas E., 2008. "Estimating the economic benefits of acidic rock drainage clean up using cost shares," Ecological Economics, Elsevier, vol. 65(2), pages 348-355, April.
  62. Kiel, Katherine A. & Zabel, Jeffrey E., 2008. "Location, location, location: The 3L Approach to house price determination," Journal of Housing Economics, Elsevier, vol. 17(2), pages 175-190, June.
  63. Issler, Joao Victor & de Mello Franco-Neto, Afonso Arinos & de Carvalho Guillen, Osmani Teixeira, 2008. "The welfare cost of macroeconomic uncertainty in the post-war period," Economics Letters, Elsevier, vol. 98(2), pages 167-175, February.
  64. Farshid Vahid, 2008. "John Creedy, Research Without Tears: From the First Ideas to Published Output (Edward Elgar Publishing, 2008)," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, vol. 15(3), pages 115-116.
  65. Athanasopoulos, George & Vahid, Farshid, 2008. "VARMA versus VAR for Macroeconomic Forecasting," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 237-252, April.
  66. George Athanasopoulos & Farshid Vahid, 2008. "A complete VARMA modelling methodology based on scalar components," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(3), pages 533-554, May.
  67. Gould, Phillip G. & Koehler, Anne B. & Ord, J. Keith & Snyder, Ralph D. & Hyndman, Rob J. & Vahid-Araghi, Farshid, 2008. "Forecasting time series with multiple seasonal patterns," European Journal of Operational Research, Elsevier, vol. 191(1), pages 207-222, November.
  68. Kozicki, Sharon & Tinsley, P.A., 2008. "Term structure transmission of monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 19(1), pages 71-92, March.
  69. Gloria González-Rivera & Tae-Hwy Lee & Santosh Mishra, 2008. "Jumps in cross-sectional rank and expected returns: a mixture model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 585-606.
  70. Eiji Kurozumi & Yoichi Arai, 2008. "Test for the null hypothesis of cointegration with reduced size distortion," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(3), pages 476-500, May.
  71. Jalan, Jyotsna & Somanathan, E., 2008. "The importance of being informed: Experimental evidence on demand for environmental quality," Journal of Development Economics, Elsevier, vol. 87(1), pages 14-28, August.
  72. Dolado Juan J. & Gonzalo Jesus & Mayoral Laura, 2008. "Wald Tests of I(1) against I(d) Alternatives: Some New Properties and an Extension to Processes with Trending Components," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(4), pages 1-35, December.
  73. Jesus Gonzalo & Tae-Hwy Lee & Weiping Yang, 2008. "Permanent and transitory components of GDP and stock prices: further analysis," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 1(1), pages 105-120.
  74. Koc, Sevket Alper & Neilson, William S., 2008. "Interim bribery in auctions," Economics Letters, Elsevier, vol. 99(2), pages 238-241, May.
  75. Neilson, William S. & Winter, Harold, 2008. "Votes based on protracted deliberations," Journal of Economic Behavior & Organization, Elsevier, vol. 67(1), pages 308-321, July.
  76. Kristy Buzard & Gerald A. Carlino, 2008. "The geography of research and development activity in the U.S," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 1-11.
  77. Bruno Cassiman & Reinhilde Veugelers & Pluvia Zuniga, 2008. "In search of performance effects of (in)direct industry science links," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 17(4), pages 611-646, August.
  78. Chiquiar, Daniel, 2008. "Globalization, regional wage differentials and the Stolper-Samuelson Theorem: Evidence from Mexico," Journal of International Economics, Elsevier, vol. 74(1), pages 70-93, January.
  79. Mark Kamstra & Rpbert J. Shiller, 2008. "The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 271, August.
  80. Miguel A. Costa-Gomes & Georg Weizsäcker, 2008. "Stated Beliefs and Play in Normal-Form Games," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(3), pages 729-762.
  81. Auffhammer, Maximilian & Carson, Richard T., 2008. "Forecasting the path of China's CO2 emissions using province-level information," Journal of Environmental Economics and Management, Elsevier, vol. 55(3), pages 229-247, May.
  82. Maximilian Auffhammer & Carl Blumstein & Meredith Fowlie, 2008. "Demand-Side Management and Energy Efficiency Revisited," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 91-104.
  83. Lutz Kilian & Simone Manganelli, 2008. "The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1103-1129, September.
  84. Koedel, Cory, 2008. "Teacher quality and dropout outcomes in a large, urban school district," Journal of Urban Economics, Elsevier, vol. 64(3), pages 560-572, November.

2007

  1. Antonio Cabrales & Rosemarie Nagel & Roc Armenter, 2007. "Equilibrium selection through incomplete information in coordination games: an experimental study," Experimental Economics, Springer;Economic Science Association, vol. 10(3), pages 221-234, September.
  2. Jordi Brandts & Antonio Cabrales & Gary Charness, 2007. "Forward induction and entry deterrence: an experiment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 33(1), pages 183-209, October.
  3. Antonio Cabrales & Antoni Calvó-Armengol, 2007. "Corporate Downsizing to Rebuild Team Spirit: How Costly Voting Can Foster Cooperation," Journal of the European Economic Association, MIT Press, vol. 5(5), pages 1016-1042, September.
  4. Indro Dasgupta & Thomas Osang, 2007. "Trade, Wages, and Specific Factors," Review of International Economics, Wiley Blackwell, vol. 15(1), pages 45-61, February.
  5. Daniel L. Millimet & Thomas Osang, 2007. "Do state borders matter for U.S. intranational trade? The role of history and internal migration," Canadian Journal of Economics, Canadian Economics Association, vol. 40(1), pages 93-126, February.
  6. Augustine C. Arize & Thomas Osang, 2007. "Foreign Exchange Reserves and Import Demand: Evidence from Latin America," The World Economy, Wiley Blackwell, vol. 30(9), pages 1477-1489, September.
  7. Blume, Andreas & Ortmann, Andreas, 2007. "The effects of costless pre-play communication: Experimental evidence from games with Pareto-ranked equilibria," Journal of Economic Theory, Elsevier, vol. 132(1), pages 274-290, January.
  8. Blume, Andreas & Franco, April Mitchell, 2007. "Decentralized learning from failure," Journal of Economic Theory, Elsevier, vol. 133(1), pages 504-523, March.
  9. , & , J. & ,, 2007. "Noisy talk," Theoretical Economics, Econometric Society, vol. 2(4), December.
  10. Randall Reback, 2007. "Tales from the Other Side of Education Finance: Other Districts' Schools, Other Pathways into Teaching, and Other People's Preferences," Education Finance and Policy, MIT Press, vol. 2(3), pages 301-317, June.
  11. Massimo Guidolin & Eliana La Ferrara, 2007. "Diamonds Are Forever, Wars Are Not: Is Conflict Bad for Private Firms?," American Economic Review, American Economic Association, vol. 97(5), pages 1978-1993, December.
  12. Guidolin, Massimo & Timmermann, Allan, 2007. "Properties of equilibrium asset prices under alternative learning schemes," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 161-217, January.
  13. Guidolin, Massimo & Timmermann, Allan, 2007. "Asset allocation under multivariate regime switching," Journal of Economic Dynamics and Control, Elsevier, vol. 31(11), pages 3503-3544, November.
  14. Massimo Guidolin & Elizabeth A. La Jeunesse, 2007. "The decline in the U.S. personal saving rate: is it real and is it a puzzle?," Review, Federal Reserve Bank of St. Louis, vol. 89(Nov), pages 491-514.
  15. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2007. "Investing for the Long-run in European Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 34(1), pages 35-80, January.
  16. Massimo Guidolin, 2007. "A Review of: “Book Review: Empirical Dynamic Asset Pricing”," Econometric Reviews, Taylor & Francis Journals, vol. 26(5), pages 597-604.
  17. Patton, Andrew J. & Timmermann, Allan, 2007. "Testing Forecast Optimality Under Unknown Loss," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1172-1184, December.
  18. Patton, Andrew J. & Timmermann, Allan, 2007. "Properties of optimal forecasts under asymmetric loss and nonlinearity," Journal of Econometrics, Elsevier, vol. 140(2), pages 884-918, October.
  19. Andersen, Torben G. & Bollerslev, Tim & Dobrev, Dobrislav, 2007. "No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications," Journal of Econometrics, Elsevier, vol. 138(1), pages 125-180, May.
  20. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007. "Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility," The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 701-720, November.
  21. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2007. "Real-time price discovery in global stock, bond and foreign exchange markets," Journal of International Economics, Elsevier, vol. 73(2), pages 251-277, November.
  22. Lin Peng & Wei Xiong & Tim Bollerslev, 2007. "Investor Attention and Time‐varying Comovements," European Financial Management, European Financial Management Association, vol. 13(3), pages 394-422, June.
  23. Kristie M. Engemann & Michael T. Owyang, 2007. "Look who's still working now," National Economic Trends, Federal Reserve Bank of St. Louis, issue Jun.
  24. Kristie M. Engemann & Michael T. Owyang, 2007. "What are the chances?," National Economic Trends, Federal Reserve Bank of St. Louis, issue Nov.
  25. Kristie M. Engemann & Michael T. Owyang, 2007. "Working hard or hardly working? the evolution of leisure in the United States," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan, pages 10-11.
  26. Fujita, Shigeru & Ramey, Garey, 2007. "Job matching and propagation," Journal of Economic Dynamics and Control, Elsevier, vol. 31(11), pages 3671-3698, November.
  27. Shigeru Fujita, 2007. "What do worker flows tell us about cyclical fluctuations in employment?," Business Review, Federal Reserve Bank of Philadelphia, issue Q2, pages 1-10.
  28. Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Thomas J. Sargent & Mark W. Watson, 2007. "ABCs (and Ds) of Understanding VARs," American Economic Review, American Economic Association, vol. 97(3), pages 1021-1026, June.
  29. Amengual, Dante & Watson, Mark W., 2007. "Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 91-96, January.
  30. Mark W. Watson, 2007. "On the sources of the Great Moderation - discussion," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  31. Mark W. Watson, 2007. "How accurate are real-time estimates of output trends and gaps?," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 93(Spr), pages 143-161.
  32. Mark Watson, 2007. "Journal of Applied Econometrics Annual Lecture Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(3), pages 701-701.
  33. James H. Stock & Mark W. Watson, 2007. "Erratum to "Why Has U.S. Inflation Become Harder to Forecast?"," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(7), pages 1849-1849, October.
  34. James H. Stock & Mark W. Watson, 2007. "Why Has U.S. Inflation Become Harder to Forecast?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(s1), pages 3-33, February.
  35. Galina Hale & Òscar Jordà, 2007. "Do monetary aggregates help forecast inflation?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr13.
  36. 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.
  37. Su, Liangjun & Ullah, Aman, 2007. "More efficient estimation of nonparametric panel data models with random effects," Economics Letters, Elsevier, vol. 96(3), pages 375-380, September.
  38. Su, Liangjun & White, Halbert, 2007. "A consistent characteristic function-based test for conditional independence," Journal of Econometrics, Elsevier, vol. 141(2), pages 807-834, December.
  39. Liangjun Su, 2007. "Business output and business experience — Evidence from China's nongovernmental businesses," Applied Economics Letters, Taylor & Francis Journals, vol. 14(3), pages 227-231.
  40. Sainan Jin & Liangjun Su, 2007. "Forecasting the car penetration rate (CPR) in China: a nonparametric approach," Applied Economics, Taylor & Francis Journals, vol. 39(17), pages 2189-2195.
  41. Alejandro Gaviria, 2007. "Social Mobility and Preferences for Redistribution in Latin America," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2007), pages 55-96, August.
  42. Wooldridge, Jeffrey M., 2007. "Inverse probability weighted estimation for general missing data problems," Journal of Econometrics, Elsevier, vol. 141(2), pages 1281-1301, December.
  43. Corradi, Valentina & Swanson, Norman R., 2007. "Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data," Journal of Econometrics, Elsevier, vol. 136(2), pages 699-723, February.
  44. Chao, John & Swanson, Norman R., 2007. "Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction," Journal of Econometrics, Elsevier, vol. 137(2), pages 515-555, April.
  45. Valentina Corradi & Norman R. Swanson, 2007. "Nonparametric Bootstrap Procedures For Predictive Inference Based On Recursive Estimation Schemes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(1), pages 67-109, February.
  46. Oleg Korenok & Norman R. Swanson, 2007. "How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1481-1508, September.
  47. Grogger, Jeffrey, 2007. "Markov forecasting methods for welfare caseloads," Children and Youth Services Review, Elsevier, vol. 29(7), pages 900-911, July.
  48. Javier Álvarez & Máximo Camacho & Gabriel Pérez-Quirós & Patrocinio Tello, 2007. "Nuevo procedimiento de estimación de los ingresos por Turismo y viajes en la Balanza de Pagos," Boletín Económico, Banco de España, issue APR, pages 109-129, Abril.
  49. Camacho Maximo & Perez Quiros Gabriel, 2007. "Jump-and-Rest Effect of U.S. Business Cycles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(4), pages 1-39, December.
  50. Michael Davis, 2007. "Income and the Locations of AAA Minor League Baseball Teams," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 35(3), pages 371-372, September.
  51. Michael C. Davis, 2007. "The dynamics of daily retail gasoline prices," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(7), pages 713-722.
  52. Manmohan S. Kumar & Tatsuyoshi Okimoto, 2007. "Dynamics of Persistence in International Inflation Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1457-1479, September.
  53. Mauricio A. Hernández M. & Munir A. Jalil B. & Carlos Esteban Posada P, 2007. "El costo de los ciclos económicos en Colombia: una nueva estimación," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 25(53), pages 288-335, January.
  54. Munir A. Jalil B. & Martha Misas A., 2007. "Evaluación de pronósticos del tipo de cambio utilizando redes neuronales y funciones de pérdida asimétricas," Monetaria, CEMLA, vol. 0(3), pages 219-241, julio-sep.
  55. Hafer, R.W. & Haslag, Joseph H. & Jones, Garett, 2007. "On money and output: Is money redundant?," Journal of Monetary Economics, Elsevier, vol. 54(3), pages 945-954, April.
  56. Herrera, Ana María & Minetti, Raoul, 2007. "Informed finance and technological change: Evidence from credit relationships," Journal of Financial Economics, Elsevier, vol. 83(1), pages 223-269, January.
  57. Lotti, Francesca & Marcucci, Juri, 2007. "Revisiting the empirical evidence on firms' money demand," Journal of Economics and Business, Elsevier, vol. 59(1), pages 51-73.
  58. Heinen, Andreas & Rengifo, Erick, 2007. "Multivariate autoregressive modeling of time series count data using copulas," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 564-583, September.
  59. Nicholas Flores & Scott J. Savage, 2007. "Student Demand for Streaming Lecture Video: Emprical Evidence from Undergraduate Economics Classes," International Review of Economic Education, Economics Network, University of Bristol, vol. 6(2), pages 57-78.
  60. Yohei Mitani & Nicholas Flores, 2007. "Does gender matter for demand revelation in threshold public goods experiments?," Economics Bulletin, AccessEcon, vol. 3(27), pages 1-7.
  61. Flores, Nicholas E. & Strong, Aaron, 2007. "Cost credibility and the stated preference analysis of public goods," Resource and Energy Economics, Elsevier, vol. 29(3), pages 195-205, September.
  62. Natalie Mladenov & R John Gardner & E Nicholas Flores & E Joseph Mbaiwa & Gagoitseope Mmopelwa & M Kenneth Strzepek, 2007. "The value of wildlife-viewing tourism as an incentive for conservation of biodiversity in the Okavango Delta, Botswana," Development Southern Africa, Taylor & Francis Journals, vol. 24(3), pages 409-423.
  63. Kiel, Katherine A. & Williams, Michael, 2007. "The impact of Superfund sites on local property values: Are all sites the same?," Journal of Urban Economics, Elsevier, vol. 61(1), pages 170-192, January.
  64. Gau, Yin-Feng & Hua, Mingshu, 2007. "Intraday exchange rate volatility: ARCH, news and seasonality effects," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(1), pages 135-158, March.
  65. Chih-Ling Lin & Ming-Chieh Wang & Yin-Feng Gau, 2007. "Expected risk and excess returns predictability in emerging bond markets," Applied Economics, Taylor & Francis Journals, vol. 39(12), pages 1511-1529.
  66. Anderson, Heather M. & Vahid, Farshid, 2007. "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 76-90, January.
  67. Choe, Kwang-Il & Nam, Kiseok & Vahid, Farshid, 2007. "Necessity of negative serial correlation for mean-reversion of stock prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(4), pages 576-583, September.
  68. George Athanasopoulos & Heather M. Anderson & Farshid Vahid, 2007. "Nonlinear autoregressive leading indicator models of output in G-7 countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 63-87.
  69. Gonzalez-Rivera, Gloria & Lee, Tae-Hwy & Yoldas, Emre, 2007. "Optimality of the RiskMetrics VaR model," Finance Research Letters, Elsevier, vol. 4(3), pages 137-145, September.
  70. Amisano, Gianni & Giacomini, Raffaella, 2007. "Comparing Density Forecasts via Weighted Likelihood Ratio Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 177-190, April.
  71. Eiji Kurozumi & Yoichi Arai, 2007. "Efficient estimation and inference in cointegrating regressions with structural change," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(4), pages 545-575, July.
  72. Yoichi Arai & Eiji Kurozumi, 2007. "Testing for the Null Hypothesis of Cointegration with a Structural Break," Econometric Reviews, Taylor & Francis Journals, vol. 26(6), pages 705-739.
  73. Elena Pesavento, 2007. "Residuals‐based tests for the null of no‐cointegration: an Analytical comparison," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(1), pages 111-137, January.
  74. Pesavento, Elena & Rossi, Barbara, 2007. "Impulse response confidence intervals for persistent data: What have we learned?," Journal of Economic Dynamics and Control, Elsevier, vol. 31(7), pages 2398-2412, July.
  75. Heather M. Anderson, 2007. "New Introduction to Multiple Time Series Analysis ‐ by Helmut Lütkepohl," The Economic Record, The Economic Society of Australia, vol. 83(260), pages 109-110, March.
  76. Thanarak Laosuthi & David D. Selover, 2007. "Does El Nino Affect Business Cycles," Eastern Economic Journal, Eastern Economic Association, vol. 33(1), pages 21-42, Winter.
  77. Bask, Mikael & Liu, Tung & Widerberg, Anna, 2007. "The stability of electricity prices: Estimation and inference of the Lyapunov exponents," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 565-572.
  78. Jindapon, Paan & Neilson, William S., 2007. "Higher-order generalizations of Arrow-Pratt and Ross risk aversion: A comparative statics approach," Journal of Economic Theory, Elsevier, vol. 136(1), pages 719-728, September.
  79. Hill, Sarah A. & Neilson, William, 2007. "Inequality aversion and diminishing sensitivity," Journal of Economic Psychology, Elsevier, vol. 28(2), pages 143-153, April.
  80. Jeff Tayman & Stanley Smith & Jeffrey Lin, 2007. "Precision, bias, and uncertainty for state population forecasts: an exploratory analysis of time series models," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 26(3), pages 347-369, June.
  81. Jin Seo Cho & Halbert White, 2007. "Testing for Regime Switching," Econometrica, Econometric Society, vol. 75(6), pages 1671-1720, November.
  82. Pankaj Ghemawat & Bruno Cassiman, 2007. "Introduction to the Special Issue on Strategic Dynamics," Management Science, INFORMS, vol. 53(4), pages 529-536, April.
  83. Bruno Cassiman & Patrick Glenisson & Bart Looy, 2007. "Measuring industry-science links through inventor-author relations: A profiling methodology," Scientometrics, Springer;Akadémiai Kiadó, vol. 70(2), pages 379-391, February.
  84. Lewis Tracy R. & Reichman Jerome H. & So Anthony D., 2007. "The Case for Public Funding and Public Oversight of Clinical Trials," The Economists' Voice, De Gruyter, vol. 4(1), pages 1-4, January.
  85. Auffhammer, Maximilian, 2007. "The rationality of EIA forecasts under symmetric and asymmetric loss," Resource and Energy Economics, Elsevier, vol. 29(2), pages 102-121, May.
  86. Maximilian Auffhammer & Ralf Steinhauser, 2007. "The Future Trajectory Of U.S. Co2 Emissions: The Role Of State Vs. Aggregate Information," Journal of Regional Science, Wiley Blackwell, vol. 47(1), pages 47-61, February.
  87. Vincent P. Crawford & Nagore Iriberri, 2007. "Fatal Attraction: Salience, Naïveté, and Sophistication in Experimental "Hide-and-Seek" Games," American Economic Review, American Economic Association, vol. 97(5), pages 1731-1750, December.
  88. Vincent P. Crawford & Nagore Iriberri, 2007. "Level-k Auctions: Can a Nonequilibrium Model of Strategic Thinking Explain the Winner's Curse and Overbidding in Private-Value Auctions?," Econometrica, Econometric Society, vol. 75(6), pages 1721-1770, November.
  89. Lorenzo Cappiello & Simone Manganelli, 2007. "Financial integration and capital flows in the new EU Member States," Research Bulletin, European Central Bank, vol. 6, pages 5-7.
  90. Lutz Kilian & Simone Manganelli, 2007. "Quantifying the Risk of Deflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 561-590, March.
  91. Tae-Hwy Lee & Yong Bao & Burak Saltoğlu, 2007. "Comparing density forecast models Previous versions of this paper have been circulated with the title, 'A Test for Density Forecast Comparison with Applications to Risk Management' since October 2003;," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(3), pages 203-225.

2006

  1. James F. Hollifield & Pia M. Orrenius & Thomas Osang, 2006. "Migration, trade, and development: an overview," Proceedings, Federal Reserve Bank of Dallas, pages 3-8.
  2. Thomas Osang, 2006. "External and internal determinants of development," Proceedings, Federal Reserve Bank of Dallas, pages 35-59.
  3. Blume, Andreas & Heidhues, Paul, 2006. "Private monitoring in auctions," Journal of Economic Theory, Elsevier, vol. 131(1), pages 179-211, November.
  4. Randall Reback, 2006. "Entry Costs and the Supply of Public School Teachers," Education Finance and Policy, MIT Press, vol. 1(2), pages 247-265, April.
  5. Guidolin, Massimo & Timmermann, Allan, 2006. "Term structure of risk under alternative econometric specifications," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 285-308.
  6. Cassese, Gianluca & Guidolin, Massimo, 2006. "Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options," International Review of Financial Analysis, Elsevier, vol. 15(2), pages 145-178.
  7. Guidolin, Massimo, 2006. "Pessimistic beliefs under rational learning: Quantitative implications for the equity premium puzzle," Journal of Economics and Business, Elsevier, vol. 58(2), pages 85-118.
  8. Guidolin, Massimo & Ono, Sadayuki, 2006. "Are the dynamic linkages between the macroeconomy and asset prices time-varying?," Journal of Economics and Business, Elsevier, vol. 58(5-6), pages 480-518.
  9. Massimo Guidolin, 2006. "The dollar U-turn," International Economic Trends, Federal Reserve Bank of St. Louis, issue Feb.
  10. Massimo Guidolin & Elizabeth A. La Jeunesse, 2006. "Cross-country personal saving rates," National Economic Trends, Federal Reserve Bank of St. Louis, issue May.
  11. Allan Timmermann & Massimo Guidolin, 2006. "An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 1-22.
  12. Massimo Guidolin, 2006. "High equity premia and crash fears - Rational foundations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 28(3), pages 693-708, August.
  13. Sílvia Gonçalves & Massimo Guidolin, 2006. "Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1591-1636, May.
  14. Granger, Clive W.J. & Terasvirta, Timo & Patton, Andrew J., 2006. "Common factors in conditional distributions for bivariate time series," Journal of Econometrics, Elsevier, vol. 132(1), pages 43-57, May.
  15. Andrew J. Patton, 2006. "Modelling Asymmetric Exchange Rate Dependence," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 47(2), pages 527-556, May.
  16. Andrew J. Patton, 2006. "Estimation of multivariate models for time series of possibly different lengths," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(2), pages 147-173.
  17. Tim Bollerslev & Julia Litvinova & George Tauchen, 2006. "Leverage and Volatility Feedback Effects in High-Frequency Data," Journal of Financial Econometrics, Oxford University Press, vol. 4(3), pages 353-384.
  18. Bollerslev, Tim & Zhou, Hao, 2006. "Volatility puzzles: a simple framework for gauging return-volatility regressions," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 123-150.
  19. Andersen, Torben G. & Bollerslev, Tim & Frederiksen, Per Houmann & Nielsen, Morten Orregaard, 2006. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 173-179, April.
  20. Friedberg Leora & Owyang Michael T & Sinclair Tara M, 2006. "Searching For Better Prospects: Endogenizing Falling Job Tenure and Private Pension Coverage," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 6(1), pages 1-42, August.
  21. Hernandez-Murillo, Ruben & Owyang, Michael T., 2006. "The information content of regional employment data for forecasting aggregate conditions," Economics Letters, Elsevier, vol. 90(3), pages 335-339, March.
  22. Kristie M. Engemann & Michael T. Owyang, 2006. "Look who's working now," National Economic Trends, Federal Reserve Bank of St. Louis, issue Apr.
  23. Kristie M. Engemann & Michael T. Owyang, 2006. "Barreling down the road to recession?," National Economic Trends, Federal Reserve Bank of St. Louis, issue Sep.
  24. Kristie M. Engemann & Michael T. Owyang, 2006. "Social changes lead married women into labor force," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 10-11.
  25. Kristie M. Engemann & Michael T. Owyang, 2006. "What's in a name? reconciling conflicting evidence on ethnic names," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan, pages 10-11.
  26. Covas, Francisco, 2006. "Uninsured idiosyncratic production risk with borrowing constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 2167-2190, November.
  27. Marcellino, Massimiliano & Stock, James H. & Watson, Mark W., 2006. "A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 499-526.
  28. Felipe Aparicio & Alvaro Escribano & Ana E. Sipols, 2006. "Range Unit‐Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(4), pages 545-576, July.
  29. Alvaro Escribano & Roberto Pascual, 2006. "Asymmetries in bid and ask responses to innovations in the trading process," Empirical Economics, Springer, vol. 30(4), pages 913-946, January.
  30. Miguel Arranz & Alvaro Escribano, 2006. "Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 15(1), pages 179-208, June.
  31. Su, Liangjun & Ullah, Aman, 2006. "More Efficient Estimation In Nonparametric Regression With Nonparametric Autocorrelated Errors," Econometric Theory, Cambridge University Press, vol. 22(1), pages 98-126, February.
  32. Sainan Jin & Wanjun Jiang & Liangjun Su & Jianying Hu, 2006. "The Rise in House Prices in China: Bubbles or Fundamentals?," Economics Bulletin, AccessEcon, vol. 3(7), pages 1-8.
  33. Su, Liangjun & Ullah, Aman, 2006. "Profile likelihood estimation of partially linear panel data models with fixed effects," Economics Letters, Elsevier, vol. 92(1), pages 75-81, July.
  34. Su, Liangjun, 2006. "A simple test for multivariate conditional symmetry," Economics Letters, Elsevier, vol. 93(3), pages 374-378, December.
  35. Alejandro Gaviria & Carlos Medina & Carolina Mejia, 2006. "Assessing Health Reform in Colombia: From Theory to Practice," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2006), pages 29-72, August.
  36. Alejandro Gaviria Uribe & María del Mar Palau M., 2006. "Nutrición y salud infantil en Colombia: determinantes y alternativas de política," Coyuntura Económica, Fedesarrollo, December.
  37. Wooldridge, Jeffrey M., 2006. "Acknowledgment Of Related Prior Work," Econometric Theory, Cambridge University Press, vol. 22(6), pages 1177-1178, December.
  38. Bhardwaj, Geetesh & Swanson, Norman R., 2006. "An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 539-578.
  39. Corradi, Valentina & Swanson, Norman R., 2006. "The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test," Journal of Econometrics, Elsevier, vol. 132(1), pages 195-229, May.
  40. Corradi, Valentina & Swanson, Norman R., 2006. "Bootstrap conditional distribution tests in the presence of dynamic misspecification," Journal of Econometrics, Elsevier, vol. 133(2), pages 779-806, August.
  41. Corradi, Valentina & Swanson, Norman R., 2006. "Predictive density and conditional confidence interval accuracy tests," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 187-228.
  42. Swanson, Norman R. & Elliott, Graham & Ghysels, Eric & Gonzalo, Jesus, 2006. "Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 1-9.
  43. Swanson, Norman R. & van Dijk, Dick, 2006. "Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 24-42, January.
  44. Grogger, Jeffrey & Ridgeway, Greg, 2006. "Testing for Racial Profiling in Traffic Stops From Behind a Veil of Darkness," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 878-887, September.
  45. Camacho, Maximo & Perez-Quiros, Gabriel & Saiz, Lorena, 2006. "Are European business cycles close enough to be just one?," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1687-1706.
  46. Bengoechea, Pilar & Camacho, Maximo & Perez-Quiros, Gabriel, 2006. "A useful tool for forecasting the Euro-area business cycle phases," International Journal of Forecasting, Elsevier, vol. 22(4), pages 735-749.
  47. Quiros, Gabriel Perez & Mendizabal, Hugo Rodriguez, 2006. "The Daily Market for Funds in Europe: What Has Changed with the EMU?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(1), pages 91-118, February.
  48. Michael C. Davis, 2006. "Called up to the Big Leagues: An Examination of the Factors Affecting the Location of Minor League Baseball Teams," International Journal of Sport Finance, Fitness Information Technology, vol. 1(4), pages 253-264, November.
  49. Borrmann Jörg & Zauner Klaus G., 2006. "An Amendment to Baumol's Burden Test," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 6(1), pages 1-10, June.
  50. Garett Jones & W. Schneider, 2006. "Intelligence, Human Capital, and Economic Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach," Journal of Economic Growth, Springer, vol. 11(1), pages 71-93, March.
  51. Hansen, Peter R. & Lunde, Asger, 2006. "Realized Variance and Market Microstructure Noise," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 127-161, April.
  52. Hansen, Peter R. & Lunde, Asger, 2006. "Rejoinder," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 208-218, April.
  53. Hansen, Peter Reinhard & Lunde, Asger, 2006. "Consistent ranking of volatility models," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 97-121.
  54. Guy Yamashiro & Iichiro Uesugi, 2006. "Economic Conditions and Japanese Firm Financing," Economics Bulletin, AccessEcon, vol. 5(12), pages 1-17.
  55. Engle, Robert F. & Marcucci, Juri, 2006. "A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones," Journal of Econometrics, Elsevier, vol. 132(1), pages 7-42, May.
  56. Sebastiano Laviola & Juri Marcucci & Mario Quagliariello, 2006. "Stress testing credit risk: experience from the italian FSAP," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 59(238), pages 269-291.
  57. Lorenzo Cappiello & Robert F. Engle & Kevin Sheppard, 2006. "Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns," Journal of Financial Econometrics, Oxford University Press, vol. 4(4), pages 537-572.
  58. Hua, Mingshu & Gau, Yin-Feng, 2006. "Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market," Pacific-Basin Finance Journal, Elsevier, vol. 14(2), pages 193-208, April.
  59. Picci, Lucio, 2006. "The quantitative evaluation of the economic impact of e-government: A structural modelling approach," Information Economics and Policy, Elsevier, vol. 18(1), pages 107-123, March.
  60. Lucio Picci, 2006. "Reputation-Based Governance of Public Works," Rivista di Politica Economica, SIPI Spa, vol. 96(1), pages 161-184, January-F.
  61. Anderson, Heather M. & Victor Issler, Joao & Vahid, Farshid, 2006. "Common features," Journal of Econometrics, Elsevier, vol. 132(1), pages 1-5, May.
  62. Issler, Joao Victor & Vahid, Farshid, 2006. "The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity," Journal of Econometrics, Elsevier, vol. 132(1), pages 281-303, May.
  63. Farshid Vahid & Pushkar Maitra, 2006. "The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 999-1018.
  64. Sharon Kozicki & P. Tinsley, 2006. "Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate," Computational Economics, Springer;Society for Computational Economics, vol. 27(2), pages 295-327, May.
  65. Raffaella Giacomini & Halbert White, 2006. "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November.
  66. Raffaella Giacomini & Barbara Rossi, 2006. "How Stable is the Forecasting Performance of the Yield Curve for Output Growth?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 783-795, December.
  67. Barbara Rossi & Elena Pesavento, 2006. "Small-sample confidence intervals for multivariate impulse response functions at long horizons," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1135-1155.
  68. Elliott, Graham & Pesavento, Elena, 2006. "On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(6), pages 1405-1430, September.
  69. Anderson, Heather M. & Low, Chin Nam & Snyder, Ralph, 2006. "Single source of error state space approach to the Beveridge Nelson decomposition," Economics Letters, Elsevier, vol. 91(1), pages 104-109, April.
  70. Jesús Gonzalo & Jean‐Yves Pitarakis, 2006. "Threshold Effects in Cointegrating Relationships," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 813-833, December.
  71. Gonzalo, Jesus & Martinez, Oscar, 2006. "Large shocks vs. small shocks. (Or does size matter? May be so.)," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 311-347.
  72. Liu, Liqun & Neilson, William S., 2006. "Endogenous private safety investment and the willingness to pay for mortality risk reductions," European Economic Review, Elsevier, vol. 50(8), pages 2063-2074, November.
  73. William Neilson, 2006. "Axiomatic reference-dependence in behavior toward others and toward risk," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 28(3), pages 681-692, August.
  74. Bruno Cassiman & Reinhilde Veugelers, 2006. "In Search of Complementarity in Innovation Strategy: Internal R& D and External Knowledge Acquisition," Management Science, INFORMS, vol. 52(1), pages 68-82, January.
  75. Bruno Cassiman & Masako Ueda, 2006. "Optimal Project Rejection and New Firm Start-ups," Management Science, INFORMS, vol. 52(2), pages 262-275, February.
  76. Vincent P. Crawford & Miguel A. Costa-Gomes, 2006. "Cognition and Behavior in Two-Person Guessing Games: An Experimental Study," American Economic Review, American Economic Association, vol. 96(5), pages 1737-1768, December.
  77. Lee, Tae-Hwy & Yang, Yang, 2006. "Bagging binary and quantile predictors for time series," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 465-497.
  78. Tae-Hwy Lee & Yong Bao & Burak Saltoglu, 2006. "Evaluating predictive performance of value-at-risk models in emerging markets: a reality check," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(2), pages 101-128.

2005

  1. Trindade, Vitor, 2005. "The big push, industrialization and international trade: The role of exports," Journal of Development Economics, Elsevier, vol. 78(1), pages 22-48, October.
  2. Devashish Mitra & Vitor Trindade, 2005. "Inequality and trade," Canadian Journal of Economics, Canadian Economics Association, vol. 38(4), pages 1253-1271, November.
  3. Reback, Randall, 2005. "House prices and the provision of local public services: capitalization under school choice programs," Journal of Urban Economics, Elsevier, vol. 57(2), pages 275-301, March.
  4. Duffy, John & Kim, Minseong, 2005. "Anarchy in the laboratory (and the role of the state)," Journal of Economic Behavior & Organization, Elsevier, vol. 56(3), pages 297-329, March.
  5. Massimo Guidolin, 2005. "Home Bias and High Turnover in an Overlapping‐generations Model with Learning," Review of International Economics, Wiley Blackwell, vol. 13(4), pages 725-756, September.
  6. Massimo Guidolin & Allan Timmermann, 2005. "Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns," Economic Journal, Royal Economic Society, vol. 115(500), pages 111-143, January.
  7. Massimo Guidolin, 2005. "Is the bond market irrational?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jul.
  8. Massimo Guidolin & Elizabeth A. La Jeunesse, 2005. "Bubbling (or just frothy) house prices?," National Economic Trends, Federal Reserve Bank of St. Louis, issue Nov.
  9. Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2005. "Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities," Econometrica, Econometric Society, vol. 73(1), pages 279-296, January.
  10. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2005. "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk," American Economic Review, American Economic Association, vol. 95(2), pages 398-404, May.
  11. Tobias Adrian & Joshua V. Rosenberg, 2005. "Stock returns and volatility: pricing the long-run and short-run components of market risk," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  12. Tim Bollerslev & Michael S. Gibson & Hao Zhou, 2005. "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  13. Francis, Neville & Owyang, Michael T., 2005. "Monetary Policy in a Markov-Switching Vector Error-Correction Model: Implications for the Cost of Disinflation and the Price Puzzle," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 305-313, July.
  14. Kristie M. Engemann & Michael T. Owyang, 2005. "Hard 'core' inflation," Monetary Trends, Federal Reserve Bank of St. Louis, issue Feb.
  15. Kristie M. Engemann & Michael T. Owyang, 2005. "Survey says..," National Economic Trends, Federal Reserve Bank of St. Louis, issue Sep.
  16. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2005. "The 2001 recession and the states of the Eighth Federal Reserve District," Regional Economic Development, Federal Reserve Bank of St. Louis, issue Nov, pages 3-16.
  17. Kristie M. Engemann & Michael T. Owyang, 2005. "So much for that merit raise: the link between wages and appearance," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 10-11.
  18. Kristie M. Engemann & Leora Friedberg & Michael T. Owyang, 2005. "Keep your résumé current," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan, pages 4-9.
  19. Michael T. Owyang, 2005. "Editor's introduction," Review, Federal Reserve Bank of St. Louis, vol. 87(Jul), pages 429-434.
  20. Thomas A. Garrett & Ruben Hernandez-Murillo & Michael T. Owyang, 2005. "Does consumer sentiment predict regional consumption?," Review, Federal Reserve Bank of St. Louis, vol. 87(Mar), pages 123-135.
  21. Neville R. Francis & Michael T. Owyang & Athena T. Theodorou, 2005. "What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries?," International Journal of Central Banking, International Journal of Central Banking, vol. 1(3), December.
  22. Michael T. Owyang & Jeremy Piger & Howard J. Wall, 2005. "Business Cycle Phases in U.S. States," The Review of Economics and Statistics, MIT Press, vol. 87(4), pages 604-616, November.
  23. Wouter J. den Haan & Christian Haefke & Garey Ramey, 2005. "Turbulence And Unemployment In A Job Matching Model," Journal of the European Economic Association, MIT Press, vol. 3(6), pages 1360-1385, December.
  24. James H. Stock & Mark W. Watson, 2005. "Has inflation become harder to forecast?," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  25. Mark W. Watson, 2005. "Commentary on \\"what's real about the business cycle?\\"," Review, Federal Reserve Bank of St. Louis, vol. 87(Jul), pages 453-458.
  26. James H. Stock & Mark W. Watson, 2005. "Understanding Changes In International Business Cycle Dynamics," Journal of the European Economic Association, MIT Press, vol. 3(5), pages 968-1006, September.
  27. Òscar Jordà, 2005. "Estimation and Inference of Impulse Responses by Local Projections," American Economic Review, American Economic Association, vol. 95(1), pages 161-182, March.
  28. Òscar Jordà, 2005. "Can monetary policy influence long-term interest rates?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may20.
  29. Liangjun Su & Sainan Jin, 2005. "A Bootstrap Test for Conditional Symmetry," Annals of Economics and Finance, Society for AEF, vol. 6(2), pages 251-261, November.
  30. Alejandro Gaviria Uribe, 2005. "Movilidad social: realidad, opinión y consecuencias," Coyuntura Económica, Fedesarrollo, December.
  31. Alejandro Gaviria Uribe, 2005. "La Reforma Laboral de 2002: ¿funcionó o no?," Coyuntura Económica, Fedesarrollo, June.
  32. Wooldridge, Jeffrey M., 2005. "Instrumental Variables Estimation With Panel Data," Econometric Theory, Cambridge University Press, vol. 21(4), pages 865-869, August.
  33. Wooldridge, Jeffrey M., 2005. "Violating Ignorability Of Treatment By Controlling For Too Many Factors," Econometric Theory, Cambridge University Press, vol. 21(5), pages 1026-1028, October.
  34. Papke, Leslie E. & Wooldridge, Jeffrey M., 2005. "A computational trick for delta-method standard errors," Economics Letters, Elsevier, vol. 86(3), pages 413-417, March.
  35. Jeffrey M. Wooldridge, 2005. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 39-54.
  36. Jeffrey M. Wooldridge, 2005. "Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models," The Review of Economics and Statistics, MIT Press, vol. 87(2), pages 385-390, May.
  37. Luís Santos-Pinto & Joel Sobel, 2005. "A Model of Positive Self-Image in Subjective Assessments," American Economic Review, American Economic Association, vol. 95(5), pages 1386-1402, December.
  38. Nicholas Graves & Diana Weinhold & Jennifer A. Roberts, 2005. "Correcting for bias when estimating the cost of hospital‐acquired infection: an analysis of lower respiratory tract infections in non‐surgical patients," Health Economics, John Wiley & Sons, Ltd., vol. 14(7), pages 755-761, July.
  39. Corradi, Valentina & Swanson, Norman R., 2005. "Bootstrap specification tests for diffusion processes," Journal of Econometrics, Elsevier, vol. 124(1), pages 117-148, January.
  40. John C. Chao & Norman R. Swanson, 2005. "Consistent Estimation with a Large Number of Weak Instruments," Econometrica, Econometric Society, vol. 73(5), pages 1673-1692, September.
  41. Oleg Korenok & Norman R. Swanson, 2005. "The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 905-930, December.
  42. Lance J. Bachmeier & Norman R. Swanson, 2005. "Predicting Inflation: Does The Quantity Theory Help?," Economic Inquiry, Western Economic Association International, vol. 43(3), pages 570-585, July.
  43. Corradi, Valentina & Swanson, Norman R., 2005. "A Test For Comparing Multiple Misspecified Conditional Interval Models," Econometric Theory, Cambridge University Press, vol. 21(5), pages 991-1016, October.
  44. Perez Quiros, Gabriel, 2005. "Comments on "Some methods for assessing the need for non-linear models in business cycle analysis"," International Journal of Forecasting, Elsevier, vol. 21(4), pages 663-666.
  45. Kieron Meagher & Klaus Zauner, 2005. "Location-then-price competition with uncertain consumer tastes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(4), pages 799-818, June.
  46. Denise R. Osborn & Dong Heon Kim & Marianne Sensier, 2005. "Nonlinearity in the Fed's monetary policy rule," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 621-639.
  47. Jones, Garett, 2005. "A. Aslund, Building Capitalism: The Transformation of the Former Soviet Bloc, Cambridge University Press, Cambridge (2002) 508 pp., [UK pound] 65/22.99, ISBN 0-521-80139-7 (hardback), 0-521-80525-2 (p," Economic Systems, Elsevier, vol. 29(1), pages 120-121, March.
  48. Hansen, Peter Reinhard, 2005. "A Test for Superior Predictive Ability," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 365-380, October.
  49. Peter Reinhard Hansen, 2005. "Granger's representation theorem: A closed-form expression for I(1) processes," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 23-38, March.
  50. Asger Lunde & Peter R. Hansen, 2005. "A forecast comparison of volatility models: does anything beat a GARCH(1,1)?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(7), pages 873-889.
  51. Peter Reinhard Hansen & Asger Lunde, 2005. "A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data," Journal of Financial Econometrics, Oxford University Press, vol. 3(4), pages 525-554.
  52. Herrera, Ana Maria & Pesavento, Elena, 2005. "The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 462-472, October.
  53. Ana María Herrera & Eduardo Lora, 2005. "Why So Small? Explaining the Size of Firms in Latin America," The World Economy, Wiley Blackwell, vol. 28(7), pages 1005-1028, July.
  54. Marcucci Juri, 2005. "Forecasting Stock Market Volatility with Regime-Switching GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(4), pages 1-55, December.
  55. Gau, Yin-Feng, 2005. "Intraday volatility in the Taipei FX market," Pacific-Basin Finance Journal, Elsevier, vol. 13(4), pages 471-487, September.
  56. Gomes, Fábio Augusto Reis & Issler, João Victor & Salvato, Márcio Antônio, 2005. "Principais Características do Consumo de Duráveis no Brasil e Testes de Separabilidade entre Duráveis e Não-Duráveis," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 59(1), January.
  57. Pedro Cavalcanti Ferreira & Joao victor Issler & Samuel de Abreu Pessoa, 2005. "An investigation of cross-country incme differences," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 20(2), pages 3-22, December.
  58. Heather M. Anderson & Farshid Vahid, 2005. "Nonlinear Correlograms and Partial Autocorrelograms," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 957-982, December.
  59. Kozicki, Sharon & Tinsley, P.A., 2005. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1985-2015, November.
  60. Clark, Todd E. & Kozicki, Sharon, 2005. "Estimating equilibrium real interest rates in real time," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 395-413, December.
  61. Kozicki, Sharon & Tinsley, P.A., 2005. "What do you expect? Imperfect policy credibility and tests of the expectations hypothesis," Journal of Monetary Economics, Elsevier, vol. 52(2), pages 421-447, March.
  62. Sharon Kozicki, 2005. "Estimating forward-looking Euler equations - discussion," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 115-125.
  63. Sharon Kozicki & Gordon H. Sellon, 2005. "Longer-term perspectives on the yield curve and monetary policy," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 5-33.
  64. Gloria Gonzalez-Rivera, 2005. "Outsourcing: three long run predictions," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 7(2/3), pages 226-233.
  65. Giacomini, Raffaella & Komunjer, Ivana, 2005. "Evaluation and Combination of Conditional Quantile Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 416-431, October.
  66. Pesavento, Elena & Rossi, Barbara, 2005. "Do Technology Shocks Drive Hours Up Or Down? A Little Evidence From An Agnostic Procedure," Macroeconomic Dynamics, Cambridge University Press, vol. 9(4), pages 478-488, September.
  67. Graham Elliott & Michael Jansson & Elena Pesavento, 2005. "Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 34-48, January.
  68. David D. Selover & Roderick V. Jensen & John Kroll, 2005. "Mode‐Locking and Regional Business Cycle Synchronization," Journal of Regional Science, Wiley Blackwell, vol. 45(4), pages 703-745, November.
  69. Gonzalo, Jesus & Wolf, Michael, 2005. "Subsampling inference in threshold autoregressive models," Journal of Econometrics, Elsevier, vol. 127(2), pages 201-224, August.
  70. Tung Liu & Lee C. Spector, 2005. "Dynamic employment adjustments over business cycles," Empirical Economics, Springer, vol. 30(1), pages 151-169, January.
  71. William Neilson, 2005. "Homework and performance for time-constrained students," Economics Bulletin, AccessEcon, vol. 9(1), pages 1-6.
  72. Liu, Liqun & Neilson, William S., 2005. "Endogenous private health investment and the willingness to pay for public health projects: The effects of income," Economics Letters, Elsevier, vol. 87(3), pages 415-420, June.
  73. Neilson, William S. & Winter, Harold, 2005. "The Elimination of Hung Juries: Retrials and Nonunanimous Verdicts," International Review of Law and Economics, Elsevier, vol. 25(1), pages 1-19, March.
  74. Jennifer C. Coats & William S. Neilson, 2005. "Beliefs About Other-Regarding Preferences in a Sequential Public Goods Game," Economic Inquiry, Western Economic Association International, vol. 43(3), pages 614-622, July.
  75. Veugelers, Reinhilde & Cassiman, Bruno, 2005. "R&D cooperation between firms and universities. Some empirical evidence from Belgian manufacturing," International Journal of Industrial Organization, Elsevier, vol. 23(5-6), pages 355-379, June.
  76. Cassiman, Bruno & Colombo, Massimo G. & Garrone, Paola & Veugelers, Reinhilde, 2005. "The impact of M&A on the R&D process: An empirical analysis of the role of technological- and market-relatedness," Research Policy, Elsevier, vol. 34(2), pages 195-220, March.
  77. Chiquiar, Daniel, 2005. "Why Mexico's regional income convergence broke down," Journal of Development Economics, Elsevier, vol. 77(1), pages 257-275, June.
  78. Chiquiar, Daniel & Ramos-Francia, Manuel, 2005. "Trade and business-cycle synchronization: evidence from Mexican and U.S. manufacturing industries," The North American Journal of Economics and Finance, Elsevier, vol. 16(2), pages 187-216, August.
  79. Daniel Chiquiar & Gordon H. Hanson, 2005. "International Migration, Self-Selection, and the Distribution of Wages: Evidence from Mexico and the United States," Journal of Political Economy, University of Chicago Press, vol. 113(2), pages 239-281, April.
  80. Garrett, Ian & Kamstra, Mark J. & Kramer, Lisa A., 2005. "Winter blues and time variation in the price of risk," Journal of Empirical Finance, Elsevier, vol. 12(2), pages 291-316, March.
  81. R. Glen Donaldson & Mark J. Kamstra, 2005. "Volatility Forecasts, Trading Volume, And The Arch Versus Option‐Implied Volatility Trade‐Off," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 28(4), pages 519-538, December.
  82. Mark Kamstra & Moshe Milevsky, 2005. "Waiting for returns: using space-time duality to calibrate financial diffusions," Quantitative Finance, Taylor & Francis Journals, vol. 5(3), pages 237-244.
  83. Tracy R. Lewis & Huseyin Yildirim, 2005. "Managing Switching Costs In Multiperiod Procurements With Strategic Buyers ," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(4), pages 1233-1269, November.
  84. Maximilian Auffhammer & Bernard Morzuch & John Stranlund, 2005. "Production of Chlorofluorocarbons in Anticipation of the Montreal Protocol," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 30(4), pages 377-391, April.
  85. Manganelli, Simone, 2005. "Duration, volume and volatility impact of trades," Journal of Financial Markets, Elsevier, vol. 8(4), pages 377-399, November.

2004

  1. Richard Damania & Per Fredriksson & Thomas Osang, 2004. "Collusion, Collective Action and Protection: Theory and Evidence," Public Choice, Springer, vol. 121(3), pages 279-308, February.
  2. Blume, Andreas & Arnold, Tone, 2004. "Learning to communicate in cheap-talk games," Games and Economic Behavior, Elsevier, vol. 46(2), pages 240-259, February.
  3. Blume, Andreas & Arnold, Tone, 2004. "Erratum to "Learning to communicate in cheap-talk games": [Games Econ. Behav. 46 (2004) 240-259]," Games and Economic Behavior, Elsevier, vol. 47(2), pages 453-453, May.
  4. Blume, Andreas & Heidhues, Paul, 2004. "All equilibria of the Vickrey auction," Journal of Economic Theory, Elsevier, vol. 114(1), pages 170-177, January.
  5. Andreas Blume, 2004. "A Learning-Efficiency Explanation of Structure in Language," Theory and Decision, Springer, vol. 57(3), pages 265-285, November.
  6. Reback, RandallRandall, 2004. "The impact of college course offerings on the supply of academically talented public school teachers," Journal of Econometrics, Elsevier, vol. 121(1-2), pages 377-404.
  7. Abbigail J. Chiodo & Massimo Guidolin & Michael T. Owyang & Makoto Shimoji, 2004. "Subjective probabilities: psychological theories and economic applications," Review, Federal Reserve Bank of St. Louis, vol. 86(Jan), pages 33-48.
  8. Engle, Robert F. & Patton, Andrew J., 2004. "Impacts of trades in an error-correction model of quote prices," Journal of Financial Markets, Elsevier, vol. 7(1), pages 1-25, January.
  9. Andrew J. Patton, 2004. "On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation," Journal of Financial Econometrics, Oxford University Press, vol. 2(1), pages 130-168.
  10. Bollerslev, Tim & Zhou, Hao, 2004. "Corrigendum to "Estimating stochastic volatility diffusion using conditional moments of integrated volatility" [J. Econom. 109 (2002) 33-65]," Journal of Econometrics, Elsevier, vol. 119(1), pages 221-222, March.
  11. Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2004. "Analytical Evaluation Of Volatility Forecasts," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(4), pages 1079-1110, November.
  12. Andrew Bauer & Nicholas Haltom & William B. Peterman, 2004. "Decomposing inflation," Economic Review, Federal Reserve Bank of Atlanta, vol. 89(Q 1), pages 39-51.
  13. Owyang, Michael T. & Ramey, Garey, 2004. "Regime switching and monetary policy measurement," Journal of Monetary Economics, Elsevier, vol. 51(8), pages 1577-1597, November.
  14. Kristie M. Engemann & Michael T. Owyang, 2004. "Can a summer hike cause a surprise fall for mortgage rates?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Sep.
  15. Kristie M. Engemann & Michael T. Owyang, 2004. "Your current job probably won't be your last," National Economic Trends, Federal Reserve Bank of St. Louis, issue Feb.
  16. Bertail, Patrice & Haefke, Christian & Politis, D.N.Dimitris N. & White, Halbert, 2004. "Subsampling the distribution of diverging statistics with applications to finance," Journal of Econometrics, Elsevier, vol. 120(2), pages 295-326, June.
  17. Mark W. Watson & James H. Stock, 2004. "Combination forecasts of output growth in a seven-country data set," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(6), pages 405-430.
  18. Bernanke, Ben S & Gertler, Mark & Watson, Mark W, 2004. "Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Reply," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(2), pages 287-291, April.
  19. Òscar Jordà & Massimiliano Marcellino, 2004. "Time‐scale transformations of discrete time processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(6), pages 873-894, November.
  20. Bergin, Paul R. & Jorda, Oscar, 2004. "Measuring monetary policy interdependence," Journal of International Money and Finance, Elsevier, vol. 23(5), pages 761-783, September.
  21. Demiralp, Selva & Jorda, Oscar, 2004. "The Response of Term Rates to Fed Announcements," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(3), pages 387-405, June.
  22. Escribano, Alvaro, 2004. "Nonlinear Error Correction: The Case Of Money Demand In The United Kingdom (1878–2000)," Macroeconomic Dynamics, Cambridge University Press, vol. 8(1), pages 76-116, February.
  23. Pascual, Roberto & Escribano, Alvaro & Tapia, Mikel, 2004. "Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 107-128, January.
  24. Miguel Arranz & Alvaro Escribano, 2004. "Outliers - robust ECM cointegration tests based on the trend components," Spanish Economic Review, Springer;Spanish Economic Association, vol. 6(4), pages 243-266, December.
  25. Roberto Pascual & Alvaro Escribano & Mikel Tapia, 2004. "On the bi-dimensionality of liquidity," The European Journal of Finance, Taylor & Francis Journals, vol. 10(6), pages 542-566.
  26. Wooldridge, Jeffrey M., 2004. "03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model—Solution," Econometric Theory, Cambridge University Press, vol. 20(2), pages 428-429, April.
  27. Wooldridge, Jeffrey M., 2004. "Statistical significance is okay, too: comment on "Size Matters"," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(5), pages 577-579, November.
  28. Freund, Caroline L. & Weinhold, Diana, 2004. "The effect of the Internet on international trade," Journal of International Economics, Elsevier, vol. 62(1), pages 171-189, January.
  29. Freund, Caroline L. & Faris, Robert, 2004. "And Empirical Investigation of the Internet and International Trade: The case of Bolivia," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 2, pages 33-55, Abril.
  30. Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R., 2004. "Forecasting economic and financial time-series with non-linear models," International Journal of Forecasting, Elsevier, vol. 20(2), pages 169-183.
  31. Corradi, Valentina & Swanson, Norman R., 2004. "Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives," International Journal of Forecasting, Elsevier, vol. 20(2), pages 185-199.
  32. Corradi, Valentina & Swanson, Norman R., 2004. "A test for the distributional comparison of simulated and historical data," Economics Letters, Elsevier, vol. 85(2), pages 185-193, November.
  33. Bachmeier, Lance & Gaughan, Patrick & Swanson, Norman R., 2004. "The volume of federal litigation and the macroeconomy," International Review of Law and Economics, Elsevier, vol. 24(2), pages 191-207, June.
  34. Jeffrey Grogger, 2004. "Time Limits and Welfare Use," Journal of Human Resources, University of Wisconsin Press, vol. 39(2).
  35. Jeffrey Grogger, 2004. "Welfare transitions in the 1990s: The economy, welfare policy, and the EITC," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 23(4), pages 671-695.
  36. Pilar Bengoechea & Gabriel Pérez Quirós, 2004. "Un modelo para predecir cambios cíclicos en el área euro," Boletín Económico, Banco de España, issue MAY, pages 45-48, Mayo.
  37. Davis, Michael C & Hamilton, James D, 2004. "Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(1), pages 17-37, February.
  38. Meagher, Kieron J. & Zauner, Klaus G., 2004. "Product differentiation and location decisions under demand uncertainty," Journal of Economic Theory, Elsevier, vol. 117(2), pages 201-216, August.
  39. Jorg Borrmann & Klaus Zauner, 2004. "Cross-subsidization when Firms Are Allowed to make Non-zero Profits," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 11(2), pages 241-247.
  40. Garett Jones & Ali M Kutan, 2004. "Exchange Rate Management Strategies in the Accession Countries: The Case of Hungary," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 46(1), pages 23-44, March.
  41. Hamilton, James D & Herrera, Ana Maria, 2004. "Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(2), pages 265-286, April.
  42. Francesca Lotti & Juri Marcucci, 2004. "La domanda di liquidità delle imprese statunitensi: un'analisi panel," L'industria, Società editrice il Mulino, issue 2, pages 403-418.
  43. A. Norman & A. Ahmed & J. Chou & A. Dalal & K. Fortson & M. Jindal & C. Kurz & H. Lee & K. Payne & R. Rando & K. Sheppard & E. Sublett & J. Sussman & I. White, 2004. "On the Computational Complexity of Consumer Decision Rules," Computational Economics, Springer;Society for Computational Economics, vol. 23(2), pages 173-192, March.
  44. Y. -F. Gau & M. Hau, 2004. "Public information, private information, inventory control, and volatility of intraday NTD/USD exchange rates," Applied Economics Letters, Taylor & Francis Journals, vol. 11(4), pages 263-266.
  45. Ferreira, Pedro Cavalcanti & Issler, Joao Victor & de Abreu Pessoa, Samuel, 2004. "Testing production functions used in empirical growth studies," Economics Letters, Elsevier, vol. 83(1), pages 29-35, April.
  46. Rajiv Sarin & Farshid Vahid, 2004. "Strategy Similarity and Coordination," Economic Journal, Royal Economic Society, vol. 114(497), pages 506-527, July.
  47. Sharon Kozicki, 2004. "¿De qué forma afectan las revisiones de datos a la evaluación y conducción de la política monetaria?," Monetaria, CEMLA, vol. 0(4), pages 369-405, octubre-d.
  48. Sharon Kozicki, 2004. "How do data revisions affect the evaluation and conduct of monetary policy?," Economic Review, Federal Reserve Bank of Kansas City, vol. 89(Q I), pages 5-38.
  49. Kozicki, Sharon & Hoffman, Barak, 2004. "Rounding Error: A Distorting Influence on Index Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(3), pages 319-338, June.
  50. Gonzalez-Rivera, Gloria & Lee, Tae-Hwy & Mishra, Santosh, 2004. "Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood," International Journal of Forecasting, Elsevier, vol. 20(4), pages 629-645.
  51. Hahn Shik Lee, 2004. "International transmission of stock market movements: a wavelet analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 11(3), pages 197-201.
  52. Giacomini, Raffaella & Granger, Clive W. J., 2004. "Aggregation of space-time processes," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 7-26.
  53. Pesavento, Elena, 2004. "Analytical evaluation of the power of tests for the absence of cointegration," Journal of Econometrics, Elsevier, vol. 122(2), pages 349-384, October.
  54. Selover, David D., 2004. "International co-movements and business cycle transmission between Korea and Japan," Journal of the Japanese and International Economies, Elsevier, vol. 18(1), pages 57-83, March.
  55. Jesus Gonzalo, 2004. "Which Extreme Values Are Really Extreme?," Journal of Financial Econometrics, Oxford University Press, vol. 2(3), pages 349-369.
  56. Kui-Wai Li & Tung Liu, 2004. "Performance of financial resources in China's provinces," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 9(1), pages 32-48.
  57. Veugelers, Reinhilde & Cassiman, Bruno, 2004. "Foreign subsidiaries as a channel of international technology diffusion: Some direct firm level evidence from Belgium," European Economic Review, Elsevier, vol. 48(2), pages 455-476, April.
  58. Robert F. Engle & Simone Manganelli, 2004. "CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 367-381, October.
  59. Simone Manganelli, 2004. "Asset Allocation by Variance Sensitivity Analysis," Journal of Financial Econometrics, Oxford University Press, vol. 2(3), pages 370-389.
  60. Shimoji, Makoto, 2004. "On the equivalence of weak dominance and sequential best response," Games and Economic Behavior, Elsevier, vol. 48(2), pages 385-402, August.
  61. Yongmiao Hong & Tae-Hwy Lee, 2004. "ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 840-840, August.

2003

  1. Cabrales, Antonio & Charness, Gary & Corchon, Luis C., 2003. "An experiment on Nash implementation," Journal of Economic Behavior & Organization, Elsevier, vol. 51(2), pages 161-193, June.
  2. Cabreales, Antonio & Calvo-Armengol, Antoni & Jackson, Matthew O., 2003. "La Crema: A Case Study of Mutual Fire Insurance," Journal of Political Economy, University of Chicago Press, vol. 111(2), pages 425-458, April.
  3. James E. Rauch & Vitor Trindade, 2003. "Information, International Substitutability, and Globalization," American Economic Review, American Economic Association, vol. 93(3), pages 775-791, June.
  4. Blume, Andreas, 2003. "Bertrand without fudge," Economics Letters, Elsevier, vol. 78(2), pages 167-168, February.
  5. Andreas Blume & Ted Temzelides, 2003. "On the geography of conventions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 22(4), pages 863-873, November.
  6. Herschel I. Grossman & Minseong Kim, 2003. "Educational Policy: Egalitarian or Elitist?," Economics and Politics, Wiley Blackwell, vol. 15(3), pages 225-246, November.
  7. Massimo Guidolin & Allan Timmermann, 2003. "Recursive Modeling of Nonlinear Dynamics in UK Stock Returns," Manchester School, University of Manchester, vol. 71(4), pages 381-395, July.
  8. Guidolin, Massimo & Timmermann, Allan, 2003. "Option prices under Bayesian learning: implied volatility dynamics and predictive densities," Journal of Economic Dynamics and Control, Elsevier, vol. 27(5), pages 717-769, March.
  9. Guidolin, Massimo, 2003. "International asset prices and portfolio choices under Bayesian learning," Research in Economics, Elsevier, vol. 57(4), pages 383-437, December.
  10. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2003. "Modeling and Forecasting Realized Volatility," Econometrica, Econometric Society, vol. 71(2), pages 579-625, March.
  11. Bollerslev, Tim & Zhang, Benjamin Y. B., 2003. "Measuring and modeling systematic risk in factor pricing models using high-frequency data," Journal of Empirical Finance, Elsevier, vol. 10(5), pages 533-558, December.
  12. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2003. "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," American Economic Review, American Economic Association, vol. 93(1), pages 38-62, March.
  13. Abbigail J. Chiodo & Michael T. Owyang, 2003. "Un estudio de caso de una crisis monetaria: el incumplimiento ruso de 1998," Boletín, CEMLA, vol. 0(1), pages 13-24, enero-mar.
  14. Abbigail J. Chiodo & Michael T. Owyang, 2003. "Symmetric inflation risk," Monetary Trends, Federal Reserve Bank of St. Louis, issue Apr.
  15. Abbigail J. Chiodo & Michael T. Owyang, 2003. "Financial aid and college choice," National Economic Trends, Federal Reserve Bank of St. Louis, issue Aug.
  16. Abbigail J. Chiodo & Michael T. Owyang, 2003. "Marriage, motherhood and money: how do women's life decisions influence their wages?," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 4-9.
  17. Abbigail J. Chiodo & Michael T. Owyang, 2003. "Monetary policy: the whole country gets the same treatment, but results vary," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan, pages 12-13.
  18. Neville Francis & Michael T. Owyang & Athena T. Theodorou, 2003. "The use of long-run restrictions for the identification of technology shocks," Review, Federal Reserve Bank of St. Louis, vol. 85(Nov), pages 53-66.
  19. James H. Stock & Mark W.Watson, 2003. "Forecasting Output and Inflation: The Role of Asset Prices," Journal of Economic Literature, American Economic Association, vol. 41(3), pages 788-829, September.
  20. Marcellino, Massimiliano & Stock, James H. & Watson, Mark W., 2003. "Macroeconomic forecasting in the Euro area: Country specific versus area-wide information," European Economic Review, Elsevier, vol. 47(1), pages 1-18, February.
  21. James H. Stock & Mark W. Watson, 2003. "Has the business cycle changed?," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 9-56.
  22. Jordà, Òscar & Marcellino, Massimiliano, 2003. "Modeling High-Frequency Foreign Exchange Data Dynamics," Macroeconomic Dynamics, Cambridge University Press, vol. 7(4), pages 618-635, September.
  23. Oscar Jorda & Kevin Salyer, 2003. "The Response of Term Rates to Monetary Policy Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 941-962, October.
  24. Jessica Seddon Wallack & Alejandro Gaviria & Ugo Panizza & Ernesto Stein, 2003. "Particularism around the World," The World Bank Economic Review, World Bank, vol. 17(1), pages 133-143, June.
  25. Dahan, Momi & Gaviria, Alejandro, 2003. "Parental actions and sibling inequality," Journal of Development Economics, Elsevier, vol. 72(1), pages 281-297, October.
  26. Jeffrey M. Wooldridge, 2003. "Cluster-Sample Methods in Applied Econometrics," American Economic Review, American Economic Association, vol. 93(2), pages 133-138, May.
  27. Wooldridge, Jeffrey M., 2003. "03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model," Econometric Theory, Cambridge University Press, vol. 19(2), pages 411-412, April.
  28. Wooldridge, Jeffrey M., 2003. "Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model," Economics Letters, Elsevier, vol. 79(2), pages 185-191, May.
  29. Krishna, Kala & Ozyildirim, Ataman & Swanson, Norman R., 2003. "Trade, investment and growth: nexus, analysis and prognosis," Journal of Development Economics, Elsevier, vol. 70(2), pages 479-499, April.
  30. Jeffrey Grogger & Steven J. Haider & Jacob Klerman, 2003. "Why Did the Welfare Rolls Fall During the 1990's? The Importance of Entry," American Economic Review, American Economic Association, vol. 93(2), pages 288-292, May.
  31. Betts, Julian R. & Grogger, Jeff, 2003. "The impact of grading standards on student achievement, educational attainment, and entry-level earnings," Economics of Education Review, Elsevier, vol. 22(4), pages 343-352, August.
  32. Jeffrey Grogger, 2003. "The Effects of Time Limits, the EITC, and Other Policy Changes on Welfare Use, Work, and Income among Female-Headed Families," The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 394-408, May.
  33. Jeffrey Grogger & Charles Michalopoulos, 2003. "Welfare Dynamics under Time Limits," Journal of Political Economy, University of Chicago Press, vol. 111(3), pages 530-554, June.
  34. Máximo Camacho & Gabriel Pérez Quirós & Lorena Sáiz, 2003. "Las similitudes del ciclo económico en las economías europeas," Boletín Económico, Banco de España, issue DEC, pages 39-43, Diciembre.
  35. Richard Pomfret & Liang Choon Wang, 2003. "Evaluating The Research Output Of Australian Universities' Economics Departments," Australian Economic Papers, Wiley Blackwell, vol. 42(4), pages 418-441, December.
  36. Miguel A. Costa-Gomes & Klaus G. Zauner, 2003. "Learning, non-equilibrium beliefs, and non-pecuniary payoffs in an experimental game," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 22(2), pages 263-288, September.
  37. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2003. "Choosing the Best Volatility Models: The Model Confidence Set Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 839-861, December.
  38. Hansen, Peter Reinhard, 2003. "Structural changes in the cointegrated vector autoregressive model," Journal of Econometrics, Elsevier, vol. 114(2), pages 261-295, June.
  39. Mary F. Evans & Nicholas E. Flores & Kevin J. Boyle, 2003. "Multiple-Bounded Uncertainty Choice Data as Probabilistic Intentions," Land Economics, University of Wisconsin Press, vol. 79(4), pages 549-560.
  40. Norman, A. & Ahmed, M. & Chou, J. & Fortson, K. & Kurz, C. & Lee, H. & Linden, L. & Meythaler, K. & Rando, R. & Sheppard, K., 2003. "An ordering experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 50(2), pages 249-262, February.
  41. Giacomello, Giampiero & Picci, Lucio, 2003. "My scale or your meter? Evaluating methods of measuring the Internet," Information Economics and Policy, Elsevier, vol. 15(3), pages 363-383, September.
  42. Lucio Picci & Antonello Scorcu, 2003. "Bidders' and Sellers' Strategies in Sequential Auctions. New Evidence about the Afternoon Effect," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 30(2), pages 163-178, June.
  43. Lima, Alexandre Maia Correia & Issler, João Victor, 2003. "A Hipótese das Expectativas na Estrutura a Termo de Juros no Brasil: Uma Aplicação de Modelos de Valor Presente," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 57(4), October.
  44. George Athanasopoulos & Farshid Vahid, 2003. "Statistical Inference and Changes in Income Inequality in Australia," The Economic Record, The Economic Society of Australia, vol. 79(247), pages 412-424, December.
  45. Dahl, Christian M. & Gonzalez-Rivera, Gloria, 2003. "Testing for neglected nonlinearity in regression models based on the theory of random fields," Journal of Econometrics, Elsevier, vol. 114(1), pages 141-164, May.
  46. Dahl Christian M. & Gonzalez-Rivera Gloria, 2003. "Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(1), pages 1-35, April.
  47. Jalan, Jyotsna & Ravallion, Martin, 2003. "Estimating the Benefit Incidence of an Antipoverty Program by Propensity-Score Matching," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 19-30, January.
  48. Jalan, Jyotsna & Ravallion, Martin, 2003. "Does piped water reduce diarrhea for children in rural India?," Journal of Econometrics, Elsevier, vol. 112(1), pages 153-173, January.
  49. Selover David D. & Jensen Roderick V. & Kroll John, 2003. "Industrial Sector Mode-Locking and Business Cycle Formation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(3), pages 1-39, October.
  50. Laura Mayoral & Juan J. Dolado & Jesús Gonzalo, 2003. "Long-range dependence in Spanish political opinion poll series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 137-155.
  51. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2003. "Winter Blues: A SAD Stock Market Cycle," American Economic Review, American Economic Association, vol. 93(1), pages 324-343, March.
  52. Mark Kamstra, 2003. "Pricing firms on the basis of fundamentals," Economic Review, Federal Reserve Bank of Atlanta, vol. 88(Q1), pages 49-70.
  53. Charles J. Hadlock & Tracy Lewis, 2003. "Bargaining When Exchange Affects the Value of Future Trade," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 12(4), pages 557-589, December.
  54. Philipp Hartmann & Angela Maddaloni & Simone Manganelli, 2003. "The Euro-area Financial System: Structure, Integration, and Policy Initiatives," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 19(1), pages 180-213.
  55. Hong, Yongmiao & Lee, Tae-Hwy, 2003. "Diagnostic Checking For The Adequacy Of Nonlinear Time Series Models," Econometric Theory, Cambridge University Press, vol. 19(6), pages 1065-1121, December.
  56. Yongmiao Hong & Tae-Hwy Lee, 2003. "Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models," The Review of Economics and Statistics, MIT Press, vol. 85(4), pages 1048-1062, November.

2002

  1. Theo Eicher & Thomas Osang, 2002. "Protection for Sale: An Empirical Investigation: Comment," American Economic Review, American Economic Association, vol. 92(5), pages 1702-1710, December.
  2. Dasgupta, Indro & Osang, Thomas, 2002. "Globalization and relative wages: further evidence from U.S. manufacturing industries," International Review of Economics & Finance, Elsevier, vol. 11(1), pages 1-16, April.
  3. James E. Rauch & Vitor Trindade, 2002. "Ethnic Chinese Networks In International Trade," The Review of Economics and Statistics, MIT Press, vol. 84(1), pages 116-130, February.
  4. Andreas Blume & Douglas V. DeJong & George R. Neumann & N. E. Savin, 2002. "Learning and communication in sender-receiver games: an econometric investigation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(3), pages 225-247.
  5. Grossman, Herschel I. & Kim, Minseong, 2002. "Is a moral disposition rewarded?," Journal of Banking & Finance, Elsevier, vol. 26(9), pages 1811-1820, September.
  6. Herschel I. Grossman & Minseong Kim, 2002. "Predation, Efficiency, and Inequality," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 158(3), pages 393-407, September.
  7. Baillie, Richard T & Bollerslev, Tim, 2002. "The Message in Daily Exchange Rates: A Conditional-Variance Tale," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 60-68, January.
  8. Lars Forsberg & Tim Bollerslev, 2002. "Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 535-548.
  9. Bollerslev, Tim & Zhou, Hao, 2002. "Estimating stochastic volatility diffusion using conditional moments of integrated volatility," Journal of Econometrics, Elsevier, vol. 109(1), pages 33-65, July.
  10. Abbigail J. Chiodo & Michael T. Owyang, 2002. "Subject to revision," National Economic Trends, Federal Reserve Bank of St. Louis, issue Jun.
  11. Abbigail J. Chiodo & Michael T. Owyang, 2002. "Putting off retirement: the rise of the 401(k)," National Economic Trends, Federal Reserve Bank of St. Louis, issue Mar.
  12. Abbigail J. Chiodo & Michael T. Owyang, 2002. "For love or money: why married men make more," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 10-11.
  13. Leora Freidberg & Michael T. Owyang, 2002. "Not your father's pension plan: the rise of 401K and other defined contribution plans," Review, Federal Reserve Bank of St. Louis, vol. 84(Jan.), pages 23-34.
  14. Abbigail J. Chiodo & Michael T. Owyang, 2002. "A case study of a currency crisis: the Russian default of 1998," Review, Federal Reserve Bank of St. Louis, vol. 84(Nov), pages 7-18.
  15. Stock J.H. & Watson M.W., 2002. "Forecasting Using Principal Components From a Large Number of Predictors," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 1167-1179, December.
  16. Stock, James H & Watson, Mark W, 2002. "Macroeconomic Forecasting Using Diffusion Indexes," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 147-162, April.
  17. Mark W. Watson, 2002. "Market anticipations of monetary policy actions - commentary," Review, Federal Reserve Bank of St. Louis, vol. 84(Jul), pages 95-98.
  18. Mark W. Watson, 2002. "Assessing changes in the monetary transmission mechanism: a VAR approach : commentary," Economic Policy Review, Federal Reserve Bank of New York, vol. 8(May), pages 113-116.
  19. King, Robert G & Watson, Mark W, 2002. "System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations," Computational Economics, Springer;Society for Computational Economics, vol. 20(1-2), pages 57-86, October.
  20. Watson, M. & Power, R. & Simpson, S. & Munro, J.L., 2002. "Low cost light traps for coral reef fishery research and sustainable ornamental fisheries," Naga, The WorldFish Center, vol. 25(2), pages 4-7.
  21. Selva Demiralp & Òscar Jordà, 2002. "The announcement effect: evidence from open market desk data," Economic Policy Review, Federal Reserve Bank of New York, vol. 8(May), pages 29-48.
  22. James D. Hamilton & Oscar Jorda, 2002. "A Model of the Federal Funds Rate Target," Journal of Political Economy, University of Chicago Press, vol. 110(5), pages 1135-1167, October.
  23. Alvaro Escribano & Santiago Mira, 2002. "Nonlinear error correction models," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(5), pages 509-522, September.
  24. Marmol, Francesc & Escribano, Alvaro & Aparicio, Felipe M., 2002. "Instrumental Variable Interpretation Of Cointegration With Inference Results For Fractional Cointegration," Econometric Theory, Cambridge University Press, vol. 18(3), pages 646-672, June.
  25. Gaviria, Alejandro, 2002. "Intergenerational mobility, sibling inequality and borrowing constraints," Economics of Education Review, Elsevier, vol. 21(4), pages 331-340, August.
  26. Gaviria, Alejandro, 2002. "Assessing the effects of corruption and crime on firm performance: evidence from Latin America," Emerging Markets Review, Elsevier, vol. 3(3), pages 245-268, September.
  27. Gaviria, Alejandro & Pages, Carmen, 2002. "Patterns of crime victimization in Latin American cities," Journal of Development Economics, Elsevier, vol. 67(1), pages 181-203, February.
  28. Gaviria Alejandro, 2002. "Household Responses to Adverse Income Shocks in Latin America," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, March.
  29. Li, Qi & Wooldridge, Jeffrey M., 2002. "Semiparametric Estimation Of Partially Linear Models For Dependent Data With Generated Regressors," Econometric Theory, Cambridge University Press, vol. 18(3), pages 625-645, June.
  30. Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition, and stratification," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 1(2), pages 117-139, August.
  31. Caroline Freund & Diana Weinhold, 2002. "The Internet and International Trade in Services," American Economic Review, American Economic Association, vol. 92(2), pages 236-240, May.
  32. Diana Weinhold, 2002. "The Importance of Trade and Geography in the Pattern of Spatial Dependence of Growth Rates," Review of Development Economics, Wiley Blackwell, vol. 6(3), pages 369-382, October.
  33. Swanson, Norman R., 2002. "Comments on 'A vector error-correction forecasting model of the US economy'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 599-606, December.
  34. Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R., 2002. "Let's get "real" about using economic data," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 343-360, August.
  35. Corradi, Valentina & Swanson, Norman R., 2002. "A consistent test for nonlinear out of sample predictive accuracy," Journal of Econometrics, Elsevier, vol. 110(2), pages 353-381, October.
  36. Jörg Breitung & Norman R. Swanson, 2002. "Temporal aggregation and spurious instantaneous causality in multiple time series models," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(6), pages 651-665, November.
  37. Eric Ghysels & Norman R. Swanson & Myles Callan, 2002. "Monetary Policy Rules with Model and Data Uncertainty," Southern Economic Journal, John Wiley & Sons, vol. 69(2), pages 239-265, October.
  38. Jeffrey Grogger, 2002. "The Behavioral Effects of Welfare Time Limits," American Economic Review, American Economic Association, vol. 92(2), pages 385-389, May.
  39. Currie, Janet & Grogger, Jeffrey, 2002. "Medicaid expansions and welfare contractions: offsetting effects on prenatal care and infant health?," Journal of Health Economics, Elsevier, vol. 21(2), pages 313-335, March.
  40. Grogger, Jeffrey, 2002. "The Effects of Civil Gang Injunctions on Reported Violent Crime: Evidence from Los Angeles County," Journal of Law and Economics, University of Chicago Press, vol. 45(1), pages 69-90, April.
  41. Gabriel Pérez Quirós, 2002. "Variabilidad del crecimiento económico y la importancia de la gestión de existencias en EEUU," Boletín Económico, Banco de España, issue MAY, pages 71-78, Mayo.
  42. Stephen G. Cecchetti & Margaret M. McConnell & Gabriel Perez–Quiros, 2002. "Policymakers’ Revealed Preferences and the Output–Inflation Variability Trade–off: Implications for the European System of Central Banks," Manchester School, University of Manchester, vol. 70(4), pages 596-618, June.
  43. James A. Kahn & Margaret M. McConnell & Gabriel Perez-Quiros, 2002. "On the causes of the increased stability of the U.S. economy," Economic Policy Review, Federal Reserve Bank of New York, vol. 8(May), pages 183-202.
  44. Maximo Camacho & Gabriel Perez-Quiros, 2002. "This is what the leading indicators lead," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(1), pages 61-80.
  45. Zauner, Klaus G., 2002. "The existence of equilibrium in games with randomly perturbed payoffs and applications to experimental economics," Mathematical Social Sciences, Elsevier, vol. 44(1), pages 115-120, September.
  46. Hamilton, James D & Kim, Dong Heon, 2002. "A Reexamination of the Predictability of Economic Activity Using the Yield Spread," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(2), pages 340-360, May.
  47. Uesugi, Iichiro, 2002. "Measuring the Liquidity Effect: The Case of Japan," Journal of the Japanese and International Economies, Elsevier, vol. 16(3), pages 289-316, September.
  48. Patricia A. Champ & Nicholas E. Flores & Thomas C. Brown & PJames Chivers, 2002. "Contingent Valuation and Incentives," Land Economics, University of Wisconsin Press, vol. 78(4), pages 591-604.
  49. Flores, Nicholas E., 2002. "Non-paternalistic altruism and welfare economics," Journal of Public Economics, Elsevier, vol. 83(2), pages 293-305, February.
  50. James Chivers & Nicholas E. Flores, 2002. "Market Failure in Information: The National Flood Insurance Program," Land Economics, University of Wisconsin Press, vol. 78(4), pages 515-521.
  51. Nicholas E. Flores & Jennifer Thacher, 2002. "Money, Who Needs It? Natural Resource Damage Assessment," Contemporary Economic Policy, Western Economic Association International, vol. 20(2), pages 171-178, April.
  52. Lucio Picci, 2002. "Le opere pubbliche dall’Unità d’Italia: l’informazione statistica," Rivista di Politica Economica, SIPI Spa, vol. 92(3), pages 29-82, May-June.
  53. Vahid, Farshid & Issler, Joao Victor, 2002. "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," Journal of Econometrics, Elsevier, vol. 109(2), pages 341-363, August.
  54. Kozicki, Sharon & Tinsley, P. A., 2002. "Dynamic specifications in optimizing trend-deviation macro models," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1585-1611, August.
  55. Kozicki, Sharon, 2002. "Comments on 'Forecasting with a real-time data set for macroeconomists'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 541-557, December.
  56. Hahn Shik Lee & Eric Ghysels & William R. Bell, 2002. "Seasonal Time Series and Autocorrelation Function Estimation," Manchester School, University of Manchester, vol. 70(5), pages 651-665, September.
  57. Anderson, Heather M. & Ramsey, James B., 2002. "U.S. and Canadian industrial production indices as coupled oscillators," Journal of Economic Dynamics and Control, Elsevier, vol. 26(1), pages 33-67, January.
  58. Selin Sayek & David D. Selover, 2002. "International Interdependence and Business Cycle Transmission between Turkey and the European Union," Southern Economic Journal, John Wiley & Sons, vol. 69(2), pages 206-238, October.
  59. Jesús Gonzalo & Jean‐Yves Pitarakis, 2002. "Lag length estimation in large dimensional systems," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(4), pages 401-423, July.
  60. Juan J. Dolado & Jesus Gonzalo & Laura Mayoral, 2002. "A Fractional Dickey-Fuller Test for Unit Roots," Econometrica, Econometric Society, vol. 70(5), pages 1963-2006, September.
  61. Gonzalo, Jesus & Pitarakis, Jean-Yves, 2002. "Estimation and model selection based inference in single and multiple threshold models," Journal of Econometrics, Elsevier, vol. 110(2), pages 319-352, October.
  62. Neilson, William S. & Winter, Harold, 2002. "A verification of the expected utility calibration theorem," Economics Letters, Elsevier, vol. 74(3), pages 347-351, February.
  63. Neilson, William S & Stowe, Jill, 2002. "A Further Examination of Cumulative Prospect Theory Parameterizations," Journal of Risk and Uncertainty, Springer, vol. 24(1), pages 31-46, January.
  64. Neilson, William S, 2002. "Comparative Risk Sensitivity with Reference-Dependent Preferences," Journal of Risk and Uncertainty, Springer, vol. 24(2), pages 131-142, March.
  65. Lin, Jeffrey, 2002. "Gentrification and Transit in Northwest Chicago," Journal of the Transportation Research Forum, Transportation Research Forum, vol. 41(4).
  66. Bruno Cassiman & Reinhilde Veugelers, 2002. "R&D Cooperation and Spillovers: Some Empirical Evidence from Belgium," American Economic Review, American Economic Association, vol. 92(4), pages 1169-1184, September.
  67. Cassiman, Bruno & Perez-Castrillo, David & Veugelers, Reinhilde, 2002. "Endogenizing know-how flows through the nature of R&D investments," International Journal of Industrial Organization, Elsevier, vol. 20(6), pages 775-799, June.
  68. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2002. "Losing Sleep at the Market: The Daylight Saving Anomaly: Reply," American Economic Review, American Economic Association, vol. 92(4), pages 1257-1263, September.
  69. Costa-Gomes, Miguel A., 2002. "A Suggested Interpretation of Some Experimental Results on Preplay Communication," Journal of Economic Theory, Elsevier, vol. 104(1), pages 104-136, May.
  70. Tracy R. Lewis & Huseyin Yildirim, 2002. "Managing Dynamic Competition," American Economic Review, American Economic Association, vol. 92(4), pages 779-797, September.
  71. Tracy R. Lewis & Huseyin Yildirim, 2002. "Learning by Doing and Dynamic Regulation," RAND Journal of Economics, The RAND Corporation, vol. 33(1), pages 22-36, Spring.
  72. Makoto Shimoji, 2002. "On forward induction in money-burning games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 19(3), pages 637-648.
  73. Lee, Tae-Hwy & Saltoglu, Burak, 2002. "Assessing the risk forecasts for Japanese stock market," Japan and the World Economy, Elsevier, vol. 14(1), pages 63-85, January.

2001

  1. Cabrales, Antonio & Motta, Massimo, 2001. "Country asymmetries, endogenous product choice and the timing of trade liberalization," European Economic Review, Elsevier, vol. 45(1), pages 87-107, January.
  2. Blume, Andreas & DeJong, Douglas V. & Kim, Yong-Gwan & Sprinkle, Geoffrey B., 2001. "Evolution of Communication with Partial Common Interest," Games and Economic Behavior, Elsevier, vol. 37(1), pages 79-120, October.
  3. R. F. Engle & A. J. Patton, 2001. "What good is a volatility model?," Quantitative Finance, Taylor & Francis Journals, vol. 1(2), pages 237-245.
  4. Tim Bollerslev & Jonathan H. Wright, 2001. "High-Frequency Data, Frequency Domain Inference, And Volatility Forecasting," The Review of Economics and Statistics, MIT Press, vol. 83(4), pages 596-602, November.
  5. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Ebens, Heiko, 2001. "The distribution of realized stock return volatility," Journal of Financial Economics, Elsevier, vol. 61(1), pages 43-76, July.
  6. Bollerslev, Tim, 2001. "Financial econometrics: Past developments and future challenges," Journal of Econometrics, Elsevier, vol. 100(1), pages 41-51, January.
  7. Andersen T. G & Bollerslev T. & Diebold F. X & Labys P., 2001. "The Distribution of Realized Exchange Rate Volatility," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 42-55, March.
  8. Torben G. Andersen & Tim Bollerslev & Ashish Das, 2001. "Variance‐ratio Statistics and High‐frequency Data: Testing for Changes in Intraday Volatility Patterns," Journal of Finance, American Finance Association, vol. 56(1), pages 305-327, February.
  9. Michael T. Owyang, 2001. "The long and the short of the federal funds target cuts," Monetary Trends, Federal Reserve Bank of St. Louis, issue Sep.
  10. Michael T. Owyang, 2001. "The baby-boom boom," National Economic Trends, Federal Reserve Bank of St. Louis, issue Mar.
  11. Abbigail J. Chiodo & Michael T. Owyang, 2001. "Low unemployment: old dogs or new tricks?," The Regional Economist, Federal Reserve Bank of St. Louis, issue Oct, pages 10-11.
  12. Michael T. Owyang, 2001. "Persistence, excess volatility, and volatility clusters in inflation," Review, Federal Reserve Bank of St. Louis, vol. 83(Nov.), pages 41-52.
  13. James H. Stock & Mark W. Watson, 2001. "Vector Autoregressions," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 101-115, Fall.
  14. Kevin D. Hoover & Òscar Jordà, 2001. "Measuring systematic monetary policy," Review, Federal Reserve Bank of St. Louis, vol. 83(Jul), pages 113-144.
  15. Álvaro Escribano & Oscar Jordá, 2001. "Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models," Spanish Economic Review, Springer;Spanish Economic Association, vol. 3(3), pages 193-209.
  16. Dahan, Momi & Gaviria, Alejandro, 2001. "Sibling Correlations and Intergenerational Mobility in Latin America," Economic Development and Cultural Change, University of Chicago Press, vol. 49(3), pages 537-554, April.
  17. Alejandro Gaviria & Steven Raphael, 2001. "School-Based Peer Effects And Juvenile Behavior," The Review of Economics and Statistics, MIT Press, vol. 83(2), pages 257-268, May.
  18. Alejandro Gaviria, 2001. "History Dependence in the Economy. A review of the Literature," Revista de Economía del Rosario, Universidad del Rosario, June.
  19. Alejandro Gaviria Uribe, 2001. "Endogenous institutions: the importance of history," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 54, pages 133-148, Enero Jun.
  20. Jere R. Behrman & Alejandro Gaviria & Miguel Székely, 2001. "Intergenerational Mobility in Latin America," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2001), pages 1-44, August.
  21. Alejandro Gaviria Uribe, 2001. "¿Quiénes soportan la carga del crimen en Colombia?," Coyuntura Económica, Fedesarrollo, June.
  22. Jeffrey M. Wooldridge, 2001. "Applications of Generalized Method of Moments Estimation," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 87-100, Fall.
  23. Wooldridge, Jeffrey M., 2001. "Asymptotic Properties Of Weighted M-Estimators For Standard Stratified Samples," Econometric Theory, Cambridge University Press, vol. 17(2), pages 451-470, April.
  24. Diana Weinhold & Eustaquio J. Reis, 2001. "Model Evaluation and Causality Testing in Short Panels: The Case of Infrastructure Provision and Population Growth in the Brazilian Amazon," Journal of Regional Science, Wiley Blackwell, vol. 41(4), pages 639-657, November.
  25. Usha Nair‐Reichert & Diana Weinhold, 2001. "Causality Tests for Cross‐Country Panels: a New Look at FDI and Economic Growth in Developing Countries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 63(2), pages 153-171, May.
  26. Swanson, Norman R & Zeng, Tian, 2001. "Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(6), pages 425-440, September.
  27. Kocagil, Ahmet E. & Swanson, Norman R. & Zeng, Tian, 2001. "A new definition for time-dependent price mean reversion in commodity markets," Economics Letters, Elsevier, vol. 71(1), pages 9-16, April.
  28. Corradi, Valentina & Swanson, Norman R. & Olivetti, Claudia, 2001. "Predictive ability with cointegrated variables," Journal of Econometrics, Elsevier, vol. 104(2), pages 315-358, September.
  29. John C. Chao & Valentina Corradi & Norman R. Swanson, 2001. "Data Transformation and Forecasting in Models with Unit Roots and Cointegration," Annals of Economics and Finance, Society for AEF, vol. 2(1), pages 59-76, May.
  30. Chao, John & Corradi, Valentina & Swanson, Norman R., 2001. "Out-Of-Sample Tests For Granger Causality," Macroeconomic Dynamics, Cambridge University Press, vol. 5(4), pages 598-620, September.
  31. Jeff Grogger & Stephen G. Bronars, 2001. "The Effect of Welfare Payments on the Marriage and Fertility Behavior of Unwed Mothers: Results from a Twins Experiment," Journal of Political Economy, University of Chicago Press, vol. 109(3), pages 529-545, June.
  32. Perez-Quiros, Gabriel & Timmermann, Allan, 2001. "Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 259-306, July.
  33. Gaspar, Vitor & Perez-Quiros, Gabriel & Sicilia, Jorge, 2001. "The ECB Monetary Policy Strategy and the Money Market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(4), pages 325-342, October.
  34. Costa-Gomes, Miguel & Zauner, Klaus G., 2001. "Ultimatum Bargaining Behavior in Israel, Japan, Slovenia, and the United States: A Social Utility Analysis," Games and Economic Behavior, Elsevier, vol. 34(2), pages 238-269, February.
  35. Richard Carson & Nicholas Flores & Norman Meade, 2001. "Contingent Valuation: Controversies and Evidence," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 19(2), pages 173-210, June.
  36. Kiel, Katherine & Zabel, Jeffrey, 2001. "Estimating the Economic Benefits of Cleaning Up Superfund Sites: The Case of Woburn, Massachusetts," The Journal of Real Estate Finance and Economics, Springer, vol. 22(2-3), pages 163-184, March-May.
  37. Picci, Lucio, 2001. "Explaining Long- and Short-Run Interactions in Time Series Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(1), pages 85-94, January.
  38. Issler, Joao Victor & Vahid, Farshid, 2001. "Common cycles and the importance of transitory shocks to macroeconomic aggregates," Journal of Monetary Economics, Elsevier, vol. 47(3), pages 449-475, June.
  39. Heather M. Anderson & Farshid Vahid, 2001. "Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices," Australian Economic Papers, Wiley Blackwell, vol. 40(4), pages 541-566, December.
  40. Anderson, Heather M. & Vahid, Farshid, 2001. "Predicting The Probability Of A Recession With Nonlinear Autoregressive Leading-Indicator Models," Macroeconomic Dynamics, Cambridge University Press, vol. 5(4), pages 482-505, September.
  41. Sarin, Rajiv & Vahid, Farshid, 2001. "Predicting How People Play Games: A Simple Dynamic Model of Choice," Games and Economic Behavior, Elsevier, vol. 34(1), pages 104-122, January.
  42. Kozicki, Sharon & Tinsley, P. A., 2001. "Term structure views of monetary policy under alternative models of agent expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 25(1-2), pages 149-184, January.
  43. Kozicki, Sharon & Tinsley, P. A., 2001. "Shifting endpoints in the term structure of interest rates," Journal of Monetary Economics, Elsevier, vol. 47(3), pages 613-652, June.
  44. Sharon Kozicki, 2001. "Why do central banks monitor so many inflation indicators?," Economic Review, Federal Reserve Bank of Kansas City, vol. 86(Q III), pages 5-42.
  45. Gloria González-Rivera & Steven M. Helfand, 2001. "The Extent, Pattern, and Degree of Market Integration: A Multivariate Approach for the Brazilian Rice Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 83(3), pages 576-592.
  46. Jalan, Jyotsna & Ravallion, Martin, 2001. "Behavioral responses to risk in rural China," Journal of Development Economics, Elsevier, vol. 66(1), pages 23-49, October.
  47. Gonzalo, Jesus & Ng, Serena, 2001. "A systematic framework for analyzing the dynamic effects of permanent and transitory shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 25(10), pages 1527-1546, October.
  48. Liu, Tung & Li, Kui-Wai, 2001. "Impact of liberalization of financial resources in China's economic growth: evidence from provinces," Journal of Asian Economics, Elsevier, vol. 12(2), pages 245-262.
  49. William Neilson, 2001. "Calibration results for rank-dependent expected utility," Economics Bulletin, AccessEcon, vol. 4(10), pages 1-5.
  50. Geum Soo Kim & William S. Neilson, 2001. "The Objective of an Environmental Regulatory Agency," Korean Economic Review, Korean Economic Association, vol. 17, pages 393-400.
  51. William S. Neilson & Geum Soo Kim, 2001. "A Standard‐Setting Agency and Environmental Enforcement," Southern Economic Journal, John Wiley & Sons, vol. 67(3), pages 757-763, January.
  52. Kamstra, Mark & Kennedy, Peter & Suan, Teck-Kin, 2001. "Combining Bond Rating Forecasts Using Logit," The Financial Review, Eastern Finance Association, vol. 36(2), pages 75-96, May.
  53. Costa-Gomes, Miguel & Crawford, Vincent P & Broseta, Bruno, 2001. "Cognition and Behavior in Normal-Form Games: An Experimental Study," Econometrica, Econometric Society, vol. 69(5), pages 1193-1235, September.
  54. Tracy R. Lewis & David E. M. Sappington, 2001. "How Liable Should a Lender Be? The Case of Judgment-Proof Firms and Environmental Risk: Comment," American Economic Review, American Economic Association, vol. 91(3), pages 724-730, June.
  55. Lee Tae-Hwy, 2001. "Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(4), pages 1-15, January.

2000

  1. Cabrales, Antonio & Garcia-Fontes, Walter & Motta, Massimo, 2000. "Risk dominance selects the leader: An experimental analysis," International Journal of Industrial Organization, Elsevier, vol. 18(1), pages 137-162, January.
  2. Cabrales, Antonio, 2000. "Stochastic Replicator Dynamics," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 41(2), pages 451-481, May.
  3. Antonio Cabrales & Giovanni Ponti, 2000. "Implementation, Elimination of Weakly Dominated Strategies and Evolutionary Dynamics," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(2), pages 247-282, April.
  4. Arize, Augustine C & Osang, Thomas & Slottje, Daniel J, 2000. "Exchange-Rate Volatility and Foreign Trade: Evidence from Thirteen LDC's," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(1), pages 10-17, January.
  5. Osang, Thomas & Turnovsky, Stephen J., 2000. "Differential tariffs, growth, and welfare in a small open economy," Journal of Development Economics, Elsevier, vol. 62(2), pages 315-342, August.
  6. Blume, Andreas & Gneezy, Uri, 2000. "An Experimental Investigation of Optimal Learning in Coordination Games," Journal of Economic Theory, Elsevier, vol. 90(1), pages 161-172, January.
  7. Blume, Andreas, 2000. "Coordination and Learning with a Partial Language," Journal of Economic Theory, Elsevier, vol. 95(1), pages 1-36, November.
  8. Grossman, Herschel I. & Kim, Minseong, 2000. "Predators, moral decay, and moral revivals," European Journal of Political Economy, Elsevier, vol. 16(2), pages 173-187, June.
  9. Kearney, Colm & Patton, Andrew J, 2000. "Multivariate GARCH Modeling of Exchange Rate Volatility Transmission in the European Monetary System," The Financial Review, Eastern Finance Association, vol. 35(1), pages 29-48, February.
  10. Baillie, Richard T. & Bollerslev, Tim, 2000. "The forward premium anomaly is not as bad as you think," Journal of International Money and Finance, Elsevier, vol. 19(4), pages 471-488, August.
  11. Andersen, Torben G. & Bollerslev, Tim & Cai, Jun, 2000. "Intraday and interday volatility in the Japanese stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(2), pages 107-130, June.
  12. Bollerslev, Tim & Wright, Jonathan H., 2000. "Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data," Journal of Econometrics, Elsevier, vol. 98(1), pages 81-106, September.
  13. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2000. "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," Multinational Finance Journal, Multinational Finance Journal, vol. 4(3-4), pages 159-179, September.
  14. Francisco Covas & J.M.C. Santos Silva, 2000. "A modified hurdle model for completed fertility," Journal of Population Economics, Springer;European Society for Population Economics, vol. 13(2), pages 173-188.
  15. Mark W. Watson, 2000. "Recent changes in trend and cycle, remarks," Proceedings, Federal Reserve Bank of San Francisco.
  16. Miguel A. Arranz & Alvaro Escribano, 2000. "Cointegration Testing Under Structural Breaks: A Robust Extended Error Correction Model," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(1), pages 23-52, February.
  17. Gaviria, Alejandro, 2000. "Increasing returns and the evolution of violent crime: the case of Colombia," Journal of Development Economics, Elsevier, vol. 61(1), pages 1-25, February.
  18. Alejandro Gaviria, 2000. "Are Technological Innovations Contagious? Evidence From Sport Records," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 9(1), pages 53-70.
  19. Alejandro Gaviria, 2000. "Is soccer dying? A time series approach," Applied Economics Letters, Taylor & Francis Journals, vol. 7(4), pages 275-278.
  20. Qi Li & Jeffrey Wooldridge, 2000. "Estimating Semiparametric Econometrics Models by Local Linear Method: With an Application to Cross-Country Growth," Annals of Economics and Finance, Society for AEF, vol. 1(2), pages 337-357, November.
  21. Wooldridge, Jeffrey M., 2000. "A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables," Economics Letters, Elsevier, vol. 68(3), pages 245-250, September.
  22. Tim Allen & Diana Weinhold, 2000. "Dropping the debt for the new millennium: is it such a good idea?," Journal of International Development, John Wiley & Sons, Ltd., vol. 12(6), pages 857-875.
  23. Bierens, Herman J. & Swanson, Norman R., 2000. "The econometric consequences of the ceteris paribus condition in economic theory," Journal of Econometrics, Elsevier, vol. 95(2), pages 223-253, April.
  24. Corradi, Valentina & Swanson, Norman R. & White, Halbert, 2000. "Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes," Journal of Econometrics, Elsevier, vol. 96(1), pages 39-73, May.
  25. Chao, John C. & Swanson, Norman R., 2000. "Tests Of Nonnested Hypotheses In Nonstationary Regressions With An Application To Modeling Industrial Production," Macroeconomic Dynamics, Cambridge University Press, vol. 4(1), pages 42-72, March.
  26. Jeff Grogger & Michael Willis, 2000. "The Emergence Of Crack Cocaine And The Rise In Urban Crime Rates," The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 519-529, November.
  27. Gabriel Perez-Quiros & Margaret M. McConnell, 2000. "Output Fluctuations in the United States: What Has Changed since the Early 1980's?," American Economic Review, American Economic Association, vol. 90(5), pages 1464-1476, December.
  28. Gabriel Perez‐Quiros & Allan Timmermann, 2000. "Firm Size and Cyclical Variations in Stock Returns," Journal of Finance, American Finance Association, vol. 55(3), pages 1229-1262, June.
  29. Jeffrey E. Zabel & Katherine A. Kiel, 2000. "Estimating the Demand for Air Quality in Four U.S. Cities," Land Economics, University of Wisconsin Press, vol. 76(2), pages 174-194.
  30. Alfonso Dufour & Robert F. Engle, 2000. "Time and the Price Impact of a Trade," Journal of Finance, American Finance Association, vol. 55(6), pages 2467-2498, December.
  31. Orazio P. Attanasio & Lucio Picci & Antonello E. Scorcu, 2000. "Saving, Growth, and Investment: A Macroeconomic Analysis Using a Panel of Countries," The Review of Economics and Statistics, MIT Press, vol. 82(2), pages 182-211, May.
  32. Issler, Joao Victor & Lima, Luiz Renato, 2000. "Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-1992," Journal of Development Economics, Elsevier, vol. 62(1), pages 131-147, June.
  33. Issler, João Victor & Piqueira, Natalia Scotto, 2000. "Estimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility Function," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 20(2), November.
  34. Arai, Yoichi & Yamamoto, Taku, 2000. "Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems," Economics Letters, Elsevier, vol. 67(3), pages 261-271, June.
  35. Ravallion, Martin & Heil, Mark & Jalan, Jyotsna, 2000. "Carbon Emissions and Income Inequality," Oxford Economic Papers, Oxford University Press, vol. 52(4), pages 651-669, October.
  36. Jyotsna Jalan & Martin Ravallion, 2000. "Is transient poverty different? Evidence for rural China," Journal of Development Studies, Taylor & Francis Journals, vol. 36(6), pages 82-99.
  37. Jesus Gonzalo & Tae-Hwy Lee, 2000. "On the robustness of cointegration tests when series are fractionally intergrated," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(7), pages 821-827.
  38. Neilson, William S. & Winter, Harold, 2000. "Bias and the economics of jury selection," International Review of Law and Economics, Elsevier, vol. 20(2), pages 223-250, June.
  39. Cassiman, Bruno, 2000. "Research joint ventures and optimal R&D policy with asymmetric information," International Journal of Industrial Organization, Elsevier, vol. 18(2), pages 283-314, February.
  40. Lisa A. Kramer & Mark J. Kamstra & Maurice D. Levi, 2000. "Losing Sleep at the Market: The Daylight Saving Anomaly," American Economic Review, American Economic Association, vol. 90(4), pages 1005-1011, September.
  41. David E. M. Sappington & Tracy R. Lewis, 2000. "Motivating Wealth-Constrained Actors," American Economic Review, American Economic Association, vol. 90(4), pages 944-960, September.
  42. Marcel Boyer & Tracy R. Lewis & Wei Lin Liu, 2000. "Setting standards for credible compliance and law enforcement," Canadian Journal of Economics, Canadian Economics Association, vol. 33(2), pages 319-340, May.
  43. Lewis, Tracy R & Sappington, David E M, 2000. "Contracting with Wealth-Constrained Agents," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 41(3), pages 743-767, August.

1999

  1. Cabrales, Antonio, 1999. "Adaptive Dynamics and the Implementation Problem with Complete Information," Journal of Economic Theory, Elsevier, vol. 86(2), pages 159-184, June.
  2. Bollerslev, Tim & Jubinski, Dan, 1999. "Equity Trading Volume and Volatility: Latent Information Arrivals and Common Long-Run Dependencies," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(1), pages 9-21, January.
  3. Bollerslev, Tim & Ole Mikkelsen, Hans, 1999. "Long-term equity anticipation securities and stock market volatility dynamics," Journal of Econometrics, Elsevier, vol. 92(1), pages 75-99, September.
  4. Andersen, Torben G. & Bollerslev, Tim & Lange, Steve, 1999. "Forecasting financial market volatility: Sample frequency vis-a-vis forecast horizon," Journal of Empirical Finance, Elsevier, vol. 6(5), pages 457-477, December.
  5. Jorgenson, Dale W & Watson, Mark W, 1999. "Special Section on Consumer Price Research: Introduction," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(2), pages 137-140, April.
  6. Stock, James H. & Watson, Mark W., 1999. "Forecasting inflation," Journal of Monetary Economics, Elsevier, vol. 44(2), pages 293-335, October.
  7. Mark W. Watson, 1999. "Explaining the increased variability in long-term interest rates," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 71-96.
  8. Yeung Lewis Chan & James H. Stock & Mark W. Watson, 1999. "A dynamic factor model framework for forecast combination," Spanish Economic Review, Springer;Spanish Economic Association, vol. 1(2), pages 91-121.
  9. Jorda, Oscar, 1999. "Random-Time Aggregation in Partial Adjustment Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(3), pages 382-395, July.
  10. Álvaro Escribano, 1999. "Predicción y análisis de funciones de exportación e importación en España," Investigaciones Economicas, Fundación SEPI, vol. 23(1), pages 55-94, January.
  11. Jeffrey M. Wooldridge, 1999. "Asymptotic Properties of Weighted M-Estimators for Variable Probability Samples," Econometrica, Econometric Society, vol. 67(6), pages 1385-1406, November.
  12. Wooldridge, Jeffrey M., 1999. "Distribution-free estimation of some nonlinear panel data models," Journal of Econometrics, Elsevier, vol. 90(1), pages 77-97, May.
  13. So Im, Kyung & Ahn, Seung C. & Schmidt, Peter & Wooldridge, Jeffrey M., 1999. "Efficient estimation of panel data models with strictly exogenous explanatory variables," Journal of Econometrics, Elsevier, vol. 93(1), pages 177-201, November.
  14. James E. Rauch & Diana Weinhold, 1999. "Openness, Specialization, and Productivity Growth in Less Developed Countries," Canadian Journal of Economics, Canadian Economics Association, vol. 32(4), pages 1009-1027, August.
  15. Weinhold, Diana, 1999. "Estimating the loss of agricultural productivity in the Amazon," Ecological Economics, Elsevier, vol. 31(1), pages 63-76, October.
  16. N. R. Swanson, 1999. "Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 53(1), pages 76-95, March.
  17. Margaret M. McConnell & Patricia C. Mosser & Gabriel Perez-Quiros, 1999. "A decomposition of the increased stability of GDP growth," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 5(Aug).
  18. Zauner, Klaus G., 1999. "A Payoff Uncertainty Explanation of Results in Experimental Centipede Games," Games and Economic Behavior, Elsevier, vol. 26(1), pages 157-185, January.
  19. Flores, Nicholas E., 1999. "The Everglades: An Enviromental History. By David McCalley. Gainseville: University of Florida Press, 1999. Pp. xxii, 215. $39.95," The Journal of Economic History, Cambridge University Press, vol. 59(4), pages 1112-1114, December.
  20. Katherine A. Kiel & Jeffrey E. Zabel, 1999. "The Accuracy of Owner‐Provided House Values: The 1978–1991 American Housing Survey," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 27(2), pages 263-298, June.
  21. Lucio Picci, 1999. "Productivity and Infrastructure in the Italian Regions," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 58(3-4), pages 329-353, December.
  22. Issler, João Victor, 1999. "Estimating and Forecasting the Volatility of Brazilian Finance Series Using ARCH Models," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 19(1), May.
  23. Sarin, Rajiv & Vahid, Farshid, 1999. "Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice," Games and Economic Behavior, Elsevier, vol. 28(2), pages 294-309, August.
  24. Kozicki, Sharon, 1999. "Multivariate detrending under common trend restrictions: Implications for business cycle research," Journal of Economic Dynamics and Control, Elsevier, vol. 23(7), pages 997-1028, June.
  25. Kozicki, Sharon & Tinsley, P. A., 1999. "Vector rational error correction," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1299-1327, September.
  26. Sharon Kozicki, 1999. "How useful are Taylor rules for monetary policy?," Economic Review, Federal Reserve Bank of Kansas City, vol. 84(Q II), pages 5-33.
  27. Gonzalez-Rivera, Gloria & Drost, Feike C., 1999. "Efficiency comparisons of maximum-likelihood-based estimators in GARCH models," Journal of Econometrics, Elsevier, vol. 93(1), pages 93-111, November.
  28. Jalan, Jyotsna & Ravallion, Martin, 1999. "Are the poor less well insured? Evidence on vulnerability to income risk in rural China," Journal of Development Economics, Elsevier, vol. 58(1), pages 61-81, February.
  29. Jyotsna Jalan & Martin Ravallion, 1999. "China's Lagging Poor Areas," American Economic Review, American Economic Association, vol. 89(2), pages 301-305, May.
  30. Heather Anderson, 1999. "Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis?," Journal of Economic Methodology, Taylor & Francis Journals, vol. 6(1), pages 31-59.
  31. Selover, David D. & Jensen, Roderick V., 1999. "'Mode-locking' and international business cycle transmission," Journal of Economic Dynamics and Control, Elsevier, vol. 23(4), pages 591-618, February.
  32. Selover, David D., 1999. "International Interdependence and Business Cycle Transmission in ASEAN," Journal of the Japanese and International Economies, Elsevier, vol. 13(3), pages 230-253, September.
  33. Tung Liu & Courtenay C. Stone, 1999. "A Critique of One-Tailed Hypothesis Test Procedures in Business and Economics Statistics Textbooks," The Journal of Economic Education, Taylor & Francis Journals, vol. 30(1), pages 59-63, January.
  34. Neilson, William S., 1999. "The economics of favors," Journal of Economic Behavior & Organization, Elsevier, vol. 39(4), pages 387-397, July.
  35. Ho-Chyuan Chen & William Neilson, 1999. "Pure-strategy Equilibria with Non-expected Utility Players," Theory and Decision, Springer, vol. 46(2), pages 201-212, April.
  36. Patrick Greenlee & Bruno Cassiman, 1999. "Product market objectives and the formation of research joint ventures," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 20(3), pages 115-130.
  37. Veugelers, Reinhilde & Cassiman, Bruno, 1999. "Make and buy in innovation strategies: evidence from Belgian manufacturing firms," Research Policy, Elsevier, vol. 28(1), pages 63-80, January.
  38. Costa-Gomes, Miguel & Tavares, José, 1999. "Democracy and business cycles: Evidence from portuguese economic history," European Review of Economic History, Cambridge University Press, vol. 3(3), pages 295-321, December.
  39. David E. M. Sappington & Tracy R. Lewis, 1999. "Using Subjective Risk Adjusting to Prevent Patient Dumping in the Health Care Industry," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 8(3), pages 351-382, September.
  40. Lewis, Tracy R. & Sappington, David E. M., 1999. "Access pricing with unregulated downstream competition," Information Economics and Policy, Elsevier, vol. 11(1), pages 73-100, March.
  41. Lewis, Tracy R. & Sappington, David E. M., 1999. "Using decoupling and deep pockets to mitigate judgment-proof problems1," International Review of Law and Economics, Elsevier, vol. 19(2), pages 275-293, June.
  42. Clive Granger & Tae-Hwy Lee, 1999. "The effect of aggregation on nonlinearity," Econometric Reviews, Taylor & Francis Journals, vol. 18(3), pages 259-269.

1998

  1. Blume, Andreas, et al, 1998. "Experimental Evidence on the Evolution of Meaning of Messages in Sender-Receiver Games," American Economic Review, American Economic Association, vol. 88(5), pages 1323-1340, December.
  2. Andreas Blume, 1998. "Contract Renegotiation with Time‐Varying Valuations," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 7(3), pages 397-433, September.
  3. Blume, Andreas, 1998. "Communication, Risk, and Efficiency in Games," Games and Economic Behavior, Elsevier, vol. 22(2), pages 171-202, February.
  4. Andersen, Torben G & Bollerslev, Tim, 1998. "Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 885-905, November.
  5. T. G. Andersen & T. Bollerslev, 1998. "Towards a unified framework for high and low frequency return volatility modeling," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 52(3), pages 273-302, November.
  6. King, Robert G & Watson, Mark W, 1998. "The Solution of Singular Linear Difference Systems under Rational Expectations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1015-1026, November.
  7. Aparicio F. M. & Escribano A., 1998. "Information-Theoretic Analysis of Serial Dependence and Cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(3), pages 1-24, October.
  8. Fraile, Pedro & Escribano, Alvaro, 1998. "The Spanish 1898 Disaster: The Drift towards Natonal-Protectionism," Revista de Historia Económica / Journal of Iberian and Latin American Economic History, Cambridge University Press, vol. 16(1), pages 265-290, March.
  9. Escribano, Alvaro & Pfann, Gerard A., 1998. "Non-linear error correction, asymmetric adjustment and cointegration," Economic Modelling, Elsevier, vol. 15(2), pages 197-216, April.
  10. Horowitz, Andrew W. & Weinhold, Diana, 1998. "Household characteristics and income inequality during inflationary periods: Recent evidence from Suriname," World Development, Elsevier, vol. 26(2), pages 297-306, February.
  11. Swanson, Norman R., 1998. "Money and output viewed through a rolling window," Journal of Monetary Economics, Elsevier, vol. 41(3), pages 455-474, May.
  12. Norman Swanson, 1998. "Book reviews," Econometric Reviews, Taylor & Francis Journals, vol. 17(2), pages 221-225.
  13. Zeng Tian & Swanson Norman R., 1998. "Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(4), pages 1-21, January.
  14. Grogger, Jeff, 1998. "Market Wages and Youth Crime," Journal of Labor Economics, University of Chicago Press, vol. 16(4), pages 756-791, October.
  15. Carson, Richard & Flores, Nicholas E. & Hanemann, W. Michael, 1998. "Sequencing and Valuing Public Goods," Journal of Environmental Economics and Management, Elsevier, vol. 36(3), pages 314-323, November.
  16. Issler, João Victor & Ferreira, Pedro Cavalcanti, 1998. "Time-Series Properties and Empirical Evidence of Growth and Infrastructure," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 18(1), May.
  17. Anderson, Heather M. & Vahid, Farshid, 1998. "On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity," Economics Letters, Elsevier, vol. 60(3), pages 291-296, September.
  18. Anderson, Heather M. & Vahid, Farshid, 1998. "Testing multiple equation systems for common nonlinear components," Journal of Econometrics, Elsevier, vol. 84(1), pages 1-36, May.
  19. Kozicki, Sharon & Tinsley, P A, 1998. "Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts," Computational Economics, Springer;Society for Computational Economics, vol. 11(1-2), pages 21-40, April.
  20. Gonzalez-Rivera, Gloria, 1998. "Dynamic asset pricing and statistical properties of risk," Journal of Economics and Business, Elsevier, vol. 50(5), pages 461-470, September.
  21. González-Rivera Gloria, 1998. "Smooth-Transition GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(2), pages 1-20, July.
  22. Jalan, Jyotsna & Ravallion, Martin, 1998. "Are there dynamic gains from a poor-area development program?," Journal of Public Economics, Elsevier, vol. 67(1), pages 65-85, January.
  23. Jalan, Jyotsna & Ravallion, Martin, 1998. "Transient Poverty in Postreform Rural China," Journal of Comparative Economics, Elsevier, vol. 26(2), pages 338-357, June.
  24. Gonzalo, Jesus & Pitarakis, Jean-Yves, 1998. "Specification via model selection in vector error correction models," Economics Letters, Elsevier, vol. 60(3), pages 321-328, September.
  25. Gonzalo, Jesus & Lee, Tae-Hwy, 1998. "Pitfalls in testing for long run relationships," Journal of Econometrics, Elsevier, vol. 86(1), pages 129-154, June.
  26. Gonzalo, Jesus & Pitarakis, Jean-Yves, 1998. "On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(1), pages 71-88, February.
  27. Neilson, William S, 1998. "Reference Wealth Effects in Sequential Choice," Journal of Risk and Uncertainty, Springer, vol. 17(1), pages 27-47, October.
  28. Neilson, William S, 1998. "Optimal Punishment Schemes with State-Dependent Preferences," Economic Inquiry, Western Economic Association International, vol. 36(2), pages 266-271, April.
  29. Kamstra, Mark & Kennedy, Peter, 1998. "Combining qualitative forecasts using logit," International Journal of Forecasting, Elsevier, vol. 14(1), pages 83-93, March.
  30. Shimoji, Makoto & Watson, Joel, 1998. "Conditional Dominance, Rationalizability, and Game Forms," Journal of Economic Theory, Elsevier, vol. 83(2), pages 161-195, December.

1997

  1. Cabrales, Antonio & Hopenhayn, Hugo A., 1997. "Labor-market flexibility and aggregate employment volatility," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 46(1), pages 189-228, June.
  2. Cabrales, Antonio & Hopenhayn, Hugo, 1997. "Nash bargaining with downward rigid wages," Economics Letters, Elsevier, vol. 57(2), pages 213-218, December.
  3. Motta, Massimo & Thisse, Jacques-Francois & Cabrales, Antonio, 1997. "On the Persistence of Leadership or Leapfrogging in International Trade," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(4), pages 809-824, November.
  4. Osang, Thomas & Pereira, Alfredo, 1997. "Foreign growth and domestic performance in a small open economy," Journal of International Economics, Elsevier, vol. 43(3-4), pages 499-512, November.
  5. Osang, Thomas & Pereira, Alfredo, 1997. "Savings, Volume of Trade, and Growth," Review of International Economics, Wiley Blackwell, vol. 5(3), pages 310-323, August.
  6. Bollerslev, Tim & Domowitz, Ian & Wang, Jianxin, 1997. "Order flow and the bid-ask spread: An empirical probability model of screen-based trading," Journal of Economic Dynamics and Control, Elsevier, vol. 21(8-9), pages 1471-1491, June.
  7. Andersen, Torben G. & Bollerslev, Tim, 1997. "Intraday periodicity and volatility persistence in financial markets," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 115-158, June.
  8. Andersen, Torben G & Bollerslev, Tim, 1997. "Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns," Journal of Finance, American Finance Association, vol. 52(3), pages 975-1005, July.
  9. Douglas Staiger & James H. Stock & Mark W. Watson, 1997. "The NAIRU, Unemployment and Monetary Policy," Journal of Economic Perspectives, American Economic Association, vol. 11(1), pages 33-49, Winter.
  10. Ben S. Bernanke & Mark Gertler & Mark Watson, 1997. "Systematic Monetary Policy and the Effects of Oil Price Shocks," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 28(1), pages 91-157.
  11. Robert G. King & Mark W. Watson, 1997. "Testing long-run neutrality," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 69-101.
  12. Watson, Mark W, 1997. "Comment on "On the Fit of a Neoclassical Monetary Model in Inflation: Israel 1972-1990."," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(4), pages 753-755, November.
  13. Eugene Canjels & Mark W. Watson, 1997. "Estimating Deterministic Trends In The Presence Of Serially Correlated Errors," The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 184-200, May.
  14. Wooldridge, Jeffrey M., 1997. "Multiplicative Panel Data Models Without the Strict Exogeneity Assumption," Econometric Theory, Cambridge University Press, vol. 13(5), pages 667-678, October.
  15. Wooldridge, Jeffrey M., 1997. "On two stage least squares estimation of the average treatment effect in a random coefficient model," Economics Letters, Elsevier, vol. 56(2), pages 129-133, October.
  16. Norman R. Swanson & Halbert White, 1997. "A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 540-550, November.
  17. Swanson, Norman R. & White, Halbert, 1997. "Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models," International Journal of Forecasting, Elsevier, vol. 13(4), pages 439-461, December.
  18. Granger, Clive W. J. & Swanson, Norman R., 1997. "An introduction to stochastic unit-root processes," Journal of Econometrics, Elsevier, vol. 80(1), pages 35-62, September.
  19. Jeffrey Grogger, 1997. "Local Violence and Educational Attainment," Journal of Human Resources, University of Wisconsin Press, vol. 32(4), pages 659-682.
  20. Flores, Nicholas E. & Carson, Richard T., 1997. "The Relationship between the Income Elasticities of Demand and Willingness to Pay," Journal of Environmental Economics and Management, Elsevier, vol. 33(3), pages 287-295, July.
  21. Kiel, Katherine A & Zabel, Jeffrey E, 1997. "Evaluating the Usefulness of the American Housing Survey for Creating House Price Indices," The Journal of Real Estate Finance and Economics, Springer, vol. 14(1-2), pages 189-202, Jan.-Marc.
  22. Vahid, Farshid & Engle, Robert F., 1997. "Codependent cycles," Journal of Econometrics, Elsevier, vol. 80(2), pages 199-221, October.
  23. Ramanathan, Ramu & Engle, Robert & Granger, Clive W. J. & Vahid-Araghi, Farshid & Brace, Casey, 1997. "Shorte-run forecasts of electricity loads and peaks," International Journal of Forecasting, Elsevier, vol. 13(2), pages 161-174, June.
  24. Anderson, Heather M & Vahid, Farshid, 1997. "On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 477-498, Sept.-Oct.
  25. Anderson, Heather M & Vahid, Farshid, 1997. "On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 503-507, Sept.-Oct.
  26. Sharon Kozicki, 1997. "The productivity growth slowdown: diverging trends in the manufacturing and service sectors," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 31-46.
  27. Sharon Kozicki, 1997. "Predicting real growth and inflation with the yield spread," Economic Review, Federal Reserve Bank of Kansas City, vol. 82(Q IV), pages 39-57.
  28. Gloria Gonzalez-Rivera, 1997. "A note on adaptation in garch models," Econometric Reviews, Taylor & Francis Journals, vol. 16(1), pages 55-68.
  29. Gonzalez-Rivera, Gloria, 1997. "The Pricing of Time-Varying Beta," Empirical Economics, Springer, vol. 22(3), pages 345-363.
  30. Lee, Hahn Shik & Siklos, Pierre L., 1997. "The role of seasonality in economic time series reinterpreting money-output causality in U.S. data," International Journal of Forecasting, Elsevier, vol. 13(3), pages 381-391, September.
  31. Anderson, Heather M, 1997. "Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(4), pages 465-484, November.
  32. Selover, David D., 1997. "Business cycle transmission between the United States and Japan: A vector error correction approach," Japan and the World Economy, Elsevier, vol. 9(3), pages 385-411, August.
  33. Engsted, Tom & Gonzalo, Jesus & Haldrup, Niels, 1997. "Testing for multicointegration," Economics Letters, Elsevier, vol. 56(3), pages 259-266, November.
  34. Neilson, William S. & Winter, Harold, 1997. "On criminals' risk attitudes," Economics Letters, Elsevier, vol. 55(1), pages 97-102, August.
  35. Donaldson, R. Glen & Kamstra, Mark, 1997. "An artificial neural network-GARCH model for international stock return volatility," Journal of Empirical Finance, Elsevier, vol. 4(1), pages 17-46, January.
  36. Lewis, Tracy R & Poitevin, Michel, 1997. "Disclosure of Information in Regulatory Proceedings," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 13(1), pages 50-73, April.
  37. Tracy Lewis & David E.M. Sappington, 1997. "Penalizing Success in Dynamic Incentive Contracts: No. Good Deed Goes Unpunished?," RAND Journal of Economics, The RAND Corporation, vol. 28(2), pages 346-358, Summer.
  38. Lewis, Tracy R & Sappington, David E M, 1997. "Information Management in Incentive Problems," Journal of Political Economy, University of Chicago Press, vol. 105(4), pages 796-821, August.

1996

  1. Cabrales, Antonio & Hoshi, Takeo, 1996. "Heterogeneous beliefs, wealth accumulation, and asset price dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 20(6-7), pages 1073-1100.
  2. Osang, Thomas & Pereira, Alfredo, 1996. "Import tariffs and growth in a small open economy," Journal of Public Economics, Elsevier, vol. 60(1), pages 45-71, April.
  3. Blume, Andreas, 1996. "Neighborhood Stability in Sender-Receiver Games," Games and Economic Behavior, Elsevier, vol. 13(1), pages 2-25, March.
  4. Grossman, Herschel I & Kim, Minseong, 1996. "Predation and Accumulation," Journal of Economic Growth, Springer, vol. 1(3), pages 333-350, September.
  5. Bollerslev, Tim & Ghysels, Eric, 1996. "Periodic Autoregressive Conditional Heteroscedasticity," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 139-151, April.
  6. Bollerslev, Tim & Ole Mikkelsen, Hans, 1996. "Modeling and pricing long memory in stock market volatility," Journal of Econometrics, Elsevier, vol. 73(1), pages 151-184, July.
  7. Baillie, Richard T. & Bollerslev, Tim & Mikkelsen, Hans Ole, 1996. "Fractionally integrated generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 74(1), pages 3-30, September.
  8. Haefke, Christian & Helmenstein, Christian, 1996. "Neural Networks in the Capital Markets: An Application to Index Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 9(1), pages 37-50, February.
  9. Stock, James H & Watson, Mark W, 1996. "Evidence on Structural Instability in Macroeconomic Time Series Relations," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(1), pages 11-30, January.
  10. Watson, Mark W, 1996. "Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 394-396, July.
  11. King, Robert G & Watson, Mark W, 1996. "Money, Prices, Interest Rates and the Business Cycle," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 35-53, February.
  12. Burgess, Simon & Escribano, Alvaro & Pfann, Gerard, 1996. "Editor's introduction: Asymmetries and nonlinearities in dynamic economic models," Journal of Econometrics, Elsevier, vol. 74(1), pages 1-2, September.
  13. Wooldridge, Jeffrey M., 1996. "Estimating systems of equations with different instruments for different equations," Journal of Econometrics, Elsevier, vol. 74(2), pages 387-405, October.
  14. Papke, Leslie E & Wooldridge, Jeffrey M, 1996. "Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(6), pages 619-632, Nov.-Dec..
  15. Diana Weinhold, 1996. "Tests de causalité sur données de panel : une application à l'étude de la causalité entre l'investissement et la croissance," Économie et Prévision, Programme National Persée, vol. 126(5), pages 163-175.
  16. Granger, C W J & Swanson, Norman, 1996. "Future Developments in the Study of Cointegrated Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(3), pages 537-553, August.
  17. Swanson Norman, 1996. "Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 1(1), pages 1-20, April.
  18. Freeman, Scott & Grogger, Jeffrey & Sonstelie, Jon, 1996. "The Spatial Concentration of Crime," Journal of Urban Economics, Elsevier, vol. 40(2), pages 216-231, September.
  19. Grogger, Jeff, 1996. "School Expenditures and Post-schooling Earnings: Evidence from High School and Beyond," The Review of Economics and Statistics, MIT Press, vol. 78(4), pages 628-637, November.
  20. Grogger, Jeff, 1996. "Does School Quality Explain the Recent Black/White Wage Trend?," Journal of Labor Economics, University of Chicago Press, vol. 14(2), pages 231-253, April.
  21. Hamilton, James D & Perez-Quiros, Gabriel, 1996. "What Do the Leading Indicators Lead?," The Journal of Business, University of Chicago Press, vol. 69(1), pages 27-49, January.
  22. Flores, Nicholas E., 1996. "Reconsidering the Use of Hicks Neutrality to Recover Total Value," Journal of Environmental Economics and Management, Elsevier, vol. 31(1), pages 49-64, July.
  23. Richard T. Carson & Nicholas E. Flores & Kerry M. Martin & Jennifer L. Wright, 1996. "Contingent Valuation and Revealed Preference Methodologies: Comparing the Estimates for Quasi-Public Goods," Land Economics, University of Wisconsin Press, vol. 72(1), pages 80-99.
  24. Kiel, Katherine A. & Zabel, Jeffrey E., 1996. "House Price Differentials in U.S. Cities: Household and Neighborhood Racial Effects," Journal of Housing Economics, Elsevier, vol. 5(2), pages 143-165, June.
  25. Issler, João Victor & Gonzaga, Gustavo M. & Marone, Guilherme C., 1996. "Educação, Investimentos Externos e Crescimento Econômico: Evidências Empíricas," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 16(2), November.
  26. Gonzalez-Rivera, Gloria, 1996. "Time-varying risk The case of the American computer industry," Journal of Empirical Finance, Elsevier, vol. 2(4), pages 333-342, February.
  27. Ravallion, Martin & Jalan, Jyotsna, 1996. "Growth divergence due to spatial externalities," Economics Letters, Elsevier, vol. 53(2), pages 227-232, November.
  28. Selover, David D. & Round, David K., 1996. "Business cycle transmission and interdependence between Japan and Australia," Journal of Asian Economics, Elsevier, vol. 7(4), pages 569-602.
  29. Lin, Jin-Lung & Tsay, Ruey S, 1996. "Co-integration Constraint and Forecasting: An Empirical Examination," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(5), pages 519-538, Sept.-Oct.
  30. Jesus Gonzalo & Tae‐Hwy Lee, 1996. "RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES," Journal of Time Series Analysis, Wiley Blackwell, vol. 17(1), pages 37-47, January.
  31. Adda, Jerome & Gonzalo, Jesus, 1996. "P-Values for non-standard distributions with an application to the DF test," Economics Letters, Elsevier, vol. 50(2), pages 155-160, February.
  32. Neilson, William S. & Winter, Harold, 1996. "Infinitely-repeated games with endogenous discounting," Economics Letters, Elsevier, vol. 52(2), pages 163-169, August.
  33. Donaldson, R Glen & Kamstra, Mark, 1996. "A New Dividend Forecasting Procedure That Rejects Bubbles in Asset Prices: The Case of 1929's Stock Crash," The Review of Financial Studies, Society for Financial Studies, vol. 9(2), pages 333-383.
  34. Tracy R. Lewis, 1996. "Protecting the Environment When Costs and Benefits Are Privately Known," RAND Journal of Economics, The RAND Corporation, vol. 27(4), pages 819-847, Winter.
  35. Lee, Tae-Hwy & Tse, Yiuman, 1996. "Cointegration tests with conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 73(2), pages 401-410, August.
  36. Tse, Yiuman & Lee, Tae-Hwy & Booth, G. Geoffrey, 1996. "The international transmission of information in Eurodollar futures markets: a continuously trading market hypothesis," Journal of International Money and Finance, Elsevier, vol. 15(3), pages 447-465, June.
  37. Lee, Tae-Hwy, 1996. "Stock Adjustment for Multicointegrated Series," Empirical Economics, Springer, vol. 21(4), pages 633-639.

1995

  1. Blume Andreas & Sobel Joel, 1995. "Communication-Proof Equilibria in Cheap-Talk Games," Journal of Economic Theory, Elsevier, vol. 65(2), pages 359-382, April.
  2. Grossman, Herschel I & Kim, Minseong, 1995. "Swords or Plowshares? A Theory of the Security of Claims to Property," Journal of Political Economy, University of Chicago Press, vol. 103(6), pages 1275-1288, December.
  3. Bollerslev, Tim & Rossi, Peter E, 1995. "Dan Nelson Remembered," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(4), pages 361-364, October.
  4. Horvath, Michael T.K. & Watson, Mark W., 1995. "Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified," Econometric Theory, Cambridge University Press, vol. 11(5), pages 984-1014, October.
  5. Robert G. King & James H. Stock & Mark W. Watson, 1995. "Temporal instability of the unemployment-inflation relationship," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 19(May), pages 2-12.
  6. Escribano, Alvaro, 1995. "PcGive Professional 8: A Review," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(1), pages 79-86, Jan.-Marc.
  7. McClain, Katherine T. & Wooldridge, Jeffrey M., 1995. "A simple test for the consistency of dynamic linear regression in rational distributed lag models," Economics Letters, Elsevier, vol. 48(3-4), pages 235-240, June.
  8. Wooldridge, Jeffrey M., 1995. "Selection corrections for panel data models under conditional mean independence assumptions," Journal of Econometrics, Elsevier, vol. 68(1), pages 115-132, July.
  9. Swanson, Norman R & White, Halbert, 1995. "A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 265-275, July.
  10. Jeffrey Grogger, 1995. "The Effect of Arrests on the Employment and Earnings of Young Men," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 110(1), pages 51-71.
  11. Jeff Grogger & Eric Eide, 1995. "Changes in College Skills and the Rise in the College Wage Premium," Journal of Human Resources, University of Wisconsin Press, vol. 30(2), pages 280-310.
  12. Niels Fredriksen & Peter Hansen & Henrik Jacobsen & Peter Sørensen, 1995. "Subsidising consumer services: effects on employment, welfare and the informal economy," Fiscal Studies, Institute for Fiscal Studies, vol. 16(2), pages 71-93, May.
  13. Kiel Katherine A. & McClain Katherine T., 1995. "House Prices during Siting Decision Stages: The Case of an Incinerator from Rumor through Operation," Journal of Environmental Economics and Management, Elsevier, vol. 28(2), pages 241-255, March.
  14. Kiel Katherine A. & McClain Katherine T., 1995. "The Effect of an Incinerator Siting on Housing Appreciation Rates," Journal of Urban Economics, Elsevier, vol. 37(3), pages 311-323, May.
  15. Katherine A. Kiel, 1995. "Measuring the Impact of the Discovery and Cleaning of Identified Hazardous Waste Sites on House Values," Land Economics, University of Wisconsin Press, vol. 71(4), pages 428-435.
  16. Engle, Robert F. & Issler, Joao Victor, 1995. "Estimating common sectoral cycles," Journal of Monetary Economics, Elsevier, vol. 35(1), pages 83-113, February.
  17. Franses, Philip Hans & Hylleberg, Svend & Lee, Hahn S., 1995. "Spurious deterministic seasonality," Economics Letters, Elsevier, vol. 48(3-4), pages 249-256, June.
  18. Lee, Hahn S. & Siklos, Pierre L., 1995. "A note on the critical values for the maximum likelihood (seasonal) cointegration tests," Economics Letters, Elsevier, vol. 49(2), pages 137-145, August.
  19. Selover, David D & Round, David K, 1995. "Business Cycle Transmission between Australia and New Zealand: A Vector Autoregression Approach," Australian Economic Papers, Wiley Blackwell, vol. 34(65), pages 218-243, December.
  20. Gonzalo, Jesus & Granger, Clive W J, 1995. "Estimation of Common Long-Memory Components in Cointegrated Systems," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(1), pages 27-35, January.
  21. Kuan, Chung-Ming & Liu, Tung, 1995. "Forecasting Exchange Rates Using Feedforward and Recurrent Neural Networks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(4), pages 347-364, Oct.-Dec..
  22. Liu, Tung & Santoni, Gray J. & Stone, Courtenay C., 1995. "In Search of Stock Market Bubbles: A Comment on Rappoport and White," The Journal of Economic History, Cambridge University Press, vol. 55(3), pages 647-654, September.
  23. Neilson, William S., 1995. "Comparative statics derivatives with nonlinear preferences," Journal of Mathematical Economics, Elsevier, vol. 24(1), pages 45-57.
  24. Blair, Benjamin F. & Lewis, Tracy R. & Sappington, David E. M., 1995. "Simple regulatory policies in the presence of demand and cost uncertainty," Information Economics and Policy, Elsevier, vol. 7(1), pages 57-73, April.
  25. Dinopoulos, Elias & Lewis, Tracy R. & Sappington, David E. M., 1995. "Optimal industrial targeting with unknown learning-by-doing," Journal of International Economics, Elsevier, vol. 38(3-4), pages 275-295, May.
  26. Lewis Tracy R. & Sappington David E. M., 1995. "Insurance, Adverse Selection, and Cream-Skimming," Journal of Economic Theory, Elsevier, vol. 65(2), pages 327-358, April.
  27. Lewis, Tracy R. & Sappington, David E. M., 1995. "Using markets to allocate pollution permits and other scarce resource rights under limited information," Journal of Public Economics, Elsevier, vol. 57(3), pages 431-455, July.
  28. Tracy R. Lewis & David E.M. Sappington, 1995. "Optimal Capital Structure in Agency Relationships," RAND Journal of Economics, The RAND Corporation, vol. 26(3), pages 343-361, Autumn.
  29. Lee, Tae-Hwy, 1995. "Disequilibrium and uncertainty in cointegrated systems: Some empirical evidence," Economics Letters, Elsevier, vol. 49(2), pages 157-161, August.

1994

  1. Blume Andreas, 1994. "Intraplay Communication in Repeated Games," Games and Economic Behavior, Elsevier, vol. 6(2), pages 181-211, March.
  2. Blume Andreas, 1994. "Equilibrium Refinements in Sender-Receiver Games," Journal of Economic Theory, Elsevier, vol. 64(1), pages 66-77, October.
  3. Baillie, Richard T & Bollerslev, Tim, 1994. "The long memory of the forward premium," Journal of International Money and Finance, Elsevier, vol. 13(5), pages 565-571, October.
  4. Bollerslev, Tim & Melvin, Michael, 1994. "Bid--ask spreads and volatility in the foreign exchange market : An empirical analysis," Journal of International Economics, Elsevier, vol. 36(3-4), pages 355-372, May.
  5. Baillie, Richard T & Bollerslev, Tim, 1994. "Cointegration, Fractional Cointegration, and Exchange Rate Dynamics," Journal of Finance, American Finance Association, vol. 49(2), pages 737-745, June.
  6. Watson, Mark W, 1994. "Business-Cycle Durations and Postwar Stabilization of the U.S. Economy," American Economic Review, American Economic Association, vol. 84(1), pages 24-46, March.
  7. King, Robert G. & Watson, Mark W., 1994. "The post-war U.S. phillips curve: a revisionist econometric history," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 41(1), pages 157-219, December.
  8. King, Robert G. & Watson, Mark W., 1994. "Rejoinder to Evans and McCallum," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 41(1), pages 243-250, December.
  9. Alvaro Escribano & Daniel Peña, 1994. "Cointegration And Common Factors," Journal of Time Series Analysis, Wiley Blackwell, vol. 15(6), pages 577-586, November.
  10. Wooldridge, Jeffrey M., 1994. "On the Limits of Glm for Specification Testing: A Comment on Gurmu and Trivedi," Econometric Theory, Cambridge University Press, vol. 10(2), pages 409-418, June.
  11. Wooldridge, Jeffrey M, 1994. "A Simple Specification Test for the Predictive Ability of Transformation Models," The Review of Economics and Statistics, MIT Press, vol. 76(1), pages 59-65, February.
  12. Bronars, Stephen G & Grogger, Jeff, 1994. "The Economic Consequences of Unwed Motherhood: Using Twin Births as a Natural Experiment," American Economic Review, American Economic Association, vol. 84(5), pages 1141-1156, December.
  13. Kiel, Katherine A., 1994. "The Impact of House Price Appreciation on Household Mobility," Journal of Housing Economics, Elsevier, vol. 3(2), pages 92-108, June.
  14. Ghysels, Eric & Lee, Hahn S. & Noh, Jaesum, 1994. "Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation," Journal of Econometrics, Elsevier, vol. 62(2), pages 415-442, June.
  15. Lovell, Michael C & Selover, David D, 1994. "Software Reviews," Economic Journal, Royal Economic Society, vol. 104(424), pages 713-726, May.
  16. Gonzalo, Jesus, 1994. "Five alternative methods of estimating long-run equilibrium relationships," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 203-233.
  17. Neilson, William S. & Winter, Harold, 1994. "Enhancing bargaining power with most-favored-customer pricing," Economics Letters, Elsevier, vol. 44(1-2), pages 61-66.
  18. Neilson William S., 1994. "Second Price Auctions without Expected Utility," Journal of Economic Theory, Elsevier, vol. 62(1), pages 136-151, February.
  19. Griffin, James M & Neilson, William S, 1994. "The 1985-86 Oil Price Collapse and Afterwards: What Does Game Theory Add?," Economic Inquiry, Western Economic Association International, vol. 32(4), pages 543-561, October.
  20. Feenstra, Robert C. & Lewis, Tracy R., 1994. "Trade adjustment assistance and Pareto gains from trade," Journal of International Economics, Elsevier, vol. 36(3-4), pages 201-222, May.
  21. Brown, David T. & Lewis, Tracy R. & Ryngaert, Michael D., 1994. "The real debate over purchased power," The Electricity Journal, Elsevier, vol. 7(7), pages 61-73, September.
  22. Lewis, Tracy R & Sappington, David E M, 1994. "Supplying Information to Facilitate Price Discrimination," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(2), pages 309-327, May.
  23. Benjamin F. Blair & Tracy R. Lewis, 1994. "Optimal Retail Contracts with Asymmetric Information and Moral Hazard," RAND Journal of Economics, The RAND Corporation, vol. 25(2), pages 284-296, Summer.
  24. Tae-Hwy Lee & Faik Koray, 1994. "Uncertainty in Sales and Inventory Behaviour in the U.S. Trade Sectors," Canadian Journal of Economics, Canadian Economics Association, vol. 27(1), pages 129-142, February.
  25. Lee, Tae-Hwy, 1994. "Spread and volatility in spot and forward exchange rates," Journal of International Money and Finance, Elsevier, vol. 13(3), pages 375-383, June.

1993

  1. Blume Andreas & Kim Yong-Gwan & Sobel Joel, 1993. "Evolutionary Stability in Games of Communication," Games and Economic Behavior, Elsevier, vol. 5(4), pages 547-575, October.
  2. Bollerslev, Tim & Engle, Robert F, 1993. "Common Persistence in Conditional Variances," Econometrica, Econometric Society, vol. 61(1), pages 167-186, January.
  3. Baillie, Richard T. & Bollerslev, Tim & Redfearn, Michael R., 1993. "Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange," Journal of International Money and Finance, Elsevier, vol. 12(5), pages 511-521, October.
  4. Bollerslev, Tim & Domowitz, Ian, 1993. "Trading Patterns and Prices in the Interbank Foreign Exchange Market," Journal of Finance, American Finance Association, vol. 48(4), pages 1421-1443, September.
  5. Stock, James H & Watson, Mark W, 1993. "A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems," Econometrica, Econometric Society, vol. 61(4), pages 783-820, July.
  6. Watson, Mark W, 1993. "Measures of Fit for Calibrated Models," Journal of Political Economy, University of Chicago Press, vol. 101(6), pages 1011-1041, December.
  7. Alejandro Gaviria, 1993. "El ahorro privado y los términos de intercambio: el caso colombiano," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 12(23), pages 37-54, June.
  8. Engle, Robert F. & Issler, João Victor, 1993. "Common trends and common cycles in Latin America," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 47(2), April.
  9. Vahid, F & Engle, Robert F, 1993. "Common Trends and Common Cycles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(4), pages 341-360, Oct.-Dec..
  10. Engle, Robert F & Kozicki, Sharon, 1993. "Testing for Common Features," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(4), pages 369-380, October.
  11. Engle, Robert F & Kozicki, Sharon, 1993. "Testing for Common Features: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(4), pages 393-395, October.
  12. Engle, R. F. & Granger, C. W. J. & Hylleberg, S. & Lee, H. S., 1993. "The Japanese consumption function," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 275-298.
  13. Ghysels, Eric & Lee, Hahn S & Siklos, Pierre L, 1993. "On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data," Empirical Economics, Springer, vol. 18(4), pages 747-760.
  14. Hahn S. Lee & Pierre L. Siklos, 1993. "The Influence of Seasonal Adjustment on the Canadian Consumption Function, 1947-1991," Canadian Journal of Economics, Canadian Economics Association, vol. 26(3), pages 575-589, August.
  15. Gonzalo, Jesus, 1993. "Cointegration and aggregation," Ricerche Economiche, Elsevier, vol. 47(3), pages 281-291, September.
  16. William S. Neilson, 1993. "An Expected Utility-User's Guide to Nonexpected Utility Experiments," Eastern Economic Journal, Eastern Economic Association, vol. 19(3), pages 257-274, Summer.
  17. William S. Neilson & Harold Winter, 1993. "Bilateral Most-Favored-Customer Pricing and Collusion," RAND Journal of Economics, The RAND Corporation, vol. 24(1), pages 147-155, Spring.
  18. Giammarino, Ronald M & Lewis, Tracy R & Sappington, David E M, 1993. "An Incentive Approach to Banking Regulation," Journal of Finance, American Finance Association, vol. 48(4), pages 1523-1542, September.
  19. Lewis Tracy R. & Sappington David E. M., 1993. "Ignorance in Agency Problems," Journal of Economic Theory, Elsevier, vol. 61(1), pages 169-183, October.
  20. Lewis, Tracy R & Sappington David E M, 1993. "Choosing Workers' Qualifications: No Experience Necessary?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 34(3), pages 479-502, August.
  21. Lee, Tae-Hwy & White, Halbert & Granger, Clive W. J., 1993. "Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests," Journal of Econometrics, Elsevier, vol. 56(3), pages 269-290, April.

1992

  1. Cabrales, Antonio & Sobel, Joel, 1992. "On the limit points of discrete selection dynamics," Journal of Economic Theory, Elsevier, vol. 57(2), pages 407-419, August.
  2. Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
  3. Baillie, Richard T. & Bollerslev, Tim, 1992. "Prediction in dynamic models with time-dependent conditional variances," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 91-113.
  4. Juan José Echavarría & Alejandro Gaviria Uribe, 1992. "Los determinantes de la tasa de cambio y la coyuntura actual en Colombia," Coyuntura Económica, Fedesarrollo, vol. 22(4), pages 101-112, December.
  5. Alejandro Gaviria Uribe & Carlos E. Posada, 1992. "El consumo en Colombia: revisión de la evidencia empírica," Coyuntura Económica, Fedesarrollo, vol. 22(4), pages 137-149, December.
  6. Wooldridge, Jeffrey M., 1992. "A Test for Functional Form Against Nonparametric Alternatives," Econometric Theory, Cambridge University Press, vol. 8(4), pages 452-475, December.
  7. Wooldridge, Jeffrey M, 1992. "Some Alternatives to the Box-Cox Regression Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(4), pages 935-955, November.
  8. Grogger, Jeff, 1992. "Arrests, Persistent Youth Joblessness, and Black/White Employment Differentials," The Review of Economics and Statistics, MIT Press, vol. 74(1), pages 100-106, February.
  9. Issler, João Victor, 1992. "Testing Exports Underinvoicing Under a Dual Exchange Rate Regime: Evidence for Brazilian Exports," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 12(1), April.
  10. Lee, Hahn Shik, 1992. "Maximum likelihood inference on cointegration and seasonal cointegration," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 1-47.
  11. Terasvirta, T & Anderson, H M, 1992. "Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(S), pages 119-136, Suppl. De.
  12. Hall, Anthony D & Anderson, Heather M & Granger, Clive W J, 1992. "A Cointegration Analysis of Treasury Bill Yields," The Review of Economics and Statistics, MIT Press, vol. 74(1), pages 116-126, February.
  13. Liu, T & Granger, C W J & Heller, W P, 1992. "Using the Correlation Exponent to Decide whether an Economic Series is Chaotic," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(S), pages 25-39, Suppl. De.
  14. Neilson, William S. & Winter, Harold, 1992. "Unilateral most-favored-customer pricing : A comparison with Stackelberg," Economics Letters, Elsevier, vol. 38(2), pages 229-232, February.
  15. Neilson, William S., 1992. "Some mixed results on boundary effects," Economics Letters, Elsevier, vol. 39(3), pages 275-278, July.
  16. Neilson, William S., 1992. "A mixed fan hypothesis and its implications for behavior toward risk," Journal of Economic Behavior & Organization, Elsevier, vol. 19(2), pages 197-211, October.
  17. De Bondt, Raymond & Slaets, Patrick & Cassiman, Bruno, 1992. "The degree of spillovers and the number of rivals for maximum effective R &D," International Journal of Industrial Organization, Elsevier, vol. 10(1), pages 35-54, March.
  18. Lewis, Tracy R & Sappington, David E M, 1992. "Incentives for Conservation and Quality-Improvement by Public Utilities," American Economic Review, American Economic Association, vol. 82(5), pages 1321-1340, December.
  19. Lee, Tae-Hwy, 1992. "Stock-Flow Relationships in U.S. Housing Construction," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 419-430, August.
  20. Tae Hwy Lee, 1992. "On the Predictive Power of the Spread Between Spot and Forward Exchange Rates for Volatility," Korean Economic Review, Korean Economic Association, vol. 8, pages 99-115.

1991

  1. Richard T. Baillie & Tim Bollerslev, 1991. "Intra-Day and Inter-Market Volatility in Foreign Exchange Rates," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(3), pages 565-585.
  2. Tim Bollerslev & Ray Y. Chou & Narayanan Jayaraman & Kenneth F. Kroner - L, 1991. "es modéles ARCH en finance : un point sur la théorie et les résultats empiriques," Annals of Economics and Statistics, GENES, issue 24, pages 1-59.
  3. King, Robert G. & Plosser, Charles I. & Stock, James H. & Watson, Mark W., 1991. "Stochastic Trends and Economic Fluctuations," American Economic Review, American Economic Association, vol. 81(4), pages 819-840, September.
  4. Mark W. Watson, 1991. "Using econometric models to predict recessions," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 15(Nov), pages 14-25.
  5. Wooldridge, Jeffrey M., 1991. "A note on computing r-squared and adjusted r-squared for trending and seasonal data," Economics Letters, Elsevier, vol. 36(1), pages 49-54, May.
  6. Wooldridge, Jeffrey M., 1991. "On the application of robust, regression- based diagnostics to models of conditional means and conditional variances," Journal of Econometrics, Elsevier, vol. 47(1), pages 5-46, January.
  7. Wooldridge, Jeffrey M., 1991. "Specification testing and quasi-maximum- likelihood estimation," Journal of Econometrics, Elsevier, vol. 48(1-2), pages 29-55.
  8. Grogger, J T & Carson, Richard T, 1991. "Models for Truncated Counts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(3), pages 225-238, July-Sept.
  9. Grogger, Jeffrey, 1991. "Certainty vs. Severity of Punishment," Economic Inquiry, Western Economic Association International, vol. 29(2), pages 297-309, April.
  10. Issler, João Victor, 1991. "Inflation level and uncertainty: evidence using Brazilian data," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 45(3), July.
  11. Engle, Robert F & Gonzalez-Rivera, Gloria, 1991. "Semiparametric ARCH Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(4), pages 345-359, October.
  12. Lee, Hahn Shik & Siklos, Pierre L., 1991. "Unit roots and seasonal unit roots in macroeconomic time series : Canadian evidence," Economics Letters, Elsevier, vol. 35(3), pages 273-277, March.
  13. Neilson, William S., 1991. "Smooth indifference sets," Journal of Mathematical Economics, Elsevier, vol. 20(2), pages 181-197.
  14. Lewis, Tracy R & Sappington, David E M, 1991. "Technological Change and the Boundaries of the Firm," American Economic Review, American Economic Association, vol. 81(4), pages 887-900, September.
  15. Robert C. Feenstra & Tracy R. Lewis, 1991. "Distributing The Gains From Trade With Incomplete Information," Economics and Politics, Wiley Blackwell, vol. 3(1), pages 21-39, March.
  16. Lewis, Tracy R. & Sappington, David E. M., 1991. "All-or-nothing information control," Economics Letters, Elsevier, vol. 37(2), pages 111-113, October.
  17. Lewis, Tracy R & Sappington, David E M, 1991. "Oversight of Long-Term Investment by Short-Lived Regulators," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(3), pages 579-600, August.
  18. Tracy R. Lewis & David E.M. Sappington, 1991. "Incentives for Monitoring Quality," RAND Journal of Economics, The RAND Corporation, vol. 22(3), pages 370-384, Autumn.

1990

  1. Bollerslev, Tim, 1990. "Modelling the Coherence in Short-run Nominal Exchange Rates: A Multivariate Generalized ARCH Model," The Review of Economics and Statistics, MIT Press, vol. 72(3), pages 498-505, August.
  2. Baillie, Richard T. & Bollerslev, Tim, 1990. "A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets," Journal of International Money and Finance, Elsevier, vol. 9(3), pages 309-324, September.
  3. Sims, Christopher A & Stock, James H & Watson, Mark W, 1990. "Inference in Linear Time Series Models with Some Unit Roots," Econometrica, Econometric Society, vol. 58(1), pages 113-144, January.
  4. Wooldridge, Jeffrey M., 1990. "A Unified Approach to Robust, Regression-Based Specification Tests," Econometric Theory, Cambridge University Press, vol. 6(1), pages 17-43, March.
  5. Wooldridge, Jeffrey M., 1990. "A note on the Lagrange multiplier and F-statistics for two stage least squares regressions," Economics Letters, Elsevier, vol. 34(2), pages 151-155, October.
  6. Wooldridge, Jeffrey M., 1990. "An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses," Journal of Econometrics, Elsevier, vol. 45(3), pages 331-350.
  7. Grogger, Jeffrey, 1990. "A simple test for exogeneity in probit, logit, and poisson regression models," Economics Letters, Elsevier, vol. 33(4), pages 329-332, August.
  8. Katherine A. Kiel & Richard T. Carson, 1990. "An Examination of Systematic Differences in the Appreciation of Individual Housing Units," Journal of Real Estate Research, American Real Estate Society, vol. 5(3), pages 301-318.
  9. Robert C. Feenstra & Tracy Lewis & John McMillan, 1990. "Designing Policy To Open Trade," Economics and Politics, Wiley Blackwell, vol. 2(3), pages 223-240, November.
  10. Lewis, Tracy R & Sappington, David E M, 1990. "Sequential Regulatory Oversight," Journal of Regulatory Economics, Springer, vol. 2(4), pages 327-348, December.

1989

  1. Stock, James H. & Watson, Mark W., 1989. "Interpreting the evidence on money-income causality," Journal of Econometrics, Elsevier, vol. 40(1), pages 161-181, January.
  2. Watson, Mark W., 1989. "Recursive solution methods for dynamic linear rational expectations models," Journal of Econometrics, Elsevier, vol. 41(1), pages 65-89, May.
  3. Watson, Mark W, 1989. "MTS: A Review," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(2), pages 205-206, April-Jun.
  4. Wooldridge, Jeffrey M., 1989. "A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model," Economics Letters, Elsevier, vol. 31(3), pages 239-243, December.
  5. Granger, C. W. J. & White, Halbert & Kamstra, Mark, 1989. "Interval forecasting : An analysis based upon ARCH-quantile estimators," Journal of Econometrics, Elsevier, vol. 40(1), pages 87-96, January.
  6. Lewis, Tracy R & Sappington, David E M, 1989. "Inflexible Rules in Incentive Problems," American Economic Review, American Economic Association, vol. 79(1), pages 69-84, March.
  7. Lewis, Tracy & Nickerson, David, 1989. "Self-insurance against natural disasters," Journal of Environmental Economics and Management, Elsevier, vol. 16(3), pages 209-223, May.
  8. Lewis, Tracy R. & Sappington, David E. M., 1989. "Countervailing incentives in agency problems," Journal of Economic Theory, Elsevier, vol. 49(2), pages 294-313, December.
  9. Lewis, Tracy R. & Feenstra, Robert & Ware, Roger, 1989. "Eliminating price supports : A political economy perspective," Journal of Public Economics, Elsevier, vol. 40(2), pages 159-185, November.
  10. Lewis, Tracy R & Sappington, David E M, 1989. "An Informational Effect When Regulated Firms Enter Unregulated Markets," Journal of Regulatory Economics, Springer, vol. 1(1), pages 35-45, March.
  11. Tracy R. Lewis & David E.M. Sappington, 1989. "Regulatory Options and Price-Cap Regulation," RAND Journal of Economics, The RAND Corporation, vol. 20(3), pages 405-416, Autumn.
  12. Granger, C W J & Lee, T H, 1989. "Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(S), pages 145-159, Supplemen.

1988

  1. Bollerslev, Tim & Engle, Robert F & Wooldridge, Jeffrey M, 1988. "A Capital Asset Pricing Model with Time-Varying Covariances," Journal of Political Economy, University of Chicago Press, vol. 96(1), pages 116-131, February.
  2. Tim Bollerslev, 1988. "On The Correlation Structure For The Generalized Autoregressive Conditional Heteroskedastic Process," Journal of Time Series Analysis, Wiley Blackwell, vol. 9(2), pages 121-131, March.
  3. Stock, James H & Watson, Mark W, 1988. "Variable Trends in Economic Time Series," Journal of Economic Perspectives, American Economic Association, vol. 2(3), pages 147-174, Summer.
  4. Watson, Mark W, 1988. "A Reexamination of Friedman's Consumption Puzzle: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(4), pages 408-409, October.
  5. Ljungqvist, Lars & Park, Myungsoo & Stock, James H. & Watson, Mark W., 1988. "The convergence of multivariate unit root distributions to their asymptotic limits : The case of money-income causality," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 489-502.
  6. Wooldridge, Jeffrey M. & White, Halbert, 1988. "Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes," Econometric Theory, Cambridge University Press, vol. 4(2), pages 210-230, August.
  7. Lewis, Tracy R & Sappington, David E M, 1988. "Regulating a Monopolist with Unknown Demand," American Economic Review, American Economic Association, vol. 78(5), pages 986-998, December.
  8. James A. Brander & Tracy R. Lewis, 1988. "Bankruptcy Costs and the Theory of Oligopoly," Canadian Journal of Economics, Canadian Economics Association, vol. 21(2), pages 221-243, May.
  9. Lewis, Tracy R., 1988. "Handbook of natural resource and energy economics : Allan V. Kneese and James L. Sweeney, eds., Vol. II (North-Holland, Amsterdam, 1985) D.fl. 215.00," Journal of Development Economics, Elsevier, vol. 28(1), pages 137-139, February.
  10. Ronald M. Giammarino, Tracy Lewis, 1988. "A Theory of Negotiated Equity Financing," The Review of Financial Studies, Society for Financial Studies, vol. 1(3), pages 265-288.
  11. Tracy R. Lewis & David E.M. Sappington, 1988. "Regulating a Monopolist with Unknown Demand and Cost Functions," RAND Journal of Economics, The RAND Corporation, vol. 19(3), pages 438-457, Autumn.

1987

  1. Bollerslev, Tim, 1987. "A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return," The Review of Economics and Statistics, MIT Press, vol. 69(3), pages 542-547, August.
  2. Watson, Mark W, 1987. "Vector Autoregressions and Reality: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 451-453, October.
  3. Baillie, Richard T. & Selover, David D., 1987. "Cointegration and models of exchange rate determination," International Journal of Forecasting, Elsevier, vol. 3(1), pages 43-51.
  4. Machina, Mark J & Neilson, William S, 1987. "The Ross Characterization of Risk Aversion: Strengthening and Extension," Econometrica, Econometric Society, vol. 55(5), pages 1139-1149, September.

1986

  1. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
  2. Stock, James H. & Watson, Mark W., 1986. "Does GNP have a unit root?," Economics Letters, Elsevier, vol. 22(2-3), pages 147-151.
  3. Watson, Mark W., 1986. "Univariate detrending methods with stochastic trends," Journal of Monetary Economics, Elsevier, vol. 18(1), pages 49-75, July.
  4. Loury, Glenn & Lewis, Tracy R, 1986. "On the Profitability of Interruptible Supply," American Economic Review, American Economic Association, vol. 76(4), pages 827-832, September.
  5. Eswaran, Mukesh & Lewis, Tracy, 1986. "Collusive behaviour in finite repeated games with bonding," Economics Letters, Elsevier, vol. 20(3), pages 213-216.
  6. Tracy Lewis & Robin Lindsey & Roger Ware, 1986. "Long-Term Bilateral Monopoly: The Case of an Exhaustible Resource," RAND Journal of Economics, The RAND Corporation, vol. 17(1), pages 89-104, Spring.
  7. Tracy R. Lewis, 1986. "Reputation and Contractual Performance in Long-Term Projects," RAND Journal of Economics, The RAND Corporation, vol. 17(2), pages 141-157, Summer.

1985

  1. Bollerslev, Tim & Hylleberg, Svend, 1985. "A Note on the Relation between Consumers' Expenditure and Income in the United Kingdom," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 47(2), pages 153-170, May.
  2. Eichengreen, Barry & Watson, Mark W & Grossman, Richard S, 1985. "Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model," Economic Journal, Royal Economic Society, vol. 95(379), pages 725-745, September.
  3. Engle, Robert F. & Lilien, David M. & Watson, Mark, 1985. "A dymimic model of housing price determination," Journal of Econometrics, Elsevier, vol. 28(3), pages 307-326, June.
  4. Watson, Mark W & Engle, Robert F, 1985. "Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative," The Review of Economics and Statistics, MIT Press, vol. 67(2), pages 341-346, May.
  5. Mukesh Eswaran & Tracy Lewis, 1985. "Exhaustible Resources and Alternative Equilibrium Concepts," Canadian Journal of Economics, Canadian Economics Association, vol. 18(3), pages 459-473, August.
  6. Tracy R. Lewis, 1985. "A Note on Mining with Investment in Capital [The Effect of Capital Intensity on the Optimal Rate of Extraction of a Mineral Deposit]," Canadian Journal of Economics, Canadian Economics Association, vol. 18(3), pages 665-667, August.

1984

  1. Watson, Mark W. & Kraft, Dennis F., 1984. "Testing the interpretation of indices in a macroeconomic index model," Journal of Monetary Economics, Elsevier, vol. 13(2), pages 165-181, March.
  2. Eswaran, Mukesh & Lewis, Tracy R., 1984. "Ultimate recovery of an exhaustible resource under different market structures," Journal of Environmental Economics and Management, Elsevier, vol. 11(1), pages 55-69, March.

1983

  1. Watson, Mark W. & Engle, Robert F., 1983. "Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models," Journal of Econometrics, Elsevier, vol. 23(3), pages 385-400, December.
  2. Watson, Mark W, 1983. "Imperfect Information and Wage Inertia in the Business Cycle: A Comment," Journal of Political Economy, University of Chicago Press, vol. 91(5), pages 876-879, October.
  3. Lewis, Tracy R, 1983. "Preemption, Divestiture, and Forward Contracting in a Market Dominated by a Single Firm," American Economic Review, American Economic Association, vol. 73(5), pages 1092-1101, December.
  4. Nancy Gallini & Tracy Lewis & Roger Ware, 1983. "Strategic Timing and Pricing of a Substitute in a Cartelized Resource Market," Canadian Journal of Economics, Canadian Economics Association, vol. 16(3), pages 429-446, August.
  5. Salant, Stephen & Eswaran, Mukesh & Lewis, Tracy, 1983. "The length of optimal extraction programs when depletion affects extraction costs," Journal of Economic Theory, Elsevier, vol. 31(2), pages 364-374, December.
  6. Eswaran, Mukesh & Lewis, Tracy R & Heaps, Terry, 1983. "On the Nonexistence of Market Equilibria in Exhaustible Resource Markets with Decreasing Costs," Journal of Political Economy, University of Chicago Press, vol. 91(1), pages 154-167, February.

1982

  1. Lewis, Tracy R, 1982. "Sufficient Conditions for Extracting Least Cost Resource First," Econometrica, Econometric Society, vol. 50(4), pages 1081-1083, July.
  2. Tracy R. Lewis & Richard Schmalensee, 1982. "Cartel Deception in Nonrenewable Resource Markets," Bell Journal of Economics, The RAND Corporation, vol. 13(1), pages 263-271, Spring.

1981

  1. Tracy R. Lewis, 1981. "Exploitation of a Renewable Resource under Uncertainty," Canadian Journal of Economics, Canadian Economics Association, vol. 14(3), pages 422-439, August.
  2. Lewis, Tracy R., 1981. "Markets and environmental management with a storable pollutant," Journal of Environmental Economics and Management, Elsevier, vol. 8(1), pages 11-18, March.
  3. Lewis, Tracy, 1981. "Energy vs the environment," Journal of Environmental Economics and Management, Elsevier, vol. 8(1), pages 59-71, March.

1980

  1. Eswaran, Mukesh & Lewis, Tracy R., 1980. "A note on market structure and the search for exhaustible resources," Economics Letters, Elsevier, vol. 6(1), pages 75-80.
  2. Tracy R. Lewis, 1980. "Bonus and Penalties in Incentive Contracting," Bell Journal of Economics, The RAND Corporation, vol. 11(1), pages 292-301, Spring.

1979

  1. Lewis, Tracy R & Matthews, Steven A & Burness, H Stuart, 1979. "Monopoly and the Rate of Extraction of Exhaustible Resources: Note," American Economic Review, American Economic Association, vol. 69(1), pages 227-230, March.
  2. Tracy R. Lewis & Richard Schmalensee, 1979. "Non-convexity and Optimal Harvesting Strategies for Renewable Resources," Canadian Journal of Economics, Canadian Economics Association, vol. 12(4), pages 677-691, November.
  3. Lewis, Tracy R, 1979. "The Exhaustion and Depletion of Natural Resources," Econometrica, Econometric Society, vol. 47(6), pages 1569-1571, November.

1977

  1. Lewis, Tracy R., 1977. "Attitudes towards risk and the optimal exploitation of an exhaustible resource," Journal of Environmental Economics and Management, Elsevier, vol. 4(2), pages 111-119, June.
  2. Lewis, Tracy R & Schmalensee, Richard, 1977. "Nonconvexity and Optimal Exhaustion of Renewable Resources," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(3), pages 535-552, October.

1976

  1. Lewis, Tracy R., 1976. "Monopoly exploitation of an exhaustible resource," Journal of Environmental Economics and Management, Elsevier, vol. 3(3), pages 198-204, October.

Books

2021

  1. Escribano,Alvaro & Pena,Jorge, 2021. "Productivity in Emerging Countries," Cambridge Books, Cambridge University Press, number 9781108829441.

2017

  1. Douglas D Evanoff & George G Kaufman & Agnese Leonello & Simone Manganelli (ed.), 2017. "Achieving Financial Stability:Challenges to Prudential Regulation," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10529, December.

2016

  1. Pablo Branas-Garza & Antonio Cabrales (ed.), 2016. "Experimental Economics," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-53816-1, December.
  2. Viola Fabbrini & Massimo Guidolin & Manuela Pedio, 2016. "Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-56139-8, December.
  3. Garett Jones (ed.), 2016. "Banking Crises," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-55379-9, December.
  4. Jalan, Jyotsna & Marjit, Sugata & Santra, Sattwik (ed.), 2016. "India Public Finance and Policy Report 2016: Fiscal Issues and Macro Economy," OUP Catalogue, Oxford University Press, number 9780199472055, Decembrie.

2015

  1. Pablo Branas-Garza & Antonio Cabrales (ed.), 2015. "Experimental Economics," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-53819-2, December.
  2. Hirofumi Uchida & Arito Ono & Souichirou Kozuka & Makoto Hazama & Iichiro Uesugi, 2015. "Interfirm Relationships and Trade Credit in Japan," SpringerBriefs in Economics, Springer, edition 127, number 978-4-431-55187-4, June.
  3. Tsutomu Watanabe & Iichiro Uesugi & Arito Ono (ed.), 2015. "The Economics of Interfirm Networks," Advances in Japanese Business and Economics, Springer, edition 127, number 978-4-431-55390-8.
  4. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-36130-1, December.

2014

  1. Racine, Jeffrey & Su, Liangjun & Ullah, Aman, 2014. "The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics," OUP Catalogue, Oxford University Press, number 9780199857944, Decembrie.

2013

  1. Xiaohong Chen & Norman R. Swanson (ed.), 2013. "Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis," Springer Books, Springer, edition 127, number 978-1-4614-1653-1, June.

2010

  1. Bollerslev, Tim & Russell, Jeffrey & Watson, Mark (ed.), 2010. "Volatility and Time Series Econometrics: Essays in Honor of Robert Engle," OUP Catalogue, Oxford University Press, number 9780199549498, Decembrie.
  2. Gandelman, Néstor & Gandelman, Eduardo & Castillo, Marco & Cárdenas, Juan Camilo & Bravo, David & Sethi, Rajiv & Sanhueza, Claudia & Soruco, Ximena & Ñopo, Hugo R. & Rossi, Máximo & Elías, Víctor & El, 2010. "Discrimination in Latin America: An Economic Perspective," IDB Publications (Books), Inter-American Development Bank, number 363, March.

2006

  1. Bruno Cassiman & Massimo G. Colombo (ed.), 2006. "Mergers and Acquisitions," Books, Edward Elgar Publishing, number 4072.

2003

  1. John Luke Gallup & Alejandro Gaviria & Eduardo Lora, 2003. "Is Geography Destiny? Lessons from Latin America," World Bank Publications - Books, The World Bank Group, number 14454, December.
  2. Sojo, Carlos & Behrman, Jere R. & Pérez de Rada, Ernesto & Jiménez, Wilson & Gaviria, Alejandro & Calderón Martínez, Lissette & Alves, Denisard & Teruel, Graciela & Funkhouser, Edward & Pérez Saínz, J, 2003. "Who's In and Who's Out: Social Exclusion in Latin America," IDB Publications (Books), Inter-American Development Bank, number 323, March.
  3. Jeffrey M. Wooldridge, 2003. "Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262232332, December.

2002

  1. Andersen,Lykke E. & Granger,Clive W. J. & Reis,Eustaquio J. & Weinhold,Diana & Wunder,Sven, 2002. "The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon," Cambridge Books, Cambridge University Press, number 9780521811972.

2001

  1. Ghysels,Eric & Swanson,Norman R. & Watson,Mark W. (ed.), 2001. "Essays in Econometrics Real Author-Name:Granger,Clive W. J," Cambridge Books, Cambridge University Press, number 9780521772976.
  2. Jeffrey M. Wooldridge, 2001. "Econometric Analysis of Cross Section and Panel Data," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262232197, December.

2000

  1. Pagés, Carmen & Piras, Claudia & Behrman, Jere R. & Payne, J. Mark & Duryea, Suzanne & Gallup, John Luke & Lora, Eduardo & Attanasio, Orazio P. & Savedoff, William D. & Gaviria, Alejandro & Márquez, G, 2000. "Development Beyond Economics: Economic and Social Progress in Latin America. 2000 Report," IDB Publications (Books), Inter-American Development Bank, number 404, March.

1998

  1. Hansen, Peter Reinhard & Johansen, Soren, 1998. "Workbook on Cointegration," OUP Catalogue, Oxford University Press, number 9780198776079, Decembrie.

1993

  1. James H. Stock & Mark W. Watson, 1993. "Business Cycles, Indicators, and Forecasting," NBER Books, National Bureau of Economic Research, Inc, number stoc93-1, March.
  2. Stock, James H. & Watson, Mark W. (ed.), 1993. "Business Cycles, Indicators, and Forecasting," National Bureau of Economic Research Books, University of Chicago Press, edition 1, number 9780226774886, December.

Chapters

2023

  1. Douglas Kiarelly Godoy de Araujo & Giuseppe Bruno & Juri Marcucci & Rafael Schmidt & Bruno Tissot, 2023. "Data science in central banking: applications and tools," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
  2. Valerio Astuti & Giuseppe Bruno & Sabina Marchetti & Juri Marcucci, 2023. "News and banks' equities: do words have predictive power?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
  3. Katherine A. Kiel & Victor A. Matheson & Christopher Sullivan, 2023. "The Effect of Sports Franchises on Property Values: The Role of Owners Versus Renters," Sports Economics, Management, and Policy, in: Victor A. Matheson & Robert Baumann (ed.), The Economic Impact of Sports Facilities, Franchises, and Events, pages 157-170, Springer.
  4. Matthew Gibson & Maulik Jagnani & Hemant K. Pullabhotla, 2023. "Changes in Children’s Time Use, India 1998–2019," Research in Labor Economics, in: Time Use in Economics, volume 51, pages 55-88, Emerald Group Publishing Limited.

2022

  1. Mark W. Watson, 2022. "Comment on "A Reassessment of Monetary Policy Surprises and High-Frequency Identification" 2," NBER Chapters, in: NBER Macroeconomics Annual 2022, volume 37, pages 161-166, National Bureau of Economic Research, Inc.
  2. Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Chapters, in: NBER Macroeconomics Annual 2022, volume 37, pages 87-155, National Bureau of Economic Research, Inc.
  3. Douglas Kiarelly Godoy de Araujo & Giuseppe Bruno & Juri Marcucci & Rafael Schmidt & Bruno Tissot, 2022. "Machine learning applications in central banking: an overview," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Machine learning in central banking, volume 57, Bank for International Settlements.
  4. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Efficient Combined Estimation under Structural Breaks," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 119-142, Emerald Group Publishing Limited.

2020

  1. Òscar Jordà & Fernanda Nechio, 2020. "Inflation Globally," Central Banking, Analysis, and Economic Policies Book Series, in: Gonzalo Castex & Jordi Galí & Diego Saravia (ed.),Changing Inflation Dynamics,Evolving Monetary Policy, edition 1, volume 27, chapter 8, pages 269-316, Central Bank of Chile.
  2. Jessica Schlossberg & Norman R. Swanson, 2020. "Jump Spillover and Risk Effects on Excess Returns in the United States During the Great Recession," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 29, pages 1109-1149, World Scientific Publishing Co. Pte. Ltd..

2019

  1. Mark W. Watson, 2019. "Comment on "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint"," NBER Chapters, in: NBER Macroeconomics Annual 2019, volume 34, pages 182-193, National Bureau of Economic Research, Inc.
  2. Iraj Rahmani & Jeffrey M. Wooldridge, 2019. "Model-Selection Tests for Complex Survey Samples," Advances in Econometrics, in: The Econometrics of Complex Survey Data, volume 39, pages 109-135, Emerald Group Publishing Limited.
  3. Bai Huang & Tae-Hwy Lee & Aman Ullah, 2019. "Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects," Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A, volume 40, pages 249-274, Emerald Group Publishing Limited.
  4. Jianghao Chu & Tae-Hwy Lee & Aman Ullah, 2019. "Variable Selection in Sparse Semiparametric Single Index Models," Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B, volume 40, pages 65-88, Emerald Group Publishing Limited.

2018

  1. Jing Cynthia Wu & Ji Zhang, 2018. "Global Effective Lower Bound and Unconventional Monetary Policy," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 200-216, National Bureau of Economic Research, Inc.

2017

  1. Paul R. Bergin & Òscar Jordà, 2017. "Measuring Monetary Policy Interdependence," World Scientific Book Chapters, in: International Macroeconomic Interdependence, chapter 14, pages 387-415, World Scientific Publishing Co. Pte. Ltd..

2016

  1. Laura E. Jackson & M. Ayhan Kose & Christopher Otrok & Michael T. Owyang, 2016. "Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 361-400, Emerald Group Publishing Limited.
  2. Stock, J.H. & Watson, M.W., 2016. "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 415-525, Elsevier.
  3. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "Macrofinancial History and the New Business Cycle Facts," NBER Chapters, in: NBER Macroeconomics Annual 2016, Volume 31, pages 213-263, National Bureau of Economic Research, Inc.
  4. Bao Yong & Fan Yanqin & Su Liangjun & Zinde-Walsh Victoria, 2016. "A Selective Review of Aman Ullah’s Contributions to Econometrics," Advances in Econometrics, in: Essays in Honor of Aman Ullah, volume 36, pages 3-43, Emerald Group Publishing Limited.
  5. Liangjun Su & Yonghui Zhang, 2016. "Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects," Advances in Econometrics, in: Essays in Honor of Aman Ullah, volume 36, pages 137-204, Emerald Group Publishing Limited.
  6. Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros, 2016. "Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 283-316, Emerald Group Publishing Limited.
  7. Koedel, C. & Podgursky, M., 2016. "Teacher Pensions," Handbook of the Economics of Education,, Elsevier.

2015

  1. Antonio Cabrales & Giovanni Ponti, 2015. "Social Preferences," Palgrave Macmillan Books, in: Pablo Branas-Garza & Antonio Cabrales (ed.), Experimental Economics, chapter 6, pages 87-104, Palgrave Macmillan.
  2. Mark W. Watson, 2015. "Comment on "Trends and Cycles in China's Macroeconomy"," NBER Chapters, in: NBER Macroeconomics Annual 2015, Volume 30, pages 85-89, National Bureau of Economic Research, Inc.
  3. Tsutomu Watanabe & Iichiro Uesugi & Arito Ono, 2015. "The Economics of Interfirm Networks: Main Issues," Advances in Japanese Business and Economics, in: Tsutomu Watanabe & Iichiro Uesugi & Arito Ono (ed.), The Economics of Interfirm Networks, edition 127, chapter 1, pages 1-12, Springer.
  4. Iichiro Uesugi, 2015. "Interfirm Networks in Manufacturing Industry Agglomerations in Japan: Evidence from Survey Data," Advances in Japanese Business and Economics, in: Tsutomu Watanabe & Iichiro Uesugi & Arito Ono (ed.), The Economics of Interfirm Networks, edition 127, chapter 4, pages 67-92, Springer.
  5. Hirofumi Uchida & Arito Ono & Souichirou Kozuka & Makoto Hazama & Iichiro Uesugi, 2015. "Interfirm Relationships and Trade Credit in Japan: Evidence from Micro-Data," SpringerBriefs in Economics, in: Interfirm Relationships and Trade Credit in Japan, edition 127, pages 1-80, Springer.
  6. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Introduction," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 1, pages 1-2, Palgrave Macmillan.
  7. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Regression Analyses with Multiple Variables," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 10, pages 64-72, Palgrave Macmillan.
  8. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Market-Switching Stocks," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 11, pages 73-82, Palgrave Macmillan.
  9. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "GARCH Analysis of Switchers," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 12, pages 83-86, Palgrave Macmillan.
  10. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Conclusions," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 13, pages 87-92, Palgrave Macmillan.
  11. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Activities," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 2, pages 3-4, Palgrave Macmillan.
  12. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Interviews," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 3, pages 5-6, Palgrave Macmillan.
  13. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Literature Review," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 4, pages 7-30, Palgrave Macmillan.
  14. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Empirical Analysis," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 5, pages 31-40, Palgrave Macmillan.
  15. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Preliminary Data Analysis," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 6, pages 41-48, Palgrave Macmillan.
  16. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Volatility Estimation," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 7, pages 49-53, Palgrave Macmillan.
  17. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Basic Analysis of Relative Volatility," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 8, pages 54-57, Palgrave Macmillan.
  18. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Relative Risk Allowing for Size, Age or Liquidity," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 9, pages 58-63, Palgrave Macmillan.
  19. Nagore Iriberri & Pedro Rey-Biel, 2015. "Initial Responses in Strategic Situations," Palgrave Macmillan Books, in: Pablo Branas-Garza & Antonio Cabrales (ed.), Experimental Economics, chapter 5, pages 72-86, Palgrave Macmillan.

2014

  1. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "Betting the House," NBER Chapters, in: NBER International Seminar on Macroeconomics 2014, pages 2-18, National Bureau of Economic Research, Inc.
  2. Jin Seo Cho & Halbert White, 2014. "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing☆A glossary of notation and the program codes written in GAUSS for our simulations are available at," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 491-556, Emerald Group Publishing Limited.

2013

  1. Massimo Guidolin, 2013. "Markov switching models in asset pricing research," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 1, pages 3-44, Edward Elgar Publishing.
  2. Patton, Andrew, 2013. "Copula Methods for Forecasting Multivariate Time Series," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 899-960, Elsevier.
  3. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2013. "Financial Risk Measurement for Financial Risk Management," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1127-1220, Elsevier.
  4. Mark W. Watson, 2013. "Comment on "Shocks and Crashes"," NBER Chapters, in: NBER Macroeconomics Annual 2013, Volume 28, pages 367-378, National Bureau of Economic Research, Inc.
  5. Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," NBER Chapters, in: Sovereign Debt and Financial Crises, National Bureau of Economic Research, Inc.
  6. Nikolay Gospodinov & Ana María Herrera & Elena Pesavento, 2013. "Unit Roots, Cointegration, and Pretesting in Var Models☆The views expressed here are the authors and not necessarily those of the Federal Reserve Bank of Atlanta or the Federal Reserve System," Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 81-115, Emerald Group Publishing Limited.
  7. Raffaella Giacomini & Barbara Rossi, 2013. "Forecasting in macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 17, pages 381-408, Edward Elgar Publishing.
  8. Jesús Gonzalo & Jean-Yves Pitarakis, 2013. "Estimation and inference in threshold type regime switching models," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 8, pages 189-205, Edward Elgar Publishing.
  9. William S. Neilson & Michael McKee & Robert P. Berrens, 2013. "Value and outcome uncertainty as explanations for the WTA vs WTP disparity," Chapters, in: John A. List & Michael K. Price (ed.), Handbook on Experimental Economics and the Environment, chapter 6, pages 171-189, Edward Elgar Publishing.
  10. Kristy Buzard & Gerald Carlino, 2013. "The geography of research and development activity in the US," Chapters, in: Frank Giarratani & Geoffrey J.D. Hewings & Philip McCann (ed.), Handbook of Industry Studies and Economic Geography, chapter 16, pages 389-410, Edward Elgar Publishing.

2012

  1. Liangjun Su & Halbert L. White, 2012. "Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression," Advances in Econometrics, in: Essays in Honor of Jerry Hausman, pages 355-434, Emerald Group Publishing Limited.
  2. Jeffrey Grogger & Gordon H. Hanson, 2012. "Attracting Talent: Location Choices of Foreign-born PhDs in the United States," NBER Chapters, in: US High-Skilled Immigration in the Global Economy, pages 5-38, National Bureau of Economic Research, Inc.
  3. Eric Hillebrand & Tae-Hwy Lee, 2012. "Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors," Advances in Econometrics, in: 30th Anniversary Edition, pages 171-196, Emerald Group Publishing Limited.
  4. Tae-Hwy Lee & Weiping Yang, 2012. "Money–Income Granger-Causality in Quantiles," Advances in Econometrics, in: 30th Anniversary Edition, pages 385-409, Emerald Group Publishing Limited.

2011

  1. Massimo Guidolin, 2011. "Markov Switching Models in Empirical Finance," Advances in Econometrics, in: Missing Data Methods: Time-Series Methods and Applications, pages 1-86, Emerald Group Publishing Limited.
  2. Massimo Guidolin, 2011. "Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey," Advances in Econometrics, in: Missing Data Methods: Time-Series Methods and Applications, pages 87-178, Emerald Group Publishing Limited.
  3. Massimo Guidolin & Federica Ria, 2011. "Markov Switching Mean-Variance Frontier Dynamics: Theory and International Evidence," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, chapter 2, pages 21-48, Palgrave Macmillan.
  4. Jeffrey M. Wooldridge, 2011. "Teaching Undergraduate Econometrics," Chapters, in: Gail M. Hoyt & KimMarie McGoldrick (ed.), International Handbook on Teaching and Learning Economics, chapter 43, Edward Elgar Publishing.
  5. Michael C. Davis & Christian M. End, 2011. "Team Success, Productivity and Economic Impact," Chapters, in: Plácido Rodríguez & Stefan Késenne & Brad R. Humphreys (ed.), The Economics of Sport, Health and Happiness, chapter 7, Edward Elgar Publishing.
  6. Garett Jones, 2011. "IQ and national productivity," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
  7. Bruno Cassiman & Massimo G Colombo & Larissa Rabbiosi, 2011. "M&A and Innovation: The Role of Relatedness between Target and Acquirer," Palgrave Macmillan Books, in: Hugo Tschirky & Cornelius Herstatt & David Probert & Hans-Georg Gemuenden & Massimo G. Colombo & Tho (ed.), Managing Innovation Driven Companies, chapter 3, pages 56-67, Palgrave Macmillan.
  8. Anin Aroonruengsawat & Maximilian Auffhammer, 2011. "Impacts of Climate Change on Residential Electricity Consumption: Evidence from Billing Data," NBER Chapters, in: The Economics of Climate Change: Adaptations Past and Present, pages 311-342, National Bureau of Economic Research, Inc.

2010

  1. Travis Berge & Òscar Jordà & Alan M. Taylor, 2010. "Currency Carry Trades," NBER Chapters, in: NBER International Seminar on Macroeconomics 2010, pages 357-387, National Bureau of Economic Research, Inc.
  2. Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Núñez, 2010. "The Cost of Avoiding Crime: The Case of Bogotá," NBER Chapters, in: The Economics of Crime: Lessons For and From Latin America, pages 101-132, National Bureau of Economic Research, Inc.
  3. Alejandro Gaviria, 2010. "Comment on "Understanding High Crime Rates in Latin America: The Role of Social and Policy Factors"," NBER Chapters, in: The Economics of Crime: Lessons For and From Latin America, pages 56-60, National Bureau of Economic Research, Inc.
  4. Patrick L. Hill & Brent W. Roberts & Jeffrey T. Grogger & Jonathan Guryan & Karen Sixkiller, 2010. "Decreasing Delinquency, Criminal Behavior, and Recidivism by Intervening on Psychological Factors Other Than Cognitive Ability: A Review of the Intervention Literature," NBER Chapters, in: Controlling Crime: Strategies and Tradeoffs, pages 367-406, National Bureau of Economic Research, Inc.
  5. Takero Doi & Takeo Hoshi & Tatsuyoshi Okimoto, 2010. "Japanese Government Debt and Sustainability of Fiscal Policy," NBER Chapters, in: Fiscal Policy and Crisis, National Bureau of Economic Research, Inc.
  6. Andréas Heinen & Alfonso Valdesogo, 2010. "Dynamic D-Vine Model," World Scientific Book Chapters, in: Dorota Kurowicka & Harry Joe (ed.), Dependence Modeling Vine Copula Handbook, chapter 16, pages 329-353, World Scientific Publishing Co. Pte. Ltd..
  7. Heather M Anderson, 2010. "Discussion of Key Elements of Global Inflation," RBA Annual Conference Volume (Discontinued), in: Renée Fry & Callum Jones & Christopher Kent (ed.),Inflation in an Era of Relative Price Shocks, Reserve Bank of Australia.
  8. Jose Sidaoui & Carlos Capistran & Daniel Chiquiar & Manuel Ramos-Francia, 2010. "On the predictive content of the PPI on CPI inflation: the case of Mexico," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy and the measurement of inflation: prices, wages and expectations, volume 49, pages 249-257, Bank for International Settlements.
  9. Gail Hoyt & Mary Kassis & David Vera & Jennifer Imazeki, 2010. "Interactive Large Enrollment Economics Courses," Chapters, in: Michael K. Salemi & William B. Walstad (ed.), Teaching Innovations in Economics, chapter 10, Edward Elgar Publishing.

2009

  1. Liangjun Su & Ye Chen & Aman Ullah, 2009. "Functional coefficient estimation with both categorical and continuous data," Advances in Econometrics, in: Nonparametric Econometric Methods, pages 131-167, Emerald Group Publishing Limited.
  2. Jyotsna Jalan, 2009. "Poverty Alleviation Programs and their Impacts: A Survey," Chapters, in: Robert J. Brent (ed.), Handbook of Research on Cost–Benefit Analysis, chapter 12, Edward Elgar Publishing.

2008

  1. Blume, Andreas & DeJong, Douglas V. & Sprinkle, Geoffrey B., 2008. "The Effect of Message Space Size on Learning and Outcomes in Sender-Receiver Games," Handbook of Experimental Economics Results, in: Charles R. Plott & Vernon L. Smith (ed.), Handbook of Experimental Economics Results, edition 1, volume 1, chapter 63, pages 572-584, Elsevier.
  2. Massimo Guidolin & Carrie Fangzhou Na, 2008. "Chapter 16 The Economic and Statistical Value of Forecast Combinations Under Regime Switching: An Application to Predictable US Returns," Frontiers of Economics and Globalization, in: Forecasting in the Presence of Structural Breaks and Model Uncertainty, pages 595-655, Emerald Group Publishing Limited.
  3. Alvaro Escribano & Roberto Pascual, 2008. "Asymmetries in bid and ask responses to innovations in the trading process," Studies in Empirical Economics, in: Luc Bauwens & Winfried Pohlmeier & David Veredas (ed.), High Frequency Financial Econometrics, pages 49-82, Springer.
  4. Tae-Hwy Lee & Yang Yang, 2008. "Chapter 13 Bagging Binary and Quantile Predictors for Time Series: Further Issues," Frontiers of Economics and Globalization, in: Forecasting in the Presence of Structural Breaks and Model Uncertainty, pages 477-534, Emerald Group Publishing Limited.

2007

  1. Torben G. Andersen & Tim Bollerslev & Peter Christoffersen & Francis X. Diebold, 2007. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Chapters, in: The Risks of Financial Institutions, pages 513-544, National Bureau of Economic Research, Inc.
  2. Bruno Cassiman & Sandra Sieber, 2007. "The Impact of Internet on Market Structure," World Scientific Book Chapters, in: Angel J Salazar & Steve Sawyer (ed.), Handbook Of Information Technology In Organizations And Electronic Markets, chapter 15, pages 299-322, World Scientific Publishing Co. Pte. Ltd..

2006

  1. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2006. "Volatility and Correlation Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 15, pages 777-878, Elsevier.
  2. Stock, James H. & Watson, Mark W., 2006. "Forecasting with Many Predictors," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 10, pages 515-554, Elsevier.
  3. Corradi, Valentina & Swanson, Norman R., 2006. "Predictive Density Evaluation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 5, pages 197-284, Elsevier.
  4. J. David López-Salido & Gabriel Pérez Quirós, 2006. "Comparative analysis: real convergence, cyclical synchrony and inflation differentials," Other publications, in: The analysis of the Spanish Economy, chapter 15, pages 409-433, Banco de España.
  5. Hibiki Ichiue, 2006. "Development of Japan’s credit markets," BIS Papers chapters, in: Bank for International Settlements (ed.), Developing corporate bond markets in Asia, volume 26, pages 88-95, Bank for International Settlements.
  6. Miriam Golden & Lucio Picci, 2006. "Corruption and the Management of Public Works in Italy," Chapters, in: Susan Rose-Ackerman (ed.), International Handbook on the Economics of Corruption, chapter 16, Edward Elgar Publishing.
  7. Heather M. Anderson & Chin Nam Low, 2006. "Random Walk Smooth Transition Autoregressive Models," Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 247-281, Emerald Group Publishing Limited.
  8. Bruno Cassiman & Massimo G. Colombo, 2006. "Concluding Remarks," Chapters, in: Bruno Cassiman & Massimo G. Colombo (ed.), Mergers and Acquisitions, chapter 10, Edward Elgar Publishing.
  9. Bruno Cassiman, 2006. "The Methodology of the Empirical Analysis: The Relatedness of Partners," Chapters, in: Bruno Cassiman & Massimo G. Colombo (ed.), Mergers and Acquisitions, chapter 6, Edward Elgar Publishing.
  10. Bruno Cassiman & Masako Ueda, 2006. "M&A and Innovation: A Conceptual Framework," Chapters, in: Bruno Cassiman & Massimo G. Colombo (ed.), Mergers and Acquisitions, chapter 5, Edward Elgar Publishing.
  11. Bruno Cassiman & Veerle Minne & Tom Pellens & Geert Steurs & Dafne Reymen, 2006. "Four Case Studies," Chapters, in: Bruno Cassiman & Massimo G. Colombo (ed.), Mergers and Acquisitions, chapter 9, Edward Elgar Publishing.
  12. Bruno Cassiman & Massimo G. Colombo, 2006. "Introduction," Chapters, in: Bruno Cassiman & Massimo G. Colombo (ed.), Mergers and Acquisitions, chapter 1, Edward Elgar Publishing.
  13. Lorenzo Cappiello & Bruno Gérard & Arjan Kadareja & Simone Manganelli, 2006. "Equity Market Integration of New EU Member States," Chapters, in: Klaus Liebscher & Josef Christl & Peter Mooslechner & Doris Ritzberger-Grünwald (ed.), Financial Development, Integration and Stability, chapter 25, Edward Elgar Publishing.
  14. Yong Bao & Tae-Hwy Lee, 2006. "Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison," Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 41-62, Emerald Group Publishing Limited.

2005

  1. Andreas Blume & Douglas V. DeJong & Michael Maier, 2005. "Cognition In Spatial Dispersion Games," Springer Books, in: Rami Zwick & Amnon Rapoport (ed.), Experimental Business Research, chapter 0, pages 185-202, Springer.

2004

  1. Bruno Cassiman & Giovanni Valentini, 2004. "Introduction to Part III," Palgrave Macmillan Books, in: Africa Ariño & Pankaj Ghemawat & Joan E. Ricart (ed.), Creating Value through International Strategy, chapter 10, pages 125-129, Palgrave Macmillan.

2003

  1. James H. Stock & Mark W. Watson, 2003. "Has the Business Cycle Changed and Why?," NBER Chapters, in: NBER Macroeconomics Annual 2002, Volume 17, pages 159-230, National Bureau of Economic Research, Inc.

2002

  1. Vítor Gaspar & Gabriel Perez-Quirós & Jorge Sicilia, 2002. "The monetary policy decisions of the ECB and the money market," BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 402-411, Bank for International Settlements.

1999

  1. Stock, James H. & Watson, Mark W., 1999. "Business cycle fluctuations in us macroeconomic time series," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 1, pages 3-64, Elsevier.

1997

  1. Douglas O. Staiger & James H. Stock & Mark W. Watson, 1997. "How Precise Are Estimates of the Natural Rate of Unemployment?," NBER Chapters, in: Reducing Inflation: Motivation and Strategy, pages 195-246, National Bureau of Economic Research, Inc.

1993

  1. James H. Stock & Mark W. Watson, 1993. "Introduction to "Business Cycles, Indicators and Forecasting"," NBER Chapters, in: Business Cycles, Indicators, and Forecasting, pages 1-10, National Bureau of Economic Research, Inc.
  2. James H. Stock & Mark W. Watson, 1993. "A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience," NBER Chapters, in: Business Cycles, Indicators, and Forecasting, pages 95-156, National Bureau of Economic Research, Inc.
  3. Clive W. Granger & Timo Terasvirta & Heather M. Anderson, 1993. "Modeling Nonlinearity over the Business Cycle," NBER Chapters, in: Business Cycles, Indicators, and Forecasting, pages 311-326, National Bureau of Economic Research, Inc.

1989

  1. James H. Stock & Mark W. Watson, 1989. "New Indexes of Coincident and Leading Economic Indicators," NBER Chapters, in: NBER Macroeconomics Annual 1989, Volume 4, pages 351-409, National Bureau of Economic Research, Inc.

1988

  1. Matthew D. Shapiro & Mark W. Watson, 1988. "Sources of Business Cycle Fluctuations," NBER Chapters, in: NBER Macroeconomics Annual 1988, Volume 3, pages 111-156, National Bureau of Economic Research, Inc.

1986

  1. Bollerslev, Tim & Engle, Robert F. & Nelson, Daniel B., 1986. "Arch models," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 49, pages 2959-3038, Elsevier.
  2. Watson, Mark W., 1986. "Vector autoregressions and cointegration," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 47, pages 2843-2915, Elsevier.
  3. Olivier J. Blanchard & Mark W. Watson, 1986. "Are Business Cycles All Alike?," NBER Chapters, in: The American Business Cycle: Continuity and Change, pages 123-180, National Bureau of Economic Research, Inc.
  4. Wooldridge, Jeffrey M., 1986. "Estimation and inference for dependent processes," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 45, pages 2639-2738, Elsevier.

1984

  1. Granger, C.W.J. & Watson, Mark W., 1984. "Time series and spectral methods in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 17, pages 979-1022, Elsevier.

Software components

2023

  1. Derya Uysal & Tymon Słoczyński & Jeffrey M. Wooldridge, 2023. "KAPPALATE: Stata module to estimate the local average treatment effect (LATE) using Abadie's kappa approach and other weighting estimators," Statistical Software Components S459257, Boston College Department of Economics, revised 05 Dec 2023.

2021

  1. Isabel Cairo & Shigeru Fujita & Camilo Morales-Jimenez, 2021. "Code and data files for "The Cyclicality of Labor Force Participation Flows: The Role of Labor"," Computer Codes 20-507, Review of Economic Dynamics.
  2. David M. Kaplan, 2021. "DISTCOMP: Stata module to compare distributions," Statistical Software Components S459001, Boston College Department of Economics.
  3. David M. Kaplan, 2021. "SIVQR: Stata module to perform smoothed IV quantile regression," Statistical Software Components S459002, Boston College Department of Economics, revised 14 Mar 2023.

2018

  1. Stephie Fried & Kevin Novan & William Peterman, 2018. "Code and data files for "The Distributional Effects of a Carbon Tax on Current and Future Generations"," Computer Codes 16-217, Review of Economic Dynamics.
  2. Munechika Katayama & Kwang Hwan Kim, 2018. "Code and data files for "Uncertainty Shocks and the Relative Price of Investment Goods"," Computer Codes 17-76, Review of Economic Dynamics.

2016

  1. William Peterman, 2016. "Code and data files for "The Effect of Endogenous Human Capital Accumulation on Optimal Taxation"," Computer Codes 14-205, Review of Economic Dynamics.
  2. Shigeru Fujita & Makoto Nakajima, 2016. "Code and data files for "Worker Flows and Job Flows: A Quantitative Investigation"," Computer Codes 10-219, Review of Economic Dynamics.

2008

  1. Christian Haefke & Monique Ebell, 2008. "Code and data files for "Product Market Deregulation and the U.S. Employtment Miracle"," Computer Codes 06-224, Review of Economic Dynamics.

1999

  1. Christian Haefke, 1999. "Projections Parameterized Expectations Algorithms (Fortran)," QM&RBC Codes 67, Quantitative Macroeconomics & Real Business Cycles.

1998

  1. Christian Haefke, 1998. "Projections Parameterized Expectations Algorithms (Gauss)," QM&RBC Codes 68, Quantitative Macroeconomics & Real Business Cycles.
  2. Christian Haefke, 1998. "Projections Parameterized Expectations Algorithms (Matlab)," QM&RBC Codes 69, Quantitative Macroeconomics & Real Business Cycles.

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