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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

2017

  1. Cabrales, Antonio & Espin, Antonio & Kujal, Praveen & Rassenti, Stephen, 2017. "Humans' (incorrect) distrust of reflective decisions," CEPR Discussion Papers 11949, C.E.P.R. Discussion Papers.
  2. 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.
  3. 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.
  4. Ulrich K. Müller & Mark W. Watson, 2017. "Long-Run Covariability," NBER Working Papers 23186, National Bureau of Economic Research, Inc.
  5. John G. Fernald & Robert E. Hall & James H. Stock & Mark W. Watson, 2017. "The Disappointing Recovery of Output after 2009," NBER Working Papers 23543, National Bureau of Economic Research, Inc.
  6. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2017. "Large and State-Dependent Effects of Quasi-Random Monetary Experiments," NBER Working Papers 23074, National Bureau of Economic Research, Inc.
  7. Òscar Jordà & Björn Richter & Moritz Schularick & Alan M. Taylor, 2017. "Bank Capital Redux: Solvency, Liquidity, and Crisis," NBER Working Papers 23287, National Bureau of Economic Research, Inc.
  8. 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.
  9. 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.
  10. OKIMOTO, Tatsuyoshi, 2017. "Expected Inflation Regimes in Japan," Discussion paper series HIAS-E-41, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
  11. 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.
  12. Timur Behlul & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman & Farshid Vahid, 2017. "The Australian Macro Database: An online resource for macroeconomic research in Australia," Monash Econometrics and Business Statistics Working Papers 1/17, Monash University, Department of Econometrics and Business Statistics.
  13. Taamouti, Abderrahim & Gonzalo, Jesús, 2017. "The Reaction of Stock Market Returns to Unemployment," UC3M Working papers. Economics 24120, Universidad Carlos III de Madrid. Departamento de Economía.
  14. Gonzalo, Jesús & Gadea Rivas, María Dolores, 2017. "Trends in distributional characteristics : Existence of global warming," UC3M Working papers. Economics 24121, Universidad Carlos III de Madrid. Departamento de Economía.
  15. Jin Seo Cho & Halbert White, 2017. "Supplements to ¡°Directionally Differentiable Econometric Models¡±," Working papers 2017rwp-103a, Yonsei University, Yonsei Economics Research Institute.
  16. Jin Seo Cho & Halbert White, 2017. "Directionally Differentiable Econometric Models," Working papers 2017rwp-103, Yonsei University, Yonsei Economics Research Institute.
  17. Chiquiar Daniel, Covarrubias Enrique, Salcedo Alejandrina, 2017. "Labor market consequences of trade openness and competition in foreign markets," Working Papers 2017-01, Banco de México.
  18. Cebreros Zurita Carlos 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.

2016

  1. Azmat, Ghazala & Bagues, Manuel F. & Cabrales, Antonio & Iriberri, Nagore, 2016. "What You Don't Know... Can't Hurt You? A Field Experiment on Relative Performance Feedback in Higher Education," IZA Discussion Papers 9853, Institute for the Study of Labor (IZA).
  2. Cabrales, Antonio; Feri, Francesco; Gottardi, Piero; Meléndez-Jiménez, Miguel A., 2016. "Can there be a market for cheap-talk information? Some experimental evidence," Economics Working Papers ECO2016/07, European University Institute.
  3. Facundo Albornoz & Samuel Berlinski & Antonio Cabrales, 2016. "Motivation, Resources and the Organization of the School System," IDB Publications (Working Papers) 94958, Inter-American Development Bank.
  4. 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.
  5. 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.
  6. 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.
  7. Massimo Guidolin & Manuela Pedio, 2016. "Identifying and Measuring the Contagion Channels at Work in the European Financial Crises," Working Papers 586, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  8. Giulia Dal Pra & Massimo Guidolin & Manuela Pedio & Fabiola Vasile, 2016. "Regime Shifts in Excess Stock Return Predictability: 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.
  9. 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.
  10. 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.).
  11. Jackson, Laura E. & Owyang, Michael T. & Soques, Daniel, 2016. "Nonlinearities, Smoothing and Countercyclical Monetary Policy," Working Papers 2016-8, Federal Reserve Bank of St. Louis.
  12. Fujita, Shigeru & Fujiwara, Ippei, 2016. "Declining Trends In The Real Interest Rate And Inflation: The Role Of Aging," Working Papers 16-29, Federal Reserve Bank of Philadelphia.
  13. Moritz Schularick & Alan Taylor & Oscar Jorda, 2016. "The Great Mortgaging," 2016 Meeting Papers 185, Society for Economic Dynamics.
  14. Jorda, Oscar & Schularick, Moritz & Taylor, Alan M., 2016. "Macrofinancial History and the New Business Cycle Facts," Working Paper Series 2016-23, Federal Reserve Bank of San Francisco.
  15. Escribano, Álvaro & Blazsek, Szabolcs, 2016. "Score-driven dynamic patent count panel data models," UC3M Working papers. Economics 23458, Universidad Carlos III de Madrid. Departamento de Economía.
  16. Escribano, Alvaro & Sucarrat, Genaro, 2016. "Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility," MPRA Paper 72736, University Library of Munich, Germany.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. Adriana Camacho & Alejandro Gaviria & Catherine Rodríguez, 2016. "Drug Consumption in Colombia," DOCUMENTOS CEDE 015238, UNIVERSIDAD DE LOS ANDES-CEDE.
  23. 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.
  24. Drew D. Creal & Jing Cynthia Wu, 2016. "Bond Risk Premia in Consumption-based Models," NBER Working Papers 22183, National Bureau of Economic Research, Inc.
  25. Jing Cynthia Wu & Ji Zhang, 2016. "A Shadow Rate New Keynesian Model," NBER Working Papers 22856, National Bureau of Economic Research, Inc.
  26. 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.
  27. 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).
  28. 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.
  29. Mizuta, Takeshi & Shimizu, Chihiro & Uesugi, Iichiro, 2016. "How Inheritance Affects the Real Estate Market in an Aging Economy : Evidence from Transaction and Registry Data," HIT-REFINED Working Paper Series 62, Institute of Economic Research, Hitotsubashi University.
  30. 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).
  31. 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.
  32. 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.
  33. Miyakawa, Daisuke & Shimizu, Chihiro & Uesugi, Iichiro, 2016. "Geography and Realty Prices: Evidence from International Transaction-Level Data," HIT-REFINED Working Paper Series 52, Institute of Economic Research, Hitotsubashi University.
  34. 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.
  35. 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.
  36. 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.
  37. Gloria Gonzalez-Rivera & Wei Lin, 2016. "Extreme Returns and Intensity of Trading," Working Papers 201607, University of California at Riverside, Department of Economics.
  38. Veiga, Helena & Ruiz, Esther & González-Rivera, Gloria & Gonçalves Mazzeu, Joao Henrique, 2016. "A Bootstrap Approach for Generalized Autocontour Testing," DES - Working Papers. Statistics and Econometrics. WS 23457, Universidad Carlos III de Madrid. Departamento de Estadística.
  39. Gabriel Chodorow-Reich & Andra Ghent & Valentin Haddad, 2016. "Asset Insulators," Working Paper 390221, Harvard University OpenScholar.
  40. Olmo, José & Gonzalo, Jesús, 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.
  41. William Neilson & Michael Price & Mikhael Shor, 2016. "Nudging Backward Induction," Working papers 2016-31, University of Connecticut, Department of Economics.
  42. 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.
  43. Hwang, Jackelyn & Lin, Jeffrey, 2016. "What Have We Learned About the Causes of Recent Gentrification?," Working Papers 16-20, Federal Reserve Bank of Philadelphia.
  44. 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.
  45. 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.
  46. Jin Seo Cho & Peter C.B. Phillips, 2016. "Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors," Working papers 2016rwp-90, Yonsei University, Yonsei Economics Research Institute.
  47. 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.
  48. 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.
  49. Matthew Gibson, 2016. "Regulation-Induced Pollution Substitution," Department of Economics Working Papers 2016-04, Department of Economics, Williams College.
  50. Chiquiar Daniel & Tobal Martín & Yslas Renato, 2016. "Measuring and Understanding Trade in Service Tasks," Working Papers 2016-05, Banco de México.

2015

  1. Pau Balart & Antonio Cabrales, 2015. "La evaluaciÛn docente basada en el resultado como vÌa de mejora del sistema educativo," Studies on the Spanish Economy eee2015-13, FEDEA.
  2. Pau Balart & Antonio Cabrales, 2015. "La maratÛn de PISA: La perseverancia como factor del Èxito en una prueba de competencias," Studies on the Spanish Economy eee2015-15, FEDEA.
  3. Cabrales, Antonio; Gale, Douglas; Gottardi, Piero, 2015. "Financial Contagion in Networks," Economics Working Papers ECO2015/01, European University Institute.
  4. 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.
  5. 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.
  6. Youjin Hahn & Asadul Islam & Eleonora Patacchini & Yves Zenou, 2015. "Teams, Organization and Education Outcomes: Evidence from a field experiment in Bangladesh," Monash Economics Working Papers 35-15, Monash University, Department of Economics.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Oh, Dong Hwan & Patton, Andrew J., 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.).
  12. Oh, Dong Hwan & Patton, Andrew J., 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.).
  13. Peterman, William B., 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.).
  14. Guisinger, Amy Y. & Hernandez-Murillo, Ruben & Owyang, Michael T. & Sinclair, Tara M., 2015. "A State-Level Analysis of Okun's Law," Working Papers 2015-29, Federal Reserve Bank of St. Louis.
  15. McCracken, Michael W. & Owyang, Michael T. & Sekhposyan, Tatevik, 2015. "Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR," Working Papers 2015-30, Federal Reserve Bank of St. Louis.
  16. Jackson, Laura E. & Kose, M. Ayhan & Otrok, Christopher & Owyang, Michael T., 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.
  17. 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.
  18. James H. Stock & Mark W. Watson, 2015. "Core Inflation and Trend Inflation," NBER Working Papers 21282, National Bureau of Economic Research, Inc.
  19. Ulrich K. Müller & Mark W. Watson, 2015. "Low-Frequency Econometrics," NBER Working Papers 21564, National Bureau of Economic Research, Inc.
  20. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2015. "Leveraged Bubbles," NBER Working Papers 21486, National Bureau of Economic Research, Inc.
  21. Escribano, Álvaro & Blazsek, Szabolcs, 2015. "Dynamic conditional score patent count panel data models," UC3M Working papers. Economics we1510, Universidad Carlos III de Madrid. Departamento de Economía.
  22. 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.
  23. 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.
  24. Su Liangjun & Xi Qu, 2015. "Specification Test for Spatial Autoregressive Models," Working Papers 10-2015, Singapore Management University, School of Economics.
  25. 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.
  26. 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.
  27. 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.
  28. Su Liangjun & Xia Wang, 2015. "On Time-Varying Factor Models: Estimation and Testing," Working Papers 08-2015, Singapore Management University, School of Economics.
  29. 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.
  30. Catherine Roux & Luís Santos-Pinto & Christian Thöni, 2015. "Home Bias in Multimarket Cournot Games," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 15.04, Université de Lausanne, Faculté des HEC, DEEP.
  31. 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.
  32. Diana Weinhold & Julian Reiss & Petterson Molina Vale, 2015. "Boom-bust patterns in the Brazilian Amazon," LSE Research Online Documents on Economics 63645, London School of Economics and Political Science, LSE Library.
  33. Sainan Jin & Valentina Corradi & Norman Swanson, 2015. "Robust Forecast Comparison," Departmental Working Papers 201502, Rutgers University, Department of Economics.
  34. Hans Fricke & Jeffrey Grogger & Andreas Steinmayr, 2015. "Does Exposure to Economics Bring New Majors to the Field? Evidence from a natural Experiment," NBER Working Papers 21130, National Bureau of Economic Research, Inc.
  35. Jeffrey Grogger, 2015. "Soda Taxes and the Prices of Sodas and Other Drinks: Evidence from Mexico," NBER Working Papers 21197, National Bureau of Economic Research, Inc.
  36. Pérez Quirós, Gabriel & Pérez, Javier J. & Paredes, Joan, 2015. "Fiscal targets. A guide to forecasters?," Working Paper Series 1834, European Central Bank.
  37. 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;Working Papers Homepage.
  38. 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;Working Papers Homepage.
  39. 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.
  40. 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 Group Munich.
  41. David M. Kaplan & Longhao Zhuo, 2015. "Bayesian and frequentist inequality tests," Working Papers 1516, Department of Economics, University of Missouri, revised Jul 2016.
  42. Bauer, Michael D. & Rudebusch, Glenn D., 2015. "Resolving the spanning puzzle in macro-finance term structure models," Working Paper Series 2015-1, Federal Reserve Bank of San Francisco.
  43. Michael D. Bauer, 2015. "Restrictions on Risk Prices in Dynamic Term Structure Models," CESifo Working Paper Series 5241, CESifo Group Munich.
  44. Bauer, Michael D. & Hamilton, James D., 2015. "Robust bond risk premia," Working Paper Series 2015-15, Federal Reserve Bank of San Francisco, revised 25 Sep 2015.
  45. 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.
  46. 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.
  47. De Pooter, Michiel & Rebecca, DeSimone & Martin, Robert F. & Pruitt, Seth, 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.).
  48. De Pooter, Michiel & Martin, Robert F. & Pruitt, Seth, 2015. "The Liquidity Effects of Official Bond Market Intervention," International Finance Discussion Papers 1138, Board of Governors of the Federal Reserve System (U.S.).
  49. Langedijk, Sven & Monokroussos, George & Papanagiotou, Evangelia, 2015. "Benchmarking Liquidity Proxies: Accounting for Dynamics and Frequency Issues," MPRA Paper 61865, University Library of Munich, Germany.
  50. 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.
  51. Monokroussos, George, 2015. "Nowcasting in Real Time Using Popularity Priors," MPRA Paper 68594, University Library of Munich, Germany.
  52. OHMI Harumi & OKIMOTO Tatsuyoshi, 2015. "Trends in Stock-Bond Correlations," Discussion papers 15115, Research Institute of Economy, Trade and Industry (RIETI).
  53. Peter Reinhard Hansen, 2015. "A Martingale Decomposition of Discrete Markov Chains," CREATES Research Papers 2015-18, Department of Economics and Business Economics, Aarhus University.
  54. 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.
  55. 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).
  56. 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).
  57. UESUGI Iichiro & SAKAI Koji, 2015. "Credit Reallocation in Japan (Japanese)," Discussion Papers (Japanese) 15035, Research Institute of Economy, Trade and Industry (RIETI).
  58. 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.
  59. 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.
  60. 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).
  61. Malika Hamadi & Andreas Heinen & Nicolas Jonard & Alfonso Valdesogo, 2015. "Desperately Seeking Small Worlds in Corporate Boards:International Evidence from Listed Firms," CREA Discussion Paper Series 15-19, Center for Research in Economic Analysis, University of Luxembourg.
  62. Lucio Picci & Luca Savorelli, 2015. "The Inventor Balance and the Functional Specialization in Global Inventive Activities," Discussion Paper Series, Department of Economics 201502, Department of Economics, University of St. Andrews, revised 15 Apr 2016.
  63. Escresa,Laarni & PICCI, LUCIO, 2015. "A new cross-national measure of corruption," Policy Research Working Paper Series 7371, The World Bank.
  64. Carrasco Gutierrez, Carlos Enrique & Issler, João Victor, 2015. "Evaluating the effectiveness of Common-Factor Portfolios," MPRA Paper 66077, University Library of Munich, Germany.
  65. 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.
  66. 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.
  67. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  68. 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.
  69. Raffaella Giacomini & Vasiliki Skreta & Javier Turen, 2015. "Models, Inattention and Expectation Updates," Discussion Papers 1602, Centre for Macroeconomics (CFM).
  70. Ghent, Andra C. & Kudlyak, Marianna, 2015. "Intergenerational Linkages in Household Credit," Working Paper 15-14, Federal Reserve Bank of Richmond.
  71. 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 for the Study of Labor (IZA).
  72. Yoichi Arai & Hidehiko Ichimura, 2015. "Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator," CIRJE F-Series CIRJE-F-990, CIRJE, Faculty of Economics, University of Tokyo.
  73. 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.
  74. Gonzalo, Jesus & Pitarakis, Jean-Yves, 2015. "Inferring the predictability induced by a persistent regressor in a predictive threshold model," Discussion Paper Series In Economics And Econometrics 1518, Economics Division, School of Social Sciences, University of Southampton.
  75. Buzard, Kristy & Carlino, Gerald A. & Hunt, Robert M. & Carr, Jake & Smith, Tony E., 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.
  76. Bleakley, Hoyt & Lin, Jeffrey, 2015. "History and the sizes of cities," Working Papers 15-6, Federal Reserve Bank of Philadelphia.
  77. 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.
  78. 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.
  79. 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.
  80. Matthew Gibson & Maria Carnovale, 2015. "The Effects of Road Pricing on Driver Behavior and Air Pollution," Department of Economics Working Papers 2015-16, Department of Economics, Williams College.
  81. 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.
  82. Alcaraz Carlo & Chiquiar Daniel & Salcedo Alejandrina, 2015. "Informality and Segmentation in the Mexican Labor Market," Working Papers 2015-25, Banco de México.

2014

  1. Cabrales, Antonio & 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.
  2. Facundo Albornoz & Antonio Cabrales & Esther Hauk, 2014. "Which Club Should I Attend, Dad?: Targeted Socialization and Production," Working Papers 797, Barcelona Graduate School of Economics.
  3. Calhoun, Gray, 2014. "Out-Of-Sample Comparisons of Overfit Models," Staff General Research Papers Archive 32462, Iowa State University, Department of Economics.
  4. Calhoun, Gray, 2014. "Block Bootstrap Consistency Under Weak Assumptions," Staff General Research Papers Archive 34313, Iowa State University, Department of Economics.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. William Peterman, 2014. "A Historical Welfare Analysis of Social Security: Who Did the Program Benefit?," 2014 Meeting Papers 790, Society for Economic Dynamics.
  12. Francis, Neville & Jackson, Laura E. & Owyang, Michael T., 2014. "How has empirical monetary policy analysis changed after the financial crisis?," Working Papers 2014-19, Federal Reserve Bank of St. Louis, revised 27 Apr 2016.
  13. Galvão, Ana B. & Owyang, Michael T., 2014. "Financial stress regimes and the macroeconomy," Working Papers 2014-20, Federal Reserve Bank of St. Louis, revised 01 Dec 2016.
  14. Covas, Francisco & Driscoll, John C., 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.).
  15. 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.
  16. Daly, Mary C. & Fernald, John G. & Jorda, Oscar & Nechio, Fernanda, 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.
  17. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," NBER Working Papers 20501, National Bureau of Economic Research, Inc.
  18. Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2014. "Betting the House," NBER Working Papers 20771, National Bureau of Economic Research, Inc.
  19. Escribano, Álvaro & Blazsek, Szabolcs, 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.
  20. Ozabaci, Deniz & Henderson, Daniel J. & Su, Liangjun, 2014. "Additive Nonparametric Regression in the Presence of Endogenous Regressors," IZA Discussion Papers 8144, Institute for the Study of Labor (IZA).
  21. 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.
  22. Xun Lu & Liangjun Su, 2014. "Jackknife Model Averaging for Quantile Regressions," Working Papers 11-2014, Singapore Management University, School of Economics.
  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 & Zhentao Shi & Peter C. B. Phillips, 2014. "Identifying Latent Structures in Panel Data," Working Papers 07-2014, 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. Plödt, Martin & Reicher, Claire, 2014. "Primary surplus and debt projections based on estimated fiscal reaction functions for euro area countries," Kiel Working Papers 1900, Kiel Institute for the World Economy (IfW).
  28. Plödt, Martin & Reicher, Claire, 2014. "Estimating simple fiscal policy reaction functions for the euro area countries," Kiel Working Papers 1899, Kiel Institute for the World Economy (IfW).
  29. 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).
  30. Arora, Sanchit & Reicher, Claire, 2014. "Changes in the Response of Fiscal Policy to Monetary Policy in the EMU," Kiel Advanced Studies Working Papers 465, Kiel Institute for the World Economy (IfW).
  31. 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 for the Study of Labor (IZA).
  32. Sloczynski, Tymon & Wooldridge, Jeffrey M., 2014. "A General Double Robustness Result for Estimating Average Treatment Effects," IZA Discussion Papers 8084, Institute for the Study of Labor (IZA).
  33. 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 for the Study of Labor (IZA).
  34. 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.
  35. Astebro , Thomas & Santos-Pinto , Luís, 2014. "Detecting Heterogeneous Risk Attitudes with Mixed Gambles," Les Cahiers de Recherche 1042, HEC Paris.
  36. 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.
  37. Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson, 2014. "Consistent Pretesting for Jumps," Departmental Working Papers 201408, Rutgers University, Department of Economics.
  38. 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;Working Papers Homepage.
  39. 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.
  40. 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.
  41. David M. Kaplan, 2014. "Nonparametric Inference on Quantile Marginal Effects," Working Papers 1413, Department of Economics, University of Missouri.
  42. 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.
  43. 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.
  44. 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.
  45. Drew D. Creal & Jing Cynthia Wu, 2014. "Monetary Policy Uncertainty and Economic Fluctuations," NBER Working Papers 20594, National Bureau of Economic Research, Inc.
  46. Bauer, Michael D., 2014. "Inflation expectations and the news," Working Paper Series 2014-9, Federal Reserve Bank of San Francisco.
  47. 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.
  48. Tatsuyoshi Okimoto, 2014. "Asymmetric Increasing Trends in Dependence in International Equity Markets," CAMA Working Papers 2014-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  49. 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 Group Munich.
  50. 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.
  51. 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.
  52. MIYAKAWA Daisuke & HOSONO Kaoru & UCHINO Taisuke & ONO Arito & UCHIDA Hirofumi & UESUGI Iichiro, 2014. "Financial Shocks and Firm Exports: A natural experiment approach with a massive earthquake," Discussion papers 14010, Research Institute of Economy, Trade and Industry (RIETI).
  53. 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).
  54. 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).
  55. 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, Reading University.
  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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  57. Wagner Piazza Gaglianone & João Victor Issler, 2014. "Microfounded Forecasting," Working Papers Series 372, Central Bank of Brazil, Research Department.
  58. 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.
  59. 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.
  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. 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.
  62. Gloria Gonzalez-Rivera & Yingying Sun, 2014. "Density Forecast Evaluation in Unstable Environments," Working Papers 201428, University of California at Riverside, Department of Economics.
  63. Gloria Gonzalez-Rivera & Yingying Sun, 2014. "Generalized Autocontours: Evaluation of Multivariate Density Models," Working Papers 201431, University of California at Riverside, Department of Economics.
  64. 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.
  65. Gloria Gonzalez-Rivera, 2014. "Predicting Rare Events: Evaluating Systemic and Idiosyncratic Risk (editorial)," Working Papers 201430, University of California at Riverside, Department of Economics.
  66. Rossen Valkanov & Andra Ghent, 2014. "Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors," 2014 Meeting Papers 104, Society for Economic Dynamics.
  67. Giacomini, Raffaella & Altavilla, Carlo & Ragusa, Giuseppe, 2014. "Anchoring the yield curve using survey expectations," Working Paper Series 1632, European Central Bank.
  68. Yoichi Arai & Hidehiko Ichimura, 2014. "Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator," CIRJE F-Series CIRJE-F-927, CIRJE, Faculty of Economics, University of Tokyo.
  69. 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.
  70. 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.
  71. 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.
  72. 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.
  73. 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.
  74. 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.

2013

  1. Brindusa Anghel & Antonio Cabrales & Jorge Sainz & Ismael Sanz, 2013. "Publicizing the results of standardized external tests: Does it have an effect on school outcomes?," Working Papers 2013-01, FEDEA.
  2. Vega-Redondo, Fernando & Gottardi, Piero & Cabrales, Antonio, 2013. "Risk-sharing and contagion in networks," UC3M Working papers. Economics we1301, Universidad Carlos III de Madrid. Departamento de Economía.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  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. Massimo Guidolin & Hening Liu, 2013. "Ambiguity Aversion and Under-diversification," Working Papers 483, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. Jia Li & Andrew J. Patton, 2013. "Asymptotic Inference about Predictive Accuracy Using High Frequency Data," Working Papers 13-27, Duke University, Department of Economics.
  16. Matthias Kruttli & Andrew J. Patton & Tarun Ramadorai, 2013. "The Impact of Hedge Funds on Asset Markets," Working Papers 13-27, Duke University, Department of Economics.
  17. 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.
  18. Tim Bollerslev & Andrew J. Patton & Wang Wenjing, 2013. "Daily House Price Indexes: Construction, Modeling, and Longer-Run Predictions," Working Papers 13-29, Duke University, Department of Economics.
  19. 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.
  20. Michael T. Owyang & Valerie A. Ramey & Sarah Zubairy, 2013. "Are Government Spending Multipliers Greater During Periods of Slack? Evidence from 20th Century Historical Data," NBER Working Papers 18769, National Bureau of Economic Research, Inc.
  21. Julieta Caunedo & Riccardo DiCecio & Ivana Komunjer & Michael T. Owyang, 2013. "Federal reserve forecasts: asymmetry and state-dependence," Working Papers 2013-012, Federal Reserve Bank of St. Louis.
  22. 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.
  23. Rubén Hernández-Murillo & Michael T Owyang & Margarita Rubio, 2013. "Clustered Housing Cycles," Discussion Papers 2013/02, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  24. Francis, Neville & Jackson, Laura E. & Owyang, Michael T., 2013. "Countercyclical policy and the speed of recovery after recessions," Working Papers 2013-032, Federal Reserve Bank of St. Louis, revised 01 Jan 2014.
  25. Francisco Covas & Ben Rump & Egon Zakrajsek, 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.).
  26. Shigeru Fujita & Giuseppe Moscarini, 2013. "Recall and Unemployment," NBER Working Papers 19640, National Bureau of Economic Research, Inc.
  27. Ulrich Mueller & Mark W. Watson, 2013. "Measuring Uncertainty about Long-Run Prediction," NBER Working Papers 18870, National Bureau of Economic Research, Inc.
  28. Moritz Schularick & Alan Taylor & Oscar Jorda, 2013. "When Credit Bites Back," 2013 Meeting Papers 71, Society for Economic Dynamics.
  29. 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.
  30. Joshua D. Angrist & Òscar Jordà & Guido Kuersteiner, 2013. "Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited," NBER Working Papers 19355, National Bureau of Economic Research, Inc.
  31. Òscar Jordà & Alan M. Taylor, 2013. "The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy," NBER Working Papers 19414, National Bureau of Economic Research, Inc.
  32. Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," NBER Working Papers 19506, National Bureau of Economic Research, Inc.
  33. Mary C. Daly & John G. Fernald & Òscar Jordà & Fernanda Nechio, 2013. "Okun’s macroscope and the changing cyclicality of underlying margins of adjustment," Working Paper Series 2013-32, Federal Reserve Bank of San Francisco.
  34. 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.
  35. 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.
  36. Sucarrat, Genaro & Escribano, Alvaro, 2013. "Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns," MPRA Paper 50699, University Library of Munich, Germany.
  37. 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.
  38. 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).
  39. Reicher, Christopher Phillip, 2013. "Evaluating misspecification in DSGE models using tests for overidentifying restrictions," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79955, Verein für Socialpolitik / German Economic Association.
  40. 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 011895, UNIVERSIDAD DE LOS ANDES-CEDE.
  41. Gary Solon & Steven J. Haider & Jeffrey Wooldridge, 2013. "What Are We Weighting For?," NBER Working Papers 18859, National Bureau of Economic Research, Inc.
  42. 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 for the Study of Labor (IZA).
  43. Toby A. Gardner & J. Ferreira & J. Barlow & A. C. Lees & L. Parry & I. C. G. Vieira & E. Berenguer & R. Abramovay & A. Aleixo & C. Andretti & L. E. O. C. Aragao & I. Araujo & W. S. de Avila & R. D. Ba, 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.
  44. John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013. "Combining Two Consistent Estimators," Departmental Working Papers 201310, Rutgers University, Department of Economics.
  45. 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.
  46. Kihwan Kim & Norman Swanson, 2013. "Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets," Departmental Working Papers 201315, Rutgers University, Department of Economics.
  47. Hyun Hak Kim & Norman Swanson, 2013. "Mining Big Data Using Parsimonious Factor and Shrinkage Methods," Departmental Working Papers 201316, Rutgers University, Department of Economics.
  48. Diep Duong & Norman Swanson, 2013. "Density and Conditional Distribution Based Specification Analysis," Departmental Working Papers 201312, Rutgers University, Department of Economics.
  49. Valentina Corradi & Norman Swanson, 2013. "Testing for Structural Stability of Factor Augmented Forecasting Models," Departmental Working Papers 201314, Rutgers University, Department of Economics.
  50. 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.
  51. 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.
  52. 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.
  53. 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.
  54. 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.
  55. Camacho, Maximo & Pérez-Quirós, Gabriel, 2013. "Commodity prices and the business cycle in Latin America: Living and dying by commodities?," CEPR Discussion Papers 9367, C.E.P.R. Discussion Papers.
  56. 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;Working Papers Homepage.
  57. Carmen Broto & Gabriel Perez-Quiros, 2013. "Disentangling contagion among sovereign cds spreads during the european debt crisis," Working Papers 1314, Banco de España;Working Papers Homepage.
  58. 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.
  59. David M. Kaplan, 2013. "Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion," Working Papers 1313, Department of Economics, University of Missouri.
  60. 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.
  61. 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.
  62. David M. Kaplan & Matt Goldman, 2013. "Comparing distributions by multiple testing across quantiles," Working Papers 13-19, Department of Economics, University of Missouri, revised Nov 2016.
  63. James D. Hamilton & Jing Cynthia Wu, 2013. "Risk Premia in Crude Oil Futures Prices," NBER Working Papers 19056, National Bureau of Economic Research, Inc.
  64. Jing Cynthia Wu & Kinda Hachem, 2013. "Inflation Announcements and Social Dynamics," 2013 Meeting Papers 238, Society for Economic Dynamics.
  65. 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.
  66. Glenn Rudebusch & Michael Bauer, 2013. "The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off," 2013 Meeting Papers 691, Society for Economic Dynamics.
  67. 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.
  68. 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.
  69. 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.
  70. OHASHI Kazuhiko & OKIMOTO Tatsuyoshi, 2013. "Increasing Trends in the Excess Comovement of Commodity Prices," Discussion papers 13048, Research Institute of Economy, Trade and Industry (RIETI).
  71. 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).
  72. 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.
  73. Uchida, Hirofumi & Miyakawa, Daisuke & Hosono, Kaoru & Ono, Arito & Uchino, Taisuke & Uesugi, Iichiro, 2013. "Natural Disaster and Natural Selection," Working Paper Series 25, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
  74. 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.
  75. 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.
  76. 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.
  77. 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.
  78. Lucio Picci & Luca Savorelli, 2013. "The Technological Specialization of Countries: An Analysis of Patent Data," Discussion Paper Series, Department of Economics 201301, Department of Economics, University of St. Andrews.
  79. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  80. Issler, João Victor & Rodrigues, Claudia & 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  81. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  82. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  84. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  85. 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.
  86. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  87. 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.
  88. Gloria Gonzalez-Rivera, 2013. "Forecasting for Economics and Business," Working Papers 201432, University of California at Riverside, Department of Economics.
  89. 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.
  90. 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.
  91. Gallant, A. Ronald & Giacomini, Raffaella & Ragusa, Giuseppe, 2013. "Generalized Method of Moments with Latent Variables," CEPR Discussion Papers 9692, C.E.P.R. Discussion Papers.
  92. Yoichi Arai & Hidehiko Ichimura, 2013. "Optimal Bandwidth Selection for Differences of Nonparametric Estimators with an Application to the Sharp Regression Discontinuity Design," GRIPS Discussion Papers 13-09, National Graduate Institute for Policy Studies.
  93. 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.
  94. Gonzalo, Jesús & Berenguer Rico, Vanessa, 2013. "Co-summability from linear to non-linear cointegration," UC3M Working papers. Economics we1312, Universidad Carlos III de Madrid. Departamento de Economía.
  95. Jeffrey Lin, 2013. "Regional resilience," Working Papers 2013/22, Institut d'Economia de Barcelona (IEB).
  96. Lee, Sanghoon & Lin, Jeffrey, 2013. "Natural amenities, neighborhood dynamics, and persistence in the spatial distribution of income," Working Papers 13-48, Federal Reserve Bank of Philadelphia.
  97. 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.
  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. 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.
  100. Cassiman, Bruno & Vanormelingen, Stijn, 2013. "Profiting from Innovation: Firm Level Evidence on Markups," CEPR Discussion Papers 9703, C.E.P.R. Discussion Papers.
  101. Daniel Chiquiar & Alejandrina Salcedo, 2013. "Mexican Migration to the United States: Underlying Economic Factors and Possible Scenarios for Future Flows," Working Papers 2013-20, Banco de México.

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. Anghel, Brindusa & Cabrales, Antonio & Carro, Jesus, 2012. "Evaluating a bilingual education program in Spain: the impact beyond foreign language learning," CEPR Discussion Papers 8995, C.E.P.R. Discussion Papers.
  3. Serrano, Roberto & Gossner, Olivier & Cabrales, Antonio, 2012. "The Appeal of Information Transactions," UC3M Working papers. Economics we1224, Universidad Carlos III de Madrid. Departamento de Economía.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  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. Patton, Andrew J & Ramadorai, Tarun & Streatfield, Michael, 2012. "Change You Can Believe In? Hedge Fund Data Revisions," CEPR Discussion Papers 8898, C.E.P.R. Discussion Papers.
  10. 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.
  11. 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.).
  12. 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.).
  13. 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.).
  14. 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.
  15. Rubén Hernández-Murillo & Andra C. Ghent & 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. Francis, Neville & Owyang, Michael T. & Savascin, Özge, 2012. "An endogenously clustered factor approach to international business cycles," Working Papers 2012-014, Federal Reserve Bank of St. Louis, revised 10 Feb 2017.
  17. Shigeru Fujita & Garey Ramey, 2012. "Exogenous vs. endogenous separation," Working Papers 12-2, Federal Reserve Bank of Philadelphia.
  18. 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.
  19. 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.
  20. Òscar Jordá & Malte Knuppel & Massimiliano Marcellino, 2012. "Empirical simultaneous prediction regions for path-forecasts," Working Paper Series 2012-05, Federal Reserve Bank of San Francisco.
  21. Guasch, J. Luis & Escribano, Álvaro, 2012. "Robust investment climate effects on alternative firm-level productivity measures," UC3M Working papers. Economics we1201, Universidad Carlos III de Madrid. Departamento de Economía.
  22. Escribano, Álvaro & Blazsek, Szabolcs, 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.
  23. 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.
  24. Roberto Angulo & Alejandro Gaviria & Gustavo Nicolás Páez & Joao Pedro Azevedo, 2012. "Movilidad social en Colombia," DOCUMENTOS CEDE 010323, UNIVERSIDAD DE LOS ANDES-CEDE.
  25. 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 for the Study of Labor (IZA).
  26. Guarino, Cassandra M. & Reckase, Mark D. & Wooldridge, Jeffrey M., 2012. "Can Value-Added Measures of Teacher Performance Be Trusted?," IZA Discussion Papers 6602, Institute for the Study of Labor (IZA).
  27. 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.
  28. 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.
  29. Camacho, Maximo & Pérez-Quirós, Gabriel & Poncela, Pilar, 2012. "Green Shoots and Double Dips in the Euro Area. A Real Time Measure," CEPR Discussion Papers 8896, C.E.P.R. Discussion Papers.
  30. Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012. "Extracting non-linear signals from several economic indicators," Working Papers 1202, Banco de España;Working Papers Homepage.
  31. Alvarez, Rocio & Camacho, Maximo & Pérez-Quirós, Gabriel, 2012. "Finite sample performance of small versus large scale dynamic factor models," CEPR Discussion Papers 8867, C.E.P.R. Discussion Papers.
  32. Camacho, Maximo & Pérez-Quirós, Gabriel & Poncela, Pilar, 2012. "Markov-switching dynamic factor models in real time," CEPR Discussion Papers 8866, C.E.P.R. Discussion Papers.
  33. Camacho, Maximo & Lovcha, Yuliya & Pérez-Quirós, Gabriel, 2012. "Can we use seasonally adjusted indicators in dynamic factor models?," CEPR Discussion Papers 9191, C.E.P.R. Discussion Papers.
  34. 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;Working Papers Homepage.
  35. Michael Ewens & Bryan Tomlin & Liang Choon Wang, 2012. "Statistical Discrimination or Prejudice? A Large Sample Field Experiment," Monash Economics Working Papers 23-12, Monash University, Department of Economics.
  36. 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.
  37. 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.
  38. Kaplan, David M. & Sun, Yixiao, 2012. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," University of California at San Diego, Economics Working Paper Series qt888657tp, Department of Economics, UC San Diego.
  39. 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.
  40. Michael D. Bauer & Christopher J. Neely, 2012. "International channels of the Fed’s unconventional monetary policy," Working Papers 2012-028, Federal Reserve Bank of St. Louis.
  41. Gustavo Abarca & Claudia Ramírez & José Gonzalo Rangel, 2012. "Capital Controls and Exchange Rate Expectations in Emerging Markets," Working Papers 2012-08, Banco de México.
  42. 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.
  43. Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012. "The yield spread puzzle and the information content of SPF forecasts," Discussion Papers 12-04, University at Albany, SUNY, Department of Economics.
  44. Ippei Fujiwara & Hibiki Ichiue & Yoshiyuki Nakazono & Yosuke Shigemi, 2012. "Financial markets forecasts revisited: are they rational, herding or bold?," Globalization and Monetary Policy Institute Working Paper 106, Federal Reserve Bank of Dallas.
  45. Managi, Shunsuke & Okimoto, Tatsuyoshi & Matsuda, Akimi, 2012. "Do Socially Responsible Investment Indexes Outperform Conventional Indexes?," MPRA Paper 36662, University Library of Munich, Germany.
  46. 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.
  47. 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.
  48. Peter Reinhard HANSEN & Allan TIMMERMANN, 2012. "Choice of Sample Split in Out-of-Sample Forecast Evaluation," Economics Working Papers ECO2012/10, European University Institute.
  49. 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.
  50. 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.
  51. Taisuke Uchino & Iichiro Uesugi, 2012. "The Effects of a Megabank Merger on Firm-Bank Relationships and Borrowing Costs," Global COE Hi-Stat Discussion Paper Series gd12-233, Institute of Economic Research, Hitotsubashi University.
  52. Kentaro Nakajima & Yukiko Saito & Iichiro Uesugi, 2012. "The Localization of Interfirm Transaction Relationships," ERSA conference papers ersa12p503, European Regional Science Association.
  53. 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).
  54. 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).
  55. Nakajima, Kentaro & Saito, Yukiko Umeno & Uesugi, Iichiro, 2012. "The Localization of Interfirm Transaction Relationships and Industry Agglomeration," Working Paper Series 17, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
  56. 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.
  57. 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).
  58. 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.
  59. Guillermo Baquero & Malika Hamadi & Andréas Heinen, 2012. "Competition, loan rates and information dispersion in microcredit markets," ESMT Research Working Papers ESMT-12-02, ESMT European School of Management and Technology.
  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, Reading University.
  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. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  65. Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Franco Neto, Afonso Arinos de Mello, 2012. "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 729, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  66. Carrasco-Gutierrez, Carlos Enrique & Issler, João Victor, 2012. "Constructing common-factor portfolios," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 731, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  67. 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.
  68. Raffaella Giacomini, 2012. "Incorporating theoretical restrictions into forecasting by projection methods," 2012 Meeting Papers 548, Society for Economic Dynamics.
  69. 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.
  70. Mazzolari, Francesca & Ragusa, Giuseppe, 2012. "Time Limits: The Effects on Welfare Use and Other Consumption-Smoothing Mechanisms," IZA Discussion Papers 6993, Institute for the Study of Labor (IZA).
  71. Eli Berman & Laurence R. Iannaccone & Giuseppe Ragusa, 2012. "From Empty Pews to Empty Cradles: Fertility Decline Among European Catholics," NBER Working Papers 18350, National Bureau of Economic Research, Inc.
  72. Pitarakis, Jean-Yves & Gonzalo, Jesús, 2012. "Estimation and inference in threshold type regime switching models," UC3M Working papers. Economics we1204, Universidad Carlos III de Madrid. Departamento de Economía.
  73. Philip R. P. Coelho & Tung Liu, 2012. "The Returns to College Education," Working Papers 201202, Ball State University, Department of Economics, revised Aug 2012.
  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. Arts, Sam & Cassiman, Bruno & Veugelers, Reinhilde, 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. Carlo Alcaraz & Daniel Chiquiar & María José Orraca & Alejandrina Salcedo, 2012. "The Effect of Publicly Provided Health Insurance on Academic Performance in Mexico," Working Papers 2012-10, Banco de México.

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. Antonio Cabrales & Haydée Lugo, 2011. "An impure public good model with lotteries in large grou," Documentos de Trabajo del ICAE 2011-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  3. Serrano, Roberto & Cabrales, Antonio, 2011. "Stochastically stable implementation," UC3M Working papers. Economics we1105, Universidad Carlos III de Madrid. Departamento de Economía.
  4. Antonio Cabrales & Gary Charness & Marie Claire Villeval, 2011. "Hidden Information, Bargaining Power, And Efficiency: An Experiment," Post-Print halshs-00614472, HAL.
  5. Albornoz-Crespo, Facundo & Cabrales, Antonio & Hauk, Esther, 2011. "Immigration and the School System," CEPR Discussion Papers 8653, C.E.P.R. Discussion Papers.
  6. Gonzalo, Jesús & Dolado, Juan José & Chen, Liang, 2011. "Detecting big structural breaks in large factor models," UC3M Working papers. Economics we1141, Universidad Carlos III de Madrid. Departamento de Economía.
  7. 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.
  8. Andreas Blume & Peter H. Kriss & Roberto A. Weber, 2011. "Pre-Play communication with forgone costly messages: experimental evidence on forward induction," ECON - Working Papers 034, Department of Economics - University of Zurich, revised Sep 2014.
  9. 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.
  10. 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.
  11. 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.
  12. 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 Papers 416, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  13. Massimo Guidolin, 2011. "Markov Switching Models in Empirical Finance," Working Papers 415, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  14. Patton, Andrew J & Timmermann, Allan G, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," CEPR Discussion Papers 8194, C.E.P.R. Discussion Papers.
  15. Patton, Andrew J & Ramadorai, Tarun, 2011. "On the High-Frequency Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers 8479, C.E.P.R. Discussion Papers.
  16. 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.).
  17. 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.
  18. 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.
  19. 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.).
  20. 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.
  21. 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.
  22. Ghent, Andra C. & Hernández-Murillo, Rubén & Owyang, Michael T., 2011. "Differences in subprime loan pricing across races and neighborhoods," Working Papers 2011-033, Federal Reserve Bank of St. Louis, revised 05 Mar 2014.
  23. Ruben Hernandez & Michael Owyang & Andra Ghent, 2011. "Race and Subprime Loan Pricing," ERSA conference papers ersa11p923, European Regional Science Association.
  24. Rubén Hernández-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," Mathematica Policy Research Reports 81db00bb87b14081b19193438, Mathematica Policy Research.
  25. 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.
  26. Haefke, Christian & Reiter, Michael, 2011. "What Do Participation Fluctuations Tell Us About Labor Supply Elasticities?," IZA Discussion Papers 6039, Institute for the Study of Labor (IZA).
  27. Shigeru Fujita, 2011. "Effects of extended unemployment insurance benefits: evidence from the monthly CPS," Working Papers 10-35, Federal Reserve Bank of Philadelphia.
  28. Dotsey, Michael & Fujita, Shigeru & Stark, Tom, 2011. "Do Phillips curves conditionally help to forecast inflation?," Working Papers 11-40, Federal Reserve Bank of Philadelphia.
  29. Fujita, Shigeru, 2011. "Declining labor turnover and turbulence," Working Papers 11-44, Federal Reserve Bank of Philadelphia.
  30. Òscar Jordà & Alan M. Taylor, 2011. "Performance Evaluation of Zero Net-Investment Strategies," NBER Working Papers 17150, National Bureau of Economic Research, Inc.
  31. Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2011. "When Credit Bites Back: Leverage, Business Cycles, and Crises," NBER Working Papers 17621, National Bureau of Economic Research, Inc.
  32. 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.
  33. Giarratana, Marco S. & Escribano, Álvaro, 2011. "EU Patent System: to be or not to be?," UC3M Working papers. Economics we1101, Universidad Carlos III de Madrid. Departamento de Economía.
  34. 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.
  35. 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.
  36. Reicher, Christopher Phillip, 2011. "A simple decomposition of the variance of output growth across countries," Kiel Working Papers 1703, Kiel Institute for the World Economy (IfW).
  37. Reicher, Christopher Phillip, 2011. "Hiring chains and the dynamic behavior of job and worker flows," Kiel Working Papers 1709, Kiel Institute for the World Economy (IfW).
  38. Reicher, Christopher Phillip, 2011. "The aggregate effects of long run sectoral reallocation," Kiel Working Papers 1720, Kiel Institute for the World Economy (IfW).
  39. Reicher, Christopher Phillip, 2011. "Matching labor's share in a search and matching model," Kiel Working Papers 1733, Kiel Institute for the World Economy (IfW).
  40. Juan Manuel Caicedo & Alejandro Gaviria & Javier Moreno, 2011. "Hechos y palabras: la realidad colombiana vista a través de la prensa escrita," DOCUMENTOS CEDE 009253, UNIVERSIDAD DE LOS ANDES-CEDE.
  41. Jeffrey M. Wooldridge, 2011. "Fractional response models with endogeneous explanatory variables and heterogeneity," CHI11 Stata Conference 12, Stata Users Group.
  42. Michele Dell'Era & Luis Santos-Pinto, 2011. "Entrepreneurial Overconfidence, Self-Financing and Capital Market Efficiency," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 11.06, Université de Lausanne, Faculté des HEC, DEEP, revised Nov 2012.
  43. Jean-Louis Rullière & Luis Santos Pinto & Isabelle Vialle, 2011. "Self-Confidence and Teamwork : An Experimental Test," Post-Print halshs-00632091, HAL.
  44. 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'Econométrie et d'Economie politique (DEEP) 11.07, Université de Lausanne, Faculté des HEC, DEEP.
  45. Weinhold, Diana & Killick, Evan & Reis, Eustaquio Jose, 2011. "Soybeans, Poverty and Inequality in the Brazilian Amazon," MPRA Paper 29647, University Library of Munich, Germany.
  46. 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.
  47. 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.
  48. 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.
  49. 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.
  50. 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.
  51. 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.
  52. 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.
  53. 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.
  54. 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.
  55. Camacho, Máximo & Pérez Quirós, Gabriel, 2011. "Latin STINGS: indicadores de crecimiento a corto plazo de los países de América Latina," Macroeconomía del Desarrollo 108, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
  56. Wang, Liang Choon, 2011. "Shrinking classroom age variance raises student achievement : evidence from developing countries," Policy Research Working Paper Series 5527, The World Bank.
  57. 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.
  58. 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.
  59. David M. Kaplan & Matt Goldman, 2011. "Fractional order statistic approximation for nonparametric conditional quantile inference," Working Papers 1502, Department of Economics, University of Missouri, revised 14 Jun 2016.
  60. David M. Kaplan & Matt Goldman, 2011. "Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics," Working Papers 1503, Department of Economics, University of Missouri, revised 21 Nov 2016.
  61. James D. Hamilton & Jing Cynthia Wu, 2011. "Testable Implications of Affine Term Structure Models," NBER Working Papers 16931, National Bureau of Economic Research, Inc.
  62. 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.
  63. 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.
  64. Michael D. Bauer, 2011. "Term premia and the news," Working Paper Series 2011-03, Federal Reserve Bank of San Francisco.
  65. Michael D. Bauer, 2011. "Nominal interest rates and the news," Working Paper Series 2011-20, Federal Reserve Bank of San Francisco.
  66. 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.
  67. 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.
  68. 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.
  69. 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.
  70. 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.
  71. 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.
  72. 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).
  73. 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.
  74. Ono, Arito & Sakai, Koji & Uesugi, Iichiro, 2011. "The Effects of Collateral on Firm Performance," Working Paper Series 5, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
  75. 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.
  76. 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.).
  77. 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.
  78. 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.
  79. 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.
  80. 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.
  81. 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.
  82. 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.
  83. 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.
  84. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  85. 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 Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  86. 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.
  87. 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.
  88. 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.
  89. 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.
  90. 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.
  91. 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.
  92. Gonzalo, Jesús & Berenguer Rico, Vanessa, 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.
  93. Taamouti, Abderrahim & Gonzalo, Jesús, 2011. "The reaction of stock market returns to anticipated unemployment," UC3M Working papers. Economics we1145, Universidad Carlos III de Madrid. Departamento de Economía.

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. Albornoz-Crespo, Facundo & Cabrales, Antonio, 2010. "Fiscal Centralization and the Political Process," CEPR Discussion Papers 7665, C.E.P.R. Discussion Papers.
  5. Albornoz-Crespo, Facundo & Berlinski, Samuel & Cabrales, Antonio, 2010. "Incentives, resources and the organization of the school system," CEPR Discussion Papers 7964, C.E.P.R. Discussion Papers.
  6. Antonio Cabrales & Joel Sobel, 2010. "On the Limit Points of Discrete Selection Dynamics," Levine's Working Paper Archive 432, David K. Levine.
  7. Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010. "Entropy and the value of information for investors," Working Papers 2010-17, Brown University, Department of Economics.
  8. Cabrales, Antonio & Calvó-Armengol, Antoni & Zenou, Yves, 2010. "Social Interactions and Spillovers," Research Papers in Economics 2010:20, Stockholm University, Department of Economics.
  9. Brindusa Anghel & Antonio Cabrales, 2010. "The Determinants of Success in Primary Education in Spain," Working Papers 2010-20, FEDEA.
  10. 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.
  11. 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.
  12. 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.
  13. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2010. "1/N and long run optimal portfolios: results for mixed asset menus," Working Papers 2010-003, Federal Reserve Bank of St. Louis.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. Massimo Guidolin & Giovanna Nicodano, 2010. "Ex Post Portfolio Performance with Predictable Skewness and Kurtosis," Carlo Alberto Notebooks 191, Collegio Carlo Alberto.
  20. Patton, Andrew J & Ramadorai, Tarun, 2010. "On the Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers 7780, C.E.P.R. Discussion Papers.
  21. Tim Bollerslev & Viktor Todorov, 2010. "Estimation of Jump Tails," CREATES Research Papers 2010-16, Department of Economics and Business Economics, Aarhus University.
  22. 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.
  23. Neville Francis & Michael T. Owyang & Jennifer E. Roush & Riccardo DiCecio, 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.
  24. 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.
  25. Riccardo DiCecio & Michael T. Owyang, 2010. "Identifying technology shocks in the frequency domain," Working Papers 2010-025, Federal Reserve Bank of St. Louis.
  26. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2010. "Discordant city employment cycles," Working Papers 2010-019, Federal Reserve Bank of St. Louis.
  27. Michael J. Dueker & Michael T. Owyang & Martin Sola, 2010. "A time-varying threshold STAR model of unemployment and the natural rate," Working Papers 2010-029, Federal Reserve Bank of St. Louis.
  28. Fujita, Shigeru, 2010. "An empirical analysis of on-the-job search and job-to-job transitions," Working Papers 10-34, Federal Reserve Bank of Philadelphia, revised 01 Aug 2012.
  29. James H. Stock & Mark W. Watson, 2010. "Modeling Inflation After the Crisis," NBER Working Papers 16488, National Bureau of Economic Research, Inc.
  30. 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.
  31. James H. Stock & Mark W. Watson, 2010. "Estimating Turning Points Using Large Data Sets," NBER Working Papers 16532, National Bureau of Economic Research, Inc.
  32. Yanping Chong & Òscar Jordà & Alan M. Taylor, 2010. "The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium," NBER Working Papers 15868, National Bureau of Economic Research, Inc.
  33. Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010. "Empirical Simultaneous Confidence Regions for Path-Forecasts," CEPR Discussion Papers 7797, C.E.P.R. Discussion Papers.
  34. Travis J. Berge & Òscar Jordà & Alan M. Taylor, 2010. "Currency Carry Trades," NBER Working Papers 16491, National Bureau of Economic Research, Inc.
  35. 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.
  36. Oscar Jorda, 2010. "Carry Trade," Working Papers 1019, University of California, Davis, Department of Economics.
  37. Hsieh Fushing & Shu-Chun Chen & Travis J. Berge & Oscar Jorda, 2010. "A Chronology of International Business Cycles Through Non-parametric Decoding," Working Papers 1020, University of California, Davis, Department of Economics.
  38. Escribano, Alvaro & Guasch, J. Luis & Pena, Jorge, 2010. "Assessing the impact of infrastructure quality on firm productivity in Africa : cross-country comparisons based on investment climate surveys from 1999 to 2005," Policy Research Working Paper Series 5191, The World Bank.
  39. Escribano, Álvaro & Sucarrat, Genaro, 2010. "The power log-GARCH model," UC3M Working papers. Economics we1013, Universidad Carlos III de Madrid. Departamento de Economía.
  40. Escribano, Álvaro & Ferreira, José Luis, 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.
  41. Arslan, Aslıhan & Reicher, Christopher Phillip, 2010. "The effects of the Coffee Trademarking Initiative and Starbucks publicity on export prices of Ethiopian coffee," Kiel Working Papers 1606, Kiel Institute for the World Economy (IfW).
  42. Reicher, Christopher Phillip, 2010. "Credit bubbles and land bubbles," Kiel Working Papers 1635, Kiel Institute for the World Economy (IfW).
  43. 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.
  44. Alejandro Gaviria & Carlos Medina & Jorge Tamayo, 2010. "Assessing the Link between Adolescent Fertility and Urban Crime," BORRADORES DE ECONOMIA 006860, BANCO DE LA REPÚBLICA.
  45. Adriana Camacho & Alejandro Gaviria & Catherine Rodríguez, 2010. "El consumo de droga en Colombia," DOCUMENTOS CEDE 007607, UNIVERSIDAD DE LOS ANDES-CEDE.
  46. Alejandro Gaviria & Alejandro Hoyos, 2010. "Anemia and Child Education: The Case of Colombia," DOCUMENTOS CEDE 007610, UNIVERSIDAD DE LOS ANDES-CEDE.
  47. Alejandro Gaviria, 2010. "Cambio social en Colombia durante la segunda mitad del siglo XX," DOCUMENTOS CEDE 007714, UNIVERSIDAD DE LOS ANDES-CEDE.
  48. 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.
  49. 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'Econométrie et d'Economie politique (DEEP) 10.07, Université de Lausanne, Faculté des HEC, DEEP.
  50. Daniel Carvalho & Luis Santos-Pinto, 2010. "A Cognitive Hierarchy Model of Behavior in Endogenous Timing Games," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 10.06, Université de Lausanne, Faculté des HEC, DEEP.
  51. Jean-Louis Rullière & Isabelle Vialle & Luis Santos Pinto, 2010. "Self-image and teamwork: An experimental test," Post-Print halshs-00589853, HAL.
  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. Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal, 2010. "Asymmetric standing facilities: an unexploited monetary policy tool," Working Papers 1004, Banco de España;Working Papers Homepage.
  54. Gabriel Pérez-Quiros & Maximo Camacho & Pilar Poncela, 2010. "Green Shoots? Where, when and how?," Working Papers 2010-04, FEDEA.
  55. Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2010. "Green shoots in the euro area. A real time measure," Working Papers 1026, Banco de España;Working Papers Homepage.
  56. 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.
  57. Gustavo Abarca & José Gonzalo Rangel & Guillermo Benavides, 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.
  58. 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.
  59. OKIMOTO, Tatsuyoshi & SHIMOTSU, Katsumi, 2010. "Decline in the Persistence of Real Exchange Rates : But Not Sufficient for Purchasing Power Parity," Discussion Papers 2010-06, Graduate School of Economics, Hitotsubashi University.
  60. 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.
  61. Dong Heon Kim, 2010. "What is an oil shock? Panel data evidence," Discussion Paper Series 1007, Institute of Economic Research, Korea University.
  62. Al-Ubaydli, Omar & Jones, Garett & Weel, Jaap, 2010. "Patience, cognitive skill and coordination in the repeated stag hunt," MPRA Paper 27723, University Library of Munich, Germany.
  63. 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.
  64. 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.
  65. 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.
  66. 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).
  67. 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).
  68. Aiolfi, Marco & Rodriguez, Marius & Timmermann, Allan G, 2010. "Understanding Analysts' Earnings Expectations: Biases, Nonlinearities and Predictability," CEPR Discussion Papers 7656, C.E.P.R. Discussion Papers.
  69. Katherine A. Kiel & Victor Matheson & Christopher Sullivan, 2010. "The Effect of Sports Franchises on Property Values: The Role of Owners versus Renters," Working Papers 1007, International Association of Sports Economists;North American Association of Sports Economists.
  70. 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.
  71. 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.
  72. 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 Working Papers JRC57808, Joint Research Centre (Seville site).
  73. 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.
  74. 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.
  75. Chai Cheng, T & Vahid, F, 2010. "Demand for hospital care and private health insurance in a mixed publicprivate system: empirical evidence using a simultaneous equation modeling approach," Health, Econometrics and Data Group (HEDG) Working Papers 10/25, HEDG, c/o Department of Economics, University of York.
  76. 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 Univeristy of Manchester.
  77. 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.
  78. 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.
  79. Pitarakis, Jean-Yves & Gonzalo, Jesús, 2010. "Regime specific predictability in predictive regressions," UC3M Working papers. Economics we097844, Universidad Carlos III de Madrid. Departamento de Economía.
  80. Olmo, José & Gonzalo, Jesús, 2010. "Conditional stochastic dominance tests in dynamic settings," UC3M Working papers. Economics we1029, Universidad Carlos III de Madrid. Departamento de Economía.
  81. 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.
  82. 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.
  83. 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.
  84. James E. Rauch & Joel Watson, 2010. "Client-Based Entrepreneurship," NBER Working Papers 15933, National Bureau of Economic Research, Inc.
  85. J. Watson & P. Battigalli, 2010. "On 'Reputation' Refinements with Heterogeneous Beliefs," Levine's Working Paper Archive 582, David K. Levine.
  86. J. Watson, 2010. "A ‘Reputation’ Refinement without Equilibrium," Levine's Working Paper Archive 580, David K. Levine.
  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. Carlo Alcaraz & Daniel Chiquiar & Alejandrina Salcedo, 2010. "Remittances, Schooling, and Child Labor in Mexico," Working Papers 2010-14, Banco de México.

2009

  1. Antonio Cabrales & Antoni Calvó-Armengol & Yves Zenou, 2009. "Social Interactions and Spillovers: Incentives,Segregation and Topology," Working Papers 2009-06, FEDEA.
  2. Randall Reback, 2009. "Schools’ Mental Health Services and Young Children’s Emotions, Behavior, and Learning," Working Papers 0904, Barnard College, Department of Economics.
  3. 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.
  4. 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.
  5. 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).
  6. 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.
  7. Michela Verardo & Andrew Patton, 2009. "Does Beta Move with News? Systematic Risk and Firm-Specific Information Flows," FMG Discussion Papers dp630, Financial Markets Group.
  8. 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.
  9. Tim Bollerslev & Viktor Todorov, 2009. "Tails, Fears and Risk Premia," CREATES Research Papers 2009-26, Department of Economics and Business Economics, Aarhus University.
  10. 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.
  11. James D. Hamilton & Michael T. Owyang, 2009. "The propagation of regional recessions," Working Papers 2009-013, Federal Reserve Bank of St. Louis.
  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. Neville Francis & Michael T. Owyang & Tatevik Sekhposyan, 2009. "The local effects of monetary policy," Working Papers 2009-048, Federal Reserve Bank of St. Louis.
  14. Covas, Francisco & Fujita, Shigeru, 2009. "Procyclicality of capital requirements in a general equilibrium model of liquidity dependence," Working Papers 09-23, Federal Reserve Bank of Philadelphia, revised 01 May 2010.
  15. Haefke, Christian & Sonntag, Marcus & van Rens, Thijs, 2009. "Wage rigidity and job creation," Kiel Working Papers 1504, Kiel Institute for the World Economy (IfW).
  16. Shigeru Fujita, 2009. "Dynamics of worker flows and vacancies: evidence from the sign restriction approach," Working Papers 07-12, Federal Reserve Bank of Philadelphia.
  17. Shigeru Fujita & Makoto Nakajima, 2009. "Worker flows and job flows: a quantitative investigation," Working Papers 09-33, Federal Reserve Bank of Philadelphia.
  18. Ulrich Müller & Mark W. Watson, 2009. "Low-Frequency Robust Cointegration Testing," NBER Working Papers 15292, National Bureau of Economic Research, Inc.
  19. Òscar Jordà & Alan M. Taylor, 2009. "The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself," NBER Working Papers 15518, National Bureau of Economic Research, Inc.
  20. Travis Berge & Oscar Jorda, 2009. "The Classification of Economic Activity into Expansions and Recessions," Working Papers 918, University of California, Davis, Department of Economics.
  21. Escribano, Álvaro & Sucarrat, Genaro, 2009. "Automated financial multi-path GETS modelling," UC3M Working papers. Economics we093620, Universidad Carlos III de Madrid. Departamento de Economía.
  22. Pena, Jorge & Escribano, Álvaro, 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.
  23. Escribano, Álvaro & Blazsek, Szabolcs, 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.
  24. 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.
  25. 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.
  26. 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.
  27. Liangjun Su & Zhenlin Yang, 2009. "Asymptotics and Bootstrap for Transformed Panel Data Regressions," Working Papers 03-2009, Singapore Management University, School of Economics.
  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. Reicher, Christopher Phillip, 2009. "Fiscal Taylor rules in the postwar United States," Kiel Working Papers 1509, Kiel Institute for the World Economy (IfW).
  30. Reicher, Christopher Phillip, 2009. "What can a New Keynesian labor matching model match?," Kiel Working Papers 1496, Kiel Institute for the World Economy (IfW).
  31. Raquel Bernal & Adriana Camacho & Carmen Elisa Flórez & Alejandro Gaviria, 2009. "Desarrollo económico: retos y políticas públicas," DOCUMENTOS CEDE 005269, UNIVERSIDAD DE LOS ANDES-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 005854, UNIVERSIDAD DE LOS ANDES-CEDE.
  33. 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'Econométrie et d'Economie politique (DEEP) 09.06, Université de Lausanne, Faculté des HEC, DEEP.
  34. Thomas Astebro & José Mata & Luis Santos-Pinto, 2009. "Preference for Skew in Lotteries: Evidence from the Laboratory," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 09.09, Université de Lausanne, Faculté des HEC, DEEP.
  35. Thomas B. Astebro & Luís Santos-Pinto & J. Mata, 2009. "Preferences for Skew," Post-Print hal-00654365, HAL.
  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. Maximo Camacho & Gabriel Perez-Quiros, 2009. "Ñ-STING: España Short Term INdicator of Growth," Working Papers 0912, Banco de España;Working Papers Homepage.
  39. 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).
  40. Maximo Camacho & Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal, 2009. "High-growth Recoveries, Inventories and the Great Moderation," Working Papers 0917, Banco de España;Working Papers Homepage.
  41. 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.
  42. 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.).
  43. James D. Hamilton & Seth Pruitt & Scott C. Borger, 2009. "The market-perceived monetary policy rule," International Finance Discussion Papers 982, Board of Governors of the Federal Reserve System (U.S.).
  44. Jose Gonzalo Rangel & Robert F. Engle, 2009. "The Factor-Spline-GARCH Model for High and Low Frequency Correlations," Working Papers 2009-03, Banco de México.
  45. José Gonzalo Rangel, 2009. "Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics," Working Papers 2009-15, Banco de México.
  46. Robert F. Engle & José Gonzalo Rangel, 2009. "High and Low Frequency Correlations in Global Equity Markets," Working Papers 2009-17, Banco de México.
  47. 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.
  48. Peter Reinhard Hansen & Guillaume Horel, 2009. "Quadratic Variation by Markov Chains," CREATES Research Papers 2009-13, Department of Economics and Business Economics, Aarhus University.
  49. Uesugi, Iichiro & Saito, Yukiko, 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.
  50. 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).
  51. D'Amuri, Francesco/FD & Marcucci, Juri/JM, 2009. ""Google it!" Forecasting the US unemployment rate with a Google job search index," MPRA Paper 18248, University Library of Munich, Germany.
  52. 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.
  53. HEINEN, Andréas & VALDESOGO, Alfonso, 2009. "Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model," CORE Discussion Papers 2009069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  54. 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.
  55. 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.
  56. 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.
  57. 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.
  58. Picci, Lucio, 2009. "The Internationalization of Inventive Activity: A Gravity Model Using Patent Data," MPRA Paper 18467, University Library of Munich, Germany.
  59. 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 Working Papers JRC49951, Joint Research Centre (Seville site).
  60. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  61. Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 688, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  62. Wagner Piazza Gaglianone & João Victor Issler, 2009. "An Econometric Cntribution to the Intertemporal Approach of the Current Account," Working Papers Series 178, Central Bank of Brazil, Research Department.
  63. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  65. 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.
  66. Raffaella Giacomini & Barbara Rossi, 2009. "Model Comparisons in Unstable Environments," Working Papers 09-10, Duke University, Department of Economics.
  67. Barbara Rossi & Raffaella Giacomini, 2009. "Model Selection in Unstable Environments," 2009 Meeting Papers 208, Society for Economic Dynamics.
  68. 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.
  69. Komunjer, Ivana & Ragusa, Giuseppe, 2009. "Existence and Uniqueness of Semiparametric Projections," University of California at San Diego, Economics Working Paper Series qt0wg3j51c, Department of Economics, UC San Diego.
  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. Olmo, José & Gonzalo, Jesús, 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. Watson, Joel & Wignall, Chris, 2009. "Hold-Up and Durable Trading Opportunities," University of California at San Diego, Economics Working Paper Series qt8p8284wg, Department of Economics, UC San Diego.
  76. 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.
  77. 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.
  78. Jin Seo Cho & Chirok-Han & Peter C. B. Phillips, 2009. "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Discussion Paper Series 0917, Institute of Economic Research, Korea University.
  79. 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.
  80. Jin Seo Cho & Halbert White, 2009. "Generalized Runs Test for the IID Hypothesis," Discussion Paper Series 0913, 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).
  84. Daniel Chiquiar & Manuel Ramos Francia, 2009. "Competitiveness and Growth of the Mexican Economy," Working Papers 2009-11, Banco de México.
  85. José Julián Sidaoui & Carlos Capistrán & Daniel Chiquiar & Manuel Ramos Francia, 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.

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. Gottardi, Piero & Cabrales, Antonio, 2008. "Markets for information : of inefficient firewalls and efficient monopolies," UC3M Working papers. Economics we080201, Universidad Carlos III de Madrid. Departamento de Economía.
  4. Uriarte Ayo, José Ramón & Cabrales, Antonio, 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 2008-31, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I.
  5. Antonio Cabrales & Raffaele Miniaci & Marco Piovesan & Giovanni Ponti, 2008. "Social Preferences and Strategic Uncertainty: An Experiment on Markets and Contracts," Discussion Papers 08-06, University of Copenhagen. Department of Economics.
  6. Charness, Gary B & Cabrales, Antonio, 2008. "Optimal Contracts With Team Production And Hidden Information: An Experiment," University of California at Santa Barbara, Economics Working Paper Series qt3bb3p3t3, Department of Economics, UC Santa Barbara.
  7. Cabrales, Antonio & Charness, Gary, 2008. "“Optimal Contracts with Team Production and Hidden Information: An Experimentâ€," University of California at Santa Barbara, Economics Working Paper Series qt29v1b0pg, Department of Economics, UC Santa Barbara.
  8. Antonio Cabrales & Sergi Jiménez-Martín, 2008. "The Determinants of Pricing in Pharmaceuticals: Are U.S. prices really so high?," Working Papers 2008-18, FEDEA.
  9. 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.
  10. 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.
  11. Andrew J. Patton, 2008. "Copula-Based Models for Financial Time Series," OFRC Working Papers Series 2008fe21, Oxford Financial Research Centre.
  12. Andrew J. Patton & Kevin Sheppard, 2008. "Evaluating Volatility and Correlation Forecasts," OFRC Working Papers Series 2008fe22, Oxford Financial Research Centre.
  13. 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.
  14. Torben G. Andersen & Tim Bollerslev & Per Frederiksen & Morten Ørregaard Nielsen, 2008. "Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns," Working Papers 1173, Queen's University, Department of Economics.
  15. Tim Bollerslev, 2008. "Glossary to ARCH (GARCH)," CREATES Research Papers 2008-49, Department of Economics and Business Economics, Aarhus University.
  16. 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.
  17. 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.
  18. Francisco Covas & Yahong Zhang, 2008. "Price-Level versus Inflation Targeting with Financial Market Imperfections," Staff Working Papers 08-26, Bank of Canada.
  19. James H. Stock & Mark W. Watson, 2008. "Phillips Curve Inflation Forecasts," NBER Working Papers 14322, National Bureau of Economic Research, Inc.
  20. 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.
  21. Pierre-Daniel Sarte & Mark Watson & Andrew Foerster, 2008. "Aggregate Shocks and the Variability of Industrial Production," 2008 Meeting Papers 224, Society for Economic Dynamics.
  22. Òscar Jordà & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Economics Working Papers ECO2008/34, European University Institute.
  23. Stucchi, Rodolfo & Escribano, Álvaro, 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.
  24. Guasch, J. Luis & Escribano, Álvaro, 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.
  25. Pena, Jorge & Orte, Manuel De & Guasch, J. Luis & Escribano, Álvaro, 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.
  26. Pena, Jorge & Orte, Manuel De & Guasch, J. Luis & Escribano, Álvaro, 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.
  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. Guido M. Imbens & Jeffrey M. Wooldridge, 2008. "Recent Developments in the Econometrics of Program Evaluation," NBER Working Papers 14251, National Bureau of Economic Research, Inc.
  30. Doruk Iris & Luís Santos-Pinto, 2008. "Tacit Collusion under Fairness and Reciprocity," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 09.03, Université de Lausanne, Faculté des HEC, DEEP.
  31. Tiago Pires & Luís Santos-Pinto, 2008. "Self-Confidence and Timing of Entry," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 09.05, Université de Lausanne, Faculté des HEC, DEEP.
  32. Claudia Alves & Luís Santos-Pinto, 2008. "A Theory of Corporate Social Responsibility in Oligopolistic Markets," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 09.04, Université de Lausanne, Faculté des HEC, DEEP.
  33. 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.
  34. 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.
  35. 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.
  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. Jeffrey Grogger, 2008. "Speech Patterns and Racial Wage Inequality," Working Papers 0813, Harris School of Public Policy Studies, University of Chicago.
  39. Maximo Camacho & Gabriel Perez-Quiros, 2008. "Introducing the EURO-STING: Short Term INdicator of Euro Area Growth," Working Papers 0807, Banco de España;Working Papers Homepage.
  40. 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.
  41. 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.).
  42. 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.
  43. Peter Reinhard Hansen, 2008. "Reduced-Rank Regression: A Useful Determinant Identity," CREATES Research Papers 2008-02, Department of Economics and Business Economics, Aarhus University.
  44. Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Series Working Papers 397, University of Oxford, Department of Economics.
  45. Uesugi, Iichiro, 2008. "Efficiency of Credit Allocation and Effectiveness of Government Credit Guarantees: Evidence from Japanese Small Businesses," PIE/CIS Discussion Paper 353, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  46. Ono, Arito & Uesugi, Iichiro, 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. Ono, Arito & Sakai, Koji & Uesugi, Iichiro, 2008. "The Effects of Collateral on SME Performance in Japan," PIE/CIS Discussion Paper 401, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  48. Uesugi, Iichiro & Sakai, Koji & 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.
  49. 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.
  50. Chollete, Loran & Heinen, Andreas & Valdesogo, Alfonso, 2008. "Modeling International Financial Returns with a Multivariate Regime Switching Copula," MPRA Paper 8114, University Library of Munich, Germany.
  51. Salvador Barrios & Luisito Bertinelli & Andreas Heinen & Eric Strobl, 2008. "EXPLORING THE LINK BETWEEN LOCAL AND GLOBAL KNOWLEDGE SPILLOVERS: Evidence from Plant-Level Data," CREA Discussion Paper Series 08-01, Center for Research in Economic Analysis, University of Luxembourg.
  52. Sophie Chemarin & Andreas Heinen & Eric Strobl, 2008. "Electricity, carbon and weather in France: where do we stand ?," Working Papers hal-00340171, HAL.
  53. 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.
  54. 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.
  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. Giuseppe Ragusa, 2008. "Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions," Working Papers 080906, University of California-Irvine, Department of Economics.
  59. Mayoral, Laura & Gonzalo, Jesús & Dolado, Juan José, 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.
  60. Olmo, José & Gonzalo, Jesús, 2008. "Testing downside risk efficiency under market distress," UC3M Working papers. Economics we084321, 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. Nicolás Amoroso & Daniel Chiquiar & Núria Quella & Manuel Ramos Francia, 2008. "Determinants of the Comparative Advantage and of the Performance of Mexico’s Manufacturing Exports During 1996-2005," Working Papers 2008-01, Banco de México.
  65. Carlo Alcaraz & Daniel Chiquiar & Manuel Ramos Francia, 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. Daniel Chiquiar & Manuel Ramos Francia, 2008. "A Note on Mexico and U.S. Manufacturing Industries’ Long-term Relationship," Working Papers 2008-08, Banco de México.

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. Zenou, Yves & Calvó-Armengol, Antoni & Cabrales, Antonio, 2007. "Effort and synergies in network formation," UC3M Working papers. Economics we072515, Universidad Carlos III de Madrid. Departamento de Economía.
  4. Calvó-Armengol, Antoni & Cabrales, Antonio, 2007. "Interdependent preferences and segregating equilibria," UC3M Working papers. Economics we072313, Universidad Carlos III de Madrid. Departamento de Economía.
  5. Ponti, Giovanni & Piovesan, Marco & Miniaci, Raffaele & Cabrales, Antonio, 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.
  6. Antonio Cabrales & Sergi Jiménez-Martín, 2007. "The determinants of pricing in pharmaceuticals: Are U.S. prices really higher than those of Canada?," Economics Working Papers 1032, Department of Economics and Business, Universitat Pompeu Fabra.
  7. 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.
  8. Serrano, Roberto & Cabrales, Antonio, 2007. "Implementation in adaptive better-response dynamics," UC3M Working papers. Economics we075731, Universidad Carlos III de Madrid. Departamento de Economía.
  9. Cabrales Goitia Antonio & Calvó-Armengol Antoni, 2007. "Corporate Downsizing to Rebuild Team Spirit," Working Papers 201084, Fundacion BBVA / BBVA Foundation.
  10. Cabrales Goitia Antonio & Calvó-Armengol Antoni, 2007. "Aversion to Inequality and Segregating Equilibria," Working Papers 201083, Fundacion BBVA / BBVA Foundation.
  11. Antonio Cabrales & Gary Charness & Marie Claire Villeval, 2007. "Hidden Information, Competition and Efficiency," Post-Print halshs-00175441, HAL.
  12. Antonio Cabrales & Gary Charness & Marie Claire Villeval, 2007. "Competition and Adverse Selection," Post-Print halshs-00175446, HAL.
  13. Antonio Cabrales & Marie Claire Villeval & Gary Charness, 2007. "Competition, Hidden Information and Efficiency," Post-Print halshs-00257838, HAL.
  14. Jeffry Jacob & Thomas Osang, 2007. "Values, Beliefs and Development," Departmental Working Papers 0705, Southern Methodist University, Department of Economics.
  15. Jeffry Jacob & Thomas Osang, 2007. "Institutions, Geography and Trade: A Panel Data Study," Departmental Working Papers 0706, Southern Methodist University, Department of Economics.
  16. Vitor Trindade & Johannes Moenius, 2007. "Networks, Standards and Intellectual Property Rights," Working Papers 0705, Department of Economics, University of Missouri.
  17. Massimo Guidolin & Allan Timmerman, 2007. "Forecasts of U.S. short-term interest rates: a flexible forecast combination approach," Working Papers 2005-059, Federal Reserve Bank of St. Louis.
  18. Massimo Guidolin & Giovanna Nicodano, 2007. "Small caps in international equity portfolios: the effects of variance risk," Working Papers 2005-075, Federal Reserve Bank of St. Louis.
  19. 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.
  20. 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.
  21. Simona Mola & Massimo Guidolin, 2007. "Affiliated mutual funds and analyst optimism," Working Papers 2007-017, Federal Reserve Bank of St. Louis.
  22. Massimo Guidolin & Giovanna Nicodano, 2007. "Managing international portfolios with small capitalization stocks," Working Papers 2007-030, Federal Reserve Bank of St. Louis.
  23. 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).
  24. 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).
  25. Patton, Andrew J & Timmermann, Allan G, 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  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. Michelle T. Armesto & Rubén Hernández-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.
  33. 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.
  34. Ivana Komunjer & Michael T. Owyang, 2007. "Multivariate forecast evaluation and rationality testing," Working Papers 2007-047, Federal Reserve Bank of St. Louis.
  35. Francis Covas & Wouter J. 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. Reis, Ricardo & Watson, Mark W, 2007. "Relative Goods’ Prices and Pure Inflation," CEPR Discussion Papers 6593, C.E.P.R. Discussion Papers.
  42. Mark W. Watson & Ricardo Reis, 2007. "Measuring changes in the value of the numeraire," 2007 Meeting Papers 324, Society for Economic Dynamics.
  43. 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.
  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. "Inference for Impulse Responses," Working Papers 77, University of California, Davis, Department of Economics.
  46. Oscar Jorda, 2007. "Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections," Working Papers 624, University of California, Davis, Department of Economics.
  47. Zhenlin Yang & Liangjun Su, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Working Papers 05-2007, Singapore Management University, School of Economics.
  48. Alejandro Gaviria & Carlos Medina & María del Mar Palau, 2007. "Las Consecuencias Económicas De Un Nombre Atípico. El Caso Colombiano," DOCUMENTOS CEDE 003108, UNIVERSIDAD DE LOS ANDES-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 003885, UNIVERSIDAD DE LOS ANDES-CEDE.
  50. 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.
  51. 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.
  52. 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.
  53. Kieron J. Meagher & Klaus G. Zauner, 2007. "Spacial Equilibrium in a State Space Approach to Demand Uncertainty," Discussion Papers 2007-19, School of Economics, The University of New South Wales.
  54. Tatsuyoshi Okimoto & Katsumi Shimotsu, 2007. "Financial Market Integration and World Economic Stabilization toward Purchasing Power Parity," Working Papers 1138, Queen's University, Department of Economics.
  55. 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.
  56. 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.
  57. Barrios, Salvador & Bertinelli, Luisito & Heinen, Andreas, 2007. "Exploring The Link Between Local And Global Knowledge Spillovers," MPRA Paper 6239, University Library of Munich, Germany.
  58. 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.
  59. L. Picci, 2007. "The Reputational Budget and its Uses," Working Papers 587, Dipartimento Scienze Economiche, Universita' di Bologna.
  60. R. Confalonieri & C. Leoni & L. Picci, 2007. "Rebag-Ware: Reputation-based Governance of Public Works," Working Papers 586, Dipartimento Scienze Economiche, Universita' di Bologna.
  61. Picci, Lucio & Golden, Miriam, 2007. "Pork Barrel Politics in Postwar Italy, 1953–1994," MPRA Paper 5626, University Library of Munich, Germany.
  62. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  63. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  64. Heather Anderson & Mardi Dungey & Denise Osborn & Farshid Vahid, 2007. "Constructing Historical Euro Area Data," Money Macro and Finance (MMF) Research Group Conference 2006 99, Money Macro and Finance Research Group.
  65. 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.
  66. 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.
  67. 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.
  68. Giuseppe Ragusa, 2007. "Bayesian Likelihoods for Moment Condition Models," Working Papers 060714, University of California-Irvine, Department of Economics.
  69. Mazzolari, Francesca & Ragusa, Giuseppe, 2007. "Spillovers from High-Skill Consumption to Low-Skill Labor Markets," IZA Discussion Papers 3048, Institute for the Study of Labor (IZA).
  70. 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.
  71. Olmo, José & Gonzalo, Jesús, 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.
  72. Gonzalo, Jesús & Figuerola-Ferretti, Isabel, 2007. "Modelling and measuring price discovery in commodity markets," DEE - Working Papers. Business Economics. WB wb074510, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  73. Yang, Weiping & Lee, Tae-Hwy & Gonzalo, Jesús, 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.
  74. Mayoral, Laura & Gonzalo, Jesús & Dolado, Juan José, 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.
  75. 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.
  76. 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.
  77. Jeffrey Lin, 2007. "Innovation, cities, and new work," Working Papers 07-25, Federal Reserve Bank of Philadelphia.
  78. 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.
  79. Cassiman, Bruno & Golovko, Elena, 2007. "Innovation and the export-productivity link," IESE Research Papers D/688, IESE Business School.
  80. 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.
  81. Manuel Ramos Francia & Daniel Chiquiar & Antonio E. Noriega, 2007. "Time Series Approach to Test a Change in Inflation Persistence: The Mexican Experience," Working Papers 2007-01, Banco de México.
  82. Daniel Chiquiar & Edna Fragoso & Manuel Ramos Francia, 2007. "Comparative Advantage and the Performance of Mexican Manufacturing Exports during 1996-2005," Working Papers 2007-12, Banco de México.

2006

  1. Antonio Cabrales & Gary Charness & Marie-Claire Villeval, 2006. "Competition, Hidden Information, and Efficiency: an Experiment," Working Papers 0605, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure.
  2. Rodríguez Mora, José V. & Nagel, Rosemarie & Cabrales, Antonio, 2006. "It is Hobbes, not Rousseau : an experiment on social insurance," UC3M Working papers. Economics we071808, Universidad Carlos III de Madrid. Departamento de Economía.
  3. Wantchekon, Léonard & Calvó-Armengol, Antoni & Cabrales, Antonio, 2006. "Liberal democracy as the result of an "aborted" communist revolution," UC3M Working papers. Economics we072212, Universidad Carlos III de Madrid. Departamento de Economía.
  4. Andreas Blume & April Franco & Paul Heidhues, 2006. "Rational Multi-Agent Search," 2006 Meeting Papers 776, Society for Economic Dynamics.
  5. 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.
  6. Randall Reback & Julie Berry Cullen, 2006. "Tinkering toward accolades: School gaming under a performance accountability system," Working Papers 0601, Barnard College, Department of Economics.
  7. Randall Reback, 2006. "Teaching to the Rating: School Accountability and the Distribution of Student Achievement," Working Papers 0602, Barnard College, Department of Economics.
  8. Massimo Guidolin & Allan Timmerman, 2006. "Asset allocation under multivariate regime switching," Working Papers 2005-002, Federal Reserve Bank of St. Louis.
  9. 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.
  10. 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.
  11. Simona Mola & Massimo Guidolin, 2006. "Why do analysts continue to provide favorable coverage for seasoned stocks?," Working Papers 2006-034, Federal Reserve Bank of St. Louis.
  12. Andrew Patton, 2006. "Volatility Forecast Comparison using Imperfect Volatility Proxies," Research Paper Series 175, Quantitative Finance Research Centre, University of Technology, Sydney.
  13. 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.).
  14. 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.).
  15. 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.
  16. 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.
  17. Michael T. Owyang & Jeremy Piger & Howard J. Wall & Federal Reserve Bank of St. Louis, 2006. "A State-Level Analysis of the Great Moderation," Computing in Economics and Finance 2006 131, Society for Computational Economics.
  18. Francisco Covas & Wouter J. den Haan, 2006. "The Role of Debt and Equity Finance over the Business Cycle," Staff Working Papers 06-45, Bank of Canada.
  19. Ebell, Monique & Haefke, Christian, 2006. "Product Market Deregulation and the U.S. Employment Miracle," IZA Discussion Papers 1946, Institute for the Study of Labor (IZA).
  20. 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.
  21. Ebell, Monique & Haefke, Christian, 2006. "Product Market Regulation and Endogenous Union Formation," IZA Discussion Papers 2222, Institute for the Study of Labor (IZA).
  22. Christian Haefke & Marcus Sonntag & Thijs van Rens, 2006. "Wage Rigidity and Job Creation," 2006 Meeting Papers 773, Society for Economic Dynamics.
  23. Shigeru Fugita & Garey Ramey, 2006. "Job matching and propagation," Working Papers 06-13, Federal Reserve Bank of Philadelphia.
  24. Shigeru Fujita & Garey Ramey, 2006. "The cyclicality of job loss and hiring," Working Papers 06-17, Federal Reserve Bank of Philadelphia.
  25. James H. Stock & Mark W. Watson, 2006. "Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression," NBER Technical Working Papers 0323, National Bureau of Economic Research, Inc.
  26. Ulrich Mueller & Mark W. Watson, 2006. "Testing Models of Low-Frequency Variability," NBER Working Papers 12671, National Bureau of Economic Research, Inc.
  27. 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.
  28. Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent & Mark Watson, 2006. "A,B,C's (and D's)'s for Understanding VARS," Levine's Bibliography 321307000000000646, UCLA Department of Economics.
  29. Oscar Jorda & Sharon Kozicki, 2006. "Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models," Working Papers 623, University of California, Davis, Department of Economics.
  30. Alejandro Gaviria & Carlos Medina & Carolina Mejía, 2006. "Evaluating The Impact Of Health Care Reform In Colombia: From Theory To Practice," DOCUMENTOS CEDE 002647, UNIVERSIDAD DE LOS ANDES-CEDE.
  31. Alejandro Gaviria, 2006. "Movilidad Social Y Preferencias Por Redistribución En América Latina," DOCUMENTOS CEDE 003261, UNIVERSIDAD DE LOS ANDES-CEDE.
  32. Alejandro Gaviria Uribe & Carolina Mejía M., 2006. "La otra cara de la dia?spora: los vi?nculos de los emigrantes colombianos con su pai?s de origen," COYUNTURA SOCIAL 012891, FEDESARROLLO.
  33. Alejandro Gaviria Uribe & María del Mar Palau M., 2006. "Evolucio?n reciente del mercado laboral urbano y alternativas de poli?tica," COYUNTURA SOCIAL 012893, FEDESARROLLO.
  34. Santos-Pinto, Luís, 2006. "Reciprocity, inequity-aversion, and oligopolistic competition," MPRA Paper 3143, University Library of Munich, Germany, revised 14 Apr 2007.
  35. 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.
  36. 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.
  37. 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.
  38. Valentina Corradi & Norman Swanson, 2006. "Predictive Density Evaluation. Revised," Departmental Working Papers 200621, Rutgers University, Department of Economics.
  39. Valentina Corradi & Norman Swanson & Walter Distaso, 2006. "Predictive Inference for Integrated Volatility," Departmental Working Papers 200616, Rutgers University, Department of Economics.
  40. 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.
  41. 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.
  42. 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.
  43. 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.
  44. Valentina Corradi & Norman Swanson & Geetesh Bhardwaj, 2006. "A Simulation Based Specification Test for Diffusion Processes," Departmental Working Papers 200614, Rutgers University, Department of Economics.
  45. 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.
  46. 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.
  47. Jeffrey Grogger, 2006. "A New Approach to Forecasting Food Stamp Caseloads," Working Papers 0608, Harris School of Public Policy Studies, University of Chicago.
  48. 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.
  49. 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.
  50. 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.
  51. 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.
  52. 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 003821, BANCO DE LA REPÚBLICA.
  53. Munir A. Jalil. B & Martha Misas, 2006. "Evaluación de pronósticos del tipo de cambio utilizando," BORRADORES DE ECONOMIA 002636, BANCO DE LA REPÚBLICA.
  54. 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 Univeristy of Manchester.
  55. 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 Univeristy of Manchester.
  56. 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.
  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 R. Hansen & Asger Lunde & Neil Shephard, 2006. "Subsampling realised kernels," OFRC Working Papers Series 2006fe06, Oxford Financial Research Centre.
  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, Department of Business and Management Science, Norwegian School of Economics.
  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. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  66. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  67. 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.
  68. 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.
  69. 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.
  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. 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.
  72. 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.
  73. 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.
  74. 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.
  75. Rossi, Barbara & Giacomini, Raffaella, 2006. "Detecting and Predicting Forecast Breakdowns," Working Papers 06-01, Duke University, Department of Economics.
  76. 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.
  77. Elena Pesavento & Barbara Rossi, 2006. "Impulse Responses Confidence Intervals for Persistent Data: What Have We Learned?," Emory Economics 0603, Department of Economics, Emory University (Atlanta).
  78. Elena Pesavento, 2006. "Near-optimal Unit Root Test with Stationary Covariate with Better Finite Sample Size," Emory Economics 0606, Department of Economics, Emory University (Atlanta).
  79. 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.
  80. Chin Nam Low & Heather Anderson & Ralph D. Snyder, 2006. "Beveridge-Nelson Decomposition with Markov Switching," Monash Econometrics and Business Statistics Working Papers 17/06, Monash University, Department of Econometrics and Business Statistics.
  81. Mayoral, Laura & Gonzalo, Jesús & Dolado, Juan José, 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.
  82. Pitarakis, Jean-Yves & Gonzalo, Jesús, 2006. "Threshold effects in cointegrating relationships," UC3M Working papers. Economics we20060621, Universidad Carlos III de Madrid. Departamento de Economía.
  83. 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.
  84. 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.
  85. Watson, Joel, 2006. "Contract and Mechanism Design in Settings with Multi-Period Trade," University of California at San Diego, Economics Working Paper Series qt63s1s3j6, Department of Economics, UC San Diego.
  86. Watson, Joel, 2006. "Contract and Game Theory: Basic Concepts for Settings with Finite Horizons," University of California at San Diego, Economics Working Paper Series qt0wx67671, Department of Economics, UC San Diego.
  87. 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.
  88. Miguel A. Costa-Gomes & Vincent P. Crawford, 2006. "Cognition and Behavior in Two-Person Guessing Games: An Experimental Study," Levine's Bibliography 321307000000000336, UCLA Department of Economics.

2005

  1. Antonio Cabrales & Antoni Calvo-Armengol & Nicola Pavoni, 2005. "Social Preferences, Skill Segregation, and Wage Dynamics," 2005 Meeting Papers 205, Society for Economic Dynamics.
  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. "Cognition in Spatial Dispersion Games," Discussion Paper 2005-58, Tilburg University, Center for Economic Research.
  5. Blume, A. & DeJong, D.V. & Maier, M., 2005. "Learning Strategic Sophistication," Discussion Paper 2005-59, Tilburg University, Center for Economic Research.
  6. Massimo Guidolin & Allan Timmerman, 2005. "Size and value anomalies under regime shifts," Working Papers 2005-007, Federal Reserve Bank of St. Louis.
  7. Massimo Guidolin & Allan Timmerman, 2005. "Term structure of risk under alternative econometric specifications," Working Papers 2005-001, Federal Reserve Bank of St. Louis.
  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. "High equity premia and crash fears. Rational foundations," Working Papers 2005-011, Federal Reserve Bank of St. Louis.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. Massimo Guidolin & Allan Timmerman, 2005. "Properties of equilibrium asset prices under alternative learning schemes," Working Papers 2005-009, Federal Reserve Bank of St. Louis.
  16. 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.
  17. 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.
  18. 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).
  19. Andrew J. Patton & Allan Timmermann, 2005. "Testable implications of forecast optimality," LSE Research Online Documents on Economics 6834, London School of Economics and Political Science, LSE Library.
  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. Neville Francis & Michael T. Owyang & Athena T. Theodorou, 2005. "What explains the varying monetary response to technology shocks in G-7 countries?," Working Papers 2004-002, Federal Reserve Bank of St. Louis.
  25. 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.).
  26. 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.
  27. Francisco Covas, 2005. "Uninsured Idiosyncratic Production Risk with Borrowing Constraints," Staff Working Papers 05-26, Bank of Canada.
  28. Shigeru Fujita & Garey Ramey, 2005. "The dynamic Beveridge curve," Working Papers 05-22, Federal Reserve Bank of Philadelphia.
  29. 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.
  30. Massimiliano Marcellino & James Stock & Mark Watson, 2005. "A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series," Working Papers 285, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  31. 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.
  32. Mauricio Cárdenas Santa María & Alejandro Gaviria Uribe & Marcela Meléndez Arjona, 2005. "La infraestructura de transporte en Colombia," INFORMES DE INVESTIGACIÓN 003034, FEDESARROLLO.
  33. Alejandro Gaviria & Carolina Mejía, 2005. "Las varias caras de la diáspora: los nexos de los migrantes colombianos con su país de origen," DOCUMENTOS CEDE 006882, UNIVERSIDAD DE LOS ANDES-CEDE.
  34. Santos-Pinto, Luís, 2005. "Positive self-image over time," MPRA Paper 3145, University Library of Munich, Germany, revised 27 Apr 2006.
  35. Kathryn Anderson & Diana Weinhold, 2005. "Do Conservation Easements Reduce Land Prices? The Case of South Central Wisconsin," Urban/Regional 0506001, EconWPA.
  36. Diana Weinhold & Paul J. Zak, 2005. "The Choice of Institutions: The Role of Risk and Risk-Aversion," Others 0508004, EconWPA.
  37. 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.
  38. Jeffrey Grogger, 2005. "Markov Forecasting Methods for Welfare Caseloads," NBER Working Papers 11682, National Bureau of Economic Research, Inc.
  39. 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.
  40. Camacho, Maximo & Pérez-Quirós, Gabriel, 2005. "Jump-and-Rest Effects of US Business Cycles," CEPR Discussion Papers 4975, C.E.P.R. Discussion Papers.
  41. 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..
  42. Camacho, Maximo & Pérez-Quirós, Gabriel & Sáiz Matute, Lorena, 2005. "Are European Business Cycles Close Enough to be Just One?," CEPR Discussion Papers 4824, C.E.P.R. Discussion Papers.
  43. Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2005. "Do european business cycles look like one?," Working Papers 0518, Banco de España;Working Papers Homepage.
  44. 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.
  45. 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, Research Department.
  46. George Monokroussos, 2005. "Dynamic Limited Dependent Variable Modeling and US Monetary Policy," Computing in Economics and Finance 2005 460, Society for Computational Economics.
  47. 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.
  48. 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.
  49. Dong Heon Kim, 2005. "Nonlinearity in the Term Structure," The School of Economics Discussion Paper Series 0528, Economics, The University of Manchester.
  50. Garett Jones, 2005. "IQ in the Ramsey Model: A Naive Calibration," Development and Comp Systems 0507004, EconWPA.
  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, EconWPA.
  52. 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.
  53. 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).
  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. 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.
  56. 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.
  57. 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, Reading University.
  58. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  59. Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2005. "Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers 15/05, Monash University, Department of Econometrics and Business Statistics.
  60. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  61. 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 33th Brazilian Economics Meeting] 031, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  62. 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.
  63. 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.
  64. Peter Tinsley & Sharon Kozicki, 2005. "Central Bank Estimates of the Unemployment Natural Rate," Computing in Economics and Finance 2005 138, Society for Computational Economics.
  65. 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.
  66. Sharon Kozicki & Peter A. Tinsley, 2005. "Term structure transmission of monetary policy," Research Working Paper RWP 05-06, Federal Reserve Bank of Kansas City.
  67. Sharon Kozicki & Peter A. Tinsley, 2005. "Perhaps the FOMC did what it said it did : an alternative interpretation of the Great Inflation," Research Working Paper RWP 05-04, Federal Reserve Bank of Kansas City.
  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. 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.
  72. Kurozumi, Eiji & Arai, Yoichi, 2005. "Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix," Discussion Papers 2005-08, Graduate School of Economics, Hitotsubashi University.
  73. Kurozumi, Eiji & Arai, Yoichi, 2005. "Efficient Estimation and Inference in Cointegrating Regressions with Structural Change," Discussion Papers 2004-09, Graduate School of Economics, Hitotsubashi University.
  74. Elena Pesavento, 2005. "Residuals Based Tests for the Null of No Cointegration: An Analytical Comparison," Emory Economics 0503, Department of Economics, Emory University (Atlanta).
  75. Graham Elliott & Elena Pesavento, 2005. "Higher Power Tests for Bilateral Failure of PPP after 1973," Emory Economics 0502, Department of Economics, Emory University (Atlanta).
  76. Olmo, José & Gonzalo, Jesús, 2005. "Contagion versus flight to quality in financial markets," UC3M Working papers. Economics we051810, Universidad Carlos III de Madrid. Departamento de Economía.
  77. 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.
  78. Juan J. Dolado & Jesús Gonzalo & Laura Mayoral, 2005. "What is what?: A simple time-domain test of long-memory vs. structural breaks," Economics Working Papers 954, Department of Economics and Business, Universitat Pompeu Fabra.
  79. 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.
  80. 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.
  81. 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.
  82. 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.

2004

  1. Antonio Cabrales & Àlex Arenas & Albert Díaz-Guilera & Roger Guimerà & Fernando Vega-Redondo, 2004. "Optimal Information Transmission in Organizations: Search and Congestion," Working Papers 2004.77, Fondazione Eni Enrico Mattei.
  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. Andreas Blume & John Duffy, 2004. "Organizational Learning: An Experimental Investigation," 2004 Meeting Papers 617, Society for Economic Dynamics.
  4. April Franco & Andreas Blume & John Duffy, 2004. "Organizational Learning: An Experimental Study," Econometric Society 2004 North American Summer Meetings 498, Econometric Society.
  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. Guidolin, Massimo & La Ferrara, Eliana, 2004. "Diamonds are Forever, Wars are Not: Is Conflict Bad for Private Firms?," CEPR Discussion Papers 4668, C.E.P.R. Discussion Papers.
  7. 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.
  8. 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.
  9. Andrew Patton, 2004. "(IAM Series No 005) Are “Market Neutral” Hedge Funds Really Market Neutral?," FMG Discussion Papers dp522, Financial Markets Group.
  10. Allan Timmermann & Andrew J. Patton, 2004. "Properties of Optimal Forecasts," Econometric Society 2004 North American Winter Meetings 234, Econometric Society.
  11. Andrew Patton & Yanqin Fan & Xiaohong Chen, 2004. "Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates," Working Papers wp04-19, Warwick Business School, Finance Group.
  12. Allan Timmermann & Andrew Patton, 2004. "Properties of Optimal Forecasts under Asymmetric Loss and Nonlinearity," Working Papers wp04-05, Warwick Business School, Finance Group.
  13. Andrew Patton, 2004. "Modelling Asymmetric Exchange Rate Dependence," Working Papers wp04-04, Warwick Business School, Finance Group.
  14. Andrew J. Patton, 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.
  15. 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.).
  16. 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.
  17. 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.
  18. Rubén Hernández-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.
  19. Leora Friedberg & Michael Owyang, 2004. "Explaining the Evolution of Pension Structure and Job Tenure," NBER Working Papers 10714, National Bureau of Economic Research, Inc.
  20. 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.
  21. 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.
  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. Thomas A. Garrett & Rubén Hernández-Murillo & Michael T. Owyang, 2004. "Does consumer sentiment predict regional consumption?," Working Papers 2003-003, 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 for the Study of Labor (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. Oscar Jorda, 2004. "Model-Free Impulse Responses," Macroeconomics 0403016, EconWPA.
  31. García, Ana & Escribano, Álvaro & Aparicio, Felipe M., 2004. "A range unit root test," DES - Working Papers. Statistics and Econometrics. WS ws041104, Universidad Carlos III de Madrid. Departamento de Estadística.
  32. Alejandro Gaviria, 2004. "Visa Usa: Fortunas Y Extravíos De Los Emigrantes Colombianos En Los Estados Unidos," DOCUMENTOS CEDE 003766, UNIVERSIDAD DE LOS ANDES-CEDE.
  33. Alejandro Gaviria, 2004. "Ley 789 De 2002: ¿Funcionó O No?," DOCUMENTOS CEDE 003140, UNIVERSIDAD DE LOS ANDES-CEDE.
  34. Alejandro GAVIRIA URIBE, 2004. "Del romanticismo al realismo social: Lecciones de la década de 1990," ARCHIVOS DE ECONOMÍA 002263, DEPARTAMENTO NACIONAL DE PLANEACIÓN.
  35. Alejandro Gaviria, 2004. "Del Romanticismo Al Realismo Social: Lecciones De La Década Del 90," DOCUMENTOS CEDE 002265, UNIVERSIDAD DE LOS ANDES-CEDE.
  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. 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.
  38. 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.
  39. 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.
  40. Diana Weinhold & Usha Nair- Reichert, 2004. "Innovation, Inequality and Intellectual Property Rights," Development and Comp Systems 0410002, EconWPA, revised 04 Nov 2004.
  41. Diana Weinhold, 2004. "A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data," Econometrics 0410003, EconWPA.
  42. Eustaquio Reis & Diana Weinhold, 2004. "Land Use and Transportation Costs in the Brazilian Amazon," Urban/Regional 0410003, EconWPA.
  43. 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.
  44. Valentina Corradi & Norman Swanson, 2004. "Predective Density and Conditional Confidence Interval Accuracy Tests," Departmental Working Papers 200423, Rutgers University, Department of Economics.
  45. 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.
  46. Valentina Corradi & Norman Swanson, 2004. "Predictive Density Evaluation," Departmental Working Papers 200419, Rutgers University, Department of Economics.
  47. 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.
  48. 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.
  49. 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.
  50. Norman Swanson & Valentina Corradi, 2004. "Predictive Density Accuracy Tests," Working Papers wp04-16, Warwick Business School, Finance Group.
  51. Gaspar, Vítor & Pérez-Quirós, Gabriel & Rodriguez Mendizabal, Hugo, 2004. "Interest Rate Determination in the Interbank Market," CEPR Discussion Papers 4516, C.E.P.R. Discussion Papers.
  52. Pilar Bengoechea & Gabriel Pérez-Quirós, 2004. "A useful tool to identify recessions in the euro-area," Working Papers 0419, Banco de España;Working Papers Homepage.
  53. Gerhard Orosel & Klaus G. Zauner, 2004. "Vertical Product Differentiation When Quality is Unobservable to Buyers," CESifo Working Paper Series 1271, CESifo Group Munich.
  54. 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.
  55. 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.
  56. 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.
  57. Asger Lunde & Peter Reinhard Hansen, 2004. "Realized Variance and IID Market Microstructure Noise," Econometric Society 2004 North American Summer Meetings 526, Econometric Society.
  58. 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.
  59. 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).
  60. 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).
  61. 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.
  62. 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.
  63. HEINEN, Andréas & RENGIFO, Erick, 2004. "Multivariate reduced rank regression in non-Gaussian contexts, using copulas," CORE Discussion Papers 2004032, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  64. GRAMMIG, Joachim & HEINEN, Andréas & RENGIFO, Erick, 2004. "Trading activity and liquidity supply in a pure limit order book market," CORE Discussion Papers 2004058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  65. 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.
  66. 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, Reading University.
  67. 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.
  68. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  69. Gomes, Fábio Augusto Reis & Issler, João Pedro & 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  70. 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.
  71. Issler, João Victor & Ferreira, Rachel Couto, 2004. "Avaliando pesquisadores e departamentos de economia no Brasil a partir de citações internacionais," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 550, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  72. 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.
  73. 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.
  74. 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.
  75. Farshid Vahid & George Athanasopoulos, 2004. "Are VAR Models Good Enough?," Econometric Society 2004 Australasian Meetings 244, Econometric Society.
  76. P.A. Tinsley & Sharon Kozicki, 2004. "Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information," Computing in Economics and Finance 2004 146, Society for Computational Economics.
  77. 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.
  78. 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.
  79. Yoichi Arai & Takeo Hoshi, 2004. "Monetary Policy in the Great Recession," Discussion papers 04024, Research Institute of Economy, Trade and Industry (RIETI).
  80. Yoichi Arai, 2004. "Testing for Linearity in Regressions with I(1) processes," CIRJE F-Series CIRJE-F-303, CIRJE, Faculty of Economics, University of Tokyo.
  81. Barbara Rossi & Elena Pesavento, 2004. "Do Technology Shocks Drive Hours Up or Down?," Econometric Society 2004 North American Summer Meetings 96, Econometric Society.
  82. 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.
  83. Jyotsna Jalan & E.Somanathan, 2004. "Being informed matters: Experimental evidence on the demand for environmental quality," Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers 04-08, Indian Statistical Institute, New Delhi, India.
  84. 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.
  85. Heather M. Anderson & Chin Nam Low & Ralph Snyder, 2004. "Single Source of Error State Space Approach to the Beveridge Nelson Decomposition," Monash Econometrics and Business Statistics Working Papers 21/04, Monash University, Department of Econometrics and Business Statistics.
  86. 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.
  87. Jose Olmo & Jesus Gonzalo, 2004. "Which Extreme Values are Really Extremes?," Econometric Society 2004 North American Winter Meetings 144, Econometric Society.
  88. Oscar Martin & Jesus Gonzalo, 2004. "Threshold Integrated Moving Average Models (Does Size Matter? Maybe So)," Econometric Society 2004 North American Winter Meetings 145, Econometric Society.
  89. Joel Watson & Jesse Bull, 2004. "Hard Evidence and Mechanism Design," Econometric Society 2004 North American Winter Meetings 433, Econometric Society.
  90. Daniel Chiquiar, 2004. "Globalization, Regional Wage Differentials and the Stolper-Samuelson Theorem: Evidence from México," Working Papers 2004-06, Banco de México.
  91. Manuel Ramos Francia & Daniel Chiquiar, 2004. "Bilateral Trade and Business Cycle Synchronization: Evidence from Mexico and United States Manufacturing Industries," Working Papers 2004-05, Banco de México.
  92. 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.
  93. 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.
  94. Miguel A. Costa-Gomes & Georg Weizsäcker, 2004. "Stated Beliefs and Play in Normal Form Games," Levine's Bibliography 122247000000000236, UCLA Department of Economics.
  95. Tracy Lewis & Chifeng Dai, 2004. "Delegating Procurement to Experts," Econometric Society 2004 North American Summer Meetings 247, 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, 2003. "Pharmaceutical generics, vertical product differentiation and public policy," Working Papers, Research Center on Health and Economics 662, Department of Economics and Business, Universitat Pompeu Fabra.
  3. Devashish Mitra & Vitor Trindade, 2003. "Inequality and Trade," NBER Working Papers 10087, National Bureau of Economic Research, Inc.
  4. 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).
  5. 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.
  6. 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.
  7. Timo Terasvirta & Clive W.J Granger & Andrew Patton, 2003. "Common factors in conditional distributions for Bivariate time series," FMG Discussion Papers dp455, Financial Markets Group.
  8. 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.).
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. Michael T. Owyang & Garey Ramey, 2003. "Regime switching and monetary policy measurement," Working Papers 2001-002, Federal Reserve Bank of St. Louis.
  14. James H. Stock & Mark W. Watson, 2003. "Understanding Changes in International Business Cycle Dynamics," NBER Working Papers 9859, National Bureau of Economic Research, Inc.
  15. Oscar Jorda & Holly Liu & Jeffrey Williams, 2003. "Non-Institutional Market Making Behavior: The Dalian Futures Exchange," Working Papers 24, University of California, Davis, Department of Economics.
  16. Oscar Jorda & Massimiliano Marcellino, 2003. "Time-Scale Transformations of Discrete-Time Processes," Working Papers 32, University of California, Davis, Department of Economics.
  17. García, Ana & Escribano, Álvaro & Aparicio, Felipe M., 2003. "Range unit root tests," DES - Working Papers. Statistics and Econometrics. WS ws031126, Universidad Carlos III de Madrid. Departamento de Estadística.
  18. Escribano, Álvaro & Aparicio, Felipe M., 2003. "Cointegration tests based on record counting statistics," DES - Working Papers. Statistics and Econometrics. WS ws036615, Universidad Carlos III de Madrid. Departamento de Estadística.
  19. 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.
  20. 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.
  21. Alejandro GAVIRIA URIBE & Jairo Augusto NUÑEZ MENDEZ, 2003. "Evaluating the impact of SENA on earnings and Employment," ARCHIVOS DE ECONOMÍA 002646, DEPARTAMENTO NACIONAL DE PLANEACIÓN.
  22. Felipe Barrera Osorio & Alejandro Gaviria Uribe, 2003. "Efficiency of colombian schools," INFORMES DE INVESTIGACIÓN 002436, FEDESARROLLO.
  23. Santos-Pinto, Luís, 2003. "Positive self-image and incentives in organizations," MPRA Paper 3141, University Library of Munich, Germany, revised 14 Feb 2007.
  24. 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.
  25. Santos-Pinto, Luís, 2003. "Positive self-image in tournaments," MPRA Paper 3140, University Library of Munich, Germany, revised 27 Feb 2007.
  26. 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.
  27. 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.
  28. 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.
  29. Valentina Corradi & Norman R. Swanson, 2003. "Bootstrap Specification Tests for Diffusion Processes," Departmental Working Papers 200321, Rutgers University, Department of Economics.
  30. Lance J. Bachmeier & Norman R. Swanson, 2003. "Predicting Inflation: Does The Quantity Theory Help?," Departmental Working Papers 200317, Rutgers University, Department of Economics.
  31. 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.
  32. 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.
  33. 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.
  34. Valentina Corradi & Norman R. Swanson, 2003. "A Test for Comparing Multiple Misspecified Conditional Distributions," Departmental Working Papers 200314, Rutgers University, Department of Economics.
  35. 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.
  36. 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.
  37. 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.
  38. Anna Aizer & Jeffrey Grogger, 2003. "Parental Medicaid Expansions and Health Insurance Coverage," NBER Working Papers 9907, National Bureau of Economic Research, Inc.
  39. 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.
  40. Jeffrey Grogger & Steven J. Haider & Jacob Alex Klerman, 2003. "Why Did the Welfare Rolls Fall During the 1990s? The Importance of Entry," Working Papers 03-07, RAND Corporation.
  41. 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).
  42. 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.
  43. 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.
  44. 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.
  45. Peter Hansen & Asger Lunde, 2003. "Testing the Significance of Calendar Effects," Working Papers 2003-03, Brown University, Department of Economics.
  46. 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.
  47. Peter Hansen, 2003. "Asymptotic Tests of Composite Hypotheses," Working Papers 2003-09, Brown University, Department of Economics.
  48. 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).
  49. Ana Maria Herrero & Elena Pesavento, 2003. "The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment," Emory Economics 0301, Department of Economics, Emory University (Atlanta).
  50. Heinen, Andreas, 2003. "Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model," MPRA Paper 8113, University Library of Munich, Germany.
  51. BEN OMRANE, Walid & HEINEN, Andréas, 2003. "The response of individual FX dealers'quoting activity to macroeconomic news announcements," CORE Discussion Papers 2003070, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  52. HEINEN, Andreas & RENGIFO, Erick, 2003. "Multivariate modelling of time series count data: an autoregressive conditional Poisson model," CORE Discussion Papers 2003025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  53. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  54. Ferreira, Pedro Cavalcanti & Issler, João Victor & Pessoa, Samuel de Abreu, 2003. "Testing production functions used in empirical growth studies," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 507, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  55. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  56. 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.
  57. 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.
  58. Peter Tinsley & Sharon Kozicki, 2003. "Alternative Sources of the Lag Dynamics of Inflation," Computing in Economics and Finance 2003 92, Society for Computational Economics.
  59. Raffaella Giacomini & Ivana Komunjer, 2003. "Evaluation and Combination of Conditional Quantile Forecasts," Boston College Working Papers in Economics 571, Boston College Department of Economics.
  60. Raffaella Giacomini & Halbert White, 2003. "Tests of Conditional Predictive Ability," Econometrics 0308001, EconWPA.
  61. Graham Elliott & Michael Jansson & Elena Pesavento, 2003. "Optimal Power For Testing Potential Cointegrating Vectors with Known Parameters for Nonstationarity," Emory Economics 0303, Department of Economics, Emory University (Atlanta).
  62. Elena Pesavento & Barbara Rossi, 2003. "Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure," Emory Economics 0326, Department of Economics, Emory University (Atlanta).
  63. 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.
  64. Jyotsna Jalan & E.Somanathan & Saraswata Chaudhuri, 2003. "Awareness and the demand for environmental quality: Drinking water in urban India," Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers 03-05, Indian Statistical Institute, New Delhi, India.
  65. 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.
  66. 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 Graduate School of Economics.
  67. Tung Liu & Lee C. Spector, 2003. "Dynamic employment adjustments over business cycles," Working Papers 200302, Ball State University, Department of Economics, revised Jan 2005.
  68. Rauch, James E. & Watson, Joel, 2003. "Are There Too Many Entrepeneurs? A Model of Client-Based Entrepreneurship," Berkeley Olin Program in Law & Economics, Working Paper Series qt3gm7v86m, Berkeley Olin Program in Law & Economics.
  69. 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.
  70. Cassiman, Bruno & Veugelers, Reinhilde, 2003. "R&D Cooperation Between Firms and Universities: Some Empirical Evidence from Belgian Manufacturing," CEPR Discussion Papers 3951, C.E.P.R. Discussion Papers.
  71. 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.
  72. 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.
  73. Lewis, Tracy R. & Yildirim, Huseyin, 2003. "Managing Switching Costs in Multiperiod Procurements with Strategic Buyers," Working Papers 03-04, Duke University, Department of Economics.

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," SSE/EFI Working Paper Series in Economics and Finance 515, Stockholm School of Economics.
  5. 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.
  6. Andrew J. Patton, 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.
  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 & Abbigail J. Chiodo, 2002. "Duration dependence in monetary policy: international evidence," Working Papers 2002-021, Federal Reserve Bank of St. Louis.
  13. 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.
  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, Centre de Recherche en Economie et Statistique.
  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. Villaplana, Pablo & Peña Sánchez de Rivera, Juan Ignacio & Escribano, Álvaro, 2002. "Modeling electricity prices: international evidence," UC3M Working papers. Economics we022708, Universidad Carlos III de Madrid. Departamento de Economía.
  19. Moreno, Diego & Escribano, Álvaro, 2002. "Homenaje a Juan Urrutia," DE - Documentos de Trabajo. Economía. DE de020801, Universidad Carlos III de Madrid. Departamento de Economía.
  20. Mármol, Francesc & Escribano, Álvaro & Arranz, Miguel A., 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 001902, 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 012733, FEDESARROLLO.
  26. Alejandro Gaviria Uribe & Claudia Marcela Umaña A., 2002. "Estructura salarial de los docentes pu?blicos en Colombia," COYUNTURA SOCIAL 012944, 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. "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.
  37. 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.
  38. Pérez Quirós, Gabriel & Sicilia, Jorge, 2002. "Is the European Central Bank (and the United States Federal Reserve) predictable?," Working Paper Series 0192, European Central Bank.
  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. 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) 450, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  42. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  43. Heather M. Anderson & George Athanasopoulos & Farshid Vahid, 2002. "Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries," Monash Econometrics and Business Statistics Working Papers 20/02, Monash University, Department of Econometrics and Business Statistics.
  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 & P.A. Tinsley, 2002. "Monetary Policy Transmission through Term Premiums," Computing in Economics and Finance 2002 250, Society for Computational Economics.
  47. 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.
  48. Raffaella Giacomini & Clive W.J. Granger, 2002. "Aggregation of Space-Time Processes," Boston College Working Papers in Economics 582, Boston College Department of Economics.
  49. Elena Pesavento, 2002. "Residuals-based Tests for Cointegration: An Analytical Comparison," Emory Economics 0207, Department of Economics, Emory University (Atlanta).
  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. Joel Watson, 2002. "Contract, Mechanism Design, and Technological Detail," Theory workshop papers 505798000000000006, UCLA Department of Economics.
  52. James E. Rauch & Joel Watson, 2002. "Entrepreneurship in International Trade," NBER Working Papers 8708, National Bureau of Economic Research, Inc.
  53. Watson, Joel & Brennan, Jim, 2002. "The Renegotiation-Proofness Principle and Costly Renegotiation," University of California at San Diego, Economics Working Paper Series qt4242n025, Department of Economics, UC San Diego.
  54. Bull, Jesse & Watson, Joel, 2002. "Evidence Disclosure and Verfiability," University of California at San Diego, Economics Working Paper Series qt19p7z2gm, Department of Economics, UC San Diego.
  55. Cassiman, Bruno & Ueda, Masako, 2002. "Optimal Project Rejection and New Firm Start-Ups," CEPR Discussion Papers 3429, C.E.P.R. Discussion Papers.
  56. Cassiman, Bruno & Sieber, Sandra, 2002. "Impact of the Internet on market structure, The," IESE Research Papers D/467, IESE Business School.
  57. Cassiman, Bruno & Veugelers, Reinhilde, 2002. "Complementarity in the Innovation Strategy: Internal R&D, External Technology Acquisition and Cooperation," CEPR Discussion Papers 3284, C.E.P.R. Discussion Papers.
  58. 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.
  59. 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.
  60. 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.

2001

  1. 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).
  2. Guidolin, Massimo & Timmermann, Allan G, 2001. "Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities," CEPR Discussion Papers 3005, C.E.P.R. Discussion Papers.
  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. 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.
  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. 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.).
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Selva Demiralp & Òscar Jordà, 2001. "The Pavlovian response of term rates to Fed announcements," Finance and Economics Discussion Series 2001-10, Board of Governors of the Federal Reserve System (U.S.).
  13. 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.
  14. Paul Bergin & Oscar Jorda, 2001. "Measuring Monetary Policy Interdependence," Working Papers 69, University of California, Davis, Department of Economics.
  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 002301, DEPARTAMENTO NACIONAL DE PLANEACIÓN.
  17. Alejandro Gaviria Uribe, 2001. "Household responses to adverse income shocks in Latin America," INFORMES DE INVESTIGACIÓN 002795, FEDESARROLLO.
  18. Alejandro Gaviria Uribe & Carlos Eduardo Vélez, 2001. "Who Bears the Burden of Crime in Colombia," INFORMES DE INVESTIGACIÓN 003776, 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 años y estrategias de los hogares para enfrentrarlo," COYUNTURA SOCIAL 012953, FEDESARROLLO.
  23. Alejandro Gaviria Uribe & Jorge Hugo Barrientos M., 2001. "Características del plantel y calidad de la educación en Bogotá," COYUNTURA SOCIAL 012949, FEDESARROLLO.
  24. Alejandro Gaviria Uribe & Jorge Hugo Barrientos M., 2001. "Calidad de la educación y rendimiento académico en Bogotá," COYUNTURA SOCIAL 012957, 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, Exeter University, Department of Economics.
  38. Valentina Corradi & Norman R. Swanson, 2001. "Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error," Discussion Papers 0101, Exeter University, 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. Gaspar, Vítor & Pérez Quirós, Gabriel & Sicilia, Jorge, 2001. "The ECB monetary policy strategy and the money market," Working Paper Series 0069, European Central Bank.
  42. Pérez Quirós, Gabriel & Timmermann, Allan, 2001. "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," Working Paper Series 0058, European Central Bank.
  43. 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.
  44. 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.
  45. Peter Reinhard Hansen, 2001. "An Unbiased and Powerful Test for Superior Predictive Ability," Working Papers 2001-06, Brown University, Department of Economics.
  46. 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.
  47. Eduardo Lora & Patricia Cortés & Ana María Herrera, 2001. "Los obstáculos al desarrollo empresarial y el tamaño de las firmas en América Latina," IDB Publications (Working Papers) 7635, Inter-American Development Bank.
  48. 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.
  49. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  50. Anchite, Claudine Furtado & Issler, João Pedro, 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  51. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  52. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  53. 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.
  54. 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.
  55. 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.
  56. 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.
  57. 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.
  58. Sharon Kozicki & P.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.
  59. Jalan, Jyotsna & Ravallion, Martin, 2001. "Does piped water reduce diarrhea for children in rural India ?," Policy Research Working Paper Series 2664, The World Bank.
  60. Jalan, Jyotsna & Ravallion, Martin, 2001. "Household income dynamics in rural China," Policy Research Working Paper Series 2706, The World Bank.
  61. Jesus Gonzalo & Jean-Yves Pitarakis, 2001. "Lag Length Estimation in Large Dimensional Systems," Econometrics 0108002, EconWPA.
  62. Jesús Gonzalo & Michael Wolf, 2001. "Subsampling inference in threshold autoregressive models," Economics Working Papers 573, Department of Economics and Business, Universitat Pompeu Fabra.
  63. Klimenko, Mikhail & Ramey, Garey & Watson, Joel, 2001. "Recurrent Trade Agreements and the Value of External Enforcement," University of California at San Diego, Economics Working Paper Series qt9xm2x5w7, Department of Economics, UC San Diego.
  64. Cassiman, Bruno & Veugelers, Reinhilde, 2001. "R&D cooperation and spillovers: Some empirical evidence," IESE Research Papers D/430, IESE Business School.
  65. 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.
  66. 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.
  67. 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.

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. 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).
  8. 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.
  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. Escribano, Álvaro & Arranz, Miguel A., 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.
  15. García, Ana & Escribano, Álvaro & Aparicio, Felipe M., 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.
  16. Tapia, Mikel & Escribano, Álvaro & Pascual, Roberto, 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.
  17. Pascual, Roberto & Escribano, Álvaro, 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. Tapia, Mikel & Escribano, Álvaro & Pascual, Roberto, 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.
  19. Escribano, Álvaro & Arranz, Miguel A. & Aparicio, Felipe M., 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.
  20. Alejandro Gaviria Uribe, 2000. "Assessing the effects of corruption and crime on firm performance," INFORMES DE INVESTIGACIÓN 002031, FEDESARROLLO.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. Alejandro Gaviria Uribe, 2000. "¿Sobre quién ha recaído el peso de la crisis?," COYUNTURA SOCIAL 012962, FEDESARROLLO.
  26. Alejandro Gaviria Uribe, 2000. "Decisiones: sexo y embarazo entre las jóvenes colombianas," COYUNTURA SOCIAL 012960, FEDESARROLLO.
  27. Jeffrey M. Wooldridge, 2000. "401k," Instructional Stata datasets for econometrics 401k, Boston College Department of Economics.
  28. Jeffrey M. Wooldridge, 2000. "401ksubs," Instructional Stata datasets for econometrics 401ksubs, Boston College Department of Economics.
  29. Jeffrey M. Wooldridge, 2000. "Admnrev," Instructional Stata datasets for econometrics admnrev, Boston College Department of Economics.
  30. Jeffrey M. Wooldridge, 2000. "Airfare," Instructional Stata datasets for econometrics airfare, Boston College Department of Economics.
  31. Jeffrey M. Wooldridge, 2000. "Apple," Instructional Stata datasets for econometrics apple, Boston College Department of Economics.
  32. Jeffrey M. Wooldridge, 2000. "Athlet1," Instructional Stata datasets for econometrics athlet1, Boston College Department of Economics.
  33. Jeffrey M. Wooldridge, 2000. "Athlet2," Instructional Stata datasets for econometrics athlet2, Boston College Department of Economics.
  34. Jeffrey M. Wooldridge, 2000. "Attend," Instructional Stata datasets for econometrics attend, Boston College Department of Economics.
  35. Jeffrey M. Wooldridge, 2000. "Audit," Instructional Stata datasets for econometrics audit, Boston College Department of Economics.
  36. Jeffrey M. Wooldridge, 2000. "Barium," Instructional Stata datasets for econometrics barium, Boston College Department of Economics.
  37. Jeffrey M. Wooldridge, 2000. "Bwght," Instructional Stata datasets for econometrics bwght, Boston College Department of Economics.
  38. Jeffrey M. Wooldridge, 2000. "Card," Instructional Stata datasets for econometrics card, Boston College Department of Economics.
  39. Jeffrey M. Wooldridge, 2000. "Cement," Instructional Stata datasets for econometrics cement, Boston College Department of Economics.
  40. Jeffrey M. Wooldridge, 2000. "Ceosal1," Instructional Stata datasets for econometrics ceosal1, Boston College Department of Economics.
  41. Jeffrey M. Wooldridge, 2000. "Ceosal2," Instructional Stata datasets for econometrics ceosal2, Boston College Department of Economics.
  42. Jeffrey M. Wooldridge, 2000. "Consump," Instructional Stata datasets for econometrics consump, Boston College Department of Economics.
  43. Jeffrey M. Wooldridge, 2000. "Cornwell," Instructional Stata datasets for econometrics cornwell, Boston College Department of Economics.
  44. Jeffrey M. Wooldridge, 2000. "Cps78_85," Instructional Stata datasets for econometrics cps78_85, Boston College Department of Economics.
  45. Jeffrey M. Wooldridge, 2000. "Cps91," Instructional Stata datasets for econometrics cps91, Boston College Department of Economics.
  46. Jeffrey M. Wooldridge, 2000. "Crime1," Instructional Stata datasets for econometrics crime1, Boston College Department of Economics.
  47. Jeffrey M. Wooldridge, 2000. "Crime2," Instructional Stata datasets for econometrics crime2, Boston College Department of Economics.
  48. Jeffrey M. Wooldridge, 2000. "Crime3," Instructional Stata datasets for econometrics crime3, Boston College Department of Economics.
  49. Jeffrey M. Wooldridge, 2000. "Crime4," Instructional Stata datasets for econometrics crime4, Boston College Department of Economics.
  50. Jeffrey M. Wooldridge, 2000. "Earns," Instructional Stata datasets for econometrics earns, Boston College Department of Economics.
  51. Jeffrey M. Wooldridge, 2000. "Ezanders," Instructional Stata datasets for econometrics ezanders, Boston College Department of Economics.
  52. Jeffrey M. Wooldridge, 2000. "Ezunem," Instructional Stata datasets for econometrics ezunem, Boston College Department of Economics.
  53. Jeffrey M. Wooldridge, 2000. "Fair," Instructional Stata datasets for econometrics fair, Boston College Department of Economics.
  54. Jeffrey M. Wooldridge, 2000. "Fertil1," Instructional Stata datasets for econometrics fertil1, Boston College Department of Economics.
  55. Jeffrey M. Wooldridge, 2000. "Fertil2," Instructional Stata datasets for econometrics fertil2, Boston College Department of Economics.
  56. Jeffrey M. Wooldridge, 2000. "Fertil3," Instructional Stata datasets for econometrics fertil3, Boston College Department of Economics.
  57. Jeffrey M. Wooldridge, 2000. "Fringe," Instructional Stata datasets for econometrics fringe, Boston College Department of Economics.
  58. Jeffrey M. Wooldridge, 2000. "Gpa1," Instructional Stata datasets for econometrics gpa1, Boston College Department of Economics.
  59. Jeffrey M. Wooldridge, 2000. "Gpa2," Instructional Stata datasets for econometrics gpa2, Boston College Department of Economics.
  60. Jeffrey M. Wooldridge, 2000. "Gpa3," Instructional Stata datasets for econometrics gpa3, Boston College Department of Economics.
  61. Jeffrey M. Wooldridge, 2000. "Grogger," Instructional Stata datasets for econometrics grogger, Boston College Department of Economics.
  62. Jeffrey M. Wooldridge, 2000. "Hprice1," Instructional Stata datasets for econometrics hprice1, Boston College Department of Economics.
  63. Jeffrey M. Wooldridge, 2000. "Hprice2," Instructional Stata datasets for econometrics hprice2, Boston College Department of Economics.
  64. Jeffrey M. Wooldridge, 2000. "Hprice3," Instructional Stata datasets for econometrics hprice3, Boston College Department of Economics.
  65. Jeffrey M. Wooldridge, 2000. "Hseinv," Instructional Stata datasets for econometrics hseinv, Boston College Department of Economics.
  66. Jeffrey M. Wooldridge, 2000. "Infmrt," Instructional Stata datasets for econometrics infmrt, Boston College Department of Economics.
  67. Jeffrey M. Wooldridge, 2000. "Injury," Instructional Stata datasets for econometrics injury, Boston College Department of Economics.
  68. Jeffrey M. Wooldridge, 2000. "Kielmc," Instructional Stata datasets for econometrics kielmc, Boston College Department of Economics.
  69. Jeffrey M. Wooldridge, 2000. "Lawsch85," Instructional Stata datasets for econometrics lawsch85, Boston College Department of Economics.
  70. Jeffrey M. Wooldridge, 2000. "Loanapp," Instructional Stata datasets for econometrics loanapp, Boston College Department of Economics.
  71. Jeffrey M. Wooldridge, 2000. "Lowbrth," Instructional Stata datasets for econometrics lowbrth, Boston College Department of Economics.
  72. Jeffrey M. Wooldridge, 2000. "Meap93," Instructional Stata datasets for econometrics meap93, Boston College Department of Economics.
  73. Jeffrey M. Wooldridge, 2000. "Mlb1," Instructional Stata datasets for econometrics mlb1, Boston College Department of Economics.
  74. Jeffrey M. Wooldridge, 2000. "Mroz," Instructional Stata datasets for econometrics mroz, Boston College Department of Economics.
  75. Jeffrey M. Wooldridge, 2000. "Murder," Instructional Stata datasets for econometrics murder, Boston College Department of Economics.
  76. Jeffrey M. Wooldridge, 2000. "Nyse," Instructional Stata datasets for econometrics nyse, Boston College Department of Economics.
  77. Jeffrey M. Wooldridge, 2000. "Openness," Instructional Stata datasets for econometrics openness, Boston College Department of Economics.
  78. Jeffrey M. Wooldridge, 2000. "Phillips," Instructional Stata datasets for econometrics phillips, Boston College Department of Economics.
  79. Jeffrey M. Wooldridge, 2000. "Pntsprd," Instructional Stata datasets for econometrics pntsprd, Boston College Department of Economics.
  80. Jeffrey M. Wooldridge, 2000. "Prison," Instructional Stata datasets for econometrics prison, Boston College Department of Economics.
  81. Jeffrey M. Wooldridge, 2000. "Prminwge," Instructional Stata datasets for econometrics prminwge, Boston College Department of Economics.
  82. Jeffrey M. Wooldridge, 2000. "Rdchem," Instructional Stata datasets for econometrics rdchem, Boston College Department of Economics.
  83. Jeffrey M. Wooldridge, 2000. "Recid," Instructional Stata datasets for econometrics recid, Boston College Department of Economics.
  84. Jeffrey M. Wooldridge, 2000. "Rental," Instructional Stata datasets for econometrics rental, Boston College Department of Economics.
  85. Jeffrey M. Wooldridge, 2000. "Return," Instructional Stata datasets for econometrics return, Boston College Department of Economics.
  86. Jeffrey M. Wooldridge, 2000. "Saving," Instructional Stata datasets for econometrics saving, Boston College Department of Economics.
  87. Jeffrey M. Wooldridge, 2000. "Sleep75," Instructional Stata datasets for econometrics sleep75, Boston College Department of Economics.
  88. Jeffrey M. Wooldridge, 2000. "Slp75_81," Instructional Stata datasets for econometrics slp75_81, Boston College Department of Economics.
  89. Jeffrey M. Wooldridge, 2000. "Smoke," Instructional Stata datasets for econometrics smoke, Boston College Department of Economics.
  90. Jeffrey M. Wooldridge, 2000. "Traffic1," Instructional Stata datasets for econometrics traffic1, Boston College Department of Economics.
  91. Jeffrey M. Wooldridge, 2000. "Traffic2," Instructional Stata datasets for econometrics traffic2, Boston College Department of Economics.
  92. Jeffrey M. Wooldridge, 2000. "Volat," Instructional Stata datasets for econometrics volat, Boston College Department of Economics.
  93. Jeffrey M. Wooldridge, 2000. "Vote1," Instructional Stata datasets for econometrics vote1, Boston College Department of Economics.
  94. Jeffrey M. Wooldridge, 2000. "Vote2," Instructional Stata datasets for econometrics vote2, Boston College Department of Economics.
  95. Jeffrey M. Wooldridge, 2000. "Wage1," Instructional Stata datasets for econometrics wage1, Boston College Department of Economics.
  96. Jeffrey M. Wooldridge, 2000. "Wage2," Instructional Stata datasets for econometrics wage2, Boston College Department of Economics.
  97. Jeffrey M. Wooldridge, 2000. "Wagepan," Instructional Stata datasets for econometrics wagepan, Boston College Department of Economics.
  98. 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.).
  99. 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.
  100. Norman R. Swanson, 2000. "An Out of Sample Test for Granger Causality," Econometric Society World Congress 2000 Contributed Papers 0362, Econometric Society.
  101. Norman R. Swanson & Jeffery D. Amato, 2000. "The real-time predictive content of money for output," BIS Working Papers 96, Bank for International Settlements.
  102. Corradi, V. & Swanson, N.R., 2000. "A Consistent Test for Nonlinear Out of Sample Predictive Accuracy," Discussion Papers 0012, Exeter University, Department of Economics.
  103. 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.
  104. Jeff Grogger & Charles Michalopoulos, 2000. "Welfare Dynamics under Time Limits," JCPR Working Papers 125, Northwestern University/University of Chicago Joint Center for Poverty Research.
  105. Jeff Grogger, 2000. "Time Limits and Welfare Use," NBER Working Papers 7709, National Bureau of Economic Research, Inc.
  106. 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.
  107. Maximo Cosme Camacho Alonso & Gabriel Perez-Quiros, 2000. "This is What Leading Indicators Lead," Econometric Society World Congress 2000 Contributed Papers 0202, Econometric Society.
  108. Camacho, Maximo & Pérez Quirós, Gabriel, 2000. "This is what the US leading indicators lead," Working Paper Series 0027, European Central Bank.
  109. 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.
  110. Gabriel Pérez Quirós & Hugo Rodríguez, 2000. "The daily market for funds in Europe: Has something changed with the EMU?," Economics Working Papers 474, Department of Economics and Business, Universitat Pompeu Fabra.
  111. Maximo Camacho & Gabriel Perez-Quiros, 2000. "This Is What The Leading Indicators Lead," Computing in Economics and Finance 2000 132, Society for Computational Economics.
  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 003725, BANCO DE LA REPÚBLICA.
  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 003449, BANCO DE LA REPÚBLICA.
  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. Peter Reinhard Hansen, 2000. "Structural Breaks in the Cointegrated Vector Autoregressive Model," Econometric Society World Congress 2000 Contributed Papers 1240, Econometric Society.
  119. 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.
  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 & Jennifer Bowen, 2000. "Jointly Estimating the Prices of Environmental Goods: St. Louis as a Case Study," Working Papers 0107, College of the Holy Cross, Department of Economics.
  122. Katherine Kiel & Jennifer Bowen, 2000. "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.
  123. 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, Reading University.
  124. 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.
  125. 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.
  126. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  127. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  128. Farshid Vahid, 2000. "Clustering Regression Functions in a Panel," Econometric Society World Congress 2000 Contributed Papers 0251, Econometric Society.
  129. 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.
  130. Sharon Kozicki, P.A. Tinsley, 2000. "The Term Structure Of Expected Inflation," Computing in Economics and Finance 2000 293, Society for Computational Economics.
  131. 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.
  132. 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.
  133. Gonzalo, Jesús & González, Martín, 2000. "Econometric implications of non-exact present value models," DE - Documentos de Trabajo. Economía. DE 16009, Universidad Carlos III de Madrid. Departamento de Economía.
  134. 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.
  135. Alan Schwartz & Joel Watson, 2000. "Economic and Legal Aspects of Costly Recontracting," Yale School of Management Working Papers ysm143, Yale School of Management, revised 01 Jan 2001.
  136. 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.
  137. 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.
  138. 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.

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. Jonathan H. Wright & Tim Bollerslev, 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. Tapia, Mikel & Escribano, Álvaro & Pascual, Roberto, 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. Aparicio, Felipe M. & Escribano, Álvaro & Mármol, Francesc, 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. Allan Timmermann & Gabriel Perez-Quiros, 1999. "Firm Size and Cyclical Variations in Stock Returns," FMG Discussion Papers dp335, Financial Markets Group.
  17. Kraay, Aart & Monokroussos, George, 1999. "Growth forecasts using time series and growth models," Policy Research Working Paper Series 2224, The World Bank.
  18. Katherine Kiel, 1999. "Undesirable Facilities, Neighborhood Dynamics and Environmental Equity," Working Papers 9904, College of the Holy Cross, Department of Economics.
  19. 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.
  20. 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.
  21. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  22. Vahid, Farshid & Issler, João Pedro, 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  23. 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.
  24. 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.
  25. 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.
  26. Sharon Kozicki & Barak Hoffman, 1999. "Implications of rounding and rebasing for empirical analysis using consumer price inflation," Research Working Paper 99-08, Federal Reserve Bank of Kansas City.
  27. 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.
  28. Anderson, H.M. & Ramsey, J.B., 1999. "U.S. and Canadian Industrial Production Indices as Coupled Oscillators," Working Papers 99-01, C.V. Starr Center for Applied Economics, New York University.
  29. 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.
  30. Wouter J. den Haan & Garey Ramey & Joel Watson, 1999. "Contract-Theoretic Approaches to Wages and Displacement," NBER Working Papers 6972, National Bureau of Economic Research, Inc.
  31. James E. Rauch & Joel Watson, 1999. "Starting Small in an Unfamiliar Environment," NBER Working Papers 7053, National Bureau of Economic Research, Inc.
  32. Wouter den Haan & Garey Ramey & Joel Watson, 1999. "Liquidity Flows and Fragility of Business Enterprises," NBER Working Papers 7057, National Bureau of Economic Research, Inc.
  33. Wouter J. den Haan & Garey Ramey & Joel Watson, 1999. "Job Destruction and the Experiences of Displaced Workers," NBER Working Papers 7218, National Bureau of Economic Research, Inc.
  34. Garey Ramey & Joel Watson, 1999. "Contractual Intermediaries," Cowles Foundation Discussion Papers 1235, Cowles Foundation for Research in Economics, Yale University.
  35. Garey Ramey & Joel Watson, 1999. "Conditioning Institutions and Renegotiation," Cowles Foundation Discussion Papers 1225, Cowles Foundation for Research in Economics, Yale University.
  36. Joel Watson, 1999. "Starting Small and Commitment," Cowles Foundation Discussion Papers 1217, Cowles Foundation for Research in Economics, Yale University.
  37. 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.
  38. Kamstra, M., 1999. "Dividends, Earnings and Fundamental Valuation," Discussion Papers dp99-11, Department of Economics, Simon Fraser University.

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. Antonio Cabrales & Gary Charness & Luis Corchón, 1998. "An experiment on Nash implementation," Economics Working Papers 300, Department of Economics and Business, Universitat Pompeu Fabra.
  3. 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.
  4. 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.
  5. Hoogstrate, A.J. & Osang, T., 1998. "Saving, openness, and growth," Discussion Paper 1998-47, Tilburg University, Center for Economic Research.
  6. Blume, Andreas & Dieckmann, Tone, 1998. "Learning to Communicate in Cheap-Talk Games," Working Papers 98-12, 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. Andreas Blume & Douglas V. DeJong & George R. Neumann & Nathan E. Savin, 1998. "Learning in Sender-Receiver Games," CIG Working Papers FS IV 98-13, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
  9. Andreas Blume & Uri Gneezy, 1998. "An Experimental Investigation of Optimal Learning in Coordination Games," CIG Working Papers FS IV 98-12, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
  10. 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.
  11. 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.
  12. James H. Stock & Mark W. Watson, 1998. "Diffusion Indexes," NBER Working Papers 6702, National Bureau of Economic Research, Inc.
  13. 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.
  14. 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.
  15. Oscar Jorda, 1998. "Decision Rules for Selecting between Exponential and Logistic STAR," Working Papers 611, University of California, Davis, Department of Economics.
  16. Escribano, Álvaro & Fraile Balbín, Pedro, 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.
  17. 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.
  18. Escribano, Álvaro & Aparicio, Felipe M., 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.
  19. Escribano, Álvaro & Arranz, Miguel A., 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.
  20. Escribano, Álvaro & Aparicio, Felipe M., 1998. "Cointegration testing using the ranges," DES - Working Papers. Statistics and Econometrics. WS 10941, Universidad Carlos III de Madrid. Departamento de Estadística.
  21. Escribano, Álvaro & Arranz, Miguel A., 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.
  22. Momi Dahan & Alejandro Gaviria, 1998. "Parental Actions and Siblings’ Inequality," Research Department Publications 4150, Inter-American Development Bank, Research Department.
  23. Momi Dahan & Alejandro Gaviria, 1998. "Actos de los padres y desigualdad entre hermanos," Research Department Publications 4151, Inter-American Development Bank, Research Department.
  24. 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.
  25. 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.
  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 & 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  33. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  34. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  36. Reis, Eustáquio J. & Blanco, Fernando & Issler, João Pedro & 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (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. "Term structure views of monetary policy," Research Working Paper 98-07, Federal Reserve Bank of Kansas City.
  39. Sharon Kozicki & Peter A. Tinsley, 1998. "Vector rational error correction," Research Working Paper 98-03, 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. 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.
  2. Blume, Andreas & DeJong, Douglas V. & Kim, Yong-Gwan & Sprinkle, Geoffrey B., 1997. "Evolution of Communication with Partial Common Interest," Working Papers 97-18, University of Iowa, Department of Economics.
  3. Blume, A., 1997. "Fast Learning in Organizations," Working Papers 97-10, University of Iowa, Department of Economics.
  4. Herschel I. Grossman & Minseong Kim, 1997. "Predation, Efficiency, and Inequality," NBER Working Papers 6301, National Bureau of Economic Research, Inc.
  5. 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.
  6. Jordá, Óscar & Escribano, Álvaro, 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.
  7. Escribano, Álvaro & Aparicio, Felipe M., 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.
  8. Escribano, Álvaro & Aparicio, Felipe M., 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.
  9. Mira, Santiago & Escribano, Álvaro, 1997. "Nonlinear cointegration with mixing errors," DES - Working Papers. Statistics and Econometrics. WS 6204, Universidad Carlos III de Madrid. Departamento de Estadística.
  10. 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.
  11. Diana Weinhold & James Rauch, 1997. "Openness, Specialization, and Productivity Growth in Less Developed Countries," NBER Working Papers 6131, National Bureau of Economic Research, Inc.
  12. 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.
  13. 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.
  14. Jeff Grogger, 1997. "Local Violence, Educational Attainment, and Teacher Pay," NBER Working Papers 6003, National Bureau of Economic Research, Inc.
  15. Jeff Grogger, 1997. "Market Wages and Youth Crime," NBER Working Papers 5983, National Bureau of Economic Research, Inc.
  16. 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.
  17. 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.
  18. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  19. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  20. 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.
  21. Sharon Kozicki & Pu Shen, 1997. "Breathing room for beta," Research Working Paper 97-06, Federal Reserve Bank of Kansas City.
  22. William R. Bell & Eric Ghysels & Hahn Shik Lee, 1997. "Seasonal Time Series and Autocorrelation Function Estimation," CIRANO Working Papers 97s-35, CIRANO.
  23. 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.
  24. Jalan, Jyotsna & Ravallion, Martin, 1997. "Spatial poverty traps?," Policy Research Working Paper Series 1862, The World Bank.
  25. 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.
  26. Gonzalo, Jesús & González, M., 1997. "Threshold unit root models," DES - Working Papers. Statistics and Econometrics. WS 6214, Universidad Carlos III de Madrid. Departamento de Estadística.
  27. Wouter J. den Haan & Garey Ramey & Joel Watson, 1997. "Job Destruction and Propagation of Shocks," NBER Working Papers 6275, National Bureau of Economic Research, Inc.

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. Herschel I. Grossman & Minseong Kim, 1996. "Inequality, Predation and Welfare," NBER Working Papers 5704, National Bureau of Economic Research, Inc.
  3. 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.
  4. 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.
  5. 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.
  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. Mira, Santiago & Escribano, Álvaro, 1996. "Nonlinear cointegration and nonlinear error correction," DES - Working Papers. Statistics and Econometrics. WS 4546, Universidad Carlos III de Madrid. Departamento de Estadística.
  8. Granger, E.J. & Swanson, N.R., 1996. "An introduction to stochastic Unit Root Processes," Papers 4-96-3, Pennsylvania State - Department of Economics.
  9. 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.
  10. 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.
  11. 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.
  12. Swanson, N.R., 1996. "Forecasting Using First Available Versus Fully Revised Economic Time Series data," Papers 4-96-7, Pennsylvania State - Department of Economics.
  13. 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.
  14. Swanson, Norman, 1996. "BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman," MPRA Paper 11047, University Library of Munich, Germany.
  15. 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.
  16. 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.).
  17. 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.
  18. 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.
  19. Jalan, Jyotsna & Ravallion, Martin, 1996. "Are there dynamic gains from a poor-area development program?," Policy Research Working Paper Series 1695, The World Bank.
  20. Jalan, Jyotsna & Ravallion, Martin, 1996. "Transient poverty in rural China," Policy Research Working Paper Series 1616, The World Bank.
  21. Gonzalo, J. & Ng, S., 1996. "A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks," Cahiers de recherche 9603, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  22. González Rozada, Martín & Gonzalo, Jesús, 1996. "Non-exact present value relations," DES - Working Papers. Statistics and Econometrics. WS 4544, Universidad Carlos III de Madrid. Departamento de Estadística.
  23. Haldrup, Niels & Gonzalo, Jesús & Engsted, Tom, 1996. "Multicointegration and present value relations," DES - Working Papers. Statistics and Econometrics. WS 4540, Universidad Carlos III de Madrid. Departamento de Estadística.
  24. 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.
  25. 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.
  26. Marcel Boyer & Tracy Lewis & Wei Lin Liu, 1996. "Setting Standards for Credible Compliance and Law Enforcement," CIRANO Working Papers 96s-27, CIRANO.

1995

  1. Cabrales, Antonio & Motta, Massimo & Thisse, Jacques-François, 1995. "On the Persistence of Leadership or Leapfrogging in International Trade," CEPR Discussion Papers 1106, C.E.P.R. Discussion Papers.
  2. Andreas Blume, 1995. "Information Transmission and Preference Similarity," Game Theory and Information 9504002, EconWPA, revised 29 May 1996.
  3. Blume, A., 1995. "Evolutionary Stability in Sender-Receiver Games with Partial Common Interest," Working Papers 95-04, University of Iowa, Department of Economics.
  4. Blume, A., 1995. "Learning, Experimentation, and Long-Run Behavior in Games," Discussion Paper 1995-65, Tilburg University, Center for Economic Research.
  5. Herschel I. Grossman & Minseong Kim, 1995. "Predation and Accumulation," NBER Working Papers 5357, National Bureau of Economic Research, Inc.
  6. 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.
  7. Haefke, Christian & Helmenstein, Christian, 1995. "Prediction Risk and the Forecasting of Stock Market Indexes," Economics Series 20, Institute for Advanced Studies.
  8. 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.
  9. Escribano, Álvaro & Mira, Santiago, 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.
  10. Granger, C.W.J. (Clive William John) & Escribano, Álvaro, 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. 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.
  12. 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.
  13. 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.
  14. Swanson, N.R., 1995. "LM Tests and Nonlinear Error Correction in Economic Time Series," Papers 03-95-02, Pennsylvania State - Department of Economics.
  15. Granger, C.W.J. & Swanson, N., 1995. "Further Developments in the Study of Cointegrated Variables," Papers 4-95-13, Pennsylvania State - Department of Economics.
  16. Norman R. Swanson & Halbert White, 1995. "A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks," Macroeconomics 9503004, EconWPA.
  17. 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.
  18. 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.
  19. 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.
  20. L. Picci, 1995. "Il 'Capitale mancante' nel Mezzogiorno italiano," Working Papers 212, Dipartimento Scienze Economiche, Universita' di Bologna.
  21. L. Picci, 1995. "Lo Stock di capitale nelle Regioni Italiane," Working Papers 229, Dipartimento Scienze Economiche, Universita' di Bologna.
  22. L. Picci, 1995. "International Business Cycle: Does Trade Matter?," Working Papers 232, Dipartimento Scienze Economiche, Universita' di Bologna.
  23. L. Picci, 1995. "Productivity and Infrastructure in the Italian Regions," Working Papers 230, Dipartimento Scienze Economiche, Universita' di Bologna.
  24. Marone, Guilherme Cortella & Issler, João Pedro & 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  26. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  27. Issler, João Victor & Vahid, Farshid, 1995. "Common cycles in macroeconomic aggregates (revised version)," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 257, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  28. 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.).
  29. 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.
  30. 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.
  31. Jerome Adda & Jesus Gonzalo, 1995. "P-Values for Non-Standard Distributions with an Application to the DF Test," Boston University - Institute for Economic Development 61, Boston University, Institute for Economic Development.
  32. Gonzalo, J. & Pitaris, J.Y., 1995. "On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependant Errors," Papers 35, Boston University - Department of Economics.
  33. 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.
  34. Gonzalo, J. & Lee, T.H., 1995. "Pitfalls in Testing for Long Run Relationships," Papers 38, Boston University - Department of Economics.
  35. Lee, T.H. & Gonzalo, J., 1995. "On the Robustness of Cointegration Tests when Series Are Fractionally Integrated," The A. Gary Anderson Graduate School of Management 95-11, The A. Gary Anderson Graduate School of Management. University of California Riverside.
  36. Lee, Tae-Hwy & Gonzalo, Jesús, 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.
  37. Harrald, P. & Kamstra, M., 1995. "Evolving Artificial Neural Networks to Combine Financial Forecasts," Discussion Papers dp95-04, Department of Economics, Simon Fraser University.

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. 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.
  5. 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.
  6. 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.
  7. 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.
  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. Vahid, Farshid & Issler, João Victor, 1994. "Common cycles in macroeconomic aggregates," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 233, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  11. 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, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  12. GONZALO, Jesus & PITARAKIS, Jean-Yves, 1994. "Comovements in Large Systems," CORE Discussion Papers 1994065, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  13. 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.
  14. Lewis, T. & Poitevin, M., 1994. "Disclosure of Information in regulatory Proceedings," Cahiers de recherche 9414, Universite de Montreal, Departement de sciences economiques.

1993

  1. Antonio Cabrales, 1993. "Stochastic replicator dynamics," Economics Working Papers 54, Department of Economics and Business, Universitat Pompeu Fabra.
  2. 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.
  3. Andreas Blume, 1993. "Communication, Risk and Efficiency in Games," Game Theory and Information 9312002, EconWPA.
  4. Blume, A., 1993. "Neighborhood Stability in Sender-Receiver Games," Working Papers 93-15, University of Iowa, Department of Economics.
  5. Blume, A., 1993. "Contract Renegotiation with Adverse Selection and Hidden Information," Working Papers 93-04, University of Iowa, Department of Economics.
  6. Baillie, R.T. & Bollerslev, T., 1993. "Cointegration, Fractional Cointegration, and Exchange RAte Dynamics," Papers 9103, Michigan State - Econometrics and Economic Theory.
  7. Baillie, R.T. & Bollerslev, T., 1993. "The Long Memory of the Foreward Premium," Papers 9203, Michigan State - Econometrics and Economic Theory.
  8. 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.
  9. Mark W. Watson, 1993. "Vector autoregressions and cointegration," Working Paper Series, Macroeconomic Issues 93-14, Federal Reserve Bank of Chicago.
  10. Peña, Daniel & Escribano, Álvaro, 1993. "Cointegration and common factors," DES - Working Papers. Statistics and Econometrics. WS 3680, Universidad Carlos III de Madrid. Departamento de Estadística.
  11. Pfann, Gerard A. & Escribano, Álvaro & Burgess, Simon M., 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.
  12. Wooldridge, J.M., 1993. "Estimation and Inference for Dependent Processes. alysis," Papers 9201, Michigan State - Econometrics and Economic Theory.
  13. 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.
  14. 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.
  15. Robert F. Engle & Joao Victor Issler, 1993. "Estimating Sectoral Cycles Using Cointegration and Common Features," NBER Working Papers 4529, National Bureau of Economic Research, Inc.
  16. Issler, João Victor & Cysne, Rubens Penha, 1993. "Previsões de M1 com dados mensais," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 220, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  17. 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. & Kim, Y.G. & Sobel, J., 1992. "Evolutionary Stability in Games of Communication," Working Papers 92-17, University of Iowa, Department of Economics.
  2. 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.
  3. Blume, A., 1992. "Equilibrium Refinements in Sender-Receiver Games," Working Papers 92-12, University of Iowa, Department of Economics.
  4. Blume, A., 1992. "Equilibrium Refinement in Perturbed Games and in Sender- Receiver Games," Working Papers 92-13, University of Iowa, Department of Economics.
  5. Tim Bollerslev & Robert J. Hodrick, 1992. "Financial Market Efficiency Tests," NBER Working Papers 4108, National Bureau of Economic Research, Inc.
  6. Robert King & Mark W. Watson, 1992. "Testing Long Run Neutrality," NBER Working Papers 4156, National Bureau of Economic Research, Inc.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Gonzalo, J., 1992. "Cointegration and Aggregation," Papers 11, Boston University - Department of Economics.
  13. 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., 1991. "Intra-Play Communication in Repeated Games," Working Papers 91-29, University of Iowa, Department of Economics.
  2. Blume, A. & Sobel, J., 1991. "Communication-Proof Equilibria in Cheap-Talk Games," Working Papers 91-27, University of Iowa, Department of Economics.
  3. 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.
  4. 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.
  5. 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.
  6. Mark W. Watson, 1991. "Measures of Fit for Calibrated Models," NBER Technical Working Papers 0102, National Bureau of Economic Research, Inc.
  7. 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.
  8. 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.
  9. Pfann, Gerard & Escribano, Álvaro, 1991. "Nonlinear error correction, asymmetric adjusment and cointegration," UC3M Working papers. Economics 2807, Universidad Carlos III de Madrid. Departamento de Economía.
  10. 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.
  11. 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.
  12. Kamstra, M., 1991. "A Neural Network Test for Heteroskedasticity," Discussion Papers dp91-06, Department of Economics, Simon Fraser University.
  13. Robert C. Feenstra & Tracy R. Lewis, 1991. "Trade Adjustment Assistance and Pareto Gains From Trade," NBER Working Papers 3845, National Bureau of Economic Research, Inc.

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. 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.
  5. Wooldridge, J.M., 1990. "Distribution-Free Estimation Of Some Nonlinear Panel Data Models," Working papers 564, Massachusetts Institute of Technology (MIT), Department of Economics.
  6. 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.
  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. Lewis, T.R. & Sappington, D.E.M., 1990. "Selecting And Agent'S Ability," Papers 365, California Davis - Institute of Governmental Affairs.
  10. Feentra, R.C. & Lewis, T.R., 1990. "Distributing The Gains From Trade With Incomplete Information," Papers 352, California Davis - Institute of Governmental Affairs.
  11. Robert C. Feenstra & Tracy R. Lewis & John McMillan, 1990. "Designing Policies to Open Trade," NBER Working Papers 3258, National Bureau of Economic Research, Inc.
  12. 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. 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.

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. Korenman, S.D. & Ouellette, P. & Wooldridge, J, 1988. "A Test Of New Aggregate Damand Curvature Properties," Cahiers de recherche 8801, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  6. 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.
  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. & Sappington, D.E.M., 1988. "Oversight Of Long-Term Investment By Short-Lived Regulators," Papers 325, California Davis - Institute of Governmental Affairs.
  10. Lewis, T.R. & Sappington, D.E.M., 1988. "Revolving Regulator Commissions," Papers 331, California Davis - Institute of Governmental Affairs.
  11. Lewis, T.R. & Sappington, D.E.M., 1988. "Linking Price Cap And Rate Of Return Regulation," Papers 324, California Davis - Institute of Governmental Affairs.
  12. Lewis, T.R. & Ware, R. & Feenstra, R., 1988. "Eliminating Price Supports: A Political Economy Perspective," Papers 319, 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. "Error-correction systems: nonlinear adjustments to linear long-run relationships," CORE Discussion Papers 1987030, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Escribano, A. & , ., 1987. "Co-integration, time co-trends and error-correction systems: an alternative approach," CORE Discussion Papers 1987015, 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. "Energy vs. the Environment," Working Papers 126, California Institute of Technology, Division of the Humanities and Social Sciences.
  2. 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.

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. Andreas Blume & Oliver Board & Kohei Kawamura, "undated". "Noisy Talk," ESE Discussion Papers 167, Edinburgh School of Economics, University of Edinburgh.
  4. 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.
  5. Christian Haefke & Leopold Soegner & Business Administration, "undated". "Asset Prices Under Asymmetric Information," Computing in Economics and Finance 1997 92, Society for Computational Economics.
  6. 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.
  7. Brandon J. Bates & Mikkel Plagborg-Møller & James H. Stock & Mark W. Watson, "undated". "Consistent factor estimation in dynamic factor models with structural instability," Working Paper 84631, Harvard University OpenScholar.
  8. Oscar Jorda & Massimiliano Marcellino, "undated". "Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data," Department of Economics 00-02, California Davis - Department of Economics.
  9. Kevin D. Hoover & Oscar Jorda, "undated". "Measuring Systematic Monetary Policy," Department of Economics 00-05, California Davis - Department of Economics.
  10. Paul R. Bergin & Oscar Jorda, "undated". "Monetary Policy Coordination: A New Empirical Approach," Department of Economics 01-02, California Davis - Department of Economics.
  11. Selva Demiralp &