Publications
by alumni of
Tinbergen Instituut
Amsterdam, Netherlands
(Tinbergen Institute)
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 end2025
- Jean Chateau & Hugo Rojas-Romagosa & Sneha D Thube & Dominique van der Mensbrugghe, 2025. "IMF-ENV: Integrating Climate, Energy, and Trade Policies in a General Equilibrium Framework," IMF Working Papers 2025/077, International Monetary Fund.
2024
- Hugo Rojas-Romagosa, 2024. "Medium-term Macroeconomic Effects of Russia’s War in Ukraine and How it Affects Energy Security and Global Emission Targets," IMF Working Papers 2024/039, International Monetary Fund.
- Rachel Lee & Hugo Rojas-Romagosa & Iulia Ruxandra Teodoru & Xiaoxiao Zhang, 2024. "Climate Transition Risk and Financial Stability in France," IMF Working Papers 2024/144, International Monetary Fund.
- Francesco Filippucci & Peter Gal & Cecilia Jona-Lasinio & Alvaro Leandro & Giuseppe Nicoletti, 2024. "The impact of Artificial Intelligence on productivity, distribution and growth: Key mechanisms, initial evidence and policy challenges," OECD Artificial Intelligence Papers 15, OECD Publishing.
- Christophe André & Peter Gal & Matthias Schief, 2024. "Enhancing productivity and growth in an ageing society: Key mechanisms and policy options," OECD Economics Department Working Papers 1807, OECD Publishing.
- Christophe André & Peter Gal, 2024. "Reviving productivity growth: A review of policies," OECD Economics Department Working Papers 1822, OECD Publishing.
- Alberto Cavallo & Francesco Lippi & Ken Miyahara, 2024.
"Large shocks travel fast,"
Working Papers
198, Peruvian Economic Association.
- Alberto Cavallo & Francesco Lippi & Ken Miyahara, 2024. "Large Shocks Travel Fast," American Economic Review: Insights, American Economic Association, vol. 6(4), pages 558-574, December.
- Alberto Cavallo & Francesco Lippi & Ken Miyahara, 2023. "Large Shocks Travel Fast," NBER Working Papers 31659, National Bureau of Economic Research, Inc.
- Cavallo, Alberto & Lippi, Francesco & Miyahara, Ken, 2023. "Large shocks travel fast," CEPR Discussion Papers 18413, C.E.P.R. Discussion Papers.
2023
- Daan Opschoor & Dick van Dijk, 2023. "Slow Expectation-Maximization Convergence in Low-Noise Dynamic Factor Models," Tinbergen Institute Discussion Papers 23-018/III, Tinbergen Institute.
- Bo Hu & Makoto Watanabe & Jun Zhang, 2023.
"A Model of Supply Chain Finance,"
CESifo Working Paper Series
10778, CESifo.
- Makoto WATANABE & Bo Hu & Jun Zhang, 2023. "A Model of Supply Chain Finance," CIGS Working Paper Series 23-018E, The Canon Institute for Global Studies.
- Nathalie Scholl & Sébastien Turban & Peter N. Gal, 2023. "The green side of productivity: An international classification of green and brown occupations," OECD Productivity Working Papers 33, OECD Publishing.
- Clara Kögel & Chiara Criscuolo & Peter Gal & Cyrille Schwellnus, 2023. "Gender diversity in senior management and firm productivity: Evidence from nine OECD countries," OECD Productivity Working Papers 34, OECD Publishing.
- Fernando E. Alvarez & David Argente & Francesco Lippi & Esteban Méndez & Diana Van Patten, 2023. "Strategic Complementarities in a Dynamic Model of Technology Adoption: P2P Digital Payments," NBER Working Papers 31280, National Bureau of Economic Research, Inc.
2022
- Hoekman, Bernard & Rojas-Romagosa, Hugo, 2022.
"EU Trade Sustainability Impact Assessments: Revisiting the Consultation Process,"
CEPR Discussion Papers
16956, C.E.P.R. Discussion Papers.
- Bernard Hoekman & Hugo Rojas-Romagosa, 2022. "EU Trade Sustainability Impact Assessments: Revisiting the Consultation Process," Journal of International Economic Law, Oxford University Press, vol. 25(1), pages 45-60.
- Erik Kole & Dick van Dijk, 2022.
"Moments, Shocks and Spillovers in Markov-switching VAR Models,"
Tinbergen Institute Discussion Papers
21-080/III, Tinbergen Institute, revised 11 Jan 2022.
- Kole, Erik & van Dijk, Dick, 2023. "Moments, shocks and spillovers in Markov-switching VAR models," Journal of Econometrics, Elsevier, vol. 236(2).
- Rutger-Jan Lange & Bram van Os & Dick van Dijk, 2022. "Implicit score-driven filters for time-varying parameter models," Tinbergen Institute Discussion Papers 22-066/III, Tinbergen Institute, revised 21 Nov 2024.
- Bart Keijsers & Dick van Dijk, 2022.
"Does economic uncertainty predict real activity in real-time?,"
Tinbergen Institute Discussion Papers
22-069/III, Tinbergen Institute, revised 01 Mar 2023.
- Keijsers, Bart & van Dijk, Dick, 2025. "Does economic uncertainty predict real activity in real time?," International Journal of Forecasting, Elsevier, vol. 41(2), pages 748-762.
- Kosuke Suzuki & Zahid Ismail & Wan Fazlin Nadia Wan Osman & Sugumar Saminathan & Mohamad Norjayadi Tamam & Zafrulla Hussein & Suriati Zainal Abidin & Halimahton Sa'diah Let & Mohamad Muzaffar Abdul Ha, 2022. "Restoring the dynamism of Malaysia’s business sector," OECD Economics Department Working Papers 1702, OECD Publishing.
- Alvarez, Fernando & Lippi, Francesco & Souganidis, Panagiotis, 2022.
"Price Setting with Strategic Complementarities as a Mean Field Game,"
CEPR Discussion Papers
16998, C.E.P.R. Discussion Papers.
- Fernando Alvarez & Francesco Lippi & Panagiotis Souganidis, 2023. "Price Setting With Strategic Complementarities as a Mean Field Game," Econometrica, Econometric Society, vol. 91(6), pages 2005-2039, November.
- Fernando E. Alvarez & Francesco Lippi & Takis Souganidis, 2022. "Price Setting with Strategic Complementarities as a Mean Field Game," NBER Working Papers 30193, National Bureau of Economic Research, Inc.
2021
- Leefmans,Naomi & Oomes,Nienke & Rojas Romagosa,Hugo Alexander & Vervliet,Tobias & Berthiaume,Nicolas, 2021. "A Reappraisal of the Migration-Development Nexus : Testing the Robustness of the Migration Transition Hypothesis," Policy Research Working Paper Series 9518, The World Bank.
- Daan Opschoor & Dick van Dijk & Philip Hans Franses, 2021. "Heterogeneity in Manufacturing Growth Risk," Tinbergen Institute Discussion Papers 21-036/III, Tinbergen Institute.
- Chiara Criscuolo & Peter Gal & Timo Leidecker & Giuseppe Nicoletti, 2021. "The human side of productivity: Uncovering the role of skills and diversity for firm productivity," OECD Productivity Working Papers 29, OECD Publishing.
- Chiara Criscuolo & Peter Gal & Timo Leidecker & Francesco Losma & Giuseppe Nicoletti, 2021. "The role of telework for productivity during and post-COVID-19: Results from an OECD survey among managers and workers," OECD Productivity Working Papers 31, OECD Publishing.
- Fernando Alvarez & Francesco Lippi, 2021.
"The Analytic Theory of a Monetary Shock,"
Working Papers
2021-21, Becker Friedman Institute for Research In Economics.
- Fernando Alvarez & Francesco Lippi, 2022. "The Analytic Theory of a Monetary Shock," Econometrica, Econometric Society, vol. 90(4), pages 1655-1680, July.
- Fernando Alvarez & Francesco Lippi, 2019. "The Analytic Theory of a Monetary Shock," EIEF Working Papers Series 1910, Einaudi Institute for Economics and Finance (EIEF), revised May 2019.
- Fernando E. Alvarez & Francesco Lippi, 2021. "The Analytic Theory of a Monetary Shock," NBER Working Papers 28464, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Andrea Ferrara & Erwan Gautier & Hervé Le Bihan & Francesco Lippi, 2021.
"Empirical Investigation of a Sufficient Statistic for Monetary Shocks,"
Working papers
839, Banque de France.
- Fernando E. Alvarez & Andrea Ferrara & Erwan Gautier & Hervé Le Bihan & Francesco Lippi, 2021. "Empirical Investigation of a Sufficient Statistic for Monetary Shocks," NBER Working Papers 29490, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Andrea Ferrara & Erwan Gautier & Hervé Le Bihan & Francesco Lippi, 2021. "Empirical Investigation of a Sufficient Statistic for Monetary Shocks," EIEF Working Papers Series 2109, Einaudi Institute for Economics and Finance (EIEF), revised May 2021.
- Lippi, Francesco & Alvarez, Fernando & Ferrara, Andrea & Gautier, Erwan & Le Bihan, Hervé, 2021. "Empirical Investigation of a Sufficient Statistic for Monetary Shocks," CEPR Discussion Papers 16626, C.E.P.R. Discussion Papers.
- Fernando Alvarez & David Argente & Rafael Jimenez & Francesco Lippi, 2021.
"Cash: A Blessing or a Curse?,"
EIEF Working Papers Series
2110, Einaudi Institute for Economics and Finance (EIEF), revised May 2021.
- Alvarez, Fernando & Argente, David & Jimenez, Rafael & Lippi, Francesco, 2022. "Cash: A Blessing or a curse?," Journal of Monetary Economics, Elsevier, vol. 125(C), pages 85-128.
- Denderski, Piotr & Sniekers, Florian, 2021.
"Declining Search Frictions and Type-of-Employment Choice,"
Discussion Paper
2021-010, Tilburg University, Center for Economic Research.
- Denderski, Piotr & Sniekers, Florian, 2021. "Declining Search Frictions and Type-of-Employment Choice," Other publications TiSEM 353ffb98-b052-49b6-b672-2, Tilburg University, School of Economics and Management.
2020
- Kox, Henk L.M. & Rojas-Romagosa, Hugo, 2020.
"How Trade and Investment Agreements Affect Bilateral Foreign Direct Investment: Results from a Structural Gravity Model,"
MPRA Paper
102494, University Library of Munich, Germany.
- Henk L. M. Kox & Hugo Rojas‐Romagosa, 2020. "How trade and investment agreements affect bilateral foreign direct investment: Results from a structural gravity model," The World Economy, Wiley Blackwell, vol. 43(12), December.
- Bram van Os & Dick van Dijk, 2020.
"Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model,"
Tinbergen Institute Discussion Papers
20-057/VI, Tinbergen Institute, revised 14 Dec 2020.
- van Os, Bram & van Dijk, Dick, 2024. "Accelerating peak dating in a dynamic factor Markov-switching model," International Journal of Forecasting, Elsevier, vol. 40(1), pages 313-323.
- Fernando E. Alvarez & Aleksei Oskolkov & Francesco Lippi, 2020.
"The Macroeconomics of Sticky Prices with Generalized Hazard Functions,"
Working Papers
2020-90, Becker Friedman Institute for Research In Economics.
- Fernando Alvarez & Francesco Lippi & Aleksei Oskolkov, 2023. "The Macroeconomics of Sticky Prices with Generalized Hazard Functions," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 137(2), pages 989-1038.
- Fernando Alvarez & Francesco Lippi & Aleksei Oskolkov, 2020. "The Macroeconomics of Sticky Prices with Generalized Hazard Functions," EIEF Working Papers Series 2017, Einaudi Institute for Economics and Finance (EIEF), revised Jun 2020.
- Fernando E. Alvarez & Francesco Lippi & Aleksei Oskolkov, 2020. "The Macroeconomics of Sticky Prices with Generalized Hazard Functions," NBER Working Papers 27434, National Bureau of Economic Research, Inc.
- Lippi, Francesco, 2020.
"The fiscal arithmetic of a dual currency regime,"
CEPR Discussion Papers
14657, C.E.P.R. Discussion Papers.
- Francesco Lippi, 2021. "The Fiscal Arithmetic of a Dual Currency Regime," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(7), pages 1887-1897, October.
- Lippi, Francesco & Alvarez, Fernando & Argente, David, 2020.
"A Simple Planning Problem for COVID-19 Lockdown,"
CEPR Discussion Papers
14658, C.E.P.R. Discussion Papers.
- Fernando E. Alvarez & David Argente & Francesco Lippi, 2020. "A Simple Planning Problem for COVID-19 Lockdown," NBER Working Papers 26981, National Bureau of Economic Research, Inc.
- Fernando Alvarez & David Argente & Francesco Lippi, 2020. "A Simple Planning Problem forCOVID-19 Lockdown," EIEF Working Papers Series 2005, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2020.
- Fernando Alvarez & David Argente, 2020. "A Simple Planning Problem for COVID-19 Lockdown," Working Papers 2020-34, Becker Friedman Institute for Research In Economics.
2019
- Francois, Joseph & Nelson, Douglas & Rojas-Romagosa, Hugo, 2019.
"Trade Wars and Trade Disputes: The Role of Equity and Political Support,"
Conference papers
333046, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Eddy Bekkers & Joseph F. Francois & Douglas R. Nelson & Hugo Rojas‐Romagosa, 2025. "Trade wars and trade disputes: The role of equity and political support," Review of International Economics, Wiley Blackwell, vol. 33(1), pages 265-289, February.
- Francois, Joseph & Bekkers, Eddy & Nelson, Doug R & Rojas-Romagosa, Hugo, 2019.
"Trade Wars: Nobody Expects the Spanish Inquisition,"
CEPR Discussion Papers
14079, C.E.P.R. Discussion Papers.
- Bekkers, Eddy & Francois, Joseph & Rojas-Romagosa, Hugo, 2019. "Trade Wars: Nobody Expects the Spanish Inquisition," Papers 1234, World Trade Institute.
- Koopman, Robert & Bekkers, Eddy & Lemos, Carolina, 2019.
"Structural change in the Chinese economy and changing trade relations with the world,"
CEPR Discussion Papers
13721, C.E.P.R. Discussion Papers.
- Bekkers, Eddy & Koopman, Robert B. & Rêgo, Carolina Lemos, 2021. "Structural change in the Chinese economy and changing trade relations with the world," China Economic Review, Elsevier, vol. 65(C).
- Bekkers, Eddy & Teh, Robert, 2019. "Potential economic effects of a global trade conflict: Projecting the medium-run effects with the WTO global trade model," WTO Staff Working Papers ERSD-2019-04, World Trade Organization (WTO), Economic Research and Statistics Division.
- Bekkers, Eddy, 2019. "The welfare effects of trade policy experiments in quantitative trade models: The role of solution methods and baseline calibration," WTO Staff Working Papers ERSD-2019-02, World Trade Organization (WTO), Economic Research and Statistics Division.
- Bekkers, Eddy & Francois, Joseph & Manchin, Miriam, 2019.
"Sector and Importer Determinants of Prices for Traded Intermediates,"
Papers
1235, World Trade Institute.
- Eddy Bekkers & Joseph Francois & Miriam Manchin, 2020. "Sector and importer determinants of prices for traded intermediates," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(2), pages 720-742, May.
- Francois, Joseph & Bekkers, Eddy & Manchin, Miriam, 2019. "Sector and Importer Determinants of Prices for Traded Intermediates," CEPR Discussion Papers 14080, C.E.P.R. Discussion Papers.
- Anne Opschoor & André Lucas & Istvan Barra & Dick van Dijk, 2019.
"Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings,"
Tinbergen Institute Discussion Papers
19-013/IV, Tinbergen Institute, revised 23 Oct 2019.
- Anne Opschoor & André Lucas & István Barra & Dick van Dijk, 2021. "Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(4), pages 1066-1079, October.
- Sander Barendse & Erik Kole & Dick van Dijk, 2019.
"Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error,"
Tinbergen Institute Discussion Papers
19-058/III, Tinbergen Institute.
- Sander Barendse & Erik Kole & Dick van Dijk, 2023. "Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 528-568.
- Peijnenburg, Kim & Anantanasuwong, Kanin & Kouwenberg, Roy & Mitchell, Olivia S, 2019.
"Ambiguity Attitudes about Investments: Evidence from the Field,"
CEPR Discussion Papers
13518, C.E.P.R. Discussion Papers.
- Kanin Anantanasuwong & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenberg, 2019. "Ambiguity Attitudes about Investments: Evidence from the Field," NBER Working Papers 25561, National Bureau of Economic Research, Inc.
- Dan Andrews & Chiara Criscuolo & Peter N. Gal, 2019.
"The best versus the rest: divergence across firms during the global productivity slowdown,"
CEP Discussion Papers
dp1645, Centre for Economic Performance, LSE.
- Criscuolo, Chiara & Andrews, Dan & Gal, Peter N., 2019. "The best versus the rest: divergence across firms during the global productivity slowdown," LSE Research Online Documents on Economics 103405, London School of Economics and Political Science, LSE Library.
- Peter Gal & Giuseppe Nicoletti & Theodore Renault & Stéphane Sorbe & Christina Timiliotis, 2019. "Digitalisation and productivity: In search of the holy grail – Firm-level empirical evidence from EU countries," OECD Economics Department Working Papers 1533, OECD Publishing.
- Alberto Bailin Rivares & Peter Gal & Valentine Millot & Stéphane Sorbe, 2019. "Like it or not? The impact of online platforms on the productivity of incumbent service providers," OECD Economics Department Working Papers 1548, OECD Publishing.
- Stéphane Sorbe & Peter Gal & Giuseppe Nicoletti & Christina Timiliotis, 2019. "Digital Dividend: Policies to Harness the Productivity Potential of Digital Technologies," OECD Economic Policy Papers 26, OECD Publishing.
- Peter Gal & William Witheridge, 2019. "Productivity and innovation at the industry level: What role for integration in global value chains?," OECD Productivity Working Papers 19, OECD Publishing.
- Francesco Lippi, 2019. "Simple fiscal arithmetic of a dual currency regime," EIEF Working Papers Series 1908, Einaudi Institute for Economics and Finance (EIEF), revised May 2019.
2018
- Hugo Rojas-Romagosa & Johannes Bollen, 2018. "Estimating migration changes from the EU’s free movement of people principle," CPB Discussion Paper 385, CPB Netherlands Bureau for Economic Policy Analysis.
- Eddy Bekkers & Hugo Rojas-Romagosa, 2018. "Non-tariff Measure Estimations in Different Impact Assessments," RSCAS Working Papers 2018/40, European University Institute.
- Peijnenburg, Kim & Dimmock, Steve & Kouwenberg, Roy & Mitchell, Olivia S, 2018.
"Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field,"
CEPR Discussion Papers
13109, C.E.P.R. Discussion Papers.
- Stephen G Dimmock & Roy Kouwenberg & Olivia S Mitchell & Kim Peijnenburg, 2021. "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4524-4563.
- Stephen G. Dimmock & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg, 2018. "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," NBER Working Papers 24928, National Bureau of Economic Research, Inc.
- Peter Gal & Jagoda Egeland, 2018. "Reducing regional disparities in productivity in the United Kingdom," OECD Economics Department Working Papers 1456, OECD Publishing.
- Dan Andrews & Peter Gal & William Witheridge, 2018. "A genie in a bottle?: Globalisation, competition and inflation," OECD Economics Department Working Papers 1462, OECD Publishing.
- Balázs Égert & Peter Gal, 2018. "The quantification of structural reforms: Introducing country-specific policy effects," OECD Economics Department Working Papers 1487, OECD Publishing.
- Rafal Kierzenkowski & Peter Gal & Gabor Fulop & Dorothee Flaig & Frank van Tongeren, 2018. "Sectoral and regional distribution of export shocks: What do two hundred thousand UK firm observations say?," OECD Economics Department Working Papers 1501, OECD Publishing.
- Stéphane Sorbe & Peter Gal & Valentine Millot, 2018. "Can productivity still grow in service-based economies?: Literature overview and preliminary evidence from OECD countries," OECD Economics Department Working Papers 1531, OECD Publishing.
- Lippi, Francesco & Alvarez, Fernando, 2018.
"Temporary Price Changes, Inflation Regimes and the Propagation of Monetary Shocks,"
CEPR Discussion Papers
12638, C.E.P.R. Discussion Papers.
- Fernando Alvarez & Francesco Lippi, 2020. "Temporary Price Changes, Inflation Regimes, and the Propagation of Monetary Shocks," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(1), pages 104-152, January.
- Fernando Alvarez & Francesco Lippi, 2018. "Temporary Price Changes, Inflation Regimes and the Propagation of Monetary Shocks," EIEF Working Papers Series 1801, Einaudi Institute for Economics and Finance (EIEF), revised Jan 2018.
2017
- Countryman, Amanda M. & Francois, Joseph & Rojas-Romagosa, Hugo, 2017. "Disaggregating the United States GTAP region into 51 US-state subregions," Conference papers 332915, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Rojas-Romagosa, Hugo & Guevara, Porfirio, 2017. "Economic impact for Central America, Panama and the Dominican Republic (CAPDR) of changes in US trade policy, increased regional integration and new trade agreements," Conference papers 332917, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Francois, Joseph & Brockmeier, Martina & Bekkers, Eddy & Yang, Fan, 2017.
"Local Food Prices and International Price Transmission,"
CEPR Discussion Papers
11912, C.E.P.R. Discussion Papers.
- Bekkers, Eddy & Brockmeier, Martina & Francois, Joseph & Yang, Fan, 2017. "Local Food Prices and International Price Transmission," World Development, Elsevier, vol. 96(C), pages 216-230.
- Eddy Bekkers & Michael Landesmann & Indre Macskasi, 2017. "Trade in Services versus Trade in Manufactures: The Relation between the Role of Tacit Knowledge, the Scope for Catch up, and Income Elasticity," wiiw Working Papers 139, The Vienna Institute for International Economic Studies, wiiw.
- Andrés González & Timo Teräsvirta & Dick van Dijk & Yukai Yang, 2017.
"Panel Smooth Transition Regression Models,"
CREATES Research Papers
2017-36, Department of Economics and Business Economics, Aarhus University.
- González, Andrés & Teräsvirta, Timo & van Dijk, Dick & Yang, Yukai, 2005. "Panel Smooth Transition Regression Models," SSE/EFI Working Paper Series in Economics and Finance 604, Stockholm School of Economics, revised 11 Oct 2017.
- Andres Gonzalez & Timo Terasvirta & Dick van Dijk, 2005. "Panel Smooth Transition Regression Models," Research Paper Series 165, Quantitative Finance Research Centre, University of Technology, Sydney.
- Balazs Egert & Peter Gal, 2017.
"The Quantification of Structural Reforms in OECD Countries: A New Framework,"
CESifo Working Paper Series
6420, CESifo.
- Balázs Égert & Peter Gal, 2017. "The quantification of structural reforms in OECD countries: A new framework," OECD Journal: Economic Studies, OECD Publishing, vol. 2016(1), pages 91-108.
- Balázs Egert & Peter Gal, 2017. "The Quantification of Structural Reforms in OECD countries: A New Framework," Working Papers hal-04141657, HAL.
- Balázs Egert & Peter Gal, 2017. "The quantification of structural reforms in OECD countries: A new framework," Post-Print hal-01705203, HAL.
- Balázs Égert & Peter Gal, 2017. "The Quantification of Structural Reforms in OECD countries: A New Framework," EconomiX Working Papers 2017-15, University of Paris Nanterre, EconomiX.
- Balázs Égert & Peter Gal, 2017. "The quantification of structural reforms in OECD countries: A new framework," OECD Economics Department Working Papers 1354, OECD Publishing.
- Rafał Kierzenkowski & Peter Gal & Gabor Fulop, 2017. "Where to get the best bang for the buck in the United Kingdom?: Industrial strategy, investment and lagging regions," OECD Economics Department Working Papers 1426, OECD Publishing.
- Balázs Égert & Peter Gal & Isabelle Wanner, 2017. "Structural policy indicators database for economic research (SPIDER)," OECD Economics Department Working Papers 1429, OECD Publishing.
- Roberto Robatto & Francesco Lippi & Fernando Alvarez, 2017.
"Cost of Inflation in Inventory Theoretical Models,"
2017 Meeting Papers
490, Society for Economic Dynamics.
- Fernando Alvarez & Francesco Lippi & Roberto Robatto, 2019. "Cost of Inflation in Inventory Theoretical Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 32, pages 206-226, April.
2016
- Bekkers, Eddy & Rojas-Romagosa, Hugo, 2016. "Quantitative trade models and the economic assessment of TTIP," Conference papers 332769, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Hugo Rojas-Romagosa, 2016.
"Potential economic effects of TTIP for the Netherlands,"
CPB Discussion Paper
331, CPB Netherlands Bureau for Economic Policy Analysis.
- Hugo Rojas-Romagosa, 2017. "Potential Economic Effects of TTIP for the Netherlands," De Economist, Springer, vol. 165(3), pages 271-294, September.
- Cali,Massimiliano & Francois,Joseph & Hollweg,Claire Honore & Manchin,Miriam & Oberdabernig,Doris Anita & Rojas Romagosa,Hugo Alexander & Rubinova,Stela & Tomberger,Patrick, 2016. "The labor content of exports database," Policy Research Working Paper Series 7615, The World Bank.
- Bekkers, Eddy & Francois, Joseph & Tomberger, Patrick, 2016. "Tomorrow’s Silk Road: Assessing an EU-China Free Trade Agreement," Papers 974, World Trade Institute.
- Antonia Grohmann & Olaf Hübler & Roy Kouwenberg & Lukas Menkhoff, 2016.
"Financial Literacy: Thai Middle Class Women Do Not Lag behind,"
Discussion Papers of DIW Berlin
1615, DIW Berlin, German Institute for Economic Research.
- Grohmann, Antonia & Hübler, Olaf & Kouwenberg, Roy & Menkhoff, Lukas, 2021. "Financial literacy: Thai middle-class women do not lag behind," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
- Phornchanok Cumperayot Kouwenberg & Roy Kouwenberg, 2016. "Currency Wars: Who Gains from the Battle?," PIER Discussion Papers 18, Puey Ungphakorn Institute for Economic Research.
- Pieter A. Gautier & Bo Hu & Makoto Watanabe, 2016.
"Marketmaking Middlemen,"
CESifo Working Paper Series
6030, CESifo.
- Pieter Gautier & Bo Hu & Makoto Watanabe, 2023. "Marketmaking Middlemen," RAND Journal of Economics, RAND Corporation, vol. 54(1), pages 83-103, March.
- Gautier, Pieter A. & Hu, Bo & Watanabe, Makoto, 2016. "Marketmaking Middlemen," IZA Discussion Papers 10152, Institute of Labor Economics (IZA).
- Gautier, Pieter & Hu, Bo & Watanabe, Makoto, 2016. "Marketmaking Middlemen," CEPR Discussion Papers 11437, C.E.P.R. Discussion Papers.
- Pieter Gautier & Bo Hu & Makoto Watanabe, 2016. "Marketmaking Middlemen," Tinbergen Institute Discussion Papers 16-060/VII, Tinbergen Institute.
- Peter N. Gal & Alexander Hijzen, 2016.
"The Short-Term Impact of Product Market Reforms: A cross-country firm-level analysis,"
IMF Working Papers
2016/116, International Monetary Fund.
- Peter Gal & Alexander Hijzen, 2016. "The short-term impact of product market reforms: A cross-country firm-level analysis," OECD Economics Department Working Papers 1311, OECD Publishing.
- Dan Andrews & Chiara Criscuolo & Peter N. Gal, 2016. "The Best versus the Rest: The Global Productivity Slowdown, Divergence across Firms and the Role of Public Policy," OECD Productivity Working Papers 5, OECD Publishing.
- Fernando Alvarez & Hervé Le Bihan & Francesco Lippi, 2016.
"The real effects of monetary shocks in sticky price models. A sufficient statistic approach,"
EIEF Working Papers Series
1608, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2016.
- Fernando Alvarez & Hervé Le Bihan & Francesco Lippi, 2016. "The Real Effects of Monetary Shocks in Sticky Price Models: A Sufficient Statistic Approach," American Economic Review, American Economic Association, vol. 106(10), pages 2817-2851, October.
- Fernando Alvarez & Francesco Lippi, 2016.
"Price plans and the real effects of monetary policy,"
EIEF Working Papers Series
1609, Einaudi Institute for Economics and Finance (EIEF), revised May 2016.
- Fernando Alvarez & Francesco Lippi, 2016. "Price plans and the real effects of monetary policy," 2016 Meeting Papers 549, Society for Economic Dynamics.
- Fernando Alvarez & Francesco Lippi & Juan Passadore, 2016.
"Are State and Time dependent models really different?,"
EIEF Working Papers Series
1610, Einaudi Institute for Economics and Finance (EIEF), revised Jun 2016.
- Fernando Alvarez & Francesco Lippi & Juan Passadore, 2016. "Are State- and Time-Dependent Models Really Different?," NBER Chapters, in: NBER Macroeconomics Annual 2016, Volume 31, pages 379-457, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Francesco Lippi & Juan Passadore, 2017. "Are State- and Time-Dependent Models Really Different?," NBER Macroeconomics Annual, University of Chicago Press, vol. 31(1), pages 379-457.
- Fernando E. Alvarez & Francesco Lippi & Juan Passadore, 2016. "Are State and Time Dependent Models Really Different?," NBER Working Papers 22361, National Bureau of Economic Research, Inc.
2015
- Francois, Joseph & Leister, Amanda M. & Rojas-Romagosa, Hugo, 2015. "Melting Ice Caps: Implications for Asia-North America Linkages and the Panama Canal," Conference papers 332671, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Eddy Bekkers & Indre Macskasi, 2015. "Sectoral Determinants of Foreign Affiliate Sales," Economics working papers 2015-07, Department of Economics, Johannes Kepler University Linz, Austria.
- Bekkers, Eddy & Francois, Joseph, 2015. "Calibrating a CGE model with NTBs that Incorporates Standard Models of Modern Trade Theory," Papers 874, World Trade Institute.
- Michel van der Wel & Sait R. Ozturk & Dick van Dijk, 2015. "Dynamic Factor Models for the Volatility Surface," CREATES Research Papers 2015-13, Department of Economics and Business Economics, Aarhus University.
- Sait R. Ozturk & Michel van der Wel & Dick van Dijk, 2015. "Why do Pit-Hours outlive the Pit?," Tinbergen Institute Discussion Papers 15-082/III, Tinbergen Institute.
- Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2015.
"Forecasting Value-at-Risk under Temporal and Portfolio Aggregation,"
Tinbergen Institute Discussion Papers
15-140/III, Tinbergen Institute, revised 19 Apr 2017.
- Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2017. "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Journal of Financial Econometrics, Oxford University Press, vol. 15(4), pages 649-677.
- Antonia Grohmann & Roy Kouwenberg & Lukas Menkhoff, 2015.
"Childhood Roots of Financial Literacy,"
Discussion Papers of DIW Berlin
1504, DIW Berlin, German Institute for Economic Research.
- Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas, 2015. "Childhood roots of financial literacy," Journal of Economic Psychology, Elsevier, vol. 51(C), pages 114-133.
- Peter Gal & Adam Theising, 2015. "The macroeconomic impact of structural policies on labour market outcomes in OECD countries: A reassessment," OECD Economics Department Working Papers 1271, OECD Publishing.
- Dan Andrews & Chiara Criscuolo & Peter N. Gal, 2015. "Frontier Firms, Technology Diffusion and Public Policy: Micro Evidence from OECD Countries," OECD Productivity Working Papers 2, OECD Publishing.
- Fernando Alvarez & Francesco Lippi, 2015.
"Cash burns - An inventory model with a cash-credit choice,"
EIEF Working Papers Series
1502, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2015.
- Alvarez, Fernando & Lippi, Francesco, 2017. "Cash burns: An inventory model with a cash-credit choice," Journal of Monetary Economics, Elsevier, vol. 90(C), pages 99-112.
- Fernando Alvarez & Francesco Lippi, 2015. "Cash burns: An inventory model with a cash-credit choice," NBER Working Papers 21110, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Francesco Lippi & Luigi Paciello, 2015. "Phillips curves with observation and menu costs," EIEF Working Papers Series 1508, Einaudi Institute for Economics and Finance (EIEF), revised Jul 2015.
- Moen, Espen R. & Nenov, Plamen T. & Sniekers, Florian, 2015.
"Buying First or Selling First in Housing Markets,"
CEPR Discussion Papers
10342, C.E.P.R. Discussion Papers.
- Espen R Moen & Plamen T Nenov & Florian Sniekers, 2021. "Buying First or Selling First in Housing Markets," Journal of the European Economic Association, European Economic Association, vol. 19(1), pages 38-81.
- Moen, Espen R. & Nenov, Plamen T., 2014. "Buying First or Selling First in Housing Markets," CEPR Discussion Papers 9946, C.E.P.R. Discussion Papers.
- Moen, Espen & Nenov, Plamen & Sniekers, Florian, 2021. "Buying first or selling first in housing markets," Other publications TiSEM 82dea76f-00e5-48b3-b518-8, Tilburg University, School of Economics and Management.
2014
- Laurent Ferrara & Dick van Dijk, 2014.
"Forecasting business cycles,"
Post-Print
hal-01385942, HAL.
- Laurent Ferrara & Dick van Dijk, 2014. "Forecasting business cycles," Post-Print hal-01411493, HAL.
- Dick van Dijk & Robin L. Lumsdaine & Michel van der Wel, 2014. "Market Set-Up in Advance of Federal Reserve Policy Decisions," NBER Working Papers 19814, National Bureau of Economic Research, Inc.
- Pawel Janus & André Lucas & Anne Opschoor & Dick J.C. van Dijk, 2014. "New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels," Tinbergen Institute Discussion Papers 14-073/IV, Tinbergen Institute, revised 19 Aug 2015.
- Anne Opschoor & Dick van Dijk & Michel van der Wel, 2014. "Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities," Tinbergen Institute Discussion Papers 14-090/III, Tinbergen Institute.
- Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas, 2014. "Financial literacy and its consequences in the emerging middleclass," Kiel Working Papers 1943, Kiel Institute for the World Economy (IfW Kiel).
- Menkhoff, Lukas & Grohmann, Antonia & Hübler, Olaf & Kouwenberg, Roy, 2014. "Financial literacy and financial behavior: Do women lag behind?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100415, Verein für Socialpolitik / German Economic Association.
- Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas, 2014. "Roots of Financial Literacy," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100550, Verein für Socialpolitik / German Economic Association.
- Chiara Criscuolo & Peter N. Gal & Carlo Menon, 2014.
"The Dynamics of Employment Growth: New Evidence from 18 Countries,"
CEP Discussion Papers
dp1274, Centre for Economic Performance, LSE.
- Criscuolo, Chiara & Gal, Peter N. & Menon, Carlo, 2014. "The dynamics of employment growth: new evidence from 18 countries," LSE Research Online Documents on Economics 60286, London School of Economics and Political Science, LSE Library.
- Chiara Criscuolo & Peter N. Gal & Carlo Menon, 2014. "The Dynamics of Employment Growth: New Evidence from 18 Countries," OECD Science, Technology and Industry Policy Papers 14, OECD Publishing.
- Chiara Criscuolo & Peter N. Gal & Carlo Menon, 2014.
"Dynemp: A Stata® Routine for Distributed Micro-data Analysis of Business Dynamics,"
CEP Occasional Papers
42, Centre for Economic Performance, LSE.
- Chiara Criscuolo & Peter N. Gal & Carlo Menon, 2014. "DynEmp: A Stata® Routine for Distributed Micro-data Analysis of Business Dynamics," OECD Science, Technology and Industry Working Papers 2014/2, OECD Publishing.
- Criscuolo, Chiara & Menon, Carlo & Gal, Peter N., 2014. "Dynemp: a Stata® routine for distributed micro-data analysis of business dynamics," LSE Research Online Documents on Economics 57968, London School of Economics and Political Science, LSE Library.
- F. Alvarez & Hervé Le Bihan & F. Lippi, 2014.
"Small and large price changes and the propagation of monetary shocks,"
Working papers
492, Banque de France.
- Alvarez, Fernando & Lippi, Francesco & ,, 2013. "Small and large price changes and the propagation of monetary shocks," CEPR Discussion Papers 9770, C.E.P.R. Discussion Papers.
- Fernando Alvarez & Hervé Le Bihan & Francesco Lippi, 2013. "Small and Large Price Changes and the Propagation of Monetary Shocks," EIEF Working Papers Series 1318, Einaudi Institute for Economics and Finance (EIEF), revised Aug 2013.
- Fernando Alvarez & Hervé Le Bihan & Francesco Lippi, 2014. "Small and Large Price Changes and the Propagation of Monetary Shocks," NBER Working Papers 20155, National Bureau of Economic Research, Inc.
- Lippi, Francesco & Trachter, Nicholas & Ragni, Stefania, 2014.
"State dependent monetary policy,"
CEPR Discussion Papers
9795, C.E.P.R. Discussion Papers.
- Francesco Lippi & Stefania Ragni & Nicholas Trachter, 2013. "State Dependent Monetary Policy," EIEF Working Papers Series 1324, Einaudi Institute for Economics and Finance (EIEF), revised Sep 2013.
- Francesco Lippi & Stefania Ragni & Nicholas Trachter, 2013. "State dependent monetary policy," Working Paper 13-17, Federal Reserve Bank of Richmond.
- Sniekers, F.J.T., 2014. "The order of buying and selling: Multiple equilibria in the housing market," CeNDEF Working Papers 14-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
2013
- Francois, Joseph F. & Rojas-Romagosa, Hugo, 2013.
"Melting Ice Caps and the Economic Impact of Opening the Northern Sea Route,"
Conference papers
332392, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Eddy Bekkers & Joseph F. Francois & Hugo Rojas†Romagosa, 2018. "Melting Ice Caps and the Economic Impact of Opening the Northern Sea Route," Economic Journal, Royal Economic Society, vol. 128(610), pages 1095-1127, May.
- Hugo Rojas-Romagosa & Eddy Bekkers & Joseph F. Francois, 2015. "Melting Ice Caps and the Economic Impact of Opening the Northern Sea Route," CPB Discussion Paper 307, CPB Netherlands Bureau for Economic Policy Analysis.
- Francois, Joseph & Bekkers, Eddy & Rojas-Romagosa, Hugo, 2016. "Melting Ice Caps and the Economic Impact of Opening the Northern Sea Route," CEPR Discussion Papers 11670, C.E.P.R. Discussion Papers.
- Semih Akcomak & Suzanne Kok & Hugo Rojas-Romagosa, 2013. "The effects of technology and offshoring on changes in employment and task-content of occupations," CPB Discussion Paper 233, CPB Netherlands Bureau for Economic Policy Analysis.
- Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2013.
"Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression,"
CREATES Research Papers
2013-16, Department of Economics and Business Economics, Aarhus University.
- Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016. "Nonlinear forecasting with many predictors using kernel ridge regression," International Journal of Forecasting, Elsevier, vol. 32(3), pages 736-753.
- Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2011. "Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression," Tinbergen Institute Discussion Papers 11-007/4, Tinbergen Institute.
- Kole, H.J.W.G. & van Dijk, D.J.C., 2013.
"How to Identify and Forecast Bull and Bear Markets?,"
ERIM Report Series Research in Management
ERS-2013-016-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Erik Kole & Dick Dijk, 2017. "How to Identify and Forecast Bull and Bear Markets?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 120-139, January.
- Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy, & Dick van Dijk, 2013. "Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support," Tinbergen Institute Discussion Papers 13-061/III, Tinbergen Institute.
- Eran Raviv & Kees E. Bouwman & Dick van Dijk, 2013.
"Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices,"
Tinbergen Institute Discussion Papers
13-068/III, Tinbergen Institute.
- Raviv, Eran & Bouwman, Kees E. & van Dijk, Dick, 2015. "Forecasting day-ahead electricity prices: Utilizing hourly prices," Energy Economics, Elsevier, vol. 50(C), pages 227-239.
- Anne Opschoor & Dick van Dijk & Michel van der Wel, 2013. "Predicting Covariance Matrices with Financial Conditions Indexes," Tinbergen Institute Discussion Papers 13-113/III, Tinbergen Institute.
- Stephen G. Dimmock & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg, 2013. "Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence," NBER Working Papers 18743, National Bureau of Economic Research, Inc.
- Gal, Peter & Pinter, Gabor, 2013.
"Capital over the business cycle: renting versus ownership,"
Bank of England working papers
478, Bank of England.
- Peter N. Gal & Gabor Pinter, 2017. "Capital over the Business Cycle: Renting versus Ownership," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(6), pages 1299-1338, September.
- Gal, Peter N. & Hijzen, Alexander & Wolf, Zoltan, 2013.
"The Role of Institutions and Firm Heterogeneity for Labour Market Adjustment: Cross-Country Firm-Level Evidence,"
IZA Discussion Papers
7404, Institute of Labor Economics (IZA).
- Peter Gal & Alexander Hijzen & Zoltan Wolf, 2012. "The Role of Institutions and Firm Heterogeneity for Labour Market Adjustment: Cross-Country Firm-Level Evidence," OECD Social, Employment and Migration Working Papers 134, OECD Publishing.
- Peter N. Gal, 2013. "Measuring Total Factor Productivity at the Firm Level using OECD-ORBIS," OECD Economics Department Working Papers 1049, OECD Publishing.
- Alvarez, Fernando & Lippi, Francesco & Paciello, Luigi, 2013.
"Monetary Shocks with Observation and Menu Costs,"
CEPR Discussion Papers
9488, C.E.P.R. Discussion Papers.
- Fernando Alvarez & Francesco Lippi & Luigi Paciello, 2013. "Monetary Shocks with Observation and menu Costs," EIEF Working Papers Series 1310, Einaudi Institute for Economics and Finance (EIEF), revised May 2013.
- francesco lippi & Luigi Paciello & Fernando Alvarez, 2012. "Monetary Shocks with Observation and Menu Costs," 2012 Meeting Papers 439, Society for Economic Dynamics.
- Fernando Alvarez & Francesco Lippi, 2013.
"The demand of liquid assets with uncertain lumpy expenditures,"
EIEF Working Papers Series
1307, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2013.
- Alvarez, Fernando & Lippi, Francesco, 2013. "The demand of liquid assets with uncertain lumpy expenditures," Journal of Monetary Economics, Elsevier, vol. 60(7), pages 753-770.
- Fernando Alvarez & Francesco Lippi, 2012. "The Demand of Liquid Assets with Uncertain Lumpy Expenditures," NBER Working Papers 18152, National Bureau of Economic Research, Inc.
- Sniekers, F.J.T., 2013.
"Endogenous Beveridge cycles and the volatility of unemployment,"
CeNDEF Working Papers
13-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sniekers, F., 2014. "Persistence and volatility of Beveridge cycles," CeNDEF Working Papers 14-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sniekers, F., 2016. "Persistence and volatility of Beveridge cycles," CeNDEF Working Papers 16-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
2012
- Lejour, Arjan & Rojas-Romagosa, Hugo & Veenendaal, Paul, 2012. "Identifying hubs and spokes in global supply chains with redirected trade in value added," Conference papers 332177, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Jasper Lukkezen & Hugo Rojas-Romagosa, 2012. "When is debt sustainable?," CPB Discussion Paper 212, CPB Netherlands Bureau for Economic Policy Analysis.
- Arjan Lejour & Hugo Rojas-Romagosa & Paul Veenendaal, 2012.
"Identifying hubs and spokes in global supply chains using redirected trade in value added,"
CPB Discussion Paper
227, CPB Netherlands Bureau for Economic Policy Analysis.
- Arjan Lejour & Hugo Rojas-Romagosa & Paul Veenendaal, 2017. "Identifying hubs and spokes in global supply chains using redirected trade in value added," Economic Systems Research, Taylor & Francis Journals, vol. 29(1), pages 66-81, January.
- Lejour, Arjan & Rojas-Romagosa, Hugo & Veenendaal, Paul, 2017. "Identifying hubs and spokes in global supply chains using redirected trade in value added," Other publications TiSEM c0b917d5-bbf9-4770-82f2-5, Tilburg University, School of Economics and Management.
- Lejour, Arjan & Rojas-Romagosa, Hugo & Veenendaal, Paul, 2014. "Identifying hubs and spokes in global supply chains using redirected trade in value added," Working Paper Series 1670, European Central Bank.
- Eddy Bekkers & Joseph Francois, 2012.
"Bilateral Exchange Rates and Jobs,"
Economics working papers
2012-02, Department of Economics, Johannes Kepler University Linz, Austria.
- Eddy Bekkers & Joseph Francois, 2014. "Bilateral Exchange Rates and Jobs," Review of International Economics, Wiley Blackwell, vol. 22(2), pages 275-298, May.
- Bekkers, Eddy & Francois, Joseph, 2013. "Bilateral Exchange Rates and Jobs," Papers 890, World Trade Institute.
- Francois, Joseph & Bekkers, Eddy, 2012. "Bilateral Exchange Rates and Jobs," CEPR Discussion Papers 8906, C.E.P.R. Discussion Papers.
- Eddy Bekkers & Joseph F. Francois, 2012. "Bilateral Exchange Rates and Jobs," wiiw Working Papers 83, The Vienna Institute for International Economic Studies, wiiw.
- Eddy Bekkers & Joseph Francois & Miriam Manchin, 2012.
"Import Prices, Income and Inequality,"
Economics working papers
2012-03, Department of Economics, Johannes Kepler University Linz, Austria.
- Bekkers, Eddy & Francois, Joseph & Manchin, Miriam, 2012. "Import prices, income, and inequality," European Economic Review, Elsevier, vol. 56(4), pages 848-869.
- Eddy Bekkers & Joseph Francois & Miriam Manchin, 2012. "Import Prices, Income, and Inequality," IIDE Discussion Papers 20120201, Institue for International and Development Economics.
- Francois, Joseph & Manchin, Miriam & Bekkers, Eddy, 2012. "Import Prices, Income, and Inequality," CEPR Discussion Papers 8911, C.E.P.R. Discussion Papers.
- Eddy Bekkers & Joseph F. Francois & Miriam Manchin, 2012. "Import Prices, Income, and Inequality," wiiw Working Papers 82, The Vienna Institute for International Economic Studies, wiiw.
- Eddy Bekkers & Joseph Francois, 2012.
"Trade and industrial structure with large firms and heterogeneity,"
IIDE Discussion Papers
20121201, Institue for International and Development Economics.
- Bekkers, Eddy & Francois, Joseph, 2013. "Trade and industrial structure with large firms and heterogeneity," European Economic Review, Elsevier, vol. 60(C), pages 69-90.
- Anne Opschoor & Michel van der Wel & Dick van Dijk & Nick Taylor, 2012.
"On the Effects of Private Information on Volatility,"
CREATES Research Papers
2012-08, Department of Economics and Business Economics, Aarhus University.
- Anne Opschoor & Michel van der Wel & Dick van Dijk & Nick Taylor, 2011. "On the Effects of Private Information on Volatility," Tinbergen Institute Discussion Papers 11-077/4, Tinbergen Institute.
- Bannouh, K. & Martens, M.P.E. & Oomen, R.C.A. & van Dijk, D.J.C., 2012. "Realized mixed-frequency factor models for vast dimensional covariance estimation," ERIM Report Series Research in Management ERS-2012-017-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Bannouh, K. & Martens, M.P.E. & van Dijk, D.J.C., 2012.
"Forecasting Volatility with the Realized Range in the Presence of Noise and Non-Trading,"
ERIM Report Series Research in Management
ERS-2012-018-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Bannouh, Karim & Martens, Martin & van Dijk, Dick, 2013. "Forecasting volatility with the realized range in the presence of noise and non-trading," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 535-551.
- Cem Cakmakli & Richard Paap & Dick van Dijk, 2012.
"Measuring and Predicting Heterogeneous Recessions,"
Koç University-TUSIAD Economic Research Forum Working Papers
1206, Koc University-TUSIAD Economic Research Forum.
- Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013. "Measuring and predicting heterogeneous recessions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2195-2216.
- Cem Cakmakli & Richard Paap & Dick van Dijk, 2011. "Measuring and Predicting Heterogeneous Recessions," Tinbergen Institute Discussion Papers 11-154/4, Tinbergen Institute, revised 15 Nov 2011.
- Martin Scholtus & Dick van Dijk, 2012. "High-Frequency Technical Trading: The Importance of Speed," Tinbergen Institute Discussion Papers 12-018/4, Tinbergen Institute.
- Dick van Dijk & Siem Jan Koopman & Michel van der Wel & Jonathan H. Wright, 2012.
"Forecasting Interest Rates with Shifting Endpoints,"
Tinbergen Institute Discussion Papers
12-076/4, Tinbergen Institute.
- Dick Dijk & Siem Jan Koopman & Michel Wel & Jonathan H. Wright, 2014. "Forecasting interest rates with shifting endpoints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 693-712, August.
- Martin L. Scholtus & Dick van Dijk & Bart Frijns, 2012.
"Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements,"
Tinbergen Institute Discussion Papers
12-121/III, Tinbergen Institute.
- Scholtus, Martin & van Dijk, Dick & Frijns, Bart, 2014. "Speed, algorithmic trading, and market quality around macroeconomic news announcements," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 89-105.
- Alvarez, Fernando & Lippi, Francesco, 2012.
"Price setting with menu cost for multi-product firms,"
CEPR Discussion Papers
8863, C.E.P.R. Discussion Papers.
- Fernando Alvarez & Francesco Lippi, 2014. "Price Setting With Menu Cost for Multiproduct Firms," Econometrica, Econometric Society, vol. 82(1), pages 89-135, January.
- Fernando Alvarez & Francesco Lippi, 2013. "Price setting with menu cost for multi-product firms," EIEF Working Papers Series 1302, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2013.
- Fernando E. Alvarez & Francesco Lippi, 2012. "Price Setting with menu cost for Multi-product firms," NBER Working Papers 17923, National Bureau of Economic Research, Inc.
- Lippi, Francesco & Trachter, Nicholas, 2012. "On the optimal supply of liquidity with borrowing constraints," CEPR Discussion Papers 8890, C.E.P.R. Discussion Papers.
- Alvarez, Fernando & Lippi, Francesco & Paciello, Luigi, 2012.
"Monetary Shocks in a Model with Inattentive Producers,"
CEPR Discussion Papers
9228, C.E.P.R. Discussion Papers.
- Fernando E. Alvarez & Francesco Lippi & Luigi Paciello, 2016. "Monetary Shocks in Models with Inattentive Producers," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(2), pages 421-459.
- Fernando Alvarez & Francesco Lippi & Luigi Paciello, 2014. "Monetary Shocks in Models with Inattentive Producers," NBER Working Papers 20817, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Francesco Lippi & Luigi Paciello, 2012. "Monetary Shocks in a Model with Inattentive Producers," EIEF Working Papers Series 1208, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2012.
- francesco lippi & Luigi Paciello & Fernando Alvarez, 2015. "Monetary Shocks in Models with Inattentive Producers," 2015 Meeting Papers 316, Society for Economic Dynamics.
2011
- Eddy Bekkers & Robert Stehrer, 2011.
"Reallocation gains in a specific factors model with firm heterogeneity,"
Economics working papers
2011-15, Department of Economics, Johannes Kepler University Linz, Austria.
- Eddy Bekkers & Robert Stehrer, 2011. "Reallocation Gains in a Specific Factors Model with Firm Heterogeneity," wiiw Working Papers 77, The Vienna Institute for International Economic Studies, wiiw.
- Lucio Vinhas de Souza, 2011. "An Initial Estimation of the Economic Effects of the Creation of the EurAsEC Customs Union on Its Members," World Bank Publications - Reports 10114, The World Bank Group.
- Van Dijk, Dick & Munandar, Haris & Hafner, Christian, 2011.
"The Euro-introduction and non-Euro currencies,"
LIDAM Reprints ISBA
2011052, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Dick van Dijk & Haris Munandar & Christian Hafner, 2011. "The euro introduction and noneuro currencies," Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 95-116.
- Dick van Dijk & Haris Munandar & Christian M. Hafner, 2005. "The Euro Introduction and Non-Euro Currencies," Tinbergen Institute Discussion Papers 05-044/4, Tinbergen Institute, revised 08 Jun 2006.
- Cees Diks & Valentyn Panchenko & Dick van Dijk, 2011.
"Likelihood-based scoring rules for comparing density forecasts in tails,"
Post-Print
hal-00834423, HAL.
- Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2011. "Likelihood-based scoring rules for comparing density forecasts in tails," Journal of Econometrics, Elsevier, vol. 163(2), pages 215-230, August.
- Cem Cakmakli & Richard Paap & Dick J.C. van Dijk, 2011. "Modeling and Estimation of Synchronization in Multistate Markov-Switching Models," Tinbergen Institute Discussion Papers 11-002/4, Tinbergen Institute.
- Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk, 2011. "An Alternative Bayesian Approach to Structural Breaks in Time Series Models," Tinbergen Institute Discussion Papers 11-023/4, Tinbergen Institute.
- Sjoerd van den Hauwe & Dick van Dijk & Richard Paap, 2011.
"Bayesian Forecasting of Federal Funds Target Rate Decisions,"
Tinbergen Institute Discussion Papers
11-093/4, Tinbergen Institute.
- van den Hauwe, Sjoerd & Paap, Richard & van Dijk, Dick, 2013. "Bayesian forecasting of federal funds target rate decisions," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 19-40.
- Oleg Sokolinskiy & Dick van Dijk, 2011. "Forecasting Volatility with Copula-Based Time Series Models," Tinbergen Institute Discussion Papers 11-125/4, Tinbergen Institute.
- Alvarez, Fernando & Lippi, Francesco, 2011.
"Persistent Liquidity Effects and Long Run Money Demand,"
CEPR Discussion Papers
8650, C.E.P.R. Discussion Papers.
- Fernando Alvarez & Francesco Lippi, 2014. "Persistent Liquidity Effects and Long-Run Money Demand," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(2), pages 71-107, April.
- Fernando Alvarez & Francesco Lippi, 2010. "Persistent Liquidity Effect and Long Run Money Demand," EIEF Working Papers Series 1017, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2010.
- Fernando E. Alvarez & Francesco Lippi, 2011. "Persistent Liquidity Effects and Long Run Money Demand," NBER Working Papers 17566, National Bureau of Economic Research, Inc.
- Francesco Lippi & Nicholas Trachter, 2011. "The optimum Quantity of Money with Borrowing Constraints," EIEF Working Papers Series 1108, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2011.
2010
- Rojas-Romagosa, Hugo, 2010.
"Wage inequality in trade-in-tasks models,"
Conference papers
331923, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Hugo Rojas-Romagosa, 2011. "Wage inequality in trade-in-tasks models," CPB Discussion Paper 196, CPB Netherlands Bureau for Economic Policy Analysis.
- Henk Kox & Hugo Rojas-Romagosa, 2010.
"Exports and productivity selection effects for Dutch firms,"
CPB Discussion Paper
143, CPB Netherlands Bureau for Economic Policy Analysis.
- Henk Kox & Hugo Rojas-Romagosa, 2010. "Exports and Productivity Selection Effects for Dutch Firms," De Economist, Springer, vol. 158(3), pages 295-322, September.
- Kox, Henk L.M. & Rojas Romasgosa, Hugo, 2010. "Exports and productivity selection effects for Dutch firms," MPRA Paper 24390, University Library of Munich, Germany.
- Francois, Joseph & Rojas-Romagosa, Hugo, 2010.
"Household Inequality, Social Welfare, and Trade,"
CEPR Discussion Papers
7998, C.E.P.R. Discussion Papers.
- Francois, Joseph & Rojas-Romagosa, Hugo, 2011. "Household inequality, social welfare, and trade," Journal of Development Economics, Elsevier, vol. 96(2), pages 422-431, November.
- Rivera, Luis & Rojas-Romagosa, Hugo, 2010.
"Formación de capital humano y el vínculo entre comercio y pobreza: los casos de Costa Rica y Nicaragua,"
Documentos de Proyectos
3814, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Rivera, Luis & Rojas-Romagosa, Hugo, 2010. "Formación de capital humano y el vínculo entre comercio y pobreza: los casos de Costa Rica y Nicaragua," Documentos de Proyectos 3825, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk, 2010.
"Term structure forecasting using macro factors and forecast combination,"
Working Paper
2010/01, Norges Bank.
- Michiel De Pooter & Francesco Ravazzolo & Dick van Dijk, 2010. "Term structure forecasting using macro factors and forecast combination," International Finance Discussion Papers 993, Board of Governors of the Federal Reserve System (U.S.).
- Exterkate, P. & van Dijk, D.J.C. & Heij, C. & Groenen, P.J.F., 2010.
"Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model,"
Econometric Institute Research Papers
EI 2010-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Peter Exterkate & Dick Van Dijk & Christiaan Heij & Patrick J. F. Groenen, 2013. "Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(3), pages 193-214, April.
- Basturk, N. & Paap, R. & van Dijk, D.J.C., 2010. "Financial Development and Convergence Clubs," Econometric Institute Research Papers EI 2010-52, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Schauten, M.B.J. & van Dijk, D.J.C., 2010. "Corporate Governance and the Cost of Debt of Large European Firms," ERIM Report Series Research in Management ERS-2010-025-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Cem Cakmakli & Dick van Dijk, 2010. "Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility," Tinbergen Institute Discussion Papers 10-115/4, Tinbergen Institute.
- F. Lippi & F. Schivardi, 2010.
"Corporate Control and Executive Selection,"
Working Paper CRENoS
201021, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Francesco Lippi & Fabiano Schivardi, 2014. "Corporate control and executive selection," Quantitative Economics, Econometric Society, vol. 5, pages 417-456, July.
- Francesco Lippi & Fabiano Schivardi, 2010. "Corporate Control and Executive Selection," EIEF Working Papers Series 1014, Einaudi Institute for Economics and Finance (EIEF), revised Jul 2010.
- Lippi, Francesco & Schivardi, Fabiano, 2010. "Corporate Control and Executive Selection," CEPR Discussion Papers 8031, C.E.P.R. Discussion Papers.
- Guiso, Luigi & Alvarez, Fernando & Lippi, Francesco, 2010.
"Durable consumption and asset management with transaction and observation costs,"
CEPR Discussion Papers
7702, C.E.P.R. Discussion Papers.
- Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2012. "Durable Consumption and Asset Management with Transaction and Observation Costs," American Economic Review, American Economic Association, vol. 102(5), pages 2272-2300, August.
- Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable Consumption and Asset Management with Transaction and Observation Costs," Economics Working Papers ECO2010/04, European University Institute.
- Fernando E. Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable consumption and asset management with transaction and observation costs," NBER Working Papers 15835, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable Consumption and Asset Management with Transaction and Observation Costs," EIEF Working Papers Series 1001, Einaudi Institute for Economics and Finance (EIEF), revised Jan 2010.
- Alvarez, Fernando & Lippi, Francesco & Paciello, Luigi, 2010.
"Optimal price setting with observation and menu costs,"
CEPR Discussion Papers
7861, C.E.P.R. Discussion Papers.
- Fernando E. Alvarez & Francesco Lippi & Luigi Paciello, 2011. "Optimal Price Setting With Observation and Menu Costs," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 126(4), pages 1909-1960.
- Fernando E. Alvarez & Francesco Lippi & Luigi Paciello, 2010. "Optimal price setting with observation and menu costs," NBER Working Papers 15852, National Bureau of Economic Research, Inc.
- F. Alvarez & F. Lippi & L. Paciello, 2010. "Optimal price setting with observation and menu costs," 2010 Meeting Papers 478, Society for Economic Dynamics.
- Fernando Alvarez & Francesco Lippi & Luigi Paciello, 2010. "Optimal Price Setting with Observation and Menu Costs," EIEF Working Papers Series 1010, Einaudi Institute for Economics and Finance (EIEF), revised May 2010.
- Fernando Alvarez & Francesco Lippi, 2010. "A note on price adjustment with menu cost for multi-product firms," EIEF Working Papers Series 1018, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2010.
2009
- Rojas-Romagosa, Hugo & van Leeuwen, Nico, 2009. "Modelling Human Capital in WorldScan," Conference papers 331881, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Rivera, Luis & Rojas-Romagosa, Hugo, 2009.
"Human Capital Formation and the Linkage between Trade and Poverty: The Cases of Costa Rica and Nicaragua,"
Conference papers
331887, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Hugo ROJAS-ROMAGOSA & Luis RIVERA, 2010. "Human Capital Formation and the Linkage between Trade and Poverty: The Cases of Costa Rica and Nicaragua," EcoMod2010 259600142, EcoMod.
- Rivera, Luis & Rojas-Romagosa, Hugo, 2010. "Human capital formation and the linkage between trade and poverty: the cases of Costa Rica and Nicaragua," Documentos de Proyectos 3785, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Rivera, Luis & Rojas-Romagosa, Hugo, 2011. "Human capital formation and the linkage between trade and poverty: the cases of Costa Rica and Nicaragua," Documentos de Proyectos 3925, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Albert van der Horst & Hugo Rojas-Romagosa & Leon Bettendorf, 2009. "Does employment affect productivity?," CPB Discussion Paper 119, CPB Netherlands Bureau for Economic Policy Analysis.
- Franses, Ph.H.B.F. & van Dijk, D.J.C., 2009.
"Cointegration in a historical perspective,"
Econometric Institute Research Papers
EI 2009-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick, 2010. "Cointegration in a historical perspective," Journal of Econometrics, Elsevier, vol. 158(1), pages 156-159, September.
- Heij, C. & van Dijk, D.J.C. & Groenen, P.J.F., 2009. "Macroeconomic forecasting with real-time data: an empirical comparison," Econometric Institute Research Papers EI 2009-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Markwat, T.D. & Kole, H.J.W.G. & van Dijk, D.J.C., 2009. "Time Variation in Asset Return Dependence: Strength or Structure?," ERIM Report Series Research in Management ERS-2009-052-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2009. "Structural Breaks in the International Transmission of Inflation," Centre for Growth and Business Cycle Research Discussion Paper Series 119, Economics, The University of Manchester.
- Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2009.
"Changes in International Business Cycle Affiliations,"
Centre for Growth and Business Cycle Research Discussion Paper Series
132, Economics, The University of Manchester.
- Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2009. "Changes in International Business Cycle Affiliations," Economics Discussion Paper Series 0924, Economics, The University of Manchester.
- Francesco Lippi & Andrea Nobili, 2009.
"Oil and the macroeconomy: a quantitative structural analysis,"
Temi di discussione (Economic working papers)
704, Bank of Italy, Economic Research and International Relations Area.
- Francesco Lippi & Andrea Nobili, 2012. "Oil And The Macroeconomy: A Quantitative Structural Analysis," Journal of the European Economic Association, European Economic Association, vol. 10(5), pages 1059-1083, October.
- Francesco Lippi & Andrea Nobili, 2010. "Oil and the Macroeconomy: A Quantitative Structural Analysis," EIEF Working Papers Series 1009, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2010.
- Fabiano Schivardi & Francesco Lippi, 2009. "Corporate Ownership and Managerial Selection," 2009 Meeting Papers 721, Society for Economic Dynamics.
2008
- Rivera, Luis & Rojas-Romagosa, Hugo, 2008.
"Economic Implications of an Association Agreement between the European Union and Central America,"
Conference papers
331783, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Luis Rivera & Hugo Rojas-Romagosa, 2007. "Economic Implications of an Association Agreement between the European Union and Central America," IIDE Discussion Papers 20071001, Institue for International and Development Economics.
- Arjan Lejour & Hugo Rojas-Romagosa, 2008. "International spillovers of domestic reforms: the joint application of the Lisbon Strategy in the EU," CPB Discussion Paper 105, CPB Netherlands Bureau for Economic Policy Analysis.
- Hugo Rojas-Romagosa & J.F. Francois, 2008. "Reassessing the relationship between inequality and development," CPB Discussion Paper 107, CPB Netherlands Bureau for Economic Policy Analysis.
- Joseph Francis Francois & Hugo ROJAS-ROMAGOSA, 2008. "Equity and International Trade," Economics working papers 2008-14, Department of Economics, Johannes Kepler University Linz, Austria.
- Eddy Bekkers & Joseph Francis Francois, 2008. "Heterogeneous Firms, the Structure of Industry & Trade under Oligopoly," Economics working papers 2008-11, Department of Economics, Johannes Kepler University Linz, Austria.
- Francois, Joseph & Bekkers, Eddy, 2008. "Heterogeneous Firms, the Structure of Industry, and Trade under Oligopoly," CEPR Discussion Papers 6956, C.E.P.R. Discussion Papers.
- Dijk, D. van & Diks, C.G.H. & Panchenko, V., 2008.
"Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails,"
CeNDEF Working Papers
08-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Discussion Papers 2008-10, School of Economics, The University of New South Wales.
- Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Tinbergen Institute Discussion Papers 08-050/4, Tinbergen Institute.
- Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008.
"Out-of-sample comparison of copula specifications in multivariate density forecasts,"
CeNDEF Working Papers
08-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1596-1609, September.
- Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts," Tinbergen Institute Discussion Papers 08-105/4, Tinbergen Institute.
- Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Discussion Papers 2008-23, School of Economics, The University of New South Wales.
- Cees Diks & Valentyn Panchenko & Dick van Dijk, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Post-Print hal-00732675, HAL.
- Bannouh, K. & van Dijk, D.J.C. & Martens, M.P.E., 2008. "Range-based covariance estimation using high-frequency data: The realized co-range," Econometric Institute Research Papers EI 2007-53, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- de Zwart, G.J. & van Dijk, D.J.C., 2008. "The Inefficient Use of Macroeconomic Information in Analysts' Earnings Forecasts in Emerging Markets," ERIM Report Series Research in Management ERS-2008-007-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Schauten, M.B.J. & van Dijk, D.J.C. & van der Waal, J-P., 2008.
"Corporate Governance and the Value of Excess Cash Holdings of Large European Firms,"
ERIM Report Series Research in Management
ERS-2008-027-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Marc B.J. Schauten & Dick van Dijk & Jan†Paul van der Waal, 2013. "Corporate Governance and the Value of Excess Cash Holdings of Large European Firms," European Financial Management, European Financial Management Association, vol. 19(5), pages 991-1016, November.
- Markwat, T.D. & Kole, H.J.W.G. & van Dijk, D.J.C., 2008.
"Contagion as Domino Effect in Global Stock Markets,"
ERIM Report Series Research in Management
ERS-2008-071-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Markwat, Thijs & Kole, Erik & van Dijk, Dick, 2009. "Contagion as a domino effect in global stock markets," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 1996-2012, November.
- Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2008.
"Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation,"
Centre for Growth and Business Cycle Research Discussion Paper Series
109, Economics, The University of Manchester.
- Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2014. "Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 360-388, June.
- Nalan Basturk & Richard Paap & Dick van Dijk, 2008. "Structural Differences in Economic Growth," Tinbergen Institute Discussion Papers 08-085/4, Tinbergen Institute.
- Francesco Lippi & Alessandro Secchi, 2008.
"Technological change and the demand for currency: An analysis with household data,"
Temi di discussione (Economic working papers)
697, Bank of Italy, Economic Research and International Relations Area.
- Lippi, Francesco & Secchi, Alessandro, 2006. "Technological change and the demand for currency: An analysis with household data," CEPR Discussion Papers 6023, C.E.P.R. Discussion Papers.
- Lippi, Francesco & Nobili, Andrea, 2008. "Oil and the Macroeconomy: A Structural VAR Analysis with Sign Restrictions," CEPR Discussion Papers 6830, C.E.P.R. Discussion Papers.
- Francesco Lippi & Alessandro Secchi, 2008.
"Technological change and the households' demand for currency,"
EIEF Working Papers Series
0801, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2008.
- Lippi, Francesco & Secchi, Alessandro, 2009. "Technological change and the households' demand for currency," Journal of Monetary Economics, Elsevier, vol. 56(2), pages 222-230, March.
2007
- Rivera, Luis & Rojas-Romagosa, Hugo, 2007. "Free Trade Agreements, Poverty and Inequality in Central America," Conference papers 331615, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Arjan Lejour & Hugo Rojas-Romagosa & Verweij. G., 2007.
"Opening services markets within Europe; modelling foreign establishments in a CGE framework,"
CPB Discussion Paper
80, CPB Netherlands Bureau for Economic Policy Analysis.
- Lejour, Arjan & Rojas-Romagosa, Hugo & Verweij, Gerard, 2008. "Opening services markets within Europe: Modelling foreign establishments in a CGE framework," Economic Modelling, Elsevier, vol. 25(5), pages 1022-1039, September.
- Hugo ROJAS-ROMAGOSA & Arjan LEJOUR & Gerard VERWEIJ, 2008. "Opening Services Markets within Europe: Modelling Foreign Establishments in a CGE Framework," EcoMod2008 23800117, EcoMod.
- Albert van der Horst & Leon Bettendorf & Hugo Rojas-Romagosa, 2007.
"Will corporate tax consolidation improve efficiency in the EU?,"
CPB Document
141, CPB Netherlands Bureau for Economic Policy Analysis.
- Albert van der Horst & Leon Bettendorf & Hugo Rojas-Romagosa, 2007. "Will Corporate Tax Consolidation improve Efficiency in the EU ?," Tinbergen Institute Discussion Papers 07-076/2, Tinbergen Institute.
- Joseph Francois & Hugo Rojas-Romagosa, 2007. "Equity and Trade Policy," IIDE Discussion Papers 20070501, Institue for International and Development Economics.
- Lucio Vinhas de Souza & Tatiana Lysenko, 2007. "The effects of energy price shocks on growth and macroeconomic stability in selected energy-importing CIS countries," Energy and Environmental Modeling 2007 24000064, EcoMod.
- Stracca, Livio & Musso, Alberto & van Dijk, Dick, 2007.
"Instability and nonlinearity in the euro area Phillips curve,"
Working Paper Series
811, European Central Bank.
- Alberto Musso & Livio Stracca & Dick van Dijk, 2009. "Instability and Nonlinearity in the Euro-Area Phillips Curve," International Journal of Central Banking, International Journal of Central Banking, vol. 5(2), pages 181-212, June.
- van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F., 2007. "Evaluating real-time forecasts in real-time," Econometric Institute Research Papers EI 2007-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- van Dijk, A. & Franses, Ph.H.B.F. & Paap, R. & van Dijk, D.J.C., 2007.
"Modeling regional house prices,"
Econometric Institute Research Papers
EI 2007-55, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Bram van Dijk & Philip Hans Franses & Richard Paap & Dick van Dijk, 2011. "Modelling regional house prices," Applied Economics, Taylor & Francis Journals, vol. 43(17), pages 2097-2110.
- Paap, R. & Segers, R. & van Dijk, D.J.C., 2007.
"Do leading indicators lead peaks more than troughs?,"
Econometric Institute Research Papers
EI 2007-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Paap, Richard & Segers, Rene & van Dijk, Dick, 2009. "Do Leading Indicators Lead Peaks More Than Troughs?," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 528-543.
- Fidrmuc, J.P. & Roosenboom, P.G.J. & van Dijk, D.J.C., 2007.
"When Do Managers Seek Private Equity Backing in Public-to-Private Transactions?,"
ERIM Report Series Research in Management
ERS-2007-028-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Jana P. Fidrmuc & Alessandro Palandri & Peter Roosenboom & Dick van Dijk, 2013. "When Do Managers Seek Private Equity Backing in Public-to-Private Transactions?," Review of Finance, European Finance Association, vol. 17(3), pages 1099-1139.
- Chulia-Soler, H. & Martens, M.P.E. & van Dijk, D.J.C., 2007. "The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations," ERIM Report Series Research in Management ERS-2007-066-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- de Zwart, G.J. & Markwat, T.D. & Swinkels, L.A.P. & van Dijk, D.J.C., 2007.
"The Economic Value of Fundamental and Technical Information in Emerging Currency Markets,"
ERIM Report Series Research in Management
ERS-2007-096-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- de Zwart, Gerben & Markwat, Thijs & Swinkels, Laurens & van Dijk, Dick, 2009. "The economic value of fundamental and technical information in emerging currency markets," Journal of International Money and Finance, Elsevier, vol. 28(4), pages 581-604, June.
- de Zwart, G.J. & Frieser, B. & van Dijk, D.J.C., 2007. "A Recommitment Strategy for Long Term Private Equity Fund Investors," ERIM Report Series Research in Management ERS-2007-097-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- van Dijk, D.J.C., 2007. "Good News is No News," ERIM Inaugural Address Series Research in Management EIA-2007-031-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam..
- Alvarez, Fernando & Lippi, Francesco, 2007.
"Financial Innovation and the Transactions Demand for Cash,"
CEPR Discussion Papers
6472, C.E.P.R. Discussion Papers.
- Fernando Alvarez & Francesco Lippi, 2009. "Financial Innovation and the Transactions Demand for Cash," Econometrica, Econometric Society, vol. 77(2), pages 363-402, March.
- Fernando E. Alvarez & Francesco Lippi, 2007. "Financial Innovation and the Transactions Demand for Cash," NBER Working Papers 13416, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Francesco Lippi, 2007. "Financial Innovation and the Transactions Demand for Cash," EIEF Working Papers Series 0807, Einaudi Institute for Economics and Finance (EIEF), revised Sep 2007.
2006
- Francois, Joseph F. & Rivera, Luis & Rojas-Romagosa, Hugo, 2006.
"Economic Perspectives for Central America after CAFTA: A GTAP-based Analysis,"
Conference papers
331546, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Hugo Rojas-Romagosa & J.F. Francois & L. Rivera, 2008. "Economic perspectives for Central America after CAFTA; a GTAP-based analysis," CPB Discussion Paper 99, CPB Netherlands Bureau for Economic Policy Analysis.
- Arjan Lejour & Hugo Rojas-Romagosa, 2006. "Foreign Direct Investment in Applied General Equilibrium Models: Overview of the Literature," CPB Memorandum 169, CPB Netherlands Bureau for Economic Policy Analysis.
- Hugo Rojas-Romagosa, 2006. "Productivity Effects of FDI Inflows: A Literature Review," CPB Memorandum 170, CPB Netherlands Bureau for Economic Policy Analysis.
- Kittelmann, Kristina & Tirpak, Marcel & Schweickert, Rainer & Vinhas de Souza, Lúcio, 2006.
"From transition crises to macroeconomic stability? Lessons from a crises early warning system for Eastern European and CIS countries,"
Kiel Working Papers
1269, Kiel Institute for the World Economy (IfW Kiel).
- Kristina Kittelmann & Marcel Tirpak & Rainer Schweickert & Lúcio Vinhas De Souza, 2006. "From Transition Crises to Macroeconomic Stability? Lessons from a Crises Early Warning System for Eastern European and CIS Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 48(3), pages 410-434, September.
- Heij, C. & van Dijk, D.J.C. & Groenen, P.J.F., 2006. "Improved Construction of diffusion indexes for macroeconomic forecasting," Econometric Institute Research Papers EI 2006-03-REV, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Martens, M.P.E. & van Dijk, D.J.C., 2006.
"Measuring volatility with the realized range,"
Econometric Institute Research Papers
EI 2006-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Martens, Martin & van Dijk, Dick, 2007. "Measuring volatility with the realized range," Journal of Econometrics, Elsevier, vol. 138(1), pages 181-207, May.
- Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F., 2006. "Bayesian Model Averaging in the Presence of Structural Breaks," Econometric Institute Research Papers EI 2006-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Heij, C. & Groenen, P.J.F. & van Dijk, D.J.C., 2006. "Time series forecasting by principal covariate regression," Econometric Institute Research Papers EI 2006-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- De Pooter, Michiel & Ravazzolo, Francesco & van Dijk, Dick, 2006.
"Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information,"
MPRA Paper
2512, University Library of Munich, Germany, revised 03 Mar 2007.
- Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk, 2007. "Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information," Tinbergen Institute Discussion Papers 07-028/4, Tinbergen Institute.
- Roger Lord & Remmert Koekkoek & Dick van Dijk, 2006.
"A Comparison of Biased Simulation Schemes for Stochastic Volatility Models,"
Tinbergen Institute Discussion Papers
06-046/4, Tinbergen Institute, revised 07 Jun 2007.
- Roger Lord & Remmert Koekkoek & Dick Van Dijk, 2010. "A comparison of biased simulation schemes for stochastic volatility models," Quantitative Finance, Taylor & Francis Journals, vol. 10(2), pages 177-194.
- Paolo Angelini & Francesco Lippi, 2006.
"Did inflation really soar after the euro cash changeover? Indirect evidence from ATM withdrawals,"
Temi di discussione (Economic working papers)
581, Bank of Italy, Economic Research and International Relations Area.
- Lippi, Francesco & Angelini, Paolo, 2005. "Did Inflation Really Soar After the Euro Cash Changeover? Indirect Evidence from ATM Withdrawals," CEPR Discussion Papers 4950, C.E.P.R. Discussion Papers.
2005
- Francois, Joseph & Rojas-Romagosa, Hugo, 2005.
"The Construction and Interpretation of Combined Cross-Section and Time-Series Inequality Datasets,"
CEPR Discussion Papers
5214, C.E.P.R. Discussion Papers.
- Joseph F. Francois & Hugo Rojas-Romagosa, 2005. "The Construction and Interpretation of Combined Cross-Section and Time-Series Inequality Datasets," Tinbergen Institute Discussion Papers 05-079/2, Tinbergen Institute.
- Francois, Joseph F. & Rojas-Romagosa, Hugo, 2005. "The construction and interpretation of combined cross-section and time-series inequality datasets," Policy Research Working Paper Series 3748, The World Bank.
- Joseph Francois & Hugo Rojas-Romagosa, 2007. "The Construction and Interpretation of Combined Cross-Section and Time-Series Inequality Datasets," IIDE Discussion Papers 20070805, Institue for International and Development Economics.
- Francois, Joseph & Rojas-Romagosa, Hugo, 2005. "Equity, welfare, and the setting of trade policy in general equilibrium," Policy Research Working Paper Series 3731, The World Bank.
- Philipp Engler,Terhi Jokipii,Christian Merkl & Pablo Rovira Kaltwasser,Lúcio Vinhas de Souza, 2005.
"The Effect of Capital Requirement Regulation on the Transmission of Monetary Policy: Evidence from Austria,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp066, IIIS.
- Philipp Engler & Terhi Jokipii & Christian Merkl & Pablo Rovira Kaltwasser & Lúcio Vinhas de Souza, 2007. "The effect of capital requirement regulation on the transmission of monetary policy: evidence from Austria," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 34(5), pages 411-425, December.
- Philipp Engler & Terhi Jokipii & Pablo Rovira Kaltwasser & Christian Merkl & Lúcio Vinhas de Souza, 2005. "The Effect of Capital Requirement Regulation on the Transmission of Monetary Policy: Evidence from Austria," Working Papers 99, Oesterreichische Nationalbank (Austrian Central Bank).
- Vinhas de Souza, Lúcio & Schweickert, Rainer & Movchan, Veronika & Bilan, Olena & Burakovsky, Igor, 2005. "Now so near, and yet still so far: economic relations between Ukraine and the European Union," Kiel Discussion Papers 419, Kiel Institute for the World Economy (IfW Kiel).
- Giordani, P. & Kohn, R. & van Dijk, D.J.C., 2005.
"A unified approach to nonlinearity, structural change and outliers,"
Econometric Institute Research Papers
EI 2005-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Giordani, Paolo & Kohn, Robert & van Dijk, Dick, 2007. "A unified approach to nonlinearity, structural change, and outliers," Journal of Econometrics, Elsevier, vol. 137(1), pages 112-133, March.
- Hafner, C.M. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2005.
"Semi-Parametric Modelling of Correlation Dynamics,"
Econometric Institute Research Papers
EI 2005-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Christian M. Hafner & Dick van Dijk & Philip Hans Franses, 2006. "Semi-Parametric Modelling of Correlation Dynamics," Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 59-103, Emerald Group Publishing Limited.
- Heij, C. & Groenen, P.J.F. & van Dijk, D.J.C., 2005.
"Forecast comparison of principal component regression and principal covariate regression,"
Econometric Institute Research Papers
EI 2005-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Heij, Christiaan & Groenen, Patrick J.F. & van Dijk, Dick, 2007. "Forecast comparison of principal component regression and principal covariate regression," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3612-3625, April.
- van der Hart, J. & de Zwart, G.J. & van Dijk, D.J.C., 2005.
"The Success Of Stock Selection Strategies In Emerging Markets: Is It Risk Or Behavioral Bias?,"
ERIM Report Series Research in Management
ERS-2005-012-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- van der Hart, Jaap & de Zwart, Gerben & van Dijk, Dick, 2005. "The success of stock selection strategies in emerging markets: Is it risk or behavioral bias?," Emerging Markets Review, Elsevier, vol. 6(3), pages 238-262, September.
- Michiel de Pooter & Martin Martens & Dick van Dijk, 2005.
"Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use?,"
Tinbergen Institute Discussion Papers
05-089/4, Tinbergen Institute, revised 03 Jan 2006.
- Michiel de Pooter & Martin Martens & Dick van Dijk, 2008. "Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use?," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 199-229.
- Eugenio Gaiotti & Francesco Lippi, 2005. "L'introduzione dell'euro e le politiche di prezzo: analisi di un campione di dati individuali," Temi di discussione (Economic working papers) 541, Bank of Italy, Economic Research and International Relations Area.
- Gaiotti, Eugenio & Lippi, Francesco, 2005.
"Pricing Behaviour and the Introduction of the Euro: Evidence from a Panel of Restaurants,"
CEPR Discussion Papers
4893, C.E.P.R. Discussion Papers.
- Eugenio Gaiotti & Francesco Lippi, 2008. "Pricing behaviour and the introduction of the euro: evidence from a panel of restaurants," Springer Books, in: Paolo Giovane & Roberto Sabbatini (ed.), The Euro, Inflation and Consumer’s Perceptions, chapter 3, pages 71-107, Springer.
- Eugenio Gaiotti & Francesco Lippi, 2005. "Pricing behavior and the introduction of the euro: evidence from a panel of restaurants," Macroeconomics 0501029, University Library of Munich, Germany, revised 15 Feb 2005.
- Alessandro Secchi & Francesco Lippi, 2005. "The Demand for Currency at Low Interest Rates," 2005 Meeting Papers 393, Society for Economic Dynamics.
2004
- Francois, J. & Rojas-Romagosa, H., 2004.
"Trade Policy and the Household Distribution of Income,"
Conference papers
331245, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Francois, Joseph & Rojas-Romagosa, Hugo, 2004. "Trade Policy and the Household Distribution of Income," CEPR Discussion Papers 4436, C.E.P.R. Discussion Papers.
- J. Francois & H. Rojas-Romagosa, 2004. "Trade Policy and the Household Distribution of Income," Tinbergen Institute Discussion Papers 04-051/2, Tinbergen Institute, revised 15 Jun 2004.
- Francois, Joseph & Rojas-Romagosa, Hugo, 2004.
"Household Inequality, Welfare and the Setting of Trade Policy,"
CEPR Discussion Papers
4624, C.E.P.R. Discussion Papers.
- Joseph Francois & Hugo Rojas-Romagosa, 2005. "Household Inequality, Welfare, and the Setting of Trade Policy," The Institute for International Integration Studies Discussion Paper Series iiisdp81, IIIS.
- Joseph Francois & Hugo Rojas-Romagosa, 2004. "Household Inequality, Welfare, and the Setting of Trade Policy," Tinbergen Institute Discussion Papers 04-086/2, Tinbergen Institute.
- Esanov, Akram & Merkl, Christian & Vinhas de Souza, Lúcio, 2004.
"A preliminary evaluation of monetary policy rules for Russia,"
Kiel Working Papers
1201, Kiel Institute for the World Economy (IfW Kiel).
- Lucio Vinhas de Souza, 2004. "A Preliminary Evaluation of Monetary Policy Rules for Russia," Macroeconomics 0403017, University Library of Munich, Germany.
- Lucio Vinhas de Souza, 2004.
"Financial Liberalization and Business Cycles:The Experience of Future EU Member States in the Baltics and Central Eastern Europe,"
Money Macro and Finance (MMF) Research Group Conference 2004
5, Money Macro and Finance Research Group.
- Lucio Vinhas de Souza, 2004. "Financial Liberalization and Business Cycles: The Experience of Future EU Member States in the Baltics and Central Eastern Europe," International Finance 0403009, University Library of Munich, Germany.
- Lúcio Vinhas de Souza, 2004. "A Wider Europe: Trade Relations Between an Enlarged EU and the Russian Federation," CASE Network Studies and Analyses 0279, CASE-Center for Social and Economic Research.
- Vinhas de Souza, Lúcio, 2004. "Financial Liberalization and Business Cycles: The Experience of Countries in the Baltics and Central Eastern Europe," Discussion Paper Series 1: Economic Studies 2004,23, Deutsche Bundesbank.
- Gern, Klaus-Jürgen & Hammermann, Felix & Schweickert, Rainer & Vinhas de Souza, Lúcio, 2004. "European monetary integration after EU enlargement," Kiel Discussion Papers 413, Kiel Institute for the World Economy (IfW Kiel).
- Dick van Dijk, 2004. "Forecasting US Inflation Using Model Averaging," Econometric Society 2004 Australasian Meetings 143, Econometric Society.
- P.H. Franses & D. Fok & D. van Dijk, 2004.
"A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production,"
Econometric Society 2004 Australasian Meetings
267, Econometric Society.
- Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2003. "A multi-level panel smooth transition autoregression for US sectoral production," Econometric Institute Research Papers EI 2003-43, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- de Pooter, M.D. & van Dijk, D.J.C., 2004. "Testing for changes in volatility in heteroskedastic time series - a further examination," Econometric Institute Research Papers EI 2004-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2004.
"Forecasting aggregates using panels of nonlinear time series,"
Econometric Institute Research Papers
EI 2004-44, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Fok, Dennis & van Dijk, Dick & Franses, Philip Hans, 2005. "Forecasting aggregates using panels of nonlinear time series," International Journal of Forecasting, Elsevier, vol. 21(4), pages 785-794.
- van Dijk, D.J.C. & Osborn, D.R. & Sensier, M., 2004.
"Testing for causality in variance in the presence of breaks,"
Econometric Institute Research Papers
EI 2004-48, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- van Dijk, Dick & Osborn, Denise R. & Sensier, Marianne, 2005. "Testing for causality in variance in the presence of breaks," Economics Letters, Elsevier, vol. 89(2), pages 193-199, November.
- D van Dijk & D R Osborn & M Sensier, 2004. "Testing for causality in variance in the presence of breaks," Centre for Growth and Business Cycle Research Discussion Paper Series 45, Economics, The University of Manchester.
- Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo, 2004.
"Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination,"
SSE/EFI Working Paper Series in Economics and Finance
561, Stockholm School of Economics, revised 09 Nov 2004.
- Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," International Journal of Forecasting, Elsevier, vol. 21(4), pages 755-774.
- Timo Teräsvirta & Dick van Dijk & Marcelo Cunha Medeiros, 2004. "Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination," Textos para discussão 485, Department of Economics PUC-Rio (Brazil).
- Karen Watkins & Dick van Dijk & Jaap Spronk, 2004. "Macroeconomic Crisis and Individual Firm Performance: The Mexican Experience," Tinbergen Institute Discussion Papers 04-057/2, Tinbergen Institute.
- Martin Martens & Dick van Dijk & Michiel de Pooter, 2004. "Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity," Tinbergen Institute Discussion Papers 04-067/4, Tinbergen Institute.
- Alex Cukierman & Francesco Lippi, 2004.
"Endogenous monetary policy with unobserved potential output,"
Temi di discussione (Economic working papers)
493, Bank of Italy, Economic Research and International Relations Area.
- Cukierman, Alex & Lippi, Francesco, 2005. "Endogenous monetary policy with unobserved potential output," Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1951-1983, November.
- Cukierman, Alex & Lippi, Francesco, 2003. "Endogenous Monetary Policy with Unobserved Potential Output," CEPR Discussion Papers 3763, C.E.P.R. Discussion Papers.
- Alex Cukierman & Francesco Lippi, 2003. "Endogenous Monetary Policy with Unobserved Potential Output," CEIS Research Paper 26, Tor Vergata University, CEIS.
- Francesco Lippi & Stefano Neri, 2004.
"Information variables for monetary policy in a small structural model of the euro area,"
Temi di discussione (Economic working papers)
511, Bank of Italy, Economic Research and International Relations Area.
- Lippi, Francesco & Neri, Stefano, 2003. "Information Variables for Monetary Policy in a Small Structural Model of the Euro Area," CEPR Discussion Papers 4125, C.E.P.R. Discussion Papers.
- William Fuchs & Francesco Lippi, 2004.
"Monetary union with voluntary participation,"
Temi di discussione (Economic working papers)
512, Bank of Italy, Economic Research and International Relations Area.
- William Fuchs & Francesco Lippi, 2005. "Monetary Union with Voluntary Participation," Discussion Papers 04-013, Stanford Institute for Economic Policy Research.
- Lippi, Francesco & Fuchs, William, 2003. "Monetary Union with Voluntary Participation," CEPR Discussion Papers 4122, C.E.P.R. Discussion Papers.
2003
- Paap, R. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 2003. "Does Africa grow slower than Asia and Latin America?," Econometric Institute Research Papers EI 2003-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- van Dijk, D.J.C. & Franses, Ph.H.B.F., 2003.
"Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy,"
Econometric Institute Research Papers
EI 2003-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Dick van Dijk & Philip Hans Franses, 2003. "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 727-744, December.
- Siliverstovs, B. & van Dijk, D.J.C., 2003. "Forecasting industrial production with linear, nonlinear, and structural change models," Econometric Institute Research Papers EI 2003-16, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- M Sensier & D van Dijk, 2003.
"Testing for Volatility Changes in US Macroeconomic Time Series,"
Centre for Growth and Business Cycle Research Discussion Paper Series
36, Economics, The University of Manchester.
- Marianne Sensier & Dick van Dijk, 2004. "Testing for Volatility Changes in U.S. Macroeconomic Time Series," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 833-839, August.
- D R Osborn & M Sensier & D van Dijk, 2003. "Predicting Growth Cycle Regimes for European Countries," Centre for Growth and Business Cycle Research Discussion Paper Series 39, Economics, The University of Manchester.
- Berkelaar, A.B. & Kouwenberg, R.R.P., 2003. "Investing in a real world with mean-reverting inflation," Econometric Institute Research Papers EI 9960/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Berkelaar, A.B. & Kouwenberg, R.R.P., 2003.
"Retirement saving with contribution payments and labor income as a benchmark for investments,"
Econometric Institute Research Papers
EI 9946/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Berkelaar, Arjan & Kouwenberg, Roy, 2003. "Retirement saving with contribution payments and labor income as a benchmark for investments," Journal of Economic Dynamics and Control, Elsevier, vol. 27(6), pages 1069-1097, April.
- Kouwenberg, Roy & Salomons, Roelof, 2003. "Value investing in emerging markets : local macroeconomic risk and extrapolation," Research Report 03E22, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Lippi, Francesco & Gerali, Andrea, 2003. "Optimal Control and Filtering in Linear Forward-looking Economies: A Toolkit," CEPR Discussion Papers 3706, C.E.P.R. Discussion Papers.
2002
- Lucio Vinhas de Souza, 2002. "Integrated monetary and exchange rate frameworks: are there empirical differences?," Bank of Estonia Working Papers 2002-2, Bank of Estonia, revised 12 Oct 2002.
- Vinhas de Souza, Lúcio & Ledrut, Elisabeth, 2002. "Alternative Paths Towards EMU: Lessons from an Expanded Mundell-Fleming Model for the Accession Countries," Kiel Working Papers 1132, Kiel Institute for the World Economy (IfW Kiel).
- Marina Bakanova & Lúcio Vinhas de Souza, 2002. "Trade and Growth under Limited Liberalization," Tinbergen Institute Discussion Papers 02-053/2, Tinbergen Institute.
- Lúcio Vinhas de Souza, 2002. "Integrated Monetary and Exchange Rate Frameworks," Tinbergen Institute Discussion Papers 02-054/2, Tinbergen Institute.
- Vinhas de Souza, Lúcio, 2002. "Trade effects of monetary integration in large, mature economies: a primer on the European Monetary Union," Kiel Working Papers 1137, Kiel Institute for the World Economy (IfW Kiel).
- Sensier, Marianne & Dick van Dijk, 2002.
"Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series,"
Royal Economic Society Annual Conference 2002
164, Royal Economic Society.
- M Sensier & D van Dijk, 2001. "Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series," Centre for Growth and Business Cycle Research Discussion Paper Series 08, Economics, The University of Manchester.
- Sensier, M. & van Dijk, D.J.C., 2001. "Short-term volatility versus long-term growth: evidence in US macroeconomic time series," Econometric Institute Research Papers EI 2001-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- M Sensier & D van Dijk, 2001. "Short-term Volatility Versus Long-term Growth: Evidence in US Macroeconomic Time Series," Economics Discussion Paper Series 0103, Economics, The University of Manchester.
- van Dijk, D.J.C. & Osborn, D.R. & Sensier, M., 2002.
"Changes in variability of the business cycle in the G7 countries,"
Econometric Institute Research Papers
EI 2002-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- D van Dijk & D R Osborn & M Sensier, 2002. "Changes in variability of the business cycle in the G7 countries," Economics Discussion Paper Series 0204, Economics, The University of Manchester.
- D van Dijk & D R Osborn & M Sensier, 2002. "Changes in Variability of the Business Cycle in the G7 Countries," Centre for Growth and Business Cycle Research Discussion Paper Series 16, Economics, The University of Manchester.
- Franses, Ph.H.B.F. & van Dijk, D.J.C., 2002.
"A simple test for PPP among traded goods,"
Econometric Institute Research Papers
EI 2002-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Philip Hans Franses & Dick van Dijk, 2006. "A simple test for PPP among traded goods," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 19-27.
- Andrea Gerali & Francesco Lippi, 2002.
"On the 'conquest' of inflation,"
Temi di discussione (Economic working papers)
444, Bank of Italy, Economic Research and International Relations Area.
- Lippi, Francesco & Gerali, Andrea, 2001. "On the 'Conquest' of Inflation," CEPR Discussion Papers 3101, C.E.P.R. Discussion Papers.
2001
- Marina Bakanova & L303272cio Vinhas de Souza, 2001. "Trade and Growth under Limited Liberalization, The Case of Belarus," International Trade 0108005, University Library of Munich, Germany.
- Lucio Vinhas de Souza & Holger van Eden & Albert de Groot & Gerbert Romijn & Elisabeth Ledrut, 2001. "EMU and Enlargement: A Review of Policy Issues," Macroeconomics 0012019, University Library of Munich, Germany.
- van Dijk, D.J.C. & Strikholm, B. & Terasvirta, T., 2001.
"The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series,"
Econometric Institute Research Papers
EI 2001-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Dick van Dijk 1 & Birgit Strikholm & Timo Teräsvirta, 2003. "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 79-98, June.
- van Dijk, Dick & Strikholm, Birgit & Teräsvirta, Timo, 2001. "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," SSE/EFI Working Paper Series in Economics and Finance 0429, Stockholm School of Economics, revised 01 Jun 2004.
- Franses, Ph.H.B.F. & van Dijk, D.J.C., 2001.
"The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production,"
Econometric Institute Research Papers
EI 2001-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Franses, Philip Hans & van Dijk, Dick, 2005. "The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production," International Journal of Forecasting, Elsevier, vol. 21(1), pages 87-102.
- 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.
- Swanson, Norman R. & van Dijk, Dick, 2006. "Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 24-42, January.
- Jaap van der Hart & Erica Slagter & Dick van Dijk, 2001.
"Stock Selection Strategies in Emerging Markets,"
Tinbergen Institute Discussion Papers
01-009/4, Tinbergen Institute.
- van der Hart, Jaap & Slagter, Erica & van Dijk, Dick, 2003. "Stock selection strategies in emerging markets," Journal of Empirical Finance, Elsevier, vol. 10(1-2), pages 105-132, February.
- Lippi, Francesco, 2001. "Strategic Monetary Policy with Non-Atomistic Wage-Setters: Some Evidence," CEPR Discussion Papers 2819, C.E.P.R. Discussion Papers.
2000
- Mark Hallerberg & Lúcio Vinhas de Souza, 2000.
"The Political Business Cycles of EU Accession Countries,"
Tinbergen Institute Discussion Papers
00-085/2, Tinbergen Institute.
- Mark Hallerberg & Lúcio Vinhas de Souza & William Roberts Clark, 2002. "Political Business Cycles in EU Accession Countries," European Union Politics, , vol. 3(2), pages 231-250, June.
- Boswijk, H.P. & van Dijk, D. & Franses, P.H., 2000.
"Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models,"
CeNDEF Working Papers
00-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- van Dijk, D.J.C. & Franses, Ph.H.B.F. & Boswijk, H.P., 2000. "Asymmetric and common absorption of shocks in nonlinear autoregressive models," Econometric Institute Research Papers EI 2000-01/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- H. Peter Boswijk & Philip Hans Franses & Dick van Dijk, 2000. "Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models," Econometric Society World Congress 2000 Contributed Papers 0765, Econometric Society.
- Franses, Ph.H.B.F. & de Bruin, P. & van Dijk, D.J.C., 2000. "Seasonal smooth transition autoregression," Econometric Institute Research Papers EI 2000-06/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- van Dijk, D.J.C. & Terasvirta, T. & Franses, Ph.H.B.F., 2000.
"Smooth transition autoregressive models - A survey of recent developments,"
Econometric Institute Research Papers
EI 2000-23/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Dick van Dijk & Timo Terasvirta & Philip Hans Franses, 2002. "Smooth Transition Autoregressive Models — A Survey Of Recent Developments," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 1-47.
- van Dijk, Dick & Teräsvirta, Timo & Franses, Philip Hans, 2000. "Smooth Transition Autoregressive Models - A Survey of Recent Developments," SSE/EFI Working Paper Series in Economics and Finance 380, Stockholm School of Economics, revised 17 Jan 2001.
- van Dijk, D.J.C. & Franses, Ph.H.B.F. & Paap, R., 2000. "A nonlinear long memory model for US unemployment," Econometric Institute Research Papers EI 2000-30/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Lundbergh, Stefan & Teräsvirta, Timo & van Dijk, Dick, 2000.
"Time-Varying Smooth Transition Autoregressive Models,"
SSE/EFI Working Paper Series in Economics and Finance
376, Stockholm School of Economics.
- Lundbergh, Stefan & Terasvirta, Timo & van Dijk, Dick, 2003. "Time-Varying Smooth Transition Autoregressive Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 104-121, January.
- Berkelaar, A.B. & Kouwenberg, R.R.P., 2000.
"Optimal portfolio choice under loss aversion,"
Econometric Institute Research Papers
EI 2000-08/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Arjan B. Berkelaar & Roy Kouwenberg & Thierry Post, 2004. "Optimal Portfolio Choice under Loss Aversion," The Review of Economics and Statistics, MIT Press, vol. 86(4), pages 973-987, November.
- Berkelaar, A.B. & Kouwenberg, R.R.P., 2000. "Dynamic asset allocation and downside-risk aversion," Econometric Institute Research Papers EI 2000-12/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Berkelaar, A.B. & Kouwenberg, R.R.P., 2000.
"From boom til bust: how loss aversion affects asset prices,"
Econometric Institute Research Papers
EI 2000-21/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Berkelaar, Arjan & Kouwenberg, Roy, 2009. "From boom 'til bust: How loss aversion affects asset prices," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1005-1013, June.
- Alex Cukierman & Francesco Lippi, 2000.
"Labor Markets and Monetary Union; a Strategic Analysis,"
Temi di discussione (Economic working papers)
365, Bank of Italy, Economic Research and International Relations Area.
- Cukierman, Alex & Lippi, Francesco, 2001. "Labour Markets and Monetary Union: A Strategic Analysis," Economic Journal, Royal Economic Society, vol. 111(473), pages 541-565, July.
- Cukierman, A. & Lippi, F., 1999. "Labor markets and Monetary Union : A Strategic Analysis," Discussion Paper 1999-100, Tilburg University, Center for Economic Research.
- Cukierman, Alex & Lippi, Francesco, 1999. "Labour Markets and Monetary Union: A Strategic Analysis," CEPR Discussion Papers 2236, C.E.P.R. Discussion Papers.
- Cukierman, A. & Lippi, F., 2000. "Labor Markets and Monetary Union: a Strategic Analysis," Papers 365, Banca Italia - Servizio di Studi.
- Cukierman, A. & Lippi, F., 1999. "Labor markets and Monetary Union : A Strategic Analysis," Other publications TiSEM fd6a7fdd-9a57-426e-9f6f-5, Tilburg University, School of Economics and Management.
- Francesco Lippi, 2000.
"Strategic Monetary Policy with Non-Atomistic Wage-Setters,"
Temi di discussione (Economic working papers)
374, Bank of Italy, Economic Research and International Relations Area.
- Francesco Lippi, 2003. "Strategic Monetary Policy with Non-Atomistic Wage Setters," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 70(4), pages 909-919.
- Francesco Lippi, 2000. "Strategic Monetary Policy with Non Atomistic Wage Setters," Econometric Society World Congress 2000 Contributed Papers 1354, Econometric Society.
- Francesco Lippi, 2003. "Strategic Monetary Policy with Non-Atomistic Wage Setters," CEIS Research Paper 17, Tor Vergata University, CEIS.
- Lippi, F., 2000. "Strategic Monetary Policy with Non-Atomistic Wage-Setters," Papers 374, Banca Italia - Servizio di Studi.
- Francesco Lippi, 2000.
"Revisiting the Case for a Populist Central Banker,"
Temi di discussione (Economic working papers)
386, Bank of Italy, Economic Research and International Relations Area.
- Lippi, Francesco, 2002. "Revisiting the case for a populist central banker," European Economic Review, Elsevier, vol. 46(3), pages 601-612, March.
- Lippi, Francesco, 1999. "Revisiting the Case for a Populist Central Banker," CEPR Discussion Papers 2306, C.E.P.R. Discussion Papers.
- Lippi, F., 2000. "Revisiting the Case for a Populist Central Banker," Papers 386, Banca Italia - Servizio di Studi.
- Luca Dedola & Francesco Lippi, 2000.
"The monetary transmission mechanism; evidence from the industries of five OECD countries,"
Temi di discussione (Economic working papers)
389, Bank of Italy, Economic Research and International Relations Area.
- Dedola, Luca & Lippi, Francesco, 2005. "The monetary transmission mechanism: Evidence from the industries of five OECD countries," European Economic Review, Elsevier, vol. 49(6), pages 1543-1569, August.
- Lippi, Francesco & Dedola, Luca, 2000. "The Monetary Transmission Mechanism: Evidence from the Industries of Five OECD Countries," CEPR Discussion Papers 2508, C.E.P.R. Discussion Papers.
- Luca Dedola & Francesco Lippi, 2000. "The Monetary Transmission Mechanism: Evidence from the Industry Data of Five OECD Countries," Econometric Society World Congress 2000 Contributed Papers 1833, Econometric Society.
- Dedola, L. & Lippi, F., 2000. "The Monetary Transmission Mechanism: Evidence from the Industries of Five OECD Countries," Papers 389, Banca Italia - Servizio di Studi.
1999
- Berben, R-P. & van Dijk, D.J.C., 1999. "Unit root tests and assymmetric adjustment," Econometric Institute Research Papers EI 9902-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Taylor, A.M.R. & van Dijk, D.J.C., 1999. "Testing for Stochastic Unit Roots - Some Monte Carlo evidence," Econometric Institute Research Papers EI 9922-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Franses, Ph.H.B.F. & van Dijk, D.J.C., 1999. "Outlier detection in the GARCH (1,1) model," Econometric Institute Research Papers EI 9926-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Rothman, P. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 1999.
"A multivariate STAR analysis of the relationship between money and output,"
Econometric Institute Research Papers
EI 9945-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Phillip Rothman & Dick van Dijk & Philip Hans Franses, 2000. "A Multivariate STAR Analysis of the Relationship Between Money and Output," Working Papers 0012, East Carolina University, Department of Economics.
- Philip Rothman & Dick van Dijk & Philip Hans Franses, 1999. "A Multivariate STAR Analysis of the Relationship Between Money and Output," Working Papers 9913, East Carolina University, Department of Economics.
- Nick Taylor & Dick van Dijk & Philip Hans Franses & André Lucas, 1999.
"SETS, Arbitrage Activity, and Stock Price Dynamics,"
Tinbergen Institute Discussion Papers
99-003/4, Tinbergen Institute.
- Taylor, Nick & Dijk, Dick van & Franses, Philip Hans & Lucas, Andre, 2000. "SETS, arbitrage activity, and stock price dynamics," Journal of Banking & Finance, Elsevier, vol. 24(8), pages 1289-1306, August.
- Roy Kouwenberg & Jacek Gondzio & Ton Vorst, 1999.
"Hedging Options under Transaction Costs and Stochastic Volatility,"
Computing in Economics and Finance 1999
911, Society for Computational Economics.
- Gondzio, Jacek & Kouwenberg, Roy & Vorst, Ton, 2003. "Hedging options under transaction costs and stochastic volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 27(6), pages 1045-1068, April.
- Francesco Lippi, 1999.
"Median Voter Preferences, Central Bank Independence and Conservatism,"
Temi di discussione (Economic working papers)
351, Bank of Italy, Economic Research and International Relations Area.
- Lippi, Francesco, 2000. "Median Voter Preferences, Central Bank Independence and Conservatism," Public Choice, Springer, vol. 105(3-4), pages 323-338, December.
- Lippi, F., 1999. "Median Voter Preferences, Central Bank Independence and Conservatis," Papers 351, Banca Italia - Servizio di Studi.
- Lippi, Francesco, 1999. "Strategic Monetary Policy with Non-Atomistic Wage Setters: A Case for Non-Neutrality," CEPR Discussion Papers 2218, C.E.P.R. Discussion Papers.
1998
- Franses, Ph.H.B.F. & Neele, J. & van Dijk, D.J.C., 1998. "Modeling asymmetric volatility in weekly Dutch temperature data," Econometric Institute Research Papers EI 9840, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- 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.
- Franses, Ph.H.B.F. & Neele, J. & van Dijk, D.J.C., 1998. "Forecasting volatility with switching persistence GARCH models," Econometric Institute Research Papers EI 9819, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Berben, R-P. & van Dijk, D.J.C., 1998. "Does the absence of cointegration explain the typical findings in long horizon regressions?," Econometric Institute Research Papers EI 9814, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Philip Hans Franses & Dick van Dijk & André Lucas, 1998.
"Short Patches of Outliers, ARCH and Volatility Modeling,"
Tinbergen Institute Discussion Papers
98-057/4, Tinbergen Institute.
- Philip Hans Franses & Dick van Dijk & Andre Lucas, 2004. "Short patches of outliers, ARCH and volatility modelling," Applied Financial Economics, Taylor & Francis Journals, vol. 14(4), pages 221-231.
- Alex Cukierman & Francesco Lippi, 1998.
"Central Bank Independence, Centralization of Wage Bargaining, Inflation and Unemployment: Theory and Evidence,"
Temi di discussione (Economic working papers)
332, Bank of Italy, Economic Research and International Relations Area.
- Cukierman, A. & Lippi, F., 1998. "Central Bank Independence, Centralization of Wage Bargaining, Inflation and Unemployment: Theory and Evidence," Papers 332, Banca Italia - Servizio di Studi.
- Cukierman, Alex & Lippi, Francesco, 1998. "Central Bank Independence, Centralization of Wage Bargaining, Inflation and Unemployment - Theory and Evidence," CEPR Discussion Papers 1847, C.E.P.R. Discussion Papers.
- Cukierman, A. & Lippi, F., 1998.
"Central Bank Independence, Centralization of Wage Bargaining, Inflation and Unemployment - Theory and Some Evidence,"
Discussion Paper
1998-116, Tilburg University, Center for Economic Research.
- Cukierman, Alex & Lippi, Francesco, 1999. "Central bank independence, centralization of wage bargaining, inflation and unemployment:: Theory and some evidence," European Economic Review, Elsevier, vol. 43(7), pages 1395-1434, June.
- Cukierman, A. & Lippi, F., 1998. "Central Bank Independence, Centralization of Wage Bargaining, Inflation and Unemployment - Theory and Some Evidence," Other publications TiSEM 887701f0-62c3-4059-9d6d-e, Tilburg University, School of Economics and Management.
1997
- van Dijk, D.J.C. & Franses, Ph.H.B.F., 1997.
"Modelling Multiple Regimes in the Business Cycle,"
Econometric Institute Research Papers
EI 9734/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Dijk, Dick van & Franses, Philip Hans, 1999. "Modeling Multiple Regimes in the Business Cycle," Macroeconomic Dynamics, Cambridge University Press, vol. 3(3), pages 311-340, September.
- Eisinga, R. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 1997. "Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks," Econometric Institute Research Papers EI 9733/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Franses, Ph.H.B.F. & van Dijk, D.J.C., 1997. "Do We Often Find ARCH Because Of Neglected Outliers?," Econometric Institute Research Papers EI 9706-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- van Dijk, D.J.C. & Franses, Ph.H.B.F., 1997. "Nonlinear Error-Correction Models for Interest Rates in The Netherlands," Econometric Institute Research Papers EI 9704-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
1996
- van Dijk, D.J.C. & Franses, Ph.H.B.F. & Lucas, A., 1996.
"Testing for Smooth Transition Nonlinearity in the Presence of Outliers,"
Econometric Institute Research Papers
EI 9622-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Van Dijk, Dick & Franses, Philip Hans & Lucas, Andre, 1999. "Testing for Smooth Transition Nonlinearity in the Presence of Outliers," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(2), pages 217-235, April.
- van Dijk, D.J.C. & Franses, Ph.H.B.F. & Lucas, A., 1996.
"Testing for ARCH in the Presence of Additive Outliers,"
Econometric Institute Research Papers
EI 9659-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- van Dijk, Dick & Franses, Philip Hans & Lucas, Andre, 1999. "Testing for ARCH in the Presence of Additive Outliers," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 539-562, Sept.-Oct.
1993
- Lippi, F. & Swank, O.H., 1993. "Rational Voters, Election and Central Banks," Papers 9305-m, Erasmus University of Rotterdam - Institute for Economic Research.
- Lippi, F. & Swank, O.H., 1993.
"Do Policy Makers, Disrtibutional Desires lead to an Inflationary Bias?,"
Papers
9306-m, Erasmus University of Rotterdam - Institute for Economic Research.
- Lippi, Francesco & Swank, Otto H., 1996. "Do policymakers' distributional desires lead to an inflationary bias?," Journal of Policy Modeling, Elsevier, vol. 18(1), pages 109-116, February.
Undated
- Piotr Denderski & Florian Sniekers, "undated". "Broadband Internet and the Self-Employment Rate: A Cross-Country Study on the Gig Economy," Discussion Papers in Economics 19/13, Division of Economics, School of Business, University of Leicester.
Journal articles
2025
- Bo Hu, 2025.
"A Job Ladder Model of Executive Compensation,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 55, January.
- Bo Hu, 2024. "Online Appendix to "A Job Ladder Model of Executive Compensation"," Online Appendices 24-41, Review of Economic Dynamics.
- Bo Hu, 2024. "Code and data files for "A Job Ladder Model of Executive Compensation"," Computer Codes 24-41, Review of Economic Dynamics.
2024
- van Os, Bram & van Dijk, Dick, 2024.
"Accelerating peak dating in a dynamic factor Markov-switching model,"
International Journal of Forecasting, Elsevier, vol. 40(1), pages 313-323.
- Bram van Os & Dick van Dijk, 2020. "Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model," Tinbergen Institute Discussion Papers 20-057/VI, Tinbergen Institute, revised 14 Dec 2020.
- Kanin Anantanasuwong & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg, 2024. "Ambiguity attitudes for real-world sources: field evidence from a large sample of investors," Experimental Economics, Springer;Economic Science Association, vol. 27(3), pages 548-581, July.
- Alberto Cavallo & Francesco Lippi & Ken Miyahara, 2024.
"Large Shocks Travel Fast,"
American Economic Review: Insights, American Economic Association, vol. 6(4), pages 558-574, December.
- Alberto Cavallo & Francesco Lippi & Ken Miyahara, 2024. "Large shocks travel fast," Working Papers 198, Peruvian Economic Association.
- Alberto Cavallo & Francesco Lippi & Ken Miyahara, 2023. "Large Shocks Travel Fast," NBER Working Papers 31659, National Bureau of Economic Research, Inc.
- Cavallo, Alberto & Lippi, Francesco & Miyahara, Ken, 2023. "Large shocks travel fast," CEPR Discussion Papers 18413, C.E.P.R. Discussion Papers.
- Francesco Lippi, 2024. "In Memoriam: Alex Cukierman 1938–2023," Israel Economic Review, Bank of Israel, vol. 22(1), pages 245-254, September.
- Alessandro Calvia & Fausto Gozzi & Francesco Lippi & Giovanni Zanco, 2024. "A simple planning problem for COVID-19 lockdown: a dynamic programming approach," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 77(1), pages 169-196, February.
- Piotr Denderski & Florian Sniekers, 2024. "Declining Search Frictions, Unemployment and Self-Employment," The Economic Journal, Royal Economic Society, vol. 134(659), pages 1100-1145.
2023
- Eddy Bekkers & Erwin Corong & Joseph Francois & Hugo Rojas-Romagosa, 2023. "A Ricardian Trade Structure in CGE: Modeling Eaton-Kortum Based Trade with GTAP," Journal of Global Economic Analysis, Center for Global Trade Analysis, Department of Agricultural Economics, Purdue University, vol. 8(2), pages 1-59, December.
- Kole, Erik & van Dijk, Dick, 2023.
"Moments, shocks and spillovers in Markov-switching VAR models,"
Journal of Econometrics, Elsevier, vol. 236(2).
- Erik Kole & Dick van Dijk, 2022. "Moments, Shocks and Spillovers in Markov-switching VAR Models," Tinbergen Institute Discussion Papers 21-080/III, Tinbergen Institute, revised 11 Jan 2022.
- Sander Barendse & Erik Kole & Dick van Dijk, 2023.
"Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error,"
Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 528-568.
- Sander Barendse & Erik Kole & Dick van Dijk, 2019. "Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error," Tinbergen Institute Discussion Papers 19-058/III, Tinbergen Institute.
- Atcha Kamolsareeratana & Roy Kouwenberg, 2023. "Compulsive Gambling in the Stock Market: Evidence from an Emerging Market," Economies, MDPI, vol. 11(1), pages 1-25, January.
- Roy Kouwenberg & Chenglong Zheng, 2023. "A Review of the Global Climate Finance Literature," Sustainability, MDPI, vol. 15(2), pages 1-32, January.
- Pieter Gautier & Bo Hu & Makoto Watanabe, 2023.
"Marketmaking Middlemen,"
RAND Journal of Economics, RAND Corporation, vol. 54(1), pages 83-103, March.
- Gautier, Pieter A. & Hu, Bo & Watanabe, Makoto, 2016. "Marketmaking Middlemen," IZA Discussion Papers 10152, Institute of Labor Economics (IZA).
- Pieter A. Gautier & Bo Hu & Makoto Watanabe, 2016. "Marketmaking Middlemen," CESifo Working Paper Series 6030, CESifo.
- Gautier, Pieter & Hu, Bo & Watanabe, Makoto, 2016. "Marketmaking Middlemen," CEPR Discussion Papers 11437, C.E.P.R. Discussion Papers.
- Pieter Gautier & Bo Hu & Makoto Watanabe, 2016. "Marketmaking Middlemen," Tinbergen Institute Discussion Papers 16-060/VII, Tinbergen Institute.
- Chiara Criscuolo & Peter Gal & Timo Leidecker & Francesco Losma & Giuseppe Nicoletti, 2023. "The Role of Telework for Productivity During and Post COVID‑19," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 539, pages 51-72.
- Lippi, Francesco & Perri, Fabrizio, 2023. "Unequal growth," Journal of Monetary Economics, Elsevier, vol. 133(C), pages 1-18.
- Fernando Alvarez & Francesco Lippi & Aleksei Oskolkov, 2023.
"The Macroeconomics of Sticky Prices with Generalized Hazard Functions,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 137(2), pages 989-1038.
- Fernando E. Alvarez & Aleksei Oskolkov & Francesco Lippi, 2020. "The Macroeconomics of Sticky Prices with Generalized Hazard Functions," Working Papers 2020-90, Becker Friedman Institute for Research In Economics.
- Fernando Alvarez & Francesco Lippi & Aleksei Oskolkov, 2020. "The Macroeconomics of Sticky Prices with Generalized Hazard Functions," EIEF Working Papers Series 2017, Einaudi Institute for Economics and Finance (EIEF), revised Jun 2020.
- Fernando E. Alvarez & Francesco Lippi & Aleksei Oskolkov, 2020. "The Macroeconomics of Sticky Prices with Generalized Hazard Functions," NBER Working Papers 27434, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Francesco Lippi & Panagiotis Souganidis, 2023.
"Price Setting With Strategic Complementarities as a Mean Field Game,"
Econometrica, Econometric Society, vol. 91(6), pages 2005-2039, November.
- Alvarez, Fernando & Lippi, Francesco & Souganidis, Panagiotis, 2022. "Price Setting with Strategic Complementarities as a Mean Field Game," CEPR Discussion Papers 16998, C.E.P.R. Discussion Papers.
- Fernando E. Alvarez & Francesco Lippi & Takis Souganidis, 2022. "Price Setting with Strategic Complementarities as a Mean Field Game," NBER Working Papers 30193, National Bureau of Economic Research, Inc.
- Florian Sniekers, 2023. "Teaching the COVID-19 lockdown using the Keynesian Cross," The Journal of Economic Education, Taylor & Francis Journals, vol. 54(1), pages 38-59, January.
2022
- Bernard Hoekman & Hugo Rojas-Romagosa, 2022.
"EU Trade Sustainability Impact Assessments: Revisiting the Consultation Process,"
Journal of International Economic Law, Oxford University Press, vol. 25(1), pages 45-60.
- Hoekman, Bernard & Rojas-Romagosa, Hugo, 2022. "EU Trade Sustainability Impact Assessments: Revisiting the Consultation Process," CEPR Discussion Papers 16956, C.E.P.R. Discussion Papers.
- Cem Cakmakli & Richard Paap & Dick van Dijk, 2022. "Modeling and estimation of synchronization in size-sorted portfolio returns," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 22(4), pages 129-140.
- Alvarez, Fernando & Argente, David & Jimenez, Rafael & Lippi, Francesco, 2022.
"Cash: A Blessing or a curse?,"
Journal of Monetary Economics, Elsevier, vol. 125(C), pages 85-128.
- Fernando Alvarez & David Argente & Rafael Jimenez & Francesco Lippi, 2021. "Cash: A Blessing or a Curse?," EIEF Working Papers Series 2110, Einaudi Institute for Economics and Finance (EIEF), revised May 2021.
- Fernando Alvarez & Francesco Lippi, 2022.
"The Analytic Theory of a Monetary Shock,"
Econometrica, Econometric Society, vol. 90(4), pages 1655-1680, July.
- Fernando Alvarez & Francesco Lippi, 2019. "The Analytic Theory of a Monetary Shock," EIEF Working Papers Series 1910, Einaudi Institute for Economics and Finance (EIEF), revised May 2019.
- Fernando Alvarez & Francesco Lippi, 2021. "The Analytic Theory of a Monetary Shock," Working Papers 2021-21, Becker Friedman Institute for Research In Economics.
- Fernando E. Alvarez & Francesco Lippi, 2021. "The Analytic Theory of a Monetary Shock," NBER Working Papers 28464, National Bureau of Economic Research, Inc.
2021
- Anne Opschoor & André Lucas & István Barra & Dick van Dijk, 2021.
"Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(4), pages 1066-1079, October.
- Anne Opschoor & André Lucas & Istvan Barra & Dick van Dijk, 2019. "Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings," Tinbergen Institute Discussion Papers 19-013/IV, Tinbergen Institute, revised 23 Oct 2019.
- Phornchanok Cumperayot & Roy Kouwenberg, 2021. "Cheaper currencies and long‐term growth: The effect of exchange rate management and capital controls," The World Economy, Wiley Blackwell, vol. 44(9), pages 2738-2757, September.
- Phornchanok Cumperayot & Roy Kouwenberg, 2021.
"The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates,"
International Economics, CEPII research center, issue 166, pages 167-176.
- Cumperayot, Phornchanok & Kouwenberg, Roy, 2021. "The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates," International Economics, Elsevier, vol. 166(C), pages 167-176.
- Grohmann, Antonia & Hübler, Olaf & Kouwenberg, Roy & Menkhoff, Lukas, 2021.
"Financial literacy: Thai middle-class women do not lag behind,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
- Antonia Grohmann & Olaf Hübler & Roy Kouwenberg & Lukas Menkhoff, 2016. "Financial Literacy: Thai Middle Class Women Do Not Lag behind," Discussion Papers of DIW Berlin 1615, DIW Berlin, German Institute for Economic Research.
- Stephen G Dimmock & Roy Kouwenberg & Olivia S Mitchell & Kim Peijnenburg, 2021.
"Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field,"
The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4524-4563.
- Peijnenburg, Kim & Dimmock, Steve & Kouwenberg, Roy & Mitchell, Olivia S, 2018. "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," CEPR Discussion Papers 13109, C.E.P.R. Discussion Papers.
- Stephen G. Dimmock & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg, 2018. "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," NBER Working Papers 24928, National Bureau of Economic Research, Inc.
- Fernando Alvarez & David Argente & Francesco Lippi, 2021. "A Simple Planning Problem for COVID-19 Lock-down, Testing, and Tracing," American Economic Review: Insights, American Economic Association, vol. 3(3), pages 367-382, September.
- Francesco Lippi, 2021.
"The Fiscal Arithmetic of a Dual Currency Regime,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(7), pages 1887-1897, October.
- Lippi, Francesco, 2020. "The fiscal arithmetic of a dual currency regime," CEPR Discussion Papers 14657, C.E.P.R. Discussion Papers.
- Espen R Moen & Plamen T Nenov & Florian Sniekers, 2021.
"Buying First or Selling First in Housing Markets,"
Journal of the European Economic Association, European Economic Association, vol. 19(1), pages 38-81.
- Moen, Espen & Nenov, Plamen & Sniekers, Florian, 2021. "Buying first or selling first in housing markets," Other publications TiSEM 82dea76f-00e5-48b3-b518-8, Tilburg University, School of Economics and Management.
- Moen, Espen R. & Nenov, Plamen T. & Sniekers, Florian, 2015. "Buying First or Selling First in Housing Markets," CEPR Discussion Papers 10342, C.E.P.R. Discussion Papers.
2020
- Henk L. M. Kox & Hugo Rojas‐Romagosa, 2020.
"How trade and investment agreements affect bilateral foreign direct investment: Results from a structural gravity model,"
The World Economy, Wiley Blackwell, vol. 43(12), December.
- Kox, Henk L.M. & Rojas-Romagosa, Hugo, 2020. "How Trade and Investment Agreements Affect Bilateral Foreign Direct Investment: Results from a Structural Gravity Model," MPRA Paper 102494, University Library of Munich, Germany.
- Cox, Ruben & Kamolsareeratana, Atcha & Kouwenberg, Roy, 2020. "Compulsive gambling in the financial markets: Evidence from two investor surveys," Journal of Banking & Finance, Elsevier, vol. 111(C).
- Fernando Alvarez & Francesco Lippi, 2020.
"Temporary Price Changes, Inflation Regimes, and the Propagation of Monetary Shocks,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 12(1), pages 104-152, January.
- Lippi, Francesco & Alvarez, Fernando, 2018. "Temporary Price Changes, Inflation Regimes and the Propagation of Monetary Shocks," CEPR Discussion Papers 12638, C.E.P.R. Discussion Papers.
- Fernando Alvarez & Francesco Lippi, 2018. "Temporary Price Changes, Inflation Regimes and the Propagation of Monetary Shocks," EIEF Working Papers Series 1801, Einaudi Institute for Economics and Finance (EIEF), revised Jan 2018.
2019
- Eddy Bekkers & Hugo Rojas‐Romagosa, 2019. "The welfare effects of free trade agreements in quantitative trade models: A comparison of studies about Transatlantic Trade and Investment Partnership," The World Economy, Wiley Blackwell, vol. 42(1), pages 87-121, January.
- Bekkers, Eddy, 2019. "Challenges to the trade system: The potential impact of changes in future trade policy," Journal of Policy Modeling, Elsevier, vol. 41(3), pages 489-506.
- Dick van Dijk & Philip Hans Franses, 2019. "Combining expert‐adjusted forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(5), pages 415-421, August.
- Chenglong Zheng & Roy Kouwenberg, 2019. "A Bibliometric Review of Global Research on Corporate Governance and Board Attributes," Sustainability, MDPI, vol. 11(12), pages 1-25, June.
- Peter Gal & Giuseppe Nicoletti & Christina von Rüden & Stéphane Sorbe & Théodore Renault, 2019. "Digitalization and Productivity: In Search of the Holy Grail - Firm-level Empirical Evidence from European Countries," International Productivity Monitor, Centre for the Study of Living Standards, vol. 37, pages 39-71, Fall.
- Fernando Alvarez & Francesco Lippi & Roberto Robatto, 2019.
"Cost of Inflation in Inventory Theoretical Models,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 32, pages 206-226, April.
- Roberto Robatto & Francesco Lippi & Fernando Alvarez, 2017. "Cost of Inflation in Inventory Theoretical Models," 2017 Meeting Papers 490, Society for Economic Dynamics.
- Fernando Alvarez & Francesco Lippi & Roberto Robatto, 2018. "Code and data files for "Cost of Inflation in Inventory Theoretical Models"," Computer Codes 18-233, Review of Economic Dynamics.
2018
- Eddy Bekkers & Joseph F. Francois & Hugo Rojas†Romagosa, 2018.
"Melting Ice Caps and the Economic Impact of Opening the Northern Sea Route,"
Economic Journal, Royal Economic Society, vol. 128(610), pages 1095-1127, May.
- Hugo Rojas-Romagosa & Eddy Bekkers & Joseph F. Francois, 2015. "Melting Ice Caps and the Economic Impact of Opening the Northern Sea Route," CPB Discussion Paper 307, CPB Netherlands Bureau for Economic Policy Analysis.
- Francois, Joseph & Bekkers, Eddy & Rojas-Romagosa, Hugo, 2016. "Melting Ice Caps and the Economic Impact of Opening the Northern Sea Route," CEPR Discussion Papers 11670, C.E.P.R. Discussion Papers.
- Francois, Joseph F. & Rojas-Romagosa, Hugo, 2013. "Melting Ice Caps and the Economic Impact of Opening the Northern Sea Route," Conference papers 332392, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Eddy Bekkers & Joseph Francois, 2018. "A Parsimonious Approach to Incorporate Firm Heterogeneity in CGE-Models," Journal of Global Economic Analysis, Center for Global Trade Analysis, Department of Agricultural Economics, Purdue University, vol. 3(2), pages 1-68, December.
- Anne Opschoor & Pawel Janus & André Lucas & Dick Van Dijk, 2018. "New HEAVY Models for Fat-Tailed Realized Covariances and Returns," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(4), pages 643-657, October.
- Roy Kouwenberg, 2018. "Strategic asset allocation for insurers under Solvency II," Journal of Asset Management, Palgrave Macmillan, vol. 19(7), pages 447-459, December.
- Fernando Alvarez & Francesco Lippi & Luigi Paciello, 2018. "Monetary shocks in models with observation and menu costs," Journal of the European Economic Association, European Economic Association, vol. 16(2), pages 353-382.
- Florian Sniekers, 2018.
"Persistence And Volatility Of Beveridge Cycles,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(2), pages 665-698, May.
- Sniekers, F., 2014. "Persistence and volatility of Beveridge cycles," CeNDEF Working Papers 14-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sniekers, F., 2016. "Persistence and volatility of Beveridge cycles," CeNDEF Working Papers 16-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
2017
- Hugo Rojas-Romagosa, 2017.
"Potential Economic Effects of TTIP for the Netherlands,"
De Economist, Springer, vol. 165(3), pages 271-294, September.
- Hugo Rojas-Romagosa, 2016. "Potential economic effects of TTIP for the Netherlands," CPB Discussion Paper 331, CPB Netherlands Bureau for Economic Policy Analysis.
- Arjan Lejour & Hugo Rojas-Romagosa & Paul Veenendaal, 2017.
"Identifying hubs and spokes in global supply chains using redirected trade in value added,"
Economic Systems Research, Taylor & Francis Journals, vol. 29(1), pages 66-81, January.
- Lejour, Arjan & Rojas-Romagosa, Hugo & Veenendaal, Paul, 2017. "Identifying hubs and spokes in global supply chains using redirected trade in value added," Other publications TiSEM c0b917d5-bbf9-4770-82f2-5, Tilburg University, School of Economics and Management.
- Arjan Lejour & Hugo Rojas-Romagosa & Paul Veenendaal, 2012. "Identifying hubs and spokes in global supply chains using redirected trade in value added," CPB Discussion Paper 227, CPB Netherlands Bureau for Economic Policy Analysis.
- Lejour, Arjan & Rojas-Romagosa, Hugo & Veenendaal, Paul, 2014. "Identifying hubs and spokes in global supply chains using redirected trade in value added," Working Paper Series 1670, European Central Bank.
- Bekkers, Eddy & Brockmeier, Martina & Francois, Joseph & Yang, Fan, 2017.
"Local Food Prices and International Price Transmission,"
World Development, Elsevier, vol. 96(C), pages 216-230.
- Francois, Joseph & Brockmeier, Martina & Bekkers, Eddy & Yang, Fan, 2017. "Local Food Prices and International Price Transmission," CEPR Discussion Papers 11912, C.E.P.R. Discussion Papers.
- Eddy Bekkers & Indre Macskasi, 2017. "Sectoral determinants of foreign affiliate sales employing European data," Review of International Economics, Wiley Blackwell, vol. 25(4), pages 831-855, September.
- Fan Yang & Kirsten Urban & Martina Brockmeier & Eddy Bekkers & Joseph Francois, 2017. "Impact of increasing agricultural domestic support on China’s food prices considering incomplete international agricultural price transmission," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 9(4), pages 535-557, November.
- Ozturk, Sait R. & van der Wel, Michel & van Dijk, Dick, 2017.
"Intraday price discovery in fragmented markets,"
Journal of Financial Markets, Elsevier, vol. 32(C), pages 28-48.
- Sait Ozturk & Michel van der Wel, 2014. "Intraday Price Discovery in Fragmented Markets," Tinbergen Institute Discussion Papers 14-027/III, Tinbergen Institute.
- Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2017.
"Forecasting Value-at-Risk under Temporal and Portfolio Aggregation,"
Journal of Financial Econometrics, Oxford University Press, vol. 15(4), pages 649-677.
- Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2015. "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Tinbergen Institute Discussion Papers 15-140/III, Tinbergen Institute, revised 19 Apr 2017.
- Kouwenberg, Roy & Markiewicz, Agnieszka & Verhoeks, Ralph & Zwinkels, Remco C. J., 2017. "Model Uncertainty and Exchange Rate Forecasting," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(1), pages 341-363, February.
- Chiara Criscuolo & Peter N. Gal & Carlo Menon, 2017. "Do micro start-ups fuel job creation? Cross-country evidence from the DynEmp Express database," Small Business Economics, Springer, vol. 48(2), pages 393-412, February.
- Balázs Égert & Peter Gal, 2017.
"The quantification of structural reforms in OECD countries: A new framework,"
OECD Journal: Economic Studies, OECD Publishing, vol. 2016(1), pages 91-108.
- Balázs Egert & Peter Gal, 2017. "The Quantification of Structural Reforms in OECD countries: A New Framework," Working Papers hal-04141657, HAL.
- Balázs Egert & Peter Gal, 2017. "The quantification of structural reforms in OECD countries: A new framework," Post-Print hal-01705203, HAL.
- Balázs Égert & Peter Gal, 2017. "The Quantification of Structural Reforms in OECD countries: A New Framework," EconomiX Working Papers 2017-15, University of Paris Nanterre, EconomiX.
- Balázs Égert & Peter Gal, 2017. "The quantification of structural reforms in OECD countries: A new framework," OECD Economics Department Working Papers 1354, OECD Publishing.
- Balazs Egert & Peter Gal, 2017. "The Quantification of Structural Reforms in OECD Countries: A New Framework," CESifo Working Paper Series 6420, CESifo.
- Peter N. Gal & Gabor Pinter, 2017.
"Capital over the Business Cycle: Renting versus Ownership,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(6), pages 1299-1338, September.
- Gal, Peter & Pinter, Gabor, 2013. "Capital over the business cycle: renting versus ownership," Bank of England working papers 478, Bank of England.
- Alvarez, Fernando & Lippi, Francesco, 2017.
"Cash burns: An inventory model with a cash-credit choice,"
Journal of Monetary Economics, Elsevier, vol. 90(C), pages 99-112.
- Fernando Alvarez & Francesco Lippi, 2015. "Cash burns: An inventory model with a cash-credit choice," NBER Working Papers 21110, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Francesco Lippi, 2015. "Cash burns - An inventory model with a cash-credit choice," EIEF Working Papers Series 1502, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2015.
- Fernando Alvarez & Francesco Lippi & Juan Passadore, 2017.
"Are State- and Time-Dependent Models Really Different?,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 31(1), pages 379-457.
- Fernando Alvarez & Francesco Lippi & Juan Passadore, 2016. "Are State- and Time-Dependent Models Really Different?," NBER Chapters, in: NBER Macroeconomics Annual 2016, Volume 31, pages 379-457, National Bureau of Economic Research, Inc.
- Fernando E. Alvarez & Francesco Lippi & Juan Passadore, 2016. "Are State and Time Dependent Models Really Different?," NBER Working Papers 22361, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Francesco Lippi & Juan Passadore, 2016. "Are State and Time dependent models really different?," EIEF Working Papers Series 1610, Einaudi Institute for Economics and Finance (EIEF), revised Jun 2016.
2016
- Semih AKÇOMAK & Suzanne KOK & Hugo ROJAS-ROMAGOSA, 2016. "Technology, offshoring and the task content of occupations in the United Kingdom," International Labour Review, International Labour Organization, vol. 155(2), pages 201-230, June.
- Amanda M. Countryman & Joseph F. Francois & Hugo Rojas-Romagosa, 2016. "Melting ice caps: implications for Asian trade with North America and Europe," International Journal of Trade and Global Markets, Inderscience Enterprises Ltd, vol. 9(4), pages 325-369.
- Jasper Lukkezen & Hugo Rojas-Romagosa, 2016. "A Stochastic Indicator for Sovereign Debt Sustainability," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 72(3), pages 229-267, September.
- Eddy Bekkers, 2016. "Firm Heterogeneity, Endogenous Quality, and Traded Goods Prices," The World Economy, Wiley Blackwell, vol. 39(1), pages 72-96, January.
- Eddy Bekkers & Joseph Francois & Miriam Manchin, 2016.
"Trade costs, quality and the skill premium,"
Canadian Journal of Economics, Canadian Economics Association, vol. 49(3), pages 1153-1178, August.
- Eddy Bekkers & Joseph Francois & Miriam Manchin, 2016. "Trade costs, quality and the skill premium," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(3), pages 1153-1178, August.
- Çakmaklı, Cem & van Dijk, Dick, 2016. "Getting the most out of macroeconomic information for predicting excess stock returns," International Journal of Forecasting, Elsevier, vol. 32(3), pages 650-668.
- Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016.
"Nonlinear forecasting with many predictors using kernel ridge regression,"
International Journal of Forecasting, Elsevier, vol. 32(3), pages 736-753.
- Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2013. "Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression," CREATES Research Papers 2013-16, Department of Economics and Business Economics, Aarhus University.
- Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2011. "Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression," Tinbergen Institute Discussion Papers 11-007/4, Tinbergen Institute.
- Dick van Dijk & Robin L. Lumsdaine & Michel van der Wel, 2016. "Market Set‐up in Advance of Federal Reserve Policy Rate Decisions," Economic Journal, Royal Economic Society, vol. 0(592), pages 618-653, May.
- Dimmock, Stephen G. & Kouwenberg, Roy & Mitchell, Olivia S. & Peijnenburg, Kim, 2016. "Ambiguity aversion and household portfolio choice puzzles: Empirical evidence," Journal of Financial Economics, Elsevier, vol. 119(3), pages 559-577.
- Stephen G. Dimmock & Roy Kouwenberg & Peter P. Wakker, 2016. "Ambiguity Attitudes in a Large Representative Sample," Management Science, INFORMS, vol. 62(5), pages 1363-1380, May.
- Roy Kouwenberg & Pipat Thontirawong, 2016. "Group affiliation and earnings management of Asian IPO issuers," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 897-917, November.
- Fernando Alvarez & Hervé Le Bihan & Francesco Lippi, 2016.
"The Real Effects of Monetary Shocks in Sticky Price Models: A Sufficient Statistic Approach,"
American Economic Review, American Economic Association, vol. 106(10), pages 2817-2851, October.
- Fernando Alvarez & Hervé Le Bihan & Francesco Lippi, 2016. "The real effects of monetary shocks in sticky price models. A sufficient statistic approach," EIEF Working Papers Series 1608, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2016.
- Fernando E. Alvarez & Francesco Lippi & Luigi Paciello, 2016.
"Monetary Shocks in Models with Inattentive Producers,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(2), pages 421-459.
- Fernando Alvarez & Francesco Lippi & Luigi Paciello, 2014. "Monetary Shocks in Models with Inattentive Producers," NBER Working Papers 20817, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Francesco Lippi & Luigi Paciello, 2012. "Monetary Shocks in a Model with Inattentive Producers," EIEF Working Papers Series 1208, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2012.
- francesco lippi & Luigi Paciello & Fernando Alvarez, 2015. "Monetary Shocks in Models with Inattentive Producers," 2015 Meeting Papers 316, Society for Economic Dynamics.
- Alvarez, Fernando & Lippi, Francesco & Paciello, Luigi, 2012. "Monetary Shocks in a Model with Inattentive Producers," CEPR Discussion Papers 9228, C.E.P.R. Discussion Papers.
2015
- Bekkers, Eddy & Simonovska, Ina, 2015. "The Balassa–Samuelson effect and pricing-to-market: The role of strategic complementarity," Economics Letters, Elsevier, vol. 126(C), pages 156-158.
- Fan Yang & Eddy Bekkers & Martina Brockmeier & Joseph Francois, 2015. "Food Price Pass‐Through and the Role of Domestic Margin Services," Journal of Agricultural Economics, Wiley Blackwell, vol. 66(3), pages 796-811, September.
- Bekkers, Eddy & Stehrer, Robert, 2015. "Reallocation effects in the specific factors and Heckscher–Ohlin models under firm heterogeneity," Economic Modelling, Elsevier, vol. 49(C), pages 104-119.
- Raviv, Eran & Bouwman, Kees E. & van Dijk, Dick, 2015.
"Forecasting day-ahead electricity prices: Utilizing hourly prices,"
Energy Economics, Elsevier, vol. 50(C), pages 227-239.
- Eran Raviv & Kees E. Bouwman & Dick van Dijk, 2013. "Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices," Tinbergen Institute Discussion Papers 13-068/III, Tinbergen Institute.
- Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas, 2015.
"Childhood roots of financial literacy,"
Journal of Economic Psychology, Elsevier, vol. 51(C), pages 114-133.
- Antonia Grohmann & Roy Kouwenberg & Lukas Menkhoff, 2015. "Childhood Roots of Financial Literacy," Discussion Papers of DIW Berlin 1504, DIW Berlin, German Institute for Economic Research.
- Stephen Dimmock & Roy Kouwenberg & Olivia Mitchell & Kim Peijnenburg, 2015. "Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field," Journal of Risk and Uncertainty, Springer, vol. 51(3), pages 219-244, December.
- Roy Kouwenberg & Remco C J Zwinkels, 2015. "Endogenous Price Bubbles in a Multi-Agent System of the Housing Market," PLOS ONE, Public Library of Science, vol. 10(6), pages 1-10, June.
- Chiara Criscuolo & Peter N. Gal & Carlo Menon, 2015. "dynemp: A routine for distributed microdata analysis of business dynamics," Stata Journal, StataCorp LLC, vol. 15(1), pages 247-274, March.
- Lippi, Francesco & Ragni, Stefania & Trachter, Nicholas, 2015. "Optimal monetary policy with heterogeneous money holdings," Journal of Economic Theory, Elsevier, vol. 159(PA), pages 339-368.
2014
- Eddy Bekkers & Joseph Francois, 2014.
"Bilateral Exchange Rates and Jobs,"
Review of International Economics, Wiley Blackwell, vol. 22(2), pages 275-298, May.
- Bekkers, Eddy & Francois, Joseph, 2013. "Bilateral Exchange Rates and Jobs," Papers 890, World Trade Institute.
- Eddy Bekkers & Joseph Francois, 2012. "Bilateral Exchange Rates and Jobs," Economics working papers 2012-02, Department of Economics, Johannes Kepler University Linz, Austria.
- Francois, Joseph & Bekkers, Eddy, 2012. "Bilateral Exchange Rates and Jobs," CEPR Discussion Papers 8906, C.E.P.R. Discussion Papers.
- Eddy Bekkers & Joseph F. Francois, 2012. "Bilateral Exchange Rates and Jobs," wiiw Working Papers 83, The Vienna Institute for International Economic Studies, wiiw.
- Lúcio Vinhas de Souza, 2014. "Introduction: Financial Markets (Re) Segmentation in the Euro Area," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 56(3), pages 335-336, September.
- Lucio Vinhas De Souza & Merxe Tudela, 2014. "Voltar a Empezar: Crisis and the Renationalization of the Iberian Financial Systems," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 56(3), pages 337-350, September.
- Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2014.
"Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 360-388, June.
- Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2008. "Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation," Centre for Growth and Business Cycle Research Discussion Paper Series 109, Economics, The University of Manchester.
- Diks, Cees & Panchenko, Valentyn & Sokolinskiy, Oleg & van Dijk, Dick, 2014. "Comparing the accuracy of multivariate density forecasts in selected regions of the copula support," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 79-94.
- Opschoor, Anne & Taylor, Nick & van der Wel, Michel & van Dijk, Dick, 2014. "Order flow and volatility: An empirical investigation," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 185-201.
- Opschoor, Anne & van Dijk, Dick & van der Wel, Michel, 2014. "Predicting volatility and correlations with Financial Conditions Indexes," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 435-447.
- Scholtus, Martin & van Dijk, Dick & Frijns, Bart, 2014.
"Speed, algorithmic trading, and market quality around macroeconomic news announcements,"
Journal of Banking & Finance, Elsevier, vol. 38(C), pages 89-105.
- Martin L. Scholtus & Dick van Dijk & Bart Frijns, 2012. "Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements," Tinbergen Institute Discussion Papers 12-121/III, Tinbergen Institute.
- Kouwenberg, Roy & Zwinkels, Remco, 2014. "Forecasting the US housing market," International Journal of Forecasting, Elsevier, vol. 30(3), pages 415-425.
- Roy Kouwenberg & Roelof Salomons & Pipat Thontirawong, 2014. "Corporate governance and stock returns in Asia," Quantitative Finance, Taylor & Francis Journals, vol. 14(6), pages 965-976, June.
- Fernando Alvarez & Francesco Lippi, 2014.
"Persistent Liquidity Effects and Long-Run Money Demand,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 6(2), pages 71-107, April.
- Alvarez, Fernando & Lippi, Francesco, 2011. "Persistent Liquidity Effects and Long Run Money Demand," CEPR Discussion Papers 8650, C.E.P.R. Discussion Papers.
- Fernando Alvarez & Francesco Lippi, 2010. "Persistent Liquidity Effect and Long Run Money Demand," EIEF Working Papers Series 1017, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2010.
- Fernando E. Alvarez & Francesco Lippi, 2011. "Persistent Liquidity Effects and Long Run Money Demand," NBER Working Papers 17566, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Francesco Lippi, 2014.
"Price Setting With Menu Cost for Multiproduct Firms,"
Econometrica, Econometric Society, vol. 82(1), pages 89-135, January.
- Fernando Alvarez & Francesco Lippi, 2013. "Price setting with menu cost for multi-product firms," EIEF Working Papers Series 1302, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2013.
- Alvarez, Fernando & Lippi, Francesco, 2012. "Price setting with menu cost for multi-product firms," CEPR Discussion Papers 8863, C.E.P.R. Discussion Papers.
- Fernando E. Alvarez & Francesco Lippi, 2012. "Price Setting with menu cost for Multi-product firms," NBER Working Papers 17923, National Bureau of Economic Research, Inc.
- Francesco Lippi & Fabiano Schivardi, 2014.
"Corporate control and executive selection,"
Quantitative Economics, Econometric Society, vol. 5, pages 417-456, July.
- Francesco Lippi & Fabiano Schivardi, 2010. "Corporate Control and Executive Selection," EIEF Working Papers Series 1014, Einaudi Institute for Economics and Finance (EIEF), revised Jul 2010.
- Lippi, Francesco & Schivardi, Fabiano, 2010. "Corporate Control and Executive Selection," CEPR Discussion Papers 8031, C.E.P.R. Discussion Papers.
- F. Lippi & F. Schivardi, 2010. "Corporate Control and Executive Selection," Working Paper CRENoS 201021, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
2013
- Jasper Lukkezen & Hugo Rojas-Romagosa, 2013. "Stochastic debt sustainability indicators," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 97-121.
- Bekkers, Eddy & Francois, Joseph, 2013.
"Trade and industrial structure with large firms and heterogeneity,"
European Economic Review, Elsevier, vol. 60(C), pages 69-90.
- Eddy Bekkers & Joseph Francois, 2012. "Trade and industrial structure with large firms and heterogeneity," IIDE Discussion Papers 20121201, Institue for International and Development Economics.
- Marc B.J. Schauten & Dick van Dijk & Jan†Paul van der Waal, 2013.
"Corporate Governance and the Value of Excess Cash Holdings of Large European Firms,"
European Financial Management, European Financial Management Association, vol. 19(5), pages 991-1016, November.
- Schauten, M.B.J. & van Dijk, D.J.C. & van der Waal, J-P., 2008. "Corporate Governance and the Value of Excess Cash Holdings of Large European Firms," ERIM Report Series Research in Management ERS-2008-027-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013.
"Measuring and predicting heterogeneous recessions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2195-2216.
- Cem Cakmakli & Richard Paap & Dick van Dijk, 2012. "Measuring and Predicting Heterogeneous Recessions," Koç University-TUSIAD Economic Research Forum Working Papers 1206, Koc University-TUSIAD Economic Research Forum.
- Cem Cakmakli & Richard Paap & Dick van Dijk, 2011. "Measuring and Predicting Heterogeneous Recessions," Tinbergen Institute Discussion Papers 11-154/4, Tinbergen Institute, revised 15 Nov 2011.
- Bannouh, Karim & Martens, Martin & van Dijk, Dick, 2013.
"Forecasting volatility with the realized range in the presence of noise and non-trading,"
The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 535-551.
- Bannouh, K. & Martens, M.P.E. & van Dijk, D.J.C., 2012. "Forecasting Volatility with the Realized Range in the Presence of Noise and Non-Trading," ERIM Report Series Research in Management ERS-2012-018-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- van den Hauwe, Sjoerd & Paap, Richard & van Dijk, Dick, 2013.
"Bayesian forecasting of federal funds target rate decisions,"
Journal of Macroeconomics, Elsevier, vol. 37(C), pages 19-40.
- Sjoerd van den Hauwe & Dick van Dijk & Richard Paap, 2011. "Bayesian Forecasting of Federal Funds Target Rate Decisions," Tinbergen Institute Discussion Papers 11-093/4, Tinbergen Institute.
- Jana P. Fidrmuc & Alessandro Palandri & Peter Roosenboom & Dick van Dijk, 2013.
"When Do Managers Seek Private Equity Backing in Public-to-Private Transactions?,"
Review of Finance, European Finance Association, vol. 17(3), pages 1099-1139.
- Fidrmuc, J.P. & Roosenboom, P.G.J. & van Dijk, D.J.C., 2007. "When Do Managers Seek Private Equity Backing in Public-to-Private Transactions?," ERIM Report Series Research in Management ERS-2007-028-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2013. "Structural Breaks in the International Dynamics of Inflation," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 646-659, May.
- Peter Exterkate & Dick Van Dijk & Christiaan Heij & Patrick J. F. Groenen, 2013.
"Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(3), pages 193-214, April.
- Exterkate, P. & van Dijk, D.J.C. & Heij, C. & Groenen, P.J.F., 2010. "Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model," Econometric Institute Research Papers EI 2010-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Cumperayot, Phornchanok & Kouwenberg, Roy, 2013. "Early warning systems for currency crises: A multivariate extreme value approach," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 151-171.
- Kouwenberg, Roy & Phunnarungsi, Visit, 2013. "Corporate governance, violations and market reactions," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 881-898.
- Alvarez, Fernando & Lippi, Francesco, 2013.
"The demand of liquid assets with uncertain lumpy expenditures,"
Journal of Monetary Economics, Elsevier, vol. 60(7), pages 753-770.
- Fernando Alvarez & Francesco Lippi, 2012. "The Demand of Liquid Assets with Uncertain Lumpy Expenditures," NBER Working Papers 18152, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Francesco Lippi, 2013. "The demand of liquid assets with uncertain lumpy expenditures," EIEF Working Papers Series 1307, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2013.
2012
- Bekkers, Eddy & Francois, Joseph & Manchin, Miriam, 2012.
"Import prices, income, and inequality,"
European Economic Review, Elsevier, vol. 56(4), pages 848-869.
- Eddy Bekkers & Joseph Francois & Miriam Manchin, 2012. "Import Prices, Income and Inequality," Economics working papers 2012-03, Department of Economics, Johannes Kepler University Linz, Austria.
- Eddy Bekkers & Joseph Francois & Miriam Manchin, 2012. "Import Prices, Income, and Inequality," IIDE Discussion Papers 20120201, Institue for International and Development Economics.
- Francois, Joseph & Manchin, Miriam & Bekkers, Eddy, 2012. "Import Prices, Income, and Inequality," CEPR Discussion Papers 8911, C.E.P.R. Discussion Papers.
- Eddy Bekkers & Joseph F. Francois & Miriam Manchin, 2012. "Import Prices, Income, and Inequality," wiiw Working Papers 82, The Vienna Institute for International Economic Studies, wiiw.
- Nalan Baştürk & Richard Paap & Dick van Dijk, 2012. "Structural differences in economic growth: an endogenous clustering approach," Applied Economics, Taylor & Francis Journals, vol. 44(1), pages 119-134, January.
- Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2012.
"Durable Consumption and Asset Management with Transaction and Observation Costs,"
American Economic Review, American Economic Association, vol. 102(5), pages 2272-2300, August.
- Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable Consumption and Asset Management with Transaction and Observation Costs," Economics Working Papers ECO2010/04, European University Institute.
- Fernando E. Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable consumption and asset management with transaction and observation costs," NBER Working Papers 15835, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable Consumption and Asset Management with Transaction and Observation Costs," EIEF Working Papers Series 1001, Einaudi Institute for Economics and Finance (EIEF), revised Jan 2010.
- Guiso, Luigi & Alvarez, Fernando & Lippi, Francesco, 2010. "Durable consumption and asset management with transaction and observation costs," CEPR Discussion Papers 7702, C.E.P.R. Discussion Papers.
- Francesco Lippi & Andrea Nobili, 2012.
"Oil And The Macroeconomy: A Quantitative Structural Analysis,"
Journal of the European Economic Association, European Economic Association, vol. 10(5), pages 1059-1083, October.
- Francesco Lippi & Andrea Nobili, 2009. "Oil and the macroeconomy: a quantitative structural analysis," Temi di discussione (Economic working papers) 704, Bank of Italy, Economic Research and International Relations Area.
- Francesco Lippi & Andrea Nobili, 2010. "Oil and the Macroeconomy: A Quantitative Structural Analysis," EIEF Working Papers Series 1009, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2010.
2011
- Francois, Joseph & Rojas-Romagosa, Hugo, 2011.
"Household inequality, social welfare, and trade,"
Journal of Development Economics, Elsevier, vol. 96(2), pages 422-431, November.
- Francois, Joseph & Rojas-Romagosa, Hugo, 2010. "Household Inequality, Social Welfare, and Trade," CEPR Discussion Papers 7998, C.E.P.R. Discussion Papers.
- Eddy Bekkers, 2011. "Heterogeneous Popularity and Exporting Uncertainty," Open Economies Review, Springer, vol. 22(5), pages 797-824, November.
- Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2011.
"Likelihood-based scoring rules for comparing density forecasts in tails,"
Journal of Econometrics, Elsevier, vol. 163(2), pages 215-230, August.
- Cees Diks & Valentyn Panchenko & Dick van Dijk, 2011. "Likelihood-based scoring rules for comparing density forecasts in tails," Post-Print hal-00834423, HAL.
- Heij, Christiaan & van Dijk, Dick & Groenen, Patrick J.F., 2011.
"Real-time macroeconomic forecasting with leading indicators: An empirical comparison,"
International Journal of Forecasting, Elsevier, vol. 27(2), pages 466-481, April.
- Heij, Christiaan & van Dijk, Dick & Groenen, Patrick J.F., 2011. "Real-time macroeconomic forecasting with leading indicators: An empirical comparison," International Journal of Forecasting, Elsevier, vol. 27(2), pages 466-481.
- Christiaan Heij & Dick van Dijk & Patrick J.F. Groenen, 2011. "Forecasting with Leading Indicators by means of the Principal Covariate Index," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2011(1), pages 73-92.
- Dick van Dijk & Haris Munandar & Christian Hafner, 2011.
"The euro introduction and noneuro currencies,"
Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 95-116.
- Van Dijk, Dick & Munandar, Haris & Hafner, Christian, 2011. "The Euro-introduction and non-Euro currencies," LIDAM Reprints ISBA 2011052, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Dick van Dijk & Haris Munandar & Christian M. Hafner, 2005. "The Euro Introduction and Non-Euro Currencies," Tinbergen Institute Discussion Papers 05-044/4, Tinbergen Institute, revised 08 Jun 2006.
- Bram van Dijk & Philip Hans Franses & Richard Paap & Dick van Dijk, 2011.
"Modelling regional house prices,"
Applied Economics, Taylor & Francis Journals, vol. 43(17), pages 2097-2110.
- van Dijk, A. & Franses, Ph.H.B.F. & Paap, R. & van Dijk, D.J.C., 2007. "Modeling regional house prices," Econometric Institute Research Papers EI 2007-55, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Fernando E. Alvarez & Francesco Lippi & Luigi Paciello, 2011.
"Optimal Price Setting With Observation and Menu Costs,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 126(4), pages 1909-1960.
- Alvarez, Fernando & Lippi, Francesco & Paciello, Luigi, 2010. "Optimal price setting with observation and menu costs," CEPR Discussion Papers 7861, C.E.P.R. Discussion Papers.
- Fernando E. Alvarez & Francesco Lippi & Luigi Paciello, 2010. "Optimal price setting with observation and menu costs," NBER Working Papers 15852, National Bureau of Economic Research, Inc.
- F. Alvarez & F. Lippi & L. Paciello, 2010. "Optimal price setting with observation and menu costs," 2010 Meeting Papers 478, Society for Economic Dynamics.
- Fernando Alvarez & Francesco Lippi & Luigi Paciello, 2010. "Optimal Price Setting with Observation and Menu Costs," EIEF Working Papers Series 1010, Einaudi Institute for Economics and Finance (EIEF), revised May 2010.
2010
- Henk Kox & Hugo Rojas-Romagosa, 2010.
"Exports and Productivity Selection Effects for Dutch Firms,"
De Economist, Springer, vol. 158(3), pages 295-322, September.
- Kox, Henk L.M. & Rojas Romasgosa, Hugo, 2010. "Exports and productivity selection effects for Dutch firms," MPRA Paper 24390, University Library of Munich, Germany.
- Henk Kox & Hugo Rojas-Romagosa, 2010. "Exports and productivity selection effects for Dutch firms," CPB Discussion Paper 143, CPB Netherlands Bureau for Economic Policy Analysis.
- Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010.
"Out-of-sample comparison of copula specifications in multivariate density forecasts,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1596-1609, September.
- Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers 08-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts," Tinbergen Institute Discussion Papers 08-105/4, Tinbergen Institute.
- Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Discussion Papers 2008-23, School of Economics, The University of New South Wales.
- Cees Diks & Valentyn Panchenko & Dick van Dijk, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Post-Print hal-00732675, HAL.
- Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick, 2010. "Twenty years of cointegration," Journal of Econometrics, Elsevier, vol. 158(1), pages 1-2, September.
- Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick, 2010.
"Cointegration in a historical perspective,"
Journal of Econometrics, Elsevier, vol. 158(1), pages 156-159, September.
- Franses, Ph.H.B.F. & van Dijk, D.J.C., 2009. "Cointegration in a historical perspective," Econometric Institute Research Papers EI 2009-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Roger Lord & Remmert Koekkoek & Dick Van Dijk, 2010.
"A comparison of biased simulation schemes for stochastic volatility models,"
Quantitative Finance, Taylor & Francis Journals, vol. 10(2), pages 177-194.
- Roger Lord & Remmert Koekkoek & Dick van Dijk, 2006. "A Comparison of Biased Simulation Schemes for Stochastic Volatility Models," Tinbergen Institute Discussion Papers 06-046/4, Tinbergen Institute, revised 07 Jun 2007.
- Nasha Ananchotikul & Roy Kouwenberg & Visit Phunnarungsi, 2010. "Do Firms Decouple Corporate Governance Policy and Practice?," European Financial Management, European Financial Management Association, vol. 16(5), pages 712-737, November.
- Dimmock, Stephen G. & Kouwenberg, Roy, 2010. "Loss-aversion and household portfolio choice," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 441-459, June.
- Arjan Berkelaar & Roy Kouwenberg, 2010.
"A liability-relative drawdown approach to pension asset liability management,"
Journal of Asset Management, Palgrave Macmillan, vol. 11(2), pages 194-217, June.
- Arjan Berkelaar & Roy Kouwenberg, 2011. "A Liability-Relative Drawdown Approach to Pension Asset Liability Management," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 14, pages 352-382, Palgrave Macmillan.
2009
- Irina Tochitskaya & Lúcio Vinhas de Souza, 2009. "Trade relations between an enlarged EU and the Russian Federation, and its effects in Belarus," Economic Change and Restructuring, Springer, vol. 42(1), pages 1-24, May.
- Lúcio Vinhas de Souza, 2009. "Russia's Recent Economic and Reform Performance and Remaining Reform Challenges," Journal of the New Economic Association, New Economic Association, issue 1-2, pages 207-222.
- Paap, Richard & Segers, Rene & van Dijk, Dick, 2009.
"Do Leading Indicators Lead Peaks More Than Troughs?,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 528-543.
- Paap, R. & Segers, R. & van Dijk, D.J.C., 2007. "Do leading indicators lead peaks more than troughs?," Econometric Institute Research Papers EI 2007-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Clements, Michael P. & Milas, Costas & van Dijk, Dick, 2009. "Forecasting returns and risk in financial markets using linear and nonlinear models," International Journal of Forecasting, Elsevier, vol. 25(2), pages 215-217.
- Martens, Martin & van Dijk, Dick & de Pooter, Michiel, 2009. "Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements," International Journal of Forecasting, Elsevier, vol. 25(2), pages 282-303.
- Markwat, Thijs & Kole, Erik & van Dijk, Dick, 2009.
"Contagion as a domino effect in global stock markets,"
Journal of Banking & Finance, Elsevier, vol. 33(11), pages 1996-2012, November.
- Markwat, T.D. & Kole, H.J.W.G. & van Dijk, D.J.C., 2008. "Contagion as Domino Effect in Global Stock Markets," ERIM Report Series Research in Management ERS-2008-071-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- de Zwart, Gerben & Markwat, Thijs & Swinkels, Laurens & van Dijk, Dick, 2009.
"The economic value of fundamental and technical information in emerging currency markets,"
Journal of International Money and Finance, Elsevier, vol. 28(4), pages 581-604, June.
- de Zwart, G.J. & Markwat, T.D. & Swinkels, L.A.P. & van Dijk, D.J.C., 2007. "The Economic Value of Fundamental and Technical Information in Emerging Currency Markets," ERIM Report Series Research in Management ERS-2007-096-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Watkins, Karen & van Dijk, Dick & Spronk, Jaap, 2009. "Crisis macroeconómica y desempeño de la empresa individual. La experiencia mexicana," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(304), pages 991-1026, octubre-d.
- Karen Watkins & Jaap Spronk & Dick Van Dijk, 2009. "Corporate governance and performance during normal and crisis periods: evidence from an emerging market perspective," International Journal of Corporate Governance, Inderscience Enterprises Ltd, vol. 1(4), pages 382-399.
- Alberto Musso & Livio Stracca & Dick van Dijk, 2009.
"Instability and Nonlinearity in the Euro-Area Phillips Curve,"
International Journal of Central Banking, International Journal of Central Banking, vol. 5(2), pages 181-212, June.
- Stracca, Livio & Musso, Alberto & van Dijk, Dick, 2007. "Instability and nonlinearity in the euro area Phillips curve," Working Paper Series 811, European Central Bank.
- Karim Bannouh & Dick van Dijk & Martin Martens, 2009. "Range-Based Covariance Estimation Using High-Frequency Data: The Realized Co-Range -super-," Journal of Financial Econometrics, Oxford University Press, vol. 7(4), pages 341-372, Fall.
- Berkelaar, Arjan & Kouwenberg, Roy, 2009.
"From boom 'til bust: How loss aversion affects asset prices,"
Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1005-1013, June.
- Berkelaar, A.B. & Kouwenberg, R.R.P., 2000. "From boom til bust: how loss aversion affects asset prices," Econometric Institute Research Papers EI 2000-21/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Fernando Alvarez & Francesco Lippi, 2009.
"Financial Innovation and the Transactions Demand for Cash,"
Econometrica, Econometric Society, vol. 77(2), pages 363-402, March.
- Fernando E. Alvarez & Francesco Lippi, 2007. "Financial Innovation and the Transactions Demand for Cash," NBER Working Papers 13416, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Francesco Lippi, 2007. "Financial Innovation and the Transactions Demand for Cash," EIEF Working Papers Series 0807, Einaudi Institute for Economics and Finance (EIEF), revised Sep 2007.
- Alvarez, Fernando & Lippi, Francesco, 2007. "Financial Innovation and the Transactions Demand for Cash," CEPR Discussion Papers 6472, C.E.P.R. Discussion Papers.
- Lippi, Francesco & Secchi, Alessandro, 2009.
"Technological change and the households' demand for currency,"
Journal of Monetary Economics, Elsevier, vol. 56(2), pages 222-230, March.
- Francesco Lippi & Alessandro Secchi, 2008. "Technological change and the households' demand for currency," EIEF Working Papers Series 0801, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2008.
2008
- Lejour, Arjan & Rojas-Romagosa, Hugo & Verweij, Gerard, 2008.
"Opening services markets within Europe: Modelling foreign establishments in a CGE framework,"
Economic Modelling, Elsevier, vol. 25(5), pages 1022-1039, September.
- Arjan Lejour & Hugo Rojas-Romagosa & Verweij. G., 2007. "Opening services markets within Europe; modelling foreign establishments in a CGE framework," CPB Discussion Paper 80, CPB Netherlands Bureau for Economic Policy Analysis.
- Hugo ROJAS-ROMAGOSA & Arjan LEJOUR & Gerard VERWEIJ, 2008. "Opening Services Markets within Europe: Modelling Foreign Establishments in a CGE Framework," EcoMod2008 23800117, EcoMod.
- Heij, Christiaan & van Dijk, Dick & Groenen, Patrick J.F., 2008. "Macroeconomic forecasting with matched principal components," International Journal of Forecasting, Elsevier, vol. 24(1), pages 87-100.
- Michiel de Pooter & Martin Martens & Dick van Dijk, 2008.
"Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use?,"
Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 199-229.
- Michiel de Pooter & Martin Martens & Dick van Dijk, 2005. "Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use?," Tinbergen Institute Discussion Papers 05-089/4, Tinbergen Institute, revised 03 Jan 2006.
2007
- Philipp Engler & Terhi Jokipii & Christian Merkl & Pablo Rovira Kaltwasser & Lúcio Vinhas de Souza, 2007.
"The effect of capital requirement regulation on the transmission of monetary policy: evidence from Austria,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 34(5), pages 411-425, December.
- Philipp Engler,Terhi Jokipii,Christian Merkl & Pablo Rovira Kaltwasser,Lúcio Vinhas de Souza, 2005. "The Effect of Capital Requirement Regulation on the Transmission of Monetary Policy: Evidence from Austria," The Institute for International Integration Studies Discussion Paper Series iiisdp066, IIIS.
- Philipp Engler & Terhi Jokipii & Pablo Rovira Kaltwasser & Christian Merkl & Lúcio Vinhas de Souza, 2005. "The Effect of Capital Requirement Regulation on the Transmission of Monetary Policy: Evidence from Austria," Working Papers 99, Oesterreichische Nationalbank (Austrian Central Bank).
- Heij, Christiaan & Groenen, Patrick J.F. & van Dijk, Dick, 2007.
"Forecast comparison of principal component regression and principal covariate regression,"
Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3612-3625, April.
- Heij, C. & Groenen, P.J.F. & van Dijk, D.J.C., 2005. "Forecast comparison of principal component regression and principal covariate regression," Econometric Institute Research Papers EI 2005-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- van Dijk, Dick & Hans Franses, Philip & Peter Boswijk, H., 2007. "Absorption of shocks in nonlinear autoregressive models," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4206-4226, May.
- Giordani, Paolo & Kohn, Robert & van Dijk, Dick, 2007.
"A unified approach to nonlinearity, structural change, and outliers,"
Journal of Econometrics, Elsevier, vol. 137(1), pages 112-133, March.
- Giordani, P. & Kohn, R. & van Dijk, D.J.C., 2005. "A unified approach to nonlinearity, structural change and outliers," Econometric Institute Research Papers EI 2005-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Martens, Martin & van Dijk, Dick, 2007.
"Measuring volatility with the realized range,"
Journal of Econometrics, Elsevier, vol. 138(1), pages 181-207, May.
- Martens, M.P.E. & van Dijk, D.J.C., 2006. "Measuring volatility with the realized range," Econometric Institute Research Papers EI 2006-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Kouwenberg, Roy & Ziemba, William T., 2007. "Incentives and risk taking in hedge funds," Journal of Banking & Finance, Elsevier, vol. 31(11), pages 3291-3310, November.
- Péter Gál, 2007. "Unfavourable investment data – risks to economic growth?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 2(1), pages 12-21, June.
- Lippi, Francesco & Neri, Stefano, 2007. "Information variables for monetary policy in an estimated structural model of the euro area," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1256-1270, May.
- Paolo Angelini & Francesco Lippi, 2007.
"Did Prices Really Soar after the Euro Cash Changeover? Evidence from ATM Withdrawals,"
International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 1-22, December.
- Paolo Angelini & Francesco Lippi, 2008. "Did prices really soar after the euro cash changeover? Evidence from ATM withdrawals," Springer Books, in: Paolo Giovane & Roberto Sabbatini (ed.), The Euro, Inflation and Consumer’s Perceptions, chapter 4, pages 109-124, Springer.
2006
- Kristina Kittelmann & Marcel Tirpak & Rainer Schweickert & Lúcio Vinhas De Souza, 2006.
"From Transition Crises to Macroeconomic Stability? Lessons from a Crises Early Warning System for Eastern European and CIS Countries,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 48(3), pages 410-434, September.
- Kittelmann, Kristina & Tirpak, Marcel & Schweickert, Rainer & Vinhas de Souza, Lúcio, 2006. "From transition crises to macroeconomic stability? Lessons from a crises early warning system for Eastern European and CIS countries," Kiel Working Papers 1269, Kiel Institute for the World Economy (IfW Kiel).
- Swanson, Norman R. & van Dijk, Dick, 2006.
"Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 24-42, January.
- 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.
- Harvey, David I. & van Dijk, Dick, 2006. "Sample size, lag order and critical values of seasonal unit root tests," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2734-2751, June.
- Van Dijk, Dick, 2006. "Paul D. McNelis, Neural networks in finance--gaining predictive edge in the market, Elsevier Academic Press (2005) ISBN 0-12-485967-4 hardcover, 243 pages," International Journal of Forecasting, Elsevier, vol. 22(2), pages 407-408.
- Karen Watkins & Dick Van Dijk & Jaap Spronk, 2006. "Corporate Governance and Performance during the Aftermath of the 1994 Mexican Crisis," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 2(2), pages 39-55, Enero-Jun.
- Philip Hans Franses & Dick van Dijk, 2006.
"A simple test for PPP among traded goods,"
Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 19-27.
- Franses, Ph.H.B.F. & van Dijk, D.J.C., 2002. "A simple test for PPP among traded goods," Econometric Institute Research Papers EI 2002-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Cumperayot, Phornchanok & Keijzer, Tjeert & Kouwenberg, Roy, 2006. "Linkages between extreme stock market and currency returns," Journal of International Money and Finance, Elsevier, vol. 25(3), pages 528-550, April.
- William Fuchs & Francesco Lippi, 2006. "Monetary Union with Voluntary Participation -super-1," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(2), pages 437-457.
2005
- Vinhas de Souza, Lucio, 2005. "Monetary and Exchange Rate Policies in the CIS Countries: Between the EU and Russia," Journal of Comparative Economics, Elsevier, vol. 33(3), pages 421-424, September.
- Esanov, Akram & Merkl, Christian & Vinhas de Souza, Lucio, 2005.
"Monetary policy rules for Russia,"
Journal of Comparative Economics, Elsevier, vol. 33(3), pages 484-499, September.
- Esanov, Akram & Merkl, Christian & Vinhas de Souza, Lúcio, 2004. "Monetary policy rules for Russia," BOFIT Discussion Papers 11/2004, Bank of Finland Institute for Emerging Economies (BOFIT).
- Paap, Richard & Franses, Philip Hans & van Dijk, Dick, 2005. "Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method," Journal of Development Economics, Elsevier, vol. 77(2), pages 553-570, August.
- van Dijk, Dick & Osborn, Denise R. & Sensier, Marianne, 2005.
"Testing for causality in variance in the presence of breaks,"
Economics Letters, Elsevier, vol. 89(2), pages 193-199, November.
- van Dijk, D.J.C. & Osborn, D.R. & Sensier, M., 2004. "Testing for causality in variance in the presence of breaks," Econometric Institute Research Papers EI 2004-48, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- D van Dijk & D R Osborn & M Sensier, 2004. "Testing for causality in variance in the presence of breaks," Centre for Growth and Business Cycle Research Discussion Paper Series 45, Economics, The University of Manchester.
- van der Hart, Jaap & de Zwart, Gerben & van Dijk, Dick, 2005.
"The success of stock selection strategies in emerging markets: Is it risk or behavioral bias?,"
Emerging Markets Review, Elsevier, vol. 6(3), pages 238-262, September.
- van der Hart, J. & de Zwart, G.J. & van Dijk, D.J.C., 2005. "The Success Of Stock Selection Strategies In Emerging Markets: Is It Risk Or Behavioral Bias?," ERIM Report Series Research in Management ERS-2005-012-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Franses, Philip Hans & van Dijk, Dick, 2005.
"The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production,"
International Journal of Forecasting, Elsevier, vol. 21(1), pages 87-102.
- Franses, Ph.H.B.F. & van Dijk, D.J.C., 2001. "The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production," Econometric Institute Research Papers EI 2001-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005.
"Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination,"
International Journal of Forecasting, Elsevier, vol. 21(4), pages 755-774.
- Timo Teräsvirta & Dick van Dijk & Marcelo Cunha Medeiros, 2004. "Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination," Textos para discussão 485, Department of Economics PUC-Rio (Brazil).
- Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo, 2004. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," SSE/EFI Working Paper Series in Economics and Finance 561, Stockholm School of Economics, revised 09 Nov 2004.
- Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005. "Reply," International Journal of Forecasting, Elsevier, vol. 21(4), pages 781-783.
- Fok, Dennis & van Dijk, Dick & Franses, Philip Hans, 2005.
"Forecasting aggregates using panels of nonlinear time series,"
International Journal of Forecasting, Elsevier, vol. 21(4), pages 785-794.
- Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2004. "Forecasting aggregates using panels of nonlinear time series," Econometric Institute Research Papers EI 2004-44, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Philip Hans Franses & Herman K. van Dijk & Dick van Dijk, 2005.
"On the dynamics of business cycle analysis: editors' introduction,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 147-150.
- Dick van Dijk & Herman K. van Dijk & Philip Hans Franses, 2005. "On the dynamics of business cycle analysis: editors' introduction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 147-150.
- Dick van Dijk & Dennis Fok & Philip Hans Franses, 2005. "A multi-level panel STAR model for US manufacturing sectors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 811-827.
- Cukierman, Alex & Lippi, Francesco, 2005.
"Endogenous monetary policy with unobserved potential output,"
Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1951-1983, November.
- Alex Cukierman & Francesco Lippi, 2004. "Endogenous monetary policy with unobserved potential output," Temi di discussione (Economic working papers) 493, Bank of Italy, Economic Research and International Relations Area.
- Cukierman, Alex & Lippi, Francesco, 2003. "Endogenous Monetary Policy with Unobserved Potential Output," CEPR Discussion Papers 3763, C.E.P.R. Discussion Papers.
- Alex Cukierman & Francesco Lippi, 2003. "Endogenous Monetary Policy with Unobserved Potential Output," CEIS Research Paper 26, Tor Vergata University, CEIS.
- Dedola, Luca & Lippi, Francesco, 2005.
"The monetary transmission mechanism: Evidence from the industries of five OECD countries,"
European Economic Review, Elsevier, vol. 49(6), pages 1543-1569, August.
- Lippi, Francesco & Dedola, Luca, 2000. "The Monetary Transmission Mechanism: Evidence from the Industries of Five OECD Countries," CEPR Discussion Papers 2508, C.E.P.R. Discussion Papers.
- Luca Dedola & Francesco Lippi, 2000. "The Monetary Transmission Mechanism: Evidence from the Industry Data of Five OECD Countries," Econometric Society World Congress 2000 Contributed Papers 1833, Econometric Society.
- Dedola, L. & Lippi, F., 2000. "The Monetary Transmission Mechanism: Evidence from the Industries of Five OECD Countries," Papers 389, Banca Italia - Servizio di Studi.
- Luca Dedola & Francesco Lippi, 2000. "The monetary transmission mechanism; evidence from the industries of five OECD countries," Temi di discussione (Economic working papers) 389, Bank of Italy, Economic Research and International Relations Area.
2004
- Philip Hans Franses & Dick van Dijk & Andre Lucas, 2004.
"Short patches of outliers, ARCH and volatility modelling,"
Applied Financial Economics, Taylor & Francis Journals, vol. 14(4), pages 221-231.
- Philip Hans Franses & Dick van Dijk & André Lucas, 1998. "Short Patches of Outliers, ARCH and Volatility Modeling," Tinbergen Institute Discussion Papers 98-057/4, Tinbergen Institute.
- Marianne Sensier & Dick van Dijk, 2004.
"Testing for Volatility Changes in U.S. Macroeconomic Time Series,"
The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 833-839, August.
- M Sensier & D van Dijk, 2003. "Testing for Volatility Changes in US Macroeconomic Time Series," Centre for Growth and Business Cycle Research Discussion Paper Series 36, Economics, The University of Manchester.
- Arjan B. Berkelaar & Roy Kouwenberg & Thierry Post, 2004.
"Optimal Portfolio Choice under Loss Aversion,"
The Review of Economics and Statistics, MIT Press, vol. 86(4), pages 973-987, November.
- Berkelaar, A.B. & Kouwenberg, R.R.P., 2000. "Optimal portfolio choice under loss aversion," Econometric Institute Research Papers EI 2000-08/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Eugenio Gaiotti & Francesco Lippi, 2004. "Pricing Behavior and the Introduction of the Euro: Evidence from a Panel of Restaurants in Italy," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 63(3-4), pages 491-526, December.
2003
- Lundbergh, Stefan & Terasvirta, Timo & van Dijk, Dick, 2003.
"Time-Varying Smooth Transition Autoregressive Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 104-121, January.
- Lundbergh, Stefan & Teräsvirta, Timo & van Dijk, Dick, 2000. "Time-Varying Smooth Transition Autoregressive Models," SSE/EFI Working Paper Series in Economics and Finance 376, Stockholm School of Economics.
- Dick van Dijk & Philip Hans Franses, 2003.
"Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 727-744, December.
- van Dijk, D.J.C. & Franses, Ph.H.B.F., 2003. "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Econometric Institute Research Papers EI 2003-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Dick van Dijk 1 & Birgit Strikholm & Timo Teräsvirta, 2003.
"The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series,"
Econometrics Journal, Royal Economic Society, vol. 6(1), pages 79-98, June.
- van Dijk, D.J.C. & Strikholm, B. & Terasvirta, T., 2001. "The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series," Econometric Institute Research Papers EI 2001-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- van Dijk, Dick & Strikholm, Birgit & Teräsvirta, Timo, 2001. "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," SSE/EFI Working Paper Series in Economics and Finance 0429, Stockholm School of Economics, revised 01 Jun 2004.
- van der Hart, Jaap & Slagter, Erica & van Dijk, Dick, 2003.
"Stock selection strategies in emerging markets,"
Journal of Empirical Finance, Elsevier, vol. 10(1-2), pages 105-132, February.
- Jaap van der Hart & Erica Slagter & Dick van Dijk, 2001. "Stock Selection Strategies in Emerging Markets," Tinbergen Institute Discussion Papers 01-009/4, Tinbergen Institute.
- Dick van Dijk & Philip Hans Franses & Michael P. Clements & Jeremy Smith, 2003.
"On SETAR non-linearity and forecasting,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(5), pages 359-375.
- Clements, M.P. & Franses, Ph.H.B.F. & Smith, J., 1999. "On SETAR non- linearity and forecasting," Econometric Institute Research Papers EI 9914-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Gondzio, Jacek & Kouwenberg, Roy & Vorst, Ton, 2003.
"Hedging options under transaction costs and stochastic volatility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 27(6), pages 1045-1068, April.
- Roy Kouwenberg & Jacek Gondzio & Ton Vorst, 1999. "Hedging Options under Transaction Costs and Stochastic Volatility," Computing in Economics and Finance 1999 911, Society for Computational Economics.
- Berkelaar, Arjan & Kouwenberg, Roy, 2003.
"Retirement saving with contribution payments and labor income as a benchmark for investments,"
Journal of Economic Dynamics and Control, Elsevier, vol. 27(6), pages 1069-1097, April.
- Berkelaar, A.B. & Kouwenberg, R.R.P., 2003. "Retirement saving with contribution payments and labor income as a benchmark for investments," Econometric Institute Research Papers EI 9946/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Roy Kouwenberg, 2003. "Do hedge funds add value to a passive portfolio? Correcting for non-normal returns and disappearing funds," Journal of Asset Management, Palgrave Macmillan, vol. 3(4), pages 361-382, March.
- Francesco Lippi, 2003.
"Strategic Monetary Policy with Non-Atomistic Wage Setters,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 70(4), pages 909-919.
- Francesco Lippi, 2000. "Strategic Monetary Policy with Non-Atomistic Wage-Setters," Temi di discussione (Economic working papers) 374, Bank of Italy, Economic Research and International Relations Area.
- Francesco Lippi, 2000. "Strategic Monetary Policy with Non Atomistic Wage Setters," Econometric Society World Congress 2000 Contributed Papers 1354, Econometric Society.
- Francesco Lippi, 2003. "Strategic Monetary Policy with Non-Atomistic Wage Setters," CEIS Research Paper 17, Tor Vergata University, CEIS.
- Lippi, F., 2000. "Strategic Monetary Policy with Non-Atomistic Wage-Setters," Papers 374, Banca Italia - Servizio di Studi.
2002
- Mark Hallerberg & Lúcio Vinhas de Souza & William Roberts Clark, 2002.
"Political Business Cycles in EU Accession Countries,"
European Union Politics, , vol. 3(2), pages 231-250, June.
- Mark Hallerberg & Lúcio Vinhas de Souza, 2000. "The Political Business Cycles of EU Accession Countries," Tinbergen Institute Discussion Papers 00-085/2, Tinbergen Institute.
- A. M. Robert Taylor & Dick van Dijk, 2002. "Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(4), pages 381-397, September.
- van Dijk, Dick & Franses, Philip Hans & Paap, Richard, 2002. "A nonlinear long memory model, with an application to US unemployment," Journal of Econometrics, Elsevier, vol. 110(2), pages 135-165, October.
- Dick van Dijk & Timo Terasvirta & Philip Hans Franses, 2002.
"Smooth Transition Autoregressive Models — A Survey Of Recent Developments,"
Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 1-47.
- van Dijk, Dick & Teräsvirta, Timo & Franses, Philip Hans, 2000. "Smooth Transition Autoregressive Models - A Survey of Recent Developments," SSE/EFI Working Paper Series in Economics and Finance 380, Stockholm School of Economics, revised 17 Jan 2001.
- van Dijk, D.J.C. & Terasvirta, T. & Franses, Ph.H.B.F., 2000. "Smooth transition autoregressive models - A survey of recent developments," Econometric Institute Research Papers EI 2000-23/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Arjan Berkelaar & Phornchanok Cumperayot & Roy Kouwenberg, 2002. "The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile," European Financial Management, European Financial Management Association, vol. 8(2), pages 139-164, June.
- Lippi, Francesco, 2002.
"Revisiting the case for a populist central banker,"
European Economic Review, Elsevier, vol. 46(3), pages 601-612, March.
- Lippi, Francesco, 1999. "Revisiting the Case for a Populist Central Banker," CEPR Discussion Papers 2306, C.E.P.R. Discussion Papers.
- Francesco Lippi, 2000. "Revisiting the Case for a Populist Central Banker," Temi di discussione (Economic working papers) 386, Bank of Italy, Economic Research and International Relations Area.
- Lippi, F., 2000. "Revisiting the Case for a Populist Central Banker," Papers 386, Banca Italia - Servizio di Studi.
2001
- Rothman, Philip & van Dijk, Dick & , Philip Hans, 2001. "Multivariate Star Analysis Of Money–Output Relationship," Macroeconomic Dynamics, Cambridge University Press, vol. 5(4), pages 506-532, September.
- Kouwenberg, Roy, 2001. "Scenario generation and stochastic programming models for asset liability management," European Journal of Operational Research, Elsevier, vol. 134(2), pages 279-292, October.
- Jacek Gondzio & Roy Kouwenberg, 2001. "High-Performance Computing for Asset-Liability Management," Operations Research, INFORMS, vol. 49(6), pages 879-891, December.
- Cukierman, Alex & Lippi, Francesco, 2001.
"Labour Markets and Monetary Union: A Strategic Analysis,"
Economic Journal, Royal Economic Society, vol. 111(473), pages 541-565, July.
- Cukierman, A. & Lippi, F., 1999. "Labor markets and Monetary Union : A Strategic Analysis," Discussion Paper 1999-100, Tilburg University, Center for Economic Research.
- Cukierman, Alex & Lippi, Francesco, 1999. "Labour Markets and Monetary Union: A Strategic Analysis," CEPR Discussion Papers 2236, C.E.P.R. Discussion Papers.
- Cukierman, A. & Lippi, F., 2000. "Labor Markets and Monetary Union: a Strategic Analysis," Papers 365, Banca Italia - Servizio di Studi.
- Cukierman, A. & Lippi, F., 1999. "Labor markets and Monetary Union : A Strategic Analysis," Other publications TiSEM fd6a7fdd-9a57-426e-9f6f-5, Tilburg University, School of Economics and Management.
- Alex Cukierman & Francesco Lippi, 2000. "Labor Markets and Monetary Union; a Strategic Analysis," Temi di discussione (Economic working papers) 365, Bank of Italy, Economic Research and International Relations Area.
2000
- Monique, W.M. Donders & Roy Kouwenberg & Ton, C. F. Vorst, 2000. "Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity," European Financial Management, European Financial Management Association, vol. 6(2), pages 149-171, June.
- Lippi, Francesco, 2000.
"Median Voter Preferences, Central Bank Independence and Conservatism,"
Public Choice, Springer, vol. 105(3-4), pages 323-338, December.
- Francesco Lippi, 1999. "Median Voter Preferences, Central Bank Independence and Conservatism," Temi di discussione (Economic working papers) 351, Bank of Italy, Economic Research and International Relations Area.
- Lippi, F., 1999. "Median Voter Preferences, Central Bank Independence and Conservatis," Papers 351, Banca Italia - Servizio di Studi.
1999
- Van Dijk, Dick & Franses, Philip Hans & Lucas, Andre, 1999.
"Testing for Smooth Transition Nonlinearity in the Presence of Outliers,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 17(2), pages 217-235, April.
- van Dijk, D.J.C. & Franses, Ph.H.B.F. & Lucas, A., 1996. "Testing for Smooth Transition Nonlinearity in the Presence of Outliers," Econometric Institute Research Papers EI 9622-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- van Dijk, Dick & Franses, Philip Hans & Lucas, Andre, 1999.
"Testing for ARCH in the Presence of Additive Outliers,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 539-562, Sept.-Oct.
- van Dijk, D.J.C. & Franses, Ph.H.B.F. & Lucas, A., 1996. "Testing for ARCH in the Presence of Additive Outliers," Econometric Institute Research Papers EI 9659-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Cukierman, Alex & Lippi, Francesco, 1999.
"Central bank independence, centralization of wage bargaining, inflation and unemployment:: Theory and some evidence,"
European Economic Review, Elsevier, vol. 43(7), pages 1395-1434, June.
- Cukierman, A. & Lippi, F., 1998. "Central Bank Independence, Centralization of Wage Bargaining, Inflation and Unemployment - Theory and Some Evidence," Other publications TiSEM 887701f0-62c3-4059-9d6d-e, Tilburg University, School of Economics and Management.
- Cukierman, A. & Lippi, F., 1998. "Central Bank Independence, Centralization of Wage Bargaining, Inflation and Unemployment - Theory and Some Evidence," Discussion Paper 1998-116, Tilburg University, Center for Economic Research.
- Lippi, Francesco & Swank, Otto H., 1999. "Rational Voters, Elections, and Central Banks: Do Representative Democracies Need Nonrepresentative Institutions?," Journal of Policy Modeling, Elsevier, vol. 21(4), pages 515-525, July.
1998
- Francesco Lippi, 1998. "On Central Bank Independence and the Stability of Policy Targets," Scandinavian Journal of Economics, Wiley Blackwell, vol. 100(2), pages 495-512, June.
1996
- Lippi, Francesco & Swank, Otto H., 1996.
"Do policymakers' distributional desires lead to an inflationary bias?,"
Journal of Policy Modeling, Elsevier, vol. 18(1), pages 109-116, February.
- Lippi, F. & Swank, O.H., 1993. "Do Policy Makers, Disrtibutional Desires lead to an Inflationary Bias?," Papers 9306-m, Erasmus University of Rotterdam - Institute for Economic Research.
Books
2024
- Fernando Alvarez & Francesco Lippi & Panagiotis Souganidis, 2024. "Caballero–Engel meet Lasry–Lions: A uniqueness result," Mathematics and Financial Economics, Springer, volume 18, number 13, October.
2019
- Manzano, Osmel & Ruiz-Arranz, Marta & Rivera, Luis & Trejos, Alberto & Prat, Jordi & Rojas-Romagosa, Hugo & Guevara, Porfirio & Auguste, Sebastián & Linares, Jennifer & Abuelafia, Emmanuel & Lagarda, , 2019. "El futuro de Centroamérica: Retos para un desarrollo sostenible," IDB Publications (Books), Inter-American Development Bank, number 9705.
2006
- Lúcio Vinhas de Souza & Oleh Havrylyshyn (ed.), 2006. "Return to Growth in CIS Countries," Springer Books, Springer, number 978-3-540-34264-9, December.
1999
- Francesco Lippi, 1999. "Central Bank Independence, Targets and Credibility," Books, Edward Elgar Publishing, number 1615.
Chapters
2021
- Hugo Rojas-Romagosa, 2021. "The Evolution of Methodology and Coverage of EU Ex Ante Trade Sustainability Impact Assessments (TSIAs)," World Scientific Book Chapters, in: Peter Dixon & Joseph Francois & Dominique van der Mensbrugghe (ed.), POLICY ANALYSIS AND MODELING OF THE GLOBAL ECONOMY A Festschrift Celebrating Thomas Hertel, chapter 12, pages 371-418, World Scientific Publishing Co. Pte. Ltd..
- Lúcio Vinhas de Souza, 2021. "Models of Financial Integration: The Experience of the Baltics and Central Eastern Europe," Studies in Economic Transition, in: Michael Landesmann & István P. Székely (ed.), Does EU Membership Facilitate Convergence? The Experience of the EU's Eastern Enlargement - Volume II, chapter 0, pages 115-130, Palgrave Macmillan.
2018
- Lúcio Vinhas de Souza & Oliver Dreute & Vladimir Isaila & Jan-Martin Frie, 2018. "Reviving convergence: making EU member states fit for joining the euro area," Chapters, in: Ewald Nowotny & Doris Ritzberger-Grünwald & Helene Schuberth (ed.), Structural Reforms for Growth and Cohesion, chapter 17, pages 214-224, Edward Elgar Publishing.
2016
- Michel van der Wel & Sait R. Ozturk & Dick van Dijk, 2016. "Dynamic Factor Models for the Volatility Surface☆," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 127-174, Emerald Group Publishing Limited.
- Fernando Alvarez & Francesco Lippi & Juan Passadore, 2016.
"Are State- and Time-Dependent Models Really Different?,"
NBER Chapters, in: NBER Macroeconomics Annual 2016, Volume 31, pages 379-457,
National Bureau of Economic Research, Inc.
- Fernando Alvarez & Francesco Lippi & Juan Passadore, 2017. "Are State- and Time-Dependent Models Really Different?," NBER Macroeconomics Annual, University of Chicago Press, vol. 31(1), pages 379-457.
- Fernando E. Alvarez & Francesco Lippi & Juan Passadore, 2016. "Are State and Time Dependent Models Really Different?," NBER Working Papers 22361, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Francesco Lippi & Juan Passadore, 2016. "Are State and Time dependent models really different?," EIEF Working Papers Series 1610, Einaudi Institute for Economics and Finance (EIEF), revised Jun 2016.
2015
- Dan Andrews & Chiara Criscuolo & Peter Gal & Carlo Menon, 2015. "Firm Dynamics and Public Policy: Evidence from OECD Countries," RBA Annual Conference Volume (Discontinued), in: Angus Moore & John Simon (ed.),Small Business Conditions and Finance, Reserve Bank of Australia.
2011
- Arjan Berkelaar & Roy Kouwenberg, 2011.
"A Liability-Relative Drawdown Approach to Pension Asset Liability Management,"
Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 14, pages 352-382,
Palgrave Macmillan.
- Arjan Berkelaar & Roy Kouwenberg, 2010. "A liability-relative drawdown approach to pension asset liability management," Journal of Asset Management, Palgrave Macmillan, vol. 11(2), pages 194-217, June.
2008
- Francesco Ravazzolo & Richard Paap & Dick van Dijk & Philip Hans Franses, 2008. "Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks," Frontiers of Economics and Globalization, in: Forecasting in the Presence of Structural Breaks and Model Uncertainty, pages 561-594, Emerald Group Publishing Limited.
- Eugenio Gaiotti & Francesco Lippi, 2008.
"Pricing behaviour and the introduction of the euro: evidence from a panel of restaurants,"
Springer Books, in: Paolo Giovane & Roberto Sabbatini (ed.), The Euro, Inflation and Consumer’s Perceptions, chapter 3, pages 71-107,
Springer.
- Gaiotti, Eugenio & Lippi, Francesco, 2005. "Pricing Behaviour and the Introduction of the Euro: Evidence from a Panel of Restaurants," CEPR Discussion Papers 4893, C.E.P.R. Discussion Papers.
- Eugenio Gaiotti & Francesco Lippi, 2005. "Pricing behavior and the introduction of the euro: evidence from a panel of restaurants," Macroeconomics 0501029, University Library of Munich, Germany, revised 15 Feb 2005.
- Paolo Angelini & Francesco Lippi, 2008.
"Did prices really soar after the euro cash changeover? Evidence from ATM withdrawals,"
Springer Books, in: Paolo Giovane & Roberto Sabbatini (ed.), The Euro, Inflation and Consumer’s Perceptions, chapter 4, pages 109-124,
Springer.
- Paolo Angelini & Francesco Lippi, 2007. "Did Prices Really Soar after the Euro Cash Changeover? Evidence from ATM Withdrawals," International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 1-22, December.
2006
- Lúcio Vinhas de Souza & Oleh Havrylyshyn, 2006. "Introduction: Growth Resumption in the CIS Countries," Springer Books, in: Lúcio Vinhas de Souza & Oleh Havrylyshyn (ed.), Return to Growth in CIS Countries, chapter 0, pages 1-22, Springer.
- Lúcio Vinhas de Souza & Natalya Selitska, 2006. "Debt Sustainability in the Wider Eastern European Region: The Long Shadow of the EU," Springer Books, in: Lúcio Vinhas de Souza & Oleh Havrylyshyn (ed.), Return to Growth in CIS Countries, chapter 0, pages 300-316, Springer.
- Lúcio Vinhas de Souza & Rainer Schweickert & Veronica Movchan & Olena Bilan & Igor Burakovsky, 2006. "Now So Near, and Yet Still So Far: Relations Between Ukraine and the European Union," Springer Books, in: Lúcio Vinhas de Souza & Oleh Havrylyshyn (ed.), Return to Growth in CIS Countries, chapter 0, pages 144-190, Springer.
- Christian M. Hafner & Dick van Dijk & Philip Hans Franses, 2006.
"Semi-Parametric Modelling of Correlation Dynamics,"
Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 59-103,
Emerald Group Publishing Limited.
- Hafner, C.M. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2005. "Semi-Parametric Modelling of Correlation Dynamics," Econometric Institute Research Papers EI 2005-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
2004
- Marina Bakanova & Lúcio Vinhas de Souza & Irina Kolesnikova, 2004. "Transition and growth in Belarus," Chapters, in: Gur Ofer & Richard Pomfret (ed.), The Economic Prospects of the CIS, chapter 3, Edward Elgar Publishing.
2003
- Francesco Lippi, 2003. "Monetary policy with unobservedpotential output," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 258-275, Bank for International Settlements.
2001
- Jens Hölscher & Lúcio Vinhas de Souza, 2001. "Exchange rate strategies of new EU entrants," Chapters, in: Eric J. Pentecost & André Van Poeck (ed.), European Monetary Integration, chapter 9, Edward Elgar Publishing.
Software components
2018
- Fernando Alvarez & Francesco Lippi & Roberto Robatto, 2018.
"Code and data files for "Cost of Inflation in Inventory Theoretical Models","
Computer Codes
18-233, Review of Economic Dynamics.
- Fernando Alvarez & Francesco Lippi & Roberto Robatto, 2019. "Cost of Inflation in Inventory Theoretical Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 32, pages 206-226, April.
2002
- Andrea Gerali & Francesco Lippi, 2002.
"Matlab codes for escape dynamics,"
QM&RBC Codes
71, Quantitative Macroeconomics & Real Business Cycles.