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Publications

by members of

Management School
University of Liverpool
Liverpool, United Kingdom

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

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


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

Working papers

Undated material is listed at the end

2022

  1. Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2022. "Unemployment Claims During COVID-19 and Economic Support Measures in the U.S," Working Paper series 22-07, Rimini Centre for Economic Analysis.
  2. Ritesh Jain and & Michele Lombardi, 2022. "Interim Rationalizable (and Bayes-Nash) Implementation of Functions: A full Characterization," CSEF Working Papers 645, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  3. Ritesh Jain & Ville Korpela & Michele Lombardi, 2022. "An Iterative Approach to Rationalizable Implementation," CSEF Working Papers 640, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  4. Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2022. "Copula-based estimation of health concentration curves with an application to COVID-19," CIRANO Working Papers 2022s-07, CIRANO.
  5. Ian Burn & Daniel Firoozi & Daniel Ladd & David Neumark, 2022. "Help Really Wanted? The Impact of Age Stereotypes in Job Ads on Applications from Older Workers," NBER Working Papers 30287, National Bureau of Economic Research, Inc.

2021

  1. Massimo Guidolin & Davide La Cara & Massimiliano Marcellino, 2021. "Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks," BAFFI CAREFIN Working Papers 21169, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  2. Gorn, Alexey & Trigari, Antonella, 2021. "Assessing the (De)Stabilizing Effects of Unemployment Benefit Extensions," CEPR Discussion Papers 16125, C.E.P.R. Discussion Papers.
  3. Costas Milas & Theodore Panagiotidis & Theologos Dergiades, 2021. "Does it Matter where you Search? Twitter versus Traditional News Media," Discussion Paper Series 2021_04, Department of Economics, University of Macedonia, revised Feb 2021.
  4. Theologos Dergiades & Costas Milas & Elias Mossialos & Theodore Panagiotidis, 2021. "Effectiveness of Government Policies in Response to the COVID-19 Outbreak," Discussion Paper Series 2021_05, Department of Economics, University of Macedonia, revised Feb 2021.
  5. Ville Korpela & Michele Lombardi & Hannu Vartiainen, 2021. "Implementation with farsighted agents," Discussion Papers 140, Aboa Centre for Economics.
  6. Ville Korpela & Michele Lombardi & Riccardo D. Saulle, 2021. "An Implementation Approach to Rotation Programs," Working Papers 2021.15, Fondazione Eni Enrico Mattei.
  7. Nobuyuki Hanaki & Takashi Hayashi & Michele Lombardi & Kazuhito Ogawa, 2021. "Partial equilibrium mechanism and inter-sectoral coordination: an experiment," ISER Discussion Paper 1138, Institute of Social and Economic Research, Osaka University.
  8. J.D. Tena & Jorge Tovar, 2021. "Emotions and Performance:A Quasi Natural Experiment From the FIFA World Cup," Working Papers 202105, University of Liverpool, Department of Economics.
  9. Lykourgos Alexiou & Amit Goyal & Alexandros Kostakis & Leonidas Rompolis, 2021. "Pricing Event Risk: Evidence from Concave Implied Volatility Curves," Swiss Finance Institute Research Paper Series 21-48, Swiss Finance Institute.
  10. de Groot, Oliver & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka, 2021. "A toolkit for computing Constrained Optimal Policy Projections (COPPs)," Working Paper Series 2555, European Central Bank.
  11. Ian Burn & Daniel Firoozi & Daniel Ladd & David Neumark, 2021. "Machine Learning and Perceived Age Stereotypes in Job Ads: Evidence from an Experiment," NBER Working Papers 28328, National Bureau of Economic Research, Inc.
  12. Patrick Bennett, 2021. "The Work-To-School Transition: Job Displacement and Skill Upgrading among Young High School Dropouts," CESifo Working Paper Series 9417, CESifo.

2020

  1. Filip Abraham & Yannick Bormans & Jozef Konings & Werner Roeger, 2020. "Price-cost margins and fixed costs," Working Papers 202010, University of Liverpool, Department of Economics.
  2. Joze Damijan & Jozef Konings & Aigerim Yergabulova, 2020. "Increasing Market Power in Slovenia: Role of Diverging Trends between Exporters and Nonexporters," Working Papers 202002, University of Liverpool, Department of Economics.
  3. Massimo Guidolin & Manuela Pedio, 2020. "Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models?," BAFFI CAREFIN Working Papers 20140, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  4. Daniele Bianchi & Massimo Guidolin & Manuela Pedio, 2020. "Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets," BAFFI CAREFIN Working Papers 20143, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  5. Massimo Guidolin & Manuela Pedio, 2020. "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," BAFFI CAREFIN Working Papers 20145, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  6. Massimo Guidolin & Alexei Orlov, 2020. "Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?," BAFFI CAREFIN Working Papers 20146, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  7. Juan Arismendi-Zambrano & Massimo Guidolin & Alessia Paccagnini, 2020. "Federal reserve chair communication sentiments’ heterogeneity, personal characteristics, and their impact on target rate discovery," CAMA Working Papers 2020-105, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  8. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  9. Babatunde Buraimo & David Forrest & Ian G. McHale & J.D. Tena, 2020. "Armchair Fans: New Insights Into The Demand For Televised Soccer," Working Papers 202020, University of Liverpool, Department of Economics.
  10. Babatunde Buraimo & Giuseppe Migali & Rob Simmons, 2020. "Impacts Of The Great Recession On Sport: Evidence From English Football League Attendance Demand," Working Papers 202019, University of Liverpool, Department of Economics.
  11. Babatunde Buraimo & Neil Coster & David Forrest, 2020. "Spectator demand for the sport of kings," Working Papers 202006, University of Liverpool, Department of Economics.
  12. Yavuz Arslan & Bulent Guler & Burhan Kuruscu, 2020. "Credit Supply Driven Boom-Bust Cycles," Working Papers tecipa-664, University of Toronto, Department of Economics.
  13. Enrique Alberola-Ila & Yavuz Arslan & Gong Cheng & Richhild Moessner, 2020. "The fiscal response to the Covid-19 crisis in advanced and emerging market economies," BIS Bulletins 23, Bank for International Settlements.
  14. Yavuz Arslan & Mathias Drehmann & Boris Hofmann, 2020. "Central bank bond purchases in emerging market economies," BIS Bulletins 20, Bank for International Settlements.
  15. T Hayashi & R Jain & V Korpela & M Lombardi, 2020. "Behavioral Strong Implementation," IEAS Working Paper : academic research 20-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan.
  16. Ramos, Sofía B. & Taamouti, Abderrahim & Lopes Moreira Da Veiga, María Helena & Wang, Chih-Wei, 2020. "Quantile Consumption-Capital Asset Pricing," DES - Working Papers. Statistics and Econometrics. WS 30332, Universidad Carlos III de Madrid. Departamento de Estadística.
  17. David Forrest & J.D Tena & Carlos Varela-Quintana, 2020. "Who wins at the Chess Olympics? The role of resources and education capital," Working Papers 202013, University of Liverpool, Department of Economics.
  18. Jing Guan & J.D. Tena, 2020. "Does sport affect health and wellbeing or is it the other way around? A note on reversecausality in empirical applications," Working Papers 202017, University of Liverpool, Department of Economics.
  19. Oliver de Groot & Grzegorz Wesołowski, 2020. "Business cycle implications of banking system heterogeneity and complexity," NBP Working Papers 330, Narodowy Bank Polski, Economic Research Department.
  20. de Groot, Oliver & Mazelis, Falk, 2020. "Mitigating the forward guidance puzzle: inattention, credibility, finite planning horizons and learning," Working Paper Series 2426, European Central Bank.
  21. Christoffel, Kai & de Groot, Oliver & Mazelis, Falk & Montes-Galdón, Carlos, 2020. "Using forecast-augmented VAR evidence to dampen the forward guidance puzzle," Working Paper Series 2495, European Central Bank.
  22. Ian Burn & Patrick Button & Theodore F. Figinski & Joanne Song McLaughlin, 2020. "Why Retirement, Social Security, and Age Discrimination Policies Need to Consider the Intersectional Experiences of Older Women," NBER Working Papers 27450, National Bureau of Economic Research, Inc.
  23. Ian Burn & Michael E. Martell, 2020. "Gender Typicality and Sexual Minority Labor Market Differentials," Working Papers 202018, University of Liverpool, Department of Economics.
  24. Bennett, Patrick & Ravetti, Chiara & Wong, Po Yin, 2020. "Losing in a Boom: Long-term Consequences of a Local Economic Shock for Female Labour Market Outcomes," Discussion Paper Series in Economics 3/2020, Norwegian School of Economics, Department of Economics.
  25. Bennett, Patrick & Blundell, Richard & Salvanes, Kjell Gunnar, 2020. "A Second Chance? Labor Market Returns to Adult Education Using School Reforms," Discussion Paper Series in Economics 14/2020, Norwegian School of Economics, Department of Economics.
  26. Gustavo Mellior, 2020. "Higher education funding, welfare and inequality in equilibrium," Economics Series Working Papers 908, University of Oxford, Department of Economics.

2019

  1. Gert Bijnens & Shyngys Karimov & Jozef Konings, 2019. "Wage Indexation and Jobs. A Machine Learning Approach," Working Papers of VIVES - Research Centre for Regional Economics 643831, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
  2. Anatoli Colicev & Joris Hoste & Jozef Konings, 2019. "Exchange Rate Pass-through after a Large Depreciation," Working Papers 201914, University of Liverpool, Department of Economics.
  3. Massimo Guidolin & Manuela Pedio, 2019. "Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models," Working Papers 639, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  4. Massimo Guidolin & Manuela Pedio, 2019. "Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models," BAFFI CAREFIN Working Papers 19106, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  5. Roland Fuess & Massimo Guidolin & Christian Koeppel, 2019. "Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns," BAFFI CAREFIN Working Papers 19116, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  6. Massimo Guidolin & Manuela Pedio, 2019. "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," BAFFI CAREFIN Working Papers 19118, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  7. Massimo Guidolin & Manuela Pedio, 2019. "How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs," BAFFI CAREFIN Working Papers 19117, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  8. Massimo Guidolin & Francesco Melloni & Manuela Pedio, 2019. "A Markov Switching Cointegration Analysis of the CDS-Bond Basis Puzzle," BAFFI CAREFIN Working Papers 19121, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  9. Massimo Guidolin & Manuela Pedio & Milena Petrova, 2019. "The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis," BAFFI CAREFIN Working Papers 19122, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  10. Massimo Guidolin & Manuela Pedio & Alessandra tosi, 2019. "Time-Varying Price Discovery in Sovereign Credit Markets," BAFFI CAREFIN Working Papers 19120, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  11. Roland Füss & Massimo Guidolin & Christian Koeppel, 2019. "Sentiment Risk Premia In The Cross-Section of Global Equity," Working Papers on Finance 1913, University of St. Gallen, School of Finance, revised May 2020.
  12. Yavuz Arslan & Ahmet Degerli & Gazi Kabaş, 2019. "Unintended consequences of unemployment insurance benefits: the role of banks," BIS Working Papers 795, Bank for International Settlements.
  13. Gorn, A., 2019. "The Role of Headhunters in Wage Inequality: It's All about Matching," Cambridge Working Papers in Economics 1926, Faculty of Economics, University of Cambridge.
  14. Periklis Boumparis & Costas Milas & Theodore Panagiotidis, 2019. "Non-performing loans and sovereign credit ratings," Working Paper series 19-13, Rimini Centre for Economic Analysis.
  15. Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2019. "A Mixed Frequency Approach for Stock Returns and Valuation Ratios," Discussion Paper Series 2019_08, Department of Economics, University of Macedonia, revised Nov 2019.
  16. Korpela, Ville & Lombardi, Michele, 2019. "Mechanism design with farsighted agents," MPRA Paper 94436, University Library of Munich, Germany.
  17. Korpela, Ville & Lombardi, Michele & Vartiainen, Hannu, 2019. "Do Coalitions Matter in Designing Institutions?," MPRA Paper 91474, University Library of Munich, Germany.
  18. Samuel Huber & Jaehong Kim & Alessandro Marchesiani, 2019. "Unemployment and the demand for money," ECON - Working Papers 324, Department of Economics - University of Zurich.
  19. Rhys ap Gwilym & M. Shahid Ebrahim & Abdelkader O. El Alaoui & Hamid Rahman & Abderrahim Taamouti, 2019. "Financial Frictions and the Futures Pricing Puzzle," Working Papers 2019_07, Durham University Business School.
  20. Cabras, Stefano & Reade, J. James & Tena Horrillo, Juan de Dios, 2019. "Social Pressure or Rational Reactions to Incentives? A Historical Analysis of Reasons for Referee Bias in the Spanish Football," DES - Working Papers. Statistics and Econometrics. WS 28198, Universidad Carlos III de Madrid. Departamento de Estadística.
  21. Yiquan Gu & Leonardo Madio & Carlo Reggiani, 2019. "Data Brokers Co-Opetition," CESifo Working Paper Series 7523, CESifo.
  22. Yiquan Gu & Leonardo Madio & Carlo Reggiani, 2019. "Exclusive Data, Price Manipulation and Market Leadership," CESifo Working Paper Series 7853, CESifo.
  23. Patrick Leung & Catherine S. Forbes & Gael M Martin & Brendan McCabe, 2019. "Forecasting Observables with Particle Filters: Any Filter Will Do!," Monash Econometrics and Business Statistics Working Papers 22/19, Monash University, Department of Econometrics and Business Statistics.
  24. de Groot, Oliver & Haas, Alexander, 2019. "The Signalling Channel of Negative Interest Rates," MPRA Paper 95479, University Library of Munich, Germany.
  25. Oliver de Groot & Ceyhun Bora Durdu & Enrique G. Mendoza, 2019. "Approximately Right?: Global v. Local Methods for Open-Economy Models with Incomplete Markets," NBER Working Papers 26426, National Bureau of Economic Research, Inc.
  26. Oliver de Groot & C. Bora Durdu & Enrique G. Mendoza, 2019. "Global v. Local Methods in the Analysis of Open-Economy Models with Incomplete Markets," Working Papers 201916, University of Liverpool, Department of Economics.
  27. Olga Gorelkina & Ioanna Grypari & Erin Hengel, 2019. "One strike and you’re out! The Master Lever’s effect on senatorial policy-making," Working Papers 201906, University of Liverpool, Department of Economics.
  28. Ian Burn & Patrick Button & Luis Felipe Munguia Corella & David Neumark, 2019. "Older Workers Need Not Apply? Ageist Language in Job Ads and Age Discrimination in Hiring," NBER Working Papers 26552, National Bureau of Economic Research, Inc.
  29. Van Borm, Hannah & Burn, Ian & Baert, Stijn, 2019. "What Does a Job Candidate's Age Signal to Employers?," IZA Discussion Papers 12849, Institute of Labor Economics (IZA).

2018

  1. Goos, Maarten & Konings, Jozef & Vandeweyer, Marieke, 2018. "Local High-Tech Job Multipliers in Europe," CEPR Discussion Papers 12868, C.E.P.R. Discussion Papers.
  2. Dhyne, Emmanuel & Konings, Jozef & Van den bosch, Jeroen & Vanormelingen, Stijn, 2018. "The Return on Information Technology: Who Benefits Most?," CEPR Discussion Papers 13246, C.E.P.R. Discussion Papers.
  3. Bijnens, Gert & Konings, Jozef, 2018. "Declining Business Dynamism," CEPR Discussion Papers 12615, C.E.P.R. Discussion Papers.
  4. Konings, Jozef & Lecocq, Cathy & Merlevede, Bruno, 2018. "Does a Tax Credit matter for Job Creation by Multinational Enterprises?," CEPR Discussion Papers 13105, C.E.P.R. Discussion Papers.
  5. Gert Bijnens & Jozef Konings, 2018. "Declining Business Dynamism in Belgium," Working Papers 20181, University of Liverpool, Department of Economics.
  6. Mary Amiti & Oleg Itskhoki & Jozef Konings, 2018. "Dominant currencies How firms choose currency invoicing and why it matters," Working Paper Research 353, National Bank of Belgium.
  7. Gert Bijnens & Joep Konings & Stijn Vanormelingen, 2018. "The impact of electricity prices on jobs and investment in the Belgian manufacturing industry," Working Papers of VIVES - Research Centre for Regional Economics 632245, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
  8. Massimo Guidolin & Erwin Hansen & Martín Lozano-Banda, 2018. "Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment," Working Papers 627, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  9. Daniele Bianchi & Monica Billio & Roberto Casarin & Massimo Guidolin, 2018. "Modeling Systemic Risk with Markov Switching Graphical SUR Models," Working Papers 626, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  10. Alexander Berglund & Massimo Guidolin & Manuela Pedio, 2018. "Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas?," BAFFI CAREFIN Working Papers 1884, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  11. Massimo Guidolin & Manuela Pedio, 2018. "Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors," BAFFI CAREFIN Working Papers 1886, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  12. Massimo Guidolin & Andrea Ricci, 2018. "Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence," BAFFI CAREFIN Working Papers 1888, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  13. Massimo Guidolin & Alexei G. Orlov, 2018. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers 1887, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  14. Costas Milas & Theodore Panagiotidis & Theologos Dergiades, 2018. "Twitter versus Traditional News Media: Evidence for the Sovereign Bond Markets," Working Paper series 18-42, Rimini Centre for Economic Analysis.
  15. J. Guan & JdD Tena, 2018. "Do Social Medical Insurance Schemes Improve Children's Health in China?," Working Paper CRENoS 201807, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  16. J. Guan & J.D. Tena, 2018. "Estimating the Effect of Physical Exercise on Juveniles' Health Status and Subjective Well-Being in China," Working Paper CRENoS 201811, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  17. Jing Guana & J.D. Tena, 2018. "Estimating the Impact of Social Medical Insurance Schemes on Children’s Health and Hospital Use: The Chinese Case," Working Papers 20188, University of Liverpool, Department of Economics.
  18. Békés, Gábor & Muraközy, Balázs, 2018. "The ladder of internationalization modes: Evidence from European firms," CEPR Discussion Papers 12639, C.E.P.R. Discussion Papers.
  19. Hornok, Cecilia & Muraközy, Balázs, 2018. "Markups of Exporters and Importers: Evidence from Hungary," KCG Working Papers 9, Kiel Centre for Globalization (KCG).
  20. De Nicola,Francesca & Murakozy,Balazs & Tan,Shawn Weiming, 2018. "High-Growth Firms: Rising Tide Lifts All Boats," Policy Research Working Paper Series 8642, The World Bank.
  21. Yiquan Gu & Burkhard Hehenkamp & Wolfgang Leininger, 2018. "Evolutionary Equilibrium in Contests with Stochastic Participation: Entry, Effort and Overdissipation," Working Papers 201810, University of Liverpool, Department of Economics.
  22. David T. Frazier & Worapree Maneesoonthorn & Gael M. Martin & Brendan P.M. McCabe, 2018. "Approximate Bayesian forecasting," Monash Econometrics and Business Statistics Working Papers 2/18, Monash University, Department of Econometrics and Business Statistics.
  23. Yao Rao & Brendan McCabe, 2018. "Structural Change and the Problem of Phantom Break Locations," Working Papers 20185, University of Liverpool, Department of Economics.
  24. Jie Chen & Woon Sau Leung & Wei Song & Davide Avino, 2018. "Does CDS trading affect risk-taking incentives in managerial compensation?," Working Papers 2018-19, Swansea University, School of Management.
  25. Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton, 2018. "Valuation Risk Revalued," Working Papers 1808, Federal Reserve Bank of Dallas.
  26. Christoph Engel & Alexandra Fedorets & Olga Gorelkina, 2018. "How Do Households Allocate Risk?," SOEPpapers on Multidisciplinary Panel Data Research 1000, DIW Berlin, The German Socio-Economic Panel (SOEP).
  27. Olga Gorelkina, 2018. "Collusion via Information Sharing and Optimal Auctions," Working Papers 20182, University of Liverpool, Department of Economics.
  28. David Neumark & Ian Burn & Patrick Button & Nanneh Chehras, 2018. "Do State Laws Protecting Older Workers from Discrimination Reduce Age Discrimination in Hiring? Evidence from a Field Experiment," NBER Working Papers 25369, National Bureau of Economic Research, Inc.
  29. Bennett, Patrick & Ouazad, Amine, 2018. "Job Displacement, Unemployment, and Crime: Evidence from Danish Microdata and Reforms," Discussion Paper Series in Economics 32/2018, Norwegian School of Economics, Department of Economics, revised 21 Dec 2018.
  30. Corsetti, Giancarlo & Crowley, Meredith & Han, Lu & Song, Huasheng, 2018. "Markets and markups: a new empirical framework and evidence on exporters from China," LSE Research Online Documents on Economics 87180, London School of Economics and Political Science, LSE Library.
  31. Crowley, M. A. & Exton, O. & Han, L., 2018. "Renegotiation of Trade Agreements and Firm Exporting Decisions: Evidence from the Impact of Brexit on UK Exports," Cambridge Working Papers in Economics 1839, Faculty of Economics, University of Cambridge.
  32. Corsetti, G. & Crowley, M. & Han, L., 2018. "Invoicing and the Dynamics of Pricing-to-market - Evidence from UK Export Prices around the Brexit Referendum," Cambridge Working Papers in Economics 1860, Faculty of Economics, University of Cambridge.
  33. Corsetti, Giancarlo & Crowley, Meredith A & Han, Lu, 2018. "Invoicing and Pricing-to-Market: A Study of Price and Markup Elasticities of UK Exporters," CEPR Discussion Papers 13282, C.E.P.R. Discussion Papers.

2017

  1. Koen Breemersch & Jože P. Damijan & Jozef Konings, 2017. "Labour Market Polarization in Advanced Countries: Impact of Global Value Chains, Technology, Import Competition from China and Labour Market Institutions," OECD Social, Employment and Migration Working Papers 197, OECD Publishing.
  2. Koen Breemersch & Joze Damijan & Jozef Konings, 2017. "What Drives Labor Market Polarization in Advanced Countries? The Role of China and Technology," Working Papers of Department of Economics, Leuven 627699, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  3. In Kyung Kim & Jozef Konings, 2017. "Wage Inequality and Establishment Heterogeneity," Working Papers 1708, Nazarbayev University, Department of Economics, revised Dec 2017.
  4. Gert Bijnens & Jozef Konings, 2017. "Where has the Belgian Business Dynamism gone?," Working Papers of VIVES - Research Centre for Regional Economics 627700, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
  5. Mary Amiti & Oleg Itskhoki & Jozef Konings, 2017. "Why the Proposed Border Tax Adjustment Is Unlikely to Promote U.S. Exports," Liberty Street Economics 20170224, Federal Reserve Bank of New York.
  6. Gert Bijnens & Joep Konings, 2017. "Het veranderende ondernemingslandschap: feiten en een kader voor industrieel beleid," Working Papers of Department of Economics, Leuven 579988, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  7. Gert Bijnens & Joep Konings, 2017. "Waar is onze ondernemingsdynamiek gebleven?," Working Papers of Department of Economics, Leuven 594933, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  8. Gert Bijnens & Joep Konings, 2017. "An Enterprise Map of Belgium," Working Papers of Department of Economics, Leuven 614189, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  9. Massimo Guidolin & Francesco Chincoli, 2017. "Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence," BAFFI CAREFIN Working Papers 1754, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  10. Marta Giampietro & Massimo Guidolin & Manuela Pedio, 2017. "Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing," Working Papers 614, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  11. Elvira Caloiero & Massimo Guidolin, 2017. "Volatility as an Alternative asset Class: Does It Improve Portfolio Performance?," BAFFI CAREFIN Working Papers 1763, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  12. Alex Bryson & Babatunde Buraimo & Rob Simmons, 2017. "Time To Go? Head Coach Quits and Dismissals in Professional Football," DoQSS Working Papers 17-07, Quantitative Social Science - UCL Social Research Institute, University College London.
  13. Periklis Boumparis & Costas Milas & Theodore Panagiotidis, 2017. "Economic Policy Uncertainty and Sovereign Credit Rating Decisions: Panel Quantile Evidence for the Eurozone," Working Paper series 17-21, Rimini Centre for Economic Analysis.
  14. Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2017. "An assessment of the inflation targeting experience," Bank of Estonia Working Papers wp2017-11, Bank of Estonia, revised 09 Nov 2017.
  15. Michele Lombardi & Naoki Yoshihara, 2017. "Natural implementation with semi-responsible agents in pure exchange economies," UMASS Amherst Economics Working Papers 2017-05, University of Massachusetts Amherst, Department of Economics.
  16. Michele Lombardi & Naoki Yoshihara, 2017. "Treading a Â…fine line: (Im)possibilities for Nash implementation with partially-honest individuals," Working Papers SDES-2017-14, Kochi University of Technology, School of Economics and Management, revised Aug 2017.
  17. Gonzalo, Jesús & Taamouti, Abderrahim, 2017. "The Reaction of Stock Market Returns to Unemployment," UC3M Working papers. Economics 24120, Universidad Carlos III de Madrid. Departamento de Economía.
  18. Corona, Francisco & Forrest, David & Tena Horrillo, Juan de Dios & Wiper, Michael Peter, 2017. "Evaluating significant effects from alternative seeding systems : a Bayesian approach, with an application to the UEFA Champions League," DES - Working Papers. Statistics and Econometrics. WS 24521, Universidad Carlos III de Madrid. Departamento de Estadística.
  19. Fidrmuc, Jan & Tena, Juan de Dios, 2017. "UK national minimum wage and labor market outcomes of young workers," Economics Discussion Papers 2017-80, Kiel Institute for the World Economy (IfW Kiel).
  20. Claudio Detotto & Dimitri Paolini & J. Tena, 2017. "Do managerial skills matter? An analysis of the impact of managerial features on performance for Italian football," Post-Print hal-01972860, HAL.
  21. Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton, 2017. "Uncertainty Shocks in a Model of Effective Demand: Comment," Working Papers 1706, Federal Reserve Bank of Dallas.

2016

  1. Mary Amiti & Oleg Itskhoki & Jozef Konings, 2016. "International Shocks and Domestic Prices: How Large Are Strategic Complementarities?," NBER Working Papers 22119, National Bureau of Economic Research, Inc.
  2. Mary Amiti & Oleg Itskhoki & Jozef Konings, 2016. "The Effect of Exchange Rate Shocks on Domestic Prices," Liberty Street Economics 20160330, Federal Reserve Bank of New York.
  3. Konings, Jozef & Van Biesebroeck, Johannes & Volpe Martincus, Christian, 2016. "Did export promotion help firms weather the crisis?," CEPR Discussion Papers 11101, C.E.P.R. Discussion Papers.
  4. Joep Konings & Catherine Lecocq & Bruno Merlevede & Robrecht Vandendriessche, 2016. "De impact van de notionele intrestaftrek op de kapitaalstructuur en tewerkstelling van multinationale ondernemingen in België," Working Papers of VIVES - Research Centre for Regional Economics 545962, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
  5. Jo Van Biesebroeck & Joep Konings & C. Volpe Martincus, 2016. "Exportpromotie Vlaanderen als Buffer tegen de Crisis?," Working Papers of VIVES - Research Centre for Regional Economics 527378, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
  6. Jo Van Biesebroeck & Joep Konings & Ch Volpe, 2016. "“Economische analyse van exportpromotie als buffer tegen de economische crisis,” Beleidsrapport STORE-B-15-006, Steunpunt Ondernemen & Regionale Economie, pp. 7," Working Papers of Department of Economics, Leuven 534506, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  7. Giulia Dal Pra & Massimo Guidolin & Manuela Pedio & Fabiola Vasile, 2016. "Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis," BAFFI CAREFIN Working Papers 1637, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  8. Yavuz Arslan & Yunus Emrah Bulut & Tayyar Buyukbasaran & Gazi Kabas, 2016. "Liquidity Management of Non-Financial Firms : Cash Holdings and Lines of Credit," Working Papers 1604, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  9. Michael Ellington & Chris Florackis & Costas Milas, 2016. "Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time-varying Parameter VAR," Working Paper series 16-28, Rimini Centre for Economic Analysis.
  10. Lombardi, Michele & Yoshihara, Naoki, 2016. "Partially-honest Nash Implementation with Non-connected Honesty Standards," Discussion Paper Series 633, Institute of Economic Research, Hitotsubashi University.
  11. Takashi Hayashi & Michele Lombardi, 2016. "Sequential implementation without commitment," Working Papers 2016_14, Business School - Economics, University of Glasgow.
  12. Takashi Hayashi & Michele Lombardi, 2016. "Implementation in partial equilibrium," Working Papers 2016_13, Business School - Economics, University of Glasgow.
  13. Lombardi, Michele & Yoshihara, Naoki, 2016. "Treading a Fine Line : (Im)possibilities for Nash Implementation with Partially-honest Individuals," Discussion Paper Series 651, Institute of Economic Research, Hitotsubashi University.
  14. Lombardi, Michele & Yoshihara, Naoki, 2016. "Natural Implementation with Semi-responsible-sincere Agents in Pure Exchange Economies," Discussion Paper Series 649, Institute of Economic Research, Hitotsubashi University.
  15. Takashi Hayashi & Michele Lombardi, 2016. "Social decision under uncertainty and responsibility for beliefs," Working Papers 2016_19, Business School - Economics, University of Glasgow.
  16. Békés, Gábor & Hornok, Cecília & Muraközy, Balázs, 2016. "Globalization and the markups of European firms," Kiel Working Papers 2044, Kiel Institute for the World Economy (IfW Kiel).
  17. Gael M. Martin & Brendan P.M. McCabe & David T. Frazier & Worapree Maneesoonthorn & Christian P. Robert, 2016. "Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models," Monash Econometrics and Business Statistics Working Papers 09/16, Monash University, Department of Econometrics and Business Statistics.
  18. Patrick Leung & Catherine S. Forbes & Gael M. Martin & Brendan McCabe, 2016. "Data-driven particle Filters for particle Markov Chain Monte Carlo," Monash Econometrics and Business Statistics Working Papers 17/16, Monash University, Department of Econometrics and Business Statistics.
  19. Davide Avino & Thomas Conlon & John Cotter, 2016. "Credit Default Swaps as Indicators of Bank financial Distress," Working Papers 201601, Geary Institute, University College Dublin.
  20. Enrique Mendoza & Bora Durdu & Oliver de Groot, 2016. "Global v. Local Methods in the Quantitative Analysis of Open-Economy Models with Incomplete Markets," 2016 Meeting Papers 595, Society for Economic Dynamics.
  21. Alia Gizatulina & Olga Gorelkina, 2016. "Selling Money on Ebay: A Field Study of Surplus Division," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2016_20, Max Planck Institute for Research on Collective Goods.
  22. David Neumark & Ian Burn & Patrick Button & Nanneh Chehras, 2016. "Do State Laws Protecting Older Workers from Discrimination Reduce Age Discrimination in Hiring? Experimental (and Nonexperimental) Evidence," Working Papers wp349, University of Michigan, Michigan Retirement Research Center.

2015

  1. M. Goos & Jozef Konings & Marieke Vanderweyer, 2015. "Employment Growth in Europe:The Roles of Innovation, Local Job Multipliers and Institutions," Working Papers 15-10, Utrecht School of Economics.
  2. François Rycx & Jozef Konings & Vincent Vandenberghe, 2015. "Employment, Wage Discrimination and Poverty," ULB Institutional Repository 2013/245795, ULB -- Universite Libre de Bruxelles.
  3. Joep Konings & Catherine Lecocq & Robrecht Vandendriessche, 2015. "Decentralisatie van het Sociaal Overleg," Working Papers of VIVES - Research Centre for Regional Economics 494201, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
  4. Stefaan Decramer & Joep Konings, 2015. "Loonkosten en export," Working Papers of Department of Economics, Leuven 480458, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  5. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2015. "The Impact of Monetary Policy on Corporate Bonds under Regime Shifts," Working Papers 562, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  6. Alejandro Bernales & Massimo Guidolin, 2015. "Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?," Working Papers 565, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  7. Marta Giampietro & Massimo Guidolin & Manuela Pedio, 2015. "Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns?," BAFFI CAREFIN Working Papers 1619, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  8. Yavuz Arslan & Birol Kanik & Bulent Koksal, 2015. "Anticipated vs. Unanticipated House Price Movements and Transaction Volume," Working Papers 1511, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  9. Yavuz Arslan & Gazi Kabas & Ahmet Ali Taskin, 2015. "Quantifying the Effects of Loan-to-Value Restrictions: Evidence from Turkey," Working Papers 1535, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  10. Periklis Boumparis & Costas Milas & Theodore Panagiotidis, 2015. "Has the crisis affected the behavior of the rating agencies? Panel Evidence from the Eurozone," Discussion Paper Series 2015_04, Department of Economics, University of Macedonia, revised Sep 2015.
  11. De Santis, Roberto A. & Legrenzi, Gabriella & Milas, Costas, 2015. "Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholds," Working Paper Series 1858, European Central Bank.
  12. Driesen, B.W.I. & Lombardi, M. & Peters, H.J.M., 2015. "Feasible sets, comparative risk aversion, and comparative uncertainty aversion in bargaining," Research Memorandum 031, Maastricht University, Graduate School of Business and Economics (GSBE).
  13. Aleksander Berentsen & Samuel Huber & Alessandro Marchesiani, 2015. "Limited commitment and the demand for money," ECON - Working Papers 199, Department of Economics - University of Zurich, revised Feb 2016.
  14. Yunus Emre Ergemen & Abderrahim Taamouti, 2015. "Parametric Portfolio Policies with Common Volatility Dynamics," CREATES Research Papers 2015-41, Department of Economics and Business Economics, Aarhus University.
  15. Cabras, Stefano & Tena Horrillo, Juan de Dios, 2015. "A Bayesian model to estimate causality in PISA scores: a tutorial with application to ICT," DES - Working Papers. Statistics and Econometrics. WS ws1515, Universidad Carlos III de Madrid. Departamento de Estadística.
  16. Corona, Francisco & Tena Horrillo, Juan de Dios & Wiper, Michael Peter, 2015. "On the importance of the probabilistic model in identifying the most decisive game in a tournament," DES - Working Papers. Statistics and Econometrics. WS 21174, Universidad Carlos III de Madrid. Departamento de Estadística.
  17. Békés, Gábor & Fontagné, Lionel & Muraközy, Balázs & Vicard, Vincent, 2015. "Shipment frequency of exporters and demand uncertainty: An inventory management approach," CEPR Discussion Papers 11013, C.E.P.R. Discussion Papers.
  18. Gu, Yiquan & Wenzel, Tobias, 2015. "Putting on a tight leash and levelling playing field: An experiment in strategic obfuscation and consumer protection," DICE Discussion Papers 192, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  19. Gu, Yiquan & Wenzel, Tobias, 2015. "Consumer confusion, obfuscation, and price regulation," RIEI Working Papers 2015-04, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration.
  20. Olga Gorelkina, 2015. "The Expected Externality Mechanism in a Level-k Environment," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2015_03, Max Planck Institute for Research on Collective Goods.
  21. David Neumark & Ian Burn & Patrick Button, 2015. "Is It Harder for Older Workers to Find Jobs? New and Improved Evidence from a Field Experiment," NBER Working Papers 21669, National Bureau of Economic Research, Inc.
  22. Bennett, Patrick & La Cour, Lisbeth & Larsen, Birthe & Waisman, Gisela, 2015. "Negative Attitudes, Network and Education," Working Papers 01-2015, Copenhagen Business School, Department of Economics.
  23. Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao, 2015. "Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula," Working Papers 2015_15, Business School - Economics, University of Glasgow.
  24. Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao, 2015. "Correlated Defaults of UK Banks: Dynamics and Asymmetries," Working Papers 2015_24, Business School - Economics, University of Glasgow.

2014

  1. Fuss, Catherine & Decramer, Stefaan & Konings, Jozef, 2014. "How do exporters react to changes in cost competitiveness?," Working Paper Series 1752, European Central Bank.
  2. Mary Amiti & Oleg Itskhoki & Jozef Konings, 2014. "Why Hasn't the Yen Depreciation Spurred Japanese Exports?," Liberty Street Economics 20140707, Federal Reserve Bank of New York.
  3. Patrick Van Cayseele & Jozef Konings & Ilona Sergant, 2014. "The effects of state aid on Total Factor Productivit growth," Working Paper Research 264, National Bank of Belgium.
  4. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2014. "Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model," BAFFI CAREFIN Working Papers 1623, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  5. Babatunde Buraimo & Giuseppe Migali & Robert Simmons, 2014. "An analysis of consumer response to corruption," Working Papers 64473209, Lancaster University Management School, Economics Department.
  6. Yavuz Arslan & Temel Taskin, 2014. "International Evidence on the Interaction between Cross-Border Capital Flows and Domestic Credit Growth," Working Papers 1418, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  7. Yavuz Arslan & Evren Ceritoglu & Birol Kanik, 2014. "Nufus Yapisindaki Degisimlerin Uzun Donem Konut Talebi Uzerindeki Etkileri," Working Papers 1405, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  8. Igor A. Bykadorov & Alexey A. Gorn & Sergey G. Kokovin & Evgeny V. Zhelobodko, 2014. "Losses From Trade In Krugman’s Model: Almost Impossible," HSE Working papers WP BRP 61/EC/2014, National Research University Higher School of Economics.
  9. Costas Milas, 2014. "Financial Stress and the Impact of Public Debt on UK Growth in High versus Low-Growth Regimes: 1850-2013," Working Paper series 13_14, Rimini Centre for Economic Analysis.
  10. A H Ahmad & Christopher Martin & Costas Milas, 2014. "The Policy Window: The Impact of Financial Stress in the UK," Department of Economics Working Papers 17/14, University of Bath, Department of Economics.
  11. Michael Ellington & Costas Milas, 2014. "Global liquidity, money growth and UK inflation," Working Paper series 21_14, Rimini Centre for Economic Analysis.
  12. Alessandro Flamini & Costas Milas, 2014. "Open-economy Distribution Forecast Targeting, Macroeconomic Volatility and Financial Implication," DEM Working Papers Series 080, University of Pavia, Department of Economics and Management.
  13. Michele Lombardi & Yoshihara Naoki, 2014. "Natural implementation with partially-honest agents in economic environments with free-disposal," UMASS Amherst Economics Working Papers 2014-09, University of Massachusetts Amherst, Department of Economics.
  14. Aleksander Berentsen & Samuel Huber & Alessandro Marchesiani, 2014. "Financial innovations, money demand, and the welfare cost of inflation," ECON - Working Papers 136, Department of Economics - University of Zurich.
  15. Aleksander Berentsen & Samuel Huber & Alessandro Marchesiani, 2014. "The societal benefit of a financial transaction tax," ECON - Working Papers 176, Department of Economics - University of Zurich, revised Jul 2016.
  16. Alessandro Marchesiani & Ed Nosal, 2014. "Private Takings," Working Paper Series WP-2014-26, Federal Reserve Bank of Chicago.
  17. Afonso, António & Gomes, Pedro & Taamouti, Abderrahim, 2014. "Sovereign credit ratings, market volatility, and financial gains," Working Paper Series 1654, European Central Bank.
  18. Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2014. "Nonparametric estimation and inference for conditional density based Granger causality measures," LIDAM Reprints ISBA 2014025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  19. Jan Fidrmuc & J. D. Tena, 2014. "Friday the 13th: The Empirics of Bad Luck," CESifo Working Paper Series 5026, CESifo.
  20. Cabras, Stefano & Tena Horrillo, Juan de Dios, 2014. "A Bayesian nonparametric modelling to estimate student response to ICT investment," DES - Working Papers. Statistics and Econometrics. WS ws143020, Universidad Carlos III de Madrid. Departamento de Estadística.
  21. JdD Tena & G. Meloni & D. Paolini, 2014. "American Beauty: trade flows and export costs of US movies," Working Paper CRENoS 201410, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  22. Békès, G. & Fontagné, L. & Murakozy, B. & Vicard, V., 2014. "Shipment frequency of exporters and demand uncertainty," Working papers 479, Banque de France.
  23. Gu, Yiquan & Rasch, Alexander & Wenzel, Tobias, 2014. "Price-sensitive demand and market entry," DICE Discussion Papers 165, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  24. Gael M. Martin & Brendan P.M. McCabe & Worapree Maneesoonthorn & Christian P. Robert, 2014. "Approximate Bayesian Computation in State Space Models," Monash Econometrics and Business Statistics Working Papers 20/14, Monash University, Department of Econometrics and Business Statistics.
  25. Mitra, Shalini, 2014. "Tax Evasion, Tax Policies and the Role Played by Financial Markets," MPRA Paper 58977, University Library of Munich, Germany.
  26. Avino, Davide & Cotter, John, 2014. "Sovereign and bank CDS spreads: two sides of the same coin?," MPRA Paper 55208, University Library of Munich, Germany.
  27. Oliver DeGroot, 2014. "The Risk Channel of Monetary Policy," Finance and Economics Discussion Series 2014-31, Board of Governors of the Federal Reserve System (U.S.).
  28. Oliver de Groot, 2014. "Solving asset pricing models with stochastic volatility," Finance and Economics Discussion Series 2014-71, Board of Governors of the Federal Reserve System (U.S.).
  29. Khayyat, Nabaz T. & Heshmati, Almas, 2014. "Production Risk, Energy Use Efficiency and Productivity of Korean Industries," IZA Discussion Papers 8081, Institute of Labor Economics (IZA).
  30. Khayyat, Nabaz T. & Lee, Jongsu & Heshmati, Almas, 2014. "How ICT Investment and Energy Use Influence the Productivity of Korean Industries," IZA Discussion Papers 8080, Institute of Labor Economics (IZA).
  31. Khayyat, Nabaz T. & Lee, Jongsu & Lee, Jeong-Dong, 2014. "How ICT Investment Influences Energy Demand in South Korea and Japan?," MPRA Paper 55454, University Library of Munich, Germany.
  32. Olga Gorelkina, 2014. "Bidder Collusion and the Auction with Target Bids," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2014_10, Max Planck Institute for Research on Collective Goods.
  33. Olga Gorelkina, 2014. "Delayed Verification Mechanism for Dynamic Implementation," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2014_11, Max Planck Institute for Research on Collective Goods.
  34. Cerrato, Mario & Crosby, John & Kim, Minjoo & Zhao, Yang, 2014. "Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas," SIRE Discussion Papers 2015-25, Scottish Institute for Research in Economics (SIRE).

2013

  1. Maarten Goos & Ian Hathaway & Jozef Konings & Marieke Vandeweyer, 2013. "High-Technology Employment in the European Union," Working Papers of Department of Economics, Leuven 627720, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  2. Mary Amiti & Oleg Itskhoki & Jozef Konings, 2013. "The Exchange Rate Disconnect," Liberty Street Economics 20130211, Federal Reserve Bank of New York.
  3. J. Debrulle & S. de Ruytter & J. Konings, 2013. "De determinanten van firma groei in Vlaanderen," Post-Print hal-00846694, HAL.
  4. Jozef Konings & Luca Marcolin, 2013. "Do wages reflect labor productivity? The case of Belgian regions," Working Papers of VIVES - Research Centre for Regional Economics 38, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
  5. Lieselot Baert & Joep Konings & Jo Reynaerts, 2013. "VRWI Toekomstverkenningen 2025," Working Papers of Department of Economics, Leuven 482567, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  6. Dungey, Mardi & Henry, Olan T & Hvodzdyk, Lyudmyla, 2013. "The impact of jumps and thin trading on realized hedge ratios," Working Papers 2013-02, University of Tasmania, Tasmanian School of Business and Economics, revised 28 Mar 2013.
  7. Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2013. "How did the financial crisis alter the correlations of U.S. yield spreads?," Working Papers 2013-005, Federal Reserve Bank of St. Louis.
  8. Massimo Guidolin & Hening Liu, 2013. "Ambiguity Aversion and Under-diversification," Working Papers 483, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  9. Alejandro Bernales & Massimo Guidolin, 2013. "The Effects of Information Asymmetries on the Success of Stock Option Listings," Working Papers 484, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  10. Erik Berwart & Massimo Guidolin & Andreas Milidonis, 2013. "An Empirical Analysis of Changes in the Relative Timeliness of Issuer-Paid vs. Investor-Paid Ratings," Working Papers 482, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  11. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013. "Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section," Working Paper 2013/19, Norges Bank.
  12. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013. "Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?," Working Paper 2013/22, Norges Bank.
  13. Huseyin Cagri Akkoyun & Yavuz Arslan & Mustafa Kilinc, 2013. "Risk Sharing and Real Exchange Rate : The Roles of Non-tradable Sector and Trend Shocks," Working Papers 1336, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  14. Yavuz Arslan, 2013. "Interest Rate Fluctuations and Equilibrium in the Housing Market," Working Papers 1343, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  15. Alfonso Mendoza, 2013. "Editor's comments on Aplicaciones en Economía Ciencias Sociales con Stata," Mexican Stata Users' Group Meetings 2013 10, Stata Users Group.
  16. Gabriella Legrenzi & Costas Milas, 2013. "Modelling the Fiscal Reaction Functions of the GIPS based on State-Varying Thresholds," Working Paper series 16_13, Rimini Centre for Economic Analysis.
  17. Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2013. "Tweets, Google Trends and Sovereign Spreads in the GIIPS," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 78, Hellenic Observatory, LSE.
  18. Lombardi, Michele & Yoshihara, Naoki, 2013. "Natural implementation with partially honest agents in economic environments," MPRA Paper 48294, University Library of Munich, Germany.
  19. Aleksander Berentsen & Alessandro Marchesiani & Christopher J. Waller, 2013. "Floor systems for implementing monetary policy: Some unpleasant fiscal arithmetic," ECON - Working Papers 121, Department of Economics - University of Zurich, revised Sep 2013.
  20. Luque, Jaime & Taamouti, Abderrahim, 2013. "Did the Euro Change the Effect of Fundamentals on Growth and Uncertainty?," UC3M Working papers. Economics we1221, Universidad Carlos III de Madrid. Departamento de Economía.
  21. Bouezmarni, Taoufik & El Ghouch, Anouar & Taamouti, Abderrahim, 2013. "Bernstein estimator for unbounded copula densities," LIDAM Reprints ISBA 2013047, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  22. Jan Fidrmuc & J. D. Tena, 2013. "National Minimum Wage and Employment of Young Workers in the UK," CESifo Working Paper Series 4286, CESifo.
  23. Helena Marques & Gabriel Pino & J.D. Tena, 2013. "Do happiness indexes truly reveal happiness? Measuring happiness using revealed preferences from migration flows," DEA Working Papers 59, Universitat de les Illes Balears, Departament d'Economía Aplicada.
  24. Pino, Gabriel & Tena Horrillo, Juan de Dios & Espasa, Antoni, 2013. "Forecasting disaggregates by sectors and regions : the case of inflation in the euro area and Spain," DES - Working Papers. Statistics and Econometrics. WS ws130807, Universidad Carlos III de Madrid. Departamento de Estadística.
  25. Isabelle Agier & Supriya Garikipati & Isabelle Guérin & Ariane Szafarz, 2013. "Borrowing and Women’s Empowerment: Does Type of Credit Matter?," Working Papers CEB 13-038, ULB -- Universite Libre de Bruxelles.
  26. Avino, Davide & Cotter, John, 2013. "Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?," MPRA Paper 56782, University Library of Munich, Germany.
  27. Olga Gorelkina & Wolfgang Kuhle, 2013. "Information Aggregation Through Stock Prices and the Cost of Capital," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2013_18, Max Planck Institute for Research on Collective Goods.
  28. Rabah Arezki & Kaddour Hadri & Prakash Loungani & Yao Rao, 2013. "Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650," Economics Working Papers 13-02, Queen's Management School, Queen's University Belfast.

2012

  1. Mary Amiti & Oleg Itskhoki & Jozef Konings, 2012. "Importers, Exporters, and Exchange Rate Disconnect," NBER Working Papers 18615, National Bureau of Economic Research, Inc.
  2. Jože P. Damijan & Jozef Konings & Sašo Polanec, 2012. "Import Churning and Export Performance of Multi-Product Firms," LICOS Discussion Papers 30712, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  3. Jože P. Damijan & Jozef Konings & Sašo Polanec, 2012. "Pass-on Trade: Why do Firms Simultaneously engage in Two-Way Trade in the Same Varieties?," LICOS Discussion Papers 31212, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  4. Stijn De Ruytter & Tim Goesaert & Joep Konings & Jo Reynaerts, 2012. "Sectoranalyse van de Vlaamse industrie," Working Papers of Department of Economics, Leuven 482582, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  5. Alejandro Bernales & Massimo Guidolin, 2012. "Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests," Working Papers 456, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  6. Massimo Guidolin & Stuart Hyde, 2012. "Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value," Working Papers 455, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  7. Yavuz Arslan & Gursu Keles & Mustafa Kilinc, 2012. "Trend Shocks, Risk Sharing and Cross-Country Portfolio Holdings," Working Papers 1205, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  8. Yavuz Arslan & Birol Kanik, 2012. "ABD Kira Enflasyonu ve Konut Fiyat Dinamikleri," CBT Research Notes in Economics 1203, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  9. Yavuz Arslan & Aslihan Atabek Demirhan & Timur Hulagu & Saygin Sahinoz, 2012. "Belirsizlik Altinda Yatirim Planlari," CBT Research Notes in Economics 1213, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  10. Alfonso Mendoza-Velazquez & Peter N. Smith, 2012. "Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks," Discussion Papers 12/36, Department of Economics, University of York.
  11. Gabriella Legrenzi & Costas Milas, 2012. "Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS," Working Paper series 54_12, Rimini Centre for Economic Analysis.
  12. Christopher Martin & Costas Milas, 2012. "Quantitative Easing: A Sceptical Survey," Working Paper series 73_12, Rimini Centre for Economic Analysis.
  13. Chris Florakis & Gianluigi Giorgioni & Alexandros Kostakis & Costas Milas, 2012. "The Impact of Stock Market Illiquidity on Real UK GDP Growth," Working Paper series 65_12, Rimini Centre for Economic Analysis.
  14. Lombardi, Michele & Yoshihara, Naoki, 2012. "Natural Implementation with Partially Honest Agents," Discussion Paper Series 561, Institute of Economic Research, Hitotsubashi University.
  15. Lombardi, M. & Yoshihara, N., 2012. "National implementation with partially honest agents," Research Memorandum 005, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  16. Aleksander Berentsen & Samuel Huber & Alessandro Marchesiani, 2012. "Degreasing the wheels of finance," ECON - Working Papers 101, Department of Economics - University of Zurich.
  17. Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tedongap, 2012. "Risk Premium, Variance Premium and the Maturity Structure of Uncertainty," Staff Working Papers 12-11, Bank of Canada.
  18. Bouezmarni, Taoufik & Taamouti, Abderrahim, 2012. "Nonparametric tests for conditional independence using conditional distributions," UC3M Working papers. Economics we1217, Universidad Carlos III de Madrid. Departamento de Economía.
  19. Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2012. "Nonparametric estimation and inference for Granger causality measures," UC3M Working papers. Economics 14150, Universidad Carlos III de Madrid. Departamento de Economía.
  20. Fidrmuc, Jan & Tena Horrillo, Juan de Dios, 2012. "National minimum wage and labour market outcomes of young workers," DES - Working Papers. Statistics and Econometrics. WS ws121209, Universidad Carlos III de Madrid. Departamento de Estadística.
  21. JARA, miguel & Paolini, DIMITRI & TENA, J.D., 2012. "Management efficiency in football: an empirical analysis of two extreme cases," LIDAM Discussion Papers CORE 2012044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  22. PAOLINI, Dimitri & TENA, Juan de Dios, 2012. "Short or long-term contract? Firm's optimal choice," LIDAM Reprints CORE 2502, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  23. Gábor Békés & Lionel Fontagné & Balázs Muraközy & Vincent Vicard, 2012. "How frequently firms export? Evidence from France," Working Papers 2012-06, CEPII research center.
  24. Gu, Yiquan & Wenzel, Tobias, 2012. "Price-dependent demand in spatial models," DICE Discussion Papers 43, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  25. Gu, Yiquan & Wenzel, Tobias, 2012. "Strategic obfuscation and consumer protection policy in financial markets: Theory and experimental evidence," DICE Discussion Papers 76, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  26. Shalini Mitra, 2012. "Does Financial Development Cause Higher Firm Volatility and Lower Aggregate Volatility?," Working papers 2012-07, University of Connecticut, Department of Economics.
  27. Avino, Davide & Lazar, Emese, 2012. "Rethinking Capital Structure Arbitrage," MPRA Paper 42850, University Library of Munich, Germany.
  28. Avino, Davide & Nneji, Ogonna, 2012. "Are CDS spreads predictable? An analysis of linear and non-linear forecasting models," MPRA Paper 42848, University Library of Munich, Germany.
  29. Avino, Davide & Lazar, Emese & Varotto, Simone, 2012. "Price Discovery of Credit Spreads in Tranquil and Crisis Periods," MPRA Paper 42847, University Library of Munich, Germany.
  30. Avino, Davide & Lazar, Emese & Varotto, Simone, 2012. "Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options," MPRA Paper 56781, University Library of Munich, Germany.
  31. Leiner-Killinger, Nadine & Holm-Hadulla, Fédéric & de Groot, Oliver, 2012. "Cost of borrowing shocks and fiscal adjustment," Working Paper Series 1503, European Central Bank.
  32. Nabaz T. Khayyat & Almas Heshmati, 2012. "Determinants of Mobile Phone Customer Satisfaction in the Kurdistan Region of Iraq," TEMEP Discussion Papers 201290, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Sep 2012.
  33. Nabaz T. Khayyat & Jeong-Dong Lee, 2012. "A New Index Measure of Technological Capabilities for Developing Countries," TEMEP Discussion Papers 201291, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Jun 2012.
  34. Nabaz T. Khayyat & Almas Heshmati, 2012. "Determinants of Mobile Telecommunication Adoption in the Kurdistan Region of Iraq," TEMEP Discussion Papers 201289, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Sep 2012.
  35. Rabah Arezki & Kaddour Hadri & Eiji Kurozumi & Yao Rao, 2012. "Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests," Economics Working Papers 12-01, Queen's Management School, Queen's University Belfast.

2011

  1. Konings, Jozef & Roeger, Werner & Zhao, Liqiu, 2011. "Price-Cost Margins and Shares of Fixed Factors," CEPR Discussion Papers 8290, C.E.P.R. Discussion Papers.
  2. Joep Konings & Luca Marcolin, 2011. "The competitiveness of regions. A comparison between Belgian and German regions," Working Papers of VIVES - Research Centre for Regional Economics 16, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
  3. Joep Konings & Bas van Aarlen, 2011. "Sustainability of Belgian Public Finance: Challenges and Vulnerabilities," Working Papers of VIVES - Research Centre for Regional Economics 24, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
  4. Joze P. Damijan & Joep Konings, 2011. "Agglomeration Economies, Globalization and Productivity: Firm level evidence for Slovenia," Working Papers of VIVES - Research Centre for Regional Economics 21, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
  5. Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011. "A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets," Working Papers 2011-003, Federal Reserve Bank of St. Louis.
  6. Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011. "Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT Returns," Working Papers 416, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  7. Massimo Guidolin, 2011. "Markov Switching Models in Empirical Finance," Working Papers 415, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  8. Florackis, Chris & Kostakis, Alexandros & Kontonikas, Alexandros, 2011. "Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis," SIRE Discussion Papers 2011-31, Scottish Institute for Research in Economics (SIRE).
  9. Yavuz Arslan & Aslihan Atabek & Timur Hulagu & Saygin Sahinoz, 2011. "Expectation Errors, Uncertainty And Economic Activity," Working Papers 1117, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  10. Yavuz Arslan & Evren Ceritoglu, 2011. "Quality Growth versus Inflation in Turkey," Working Papers 1121, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  11. Yavuz Arslan & Aslihan Atabek Demirhan & Timur Hulagu & Saygin Sahinoz, 2011. "Belirsizligin Iktisadi Faaliyet Uzerindeki Etkileri," CBT Research Notes in Economics 1120, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  12. Arslan, Yavuz & Taskin, Temel, 2011. "Price search, consumption inequality, and expenditure inequality over the life cycle," MPRA Paper 34874, University Library of Munich, Germany.
  13. Arslan, Yavuz & Taskin, Temel, 2011. "Explaining the gender gaps in unemployment across OECD countries," MPRA Paper 34873, University Library of Munich, Germany.
  14. Yavuz Arslan & Mustafa Kilinc & M. Ibrahim Turhan, 2011. "Global Imbalances, Current Account Rebalancing and Exchange Rate Adjustments," Working Papers 1127, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  15. Arslan, Yavuz & Akkoyun, H. Cagri & Kanik, Birol, 2011. "Housing prices and transaction volume," MPRA Paper 37343, University Library of Munich, Germany, revised 01 Mar 2012.
  16. Phillips, Garry D.A. & Liu-Evans, Gareth, 2011. "The Robustness of the Higher-Order 2SLS and General k-Class Bias Approximations to Non-Normal Disturbances," Cardiff Economics Working Papers E2011/20, Cardiff University, Cardiff Business School, Economics Section.
  17. Alfonso Mendoza-Velázquez & Pilar Gómez-Gil, 2011. "Neural Networks, Ordered Probit Models and Multiple Discriminants. Evaluating Risk Rating Forecasts of Local Governments in Mexico," Working Papers 1, Centro de Investigación e Inteligencia Económica (CIIE), Departamento de Ciencias Sociales - UPAEP.
  18. Christopher Martin & Costas Milas, 2011. "Financial Crises and Monetary Policy: Evidence from the UK," Working Paper series 14_11, Rimini Centre for Economic Analysis.
  19. Gabriella Legrenzi & Costas Milas, 2011. "Debt Sustainability and Financial Crises: Evidence from the GIIPS," Working Paper series 42_11, Rimini Centre for Economic Analysis.
  20. Lombardi, Michele & Yoshihara, Naoki, 2011. "Partially-honest Nash implementation: Characterization results," MPRA Paper 28838, University Library of Munich, Germany.
  21. Lombardi, Michele & Yoshihara, Naoki & 吉原, 直毅 & ヨシハラ, ナオキ, 2011. "A Full Characterization of Nash Implementation with Strategy Space Reduction," Discussion Paper Series a548, Institute of Economic Research, Hitotsubashi University.
  22. Lombardi, Michele & Yoshihara, Naoki, 2011. "Partially Honest Nash Implementation: A Full Characterization," MPRA Paper 48234, University Library of Munich, Germany, revised 11 Jul 2013.
  23. Aleksander Berentsen & Samuel Huber & Alessandro Marchesiani, 2011. "Free-riding on liquidity," ECON - Working Papers 032, Department of Economics - University of Zurich.
  24. Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2011. "Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility," CIRANO Working Papers 2011s-27, CIRANO.
  25. Gonzalo, Jesús & Taamouti, Abderrahim, 2011. "The reaction of stock market returns to anticipated unemployment," UC3M Working papers. Economics we1145, Universidad Carlos III de Madrid. Departamento de Economía.
  26. Bouezmarni, Taoufik & El Ghouch, Anouar & Taamouti, Abderrahim, 2011. "Bernstein estimator for unbounded density copula," UC3M Working papers. Economics we1143, Universidad Carlos III de Madrid. Departamento de Economía.
  27. Gábor Békés & Balázs Muraközy, 2011. "Temporary trade and heterogeneous firms," CeFiG Working Papers 6, Center for Firms in the Global Economy, revised 13 Feb 2011.
  28. Gu, Yiquan & Wenzel, Tobias, 2011. "Transparency, entry, and productivity," DICE Discussion Papers 39, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  29. Jason Ng & Catherine S. Forbes & Gael M. Martin & Brendan P.M. McCabe, 2011. "Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models," Monash Econometrics and Business Statistics Working Papers 11/11, Monash University, Department of Econometrics and Business Statistics.
  30. Supriya Garikipati, 2011. "Microcredit and Women’s Empowerment: Through the Lens of Time Use Data from Rural India," Working Papers CEB 11-034, ULB -- Universite Libre de Bruxelles.
  31. Heshmati, Almas & Khayyat, Nabaz T., 2011. "Statistical Analysis of Landmine Fatalities in Kurdistan," IZA Discussion Papers 6018, Institute of Labor Economics (IZA).

2010

  1. Filip Abraham & Tim Goesaert & Jozef Konings, 2010. "Staying Home or Moving Away? The effect of restructuring on employment in multinational headquarters and their affiliates," Working Papers of VIVES - Research Centre for Regional Economics 12, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
  2. Dungey, Mardi & Henry, Olan & McKenzie, Michael, 2010. "From Trade-to-Trade in US Treasuries," Working Papers 10446, University of Tasmania, Tasmanian School of Business and Economics, revised 01 May 2010.
  3. Massimo Guidolin & Stuart Hyde, 2010. "Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective," Working Papers 2010-002, Federal Reserve Bank of St. Louis.
  4. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2010. "1/N and long run optimal portfolios: results for mixed asset menus," Working Papers 2010-003, Federal Reserve Bank of St. Louis.
  5. Massimo Guidolin & Daniel L. Thornton, 2010. "Predictions of short-term rates and the expectations hypothesis," Working Papers 2010-013, Federal Reserve Bank of St. Louis.
  6. Massimo Guidolin & Francesca Rinaldi, 2010. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Working Papers 2010-028, Federal Reserve Bank of St. Louis.
  7. Massimo Guidolin & Yu Man Tam, 2010. "A yield spread perspective on the great financial crisis: break-point test evidence," Working Papers 2010-026, Federal Reserve Bank of St. Louis.
  8. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2010. "Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence," Working Papers 2010-039, Federal Reserve Bank of St. Louis.
  9. Massimo Guidolin & Federica Ria, 2010. "Regime shifts in mean-variance efficient frontiers: some international evidence," Working Papers 2010-040, Federal Reserve Bank of St. Louis.
  10. Massimo Guidolin & Giovanna Nicodano, 2010. "Ex Post Portfolio Performance with Predictable Skewness and Kurtosis," Carlo Alberto Notebooks 191, Collegio Carlo Alberto.
  11. Chris Florackis & Alexandros Kontonikas & Alexandros Kostakis, 2010. "Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis," Working Papers 2011_22, Business School - Economics, University of Glasgow, revised Apr 2011.
  12. Alex Bryson & Babatunde Buraimo & Rob Simmons, 2010. "Do Salaries Improve Worker Performance?," CEP Discussion Papers dp1019, Centre for Economic Performance, LSE.
  13. Yavuz Arslan & Evren Ceritoglu, 2010. "Kalite Artislari ve Enflasyon : Turkiye Ornegi," CBT Research Notes in Economics 1017, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  14. Gabriella Deborah Legrenzi & Costas Milas, 2010. "Spend-and-Tax Adjustments and the Sustainability of the Government's Intertemporal Budget Constraint," CESifo Working Paper Series 2926, CESifo.
  15. Christopher Martin & Costas Milas, 2010. "Financial Stability and Monetary Policy," Working Paper series 12_10, Rimini Centre for Economic Analysis.
  16. Lombardi, Michele, 2010. "Two-agent Nash implementation with partially-honest agents: Almost Full Characterizations," MPRA Paper 27834, University Library of Munich, Germany.
  17. Aleksander Berentsen & Alessandro Marchesiani & Christopher Waller, 2010. "Channel Systems: Why is there a Positive Spread?," CESifo Working Paper Series 3251, CESifo.
  18. Alessandro Marchesiani & Aleksander Berentsen, 2010. "Standing Facilities Versus Open Market Operations: Equivalence Results," 2010 Meeting Papers 929, Society for Economic Dynamics.
  19. BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen VK & TAAMOUTI, Abderrahim, 2010. "Asymptotic properties of the Bernstein density copula estimator for alpha-mixing data," LIDAM Reprints CORE 2302, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  20. Carolina Godoy & Juan D. Tena, 2010. "Predicción utilizando modelos desagregados por componentes," Working Papers 08-2010, Departamento de Economía, Universidad de Concepción.
  21. Juan de Dios TENA & Antoni ESPASA & Gabriel PINO, 2010. "Forecasting Inflation and Relative Prices in the European Regions: A Case Study," Regional and Urban Modeling 284100040, EcoMod.
  22. Görg, Holger & Halpern, László & Muraközy, Balázs, 2010. "Why do within firm-product export prices differ across markets?," CEPR Discussion Papers 7708, C.E.P.R. Discussion Papers.
  23. Gu, Yiquan & Wenzel, Tobias, 2010. "Transparency, price-dependent demand and product variety," DICE Discussion Papers 04, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  24. Gu, Yiquan, 2010. "Wage and Employment Effects of Workplace Representation – A ""Right To Co-Manage"" Model," Ruhr Economic Papers 178, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  25. Gu, Yiquan & Hehenkamp, Burkhard, 2010. "The Inefficiency of Market Transparency – A Model with Endogenous Entry," Ruhr Economic Papers 219, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  26. Alexandros Kontonikas & Alexandros Kostakis, 2010. "On monetary policy and stock market anomalies," Working Papers 2010_29, Business School - Economics, University of Glasgow.
  27. Brendan P.M. McCabe & Gael Martin & Keith Freeland, 2010. "A Quasi-locally Most powerful Test for Correlation in the conditional Variance of Positive Data," Monash Econometrics and Business Statistics Working Papers 2/10, Monash University, Department of Econometrics and Business Statistics.
  28. Supriya Garikipati, 2010. "Microcredit and Women’s Empowerment: Have We Been Looking at the Wrong Indicators?," Working Papers CEB 10-030, ULB -- Universite Libre de Bruxelles.
  29. Kaddour Hadri & Rolf Larsson & Yao Rao, 2010. "Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite," Economics Working Papers 10-08, Queen's Management School, Queen's University Belfast.

2009

  1. Jozef Konings & Stijn Vanormelingen, 2009. "The Impact of Training on Productivity and Wages: Firm Level Evidence," LICOS Discussion Papers 24409, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  2. KONINGS, Jozef & VANDENBUSSCHE, Hylke, 2009. "Heterogeneous responses of firms to trade protection," LIDAM Reprints CORE 2112, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Simona Bovha-Padilla & Joze P. Damijan & Jozef Konings, 2009. "Financial Constraints and the Cyclicality of R&D Investment:Evidence from Slovenia," LICOS Discussion Papers 23909, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  4. John Hutchinson & Jozef Konings & Patrick Paul Walsh, 2009. "The Firm Size Distribution and Inter-Industry Diversification," Working Papers 200926, Geary Institute, University College Dublin.
  5. KONINGS, Jozef & VANDENBUSSCHE, Hylke, 2009. "Antidumping protection hurts exporters : firm-level evidence from France," LIDAM Discussion Papers CORE 2009042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2009. "Non-linear predictability in stock and bond returns: when and where is it exploitable?," Working Papers 2008-010, Federal Reserve Bank of St. Louis.
  7. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2009. "Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value," CeRP Working Papers 82, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  8. Massimo Guidolin & Francesca Rinaldi, 2009. "A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers?," Working Papers 2009-020, Federal Reserve Bank of St. Louis.
  9. Temel Taskin & Yavuz Arslan, 2009. "Price Search, Consumption Inequality, and Expenditure Inequality in a Life Cycle Model," 2009 Meeting Papers 795, Society for Economic Dynamics.
  10. Mendoza-Velázquez, Alfonso, 2009. "The Information Content and Redistribution Effects of State and Municipal Rating Changes in Mexico," Economics Discussion Papers 2009-17, Kiel Institute for the World Economy (IfW Kiel).
  11. Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Papers 200923, University of Pretoria, Department of Economics.
  12. Alessandro Flamini & Costas Milas, 2009. "Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty," Working Paper series 38_09, Rimini Centre for Economic Analysis.
  13. Christopher Martin & Costas Milas, 2009. "Causes of the Financial Crisis: an Assessment Using UK Data," Working Paper series 10_09, Rimini Centre for Economic Analysis.
  14. Costas Milas & Gabriella Legrenzi, 2009. "A Non-linear Analysis on the Sustainability of the Government's Intertemporal Budget Constraint," 2009 Meeting Papers 1261, Society for Economic Dynamics.
  15. Michele Lombardi & Roberto Veneziani, 2009. "Liberal Egalitarianism and the Harm Principle," Working Papers 649, Queen Mary University of London, School of Economics and Finance.
  16. Michele Lombardi & Roberto Veneziani, 2009. "Liberal Principles for Social Welfare Relations in Infinitely-Lived Societies," Working Papers 650, Queen Mary University of London, School of Economics and Finance.
  17. Michele Lombardi & Roberto Veneziani, 2009. "An Impossibility Result for Social Welfare Relations in Infinitely-lived Societies," Global COE Hi-Stat Discussion Paper Series gd09-077, Institute of Economic Research, Hitotsubashi University.
  18. Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2009. "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," Cahiers de recherche 0927, CIRPEE.
  19. Amira, Khaled & Taamouti, Abderrahim & Tsafack, Georges, 2009. "What Drives International Equity Correlations? Volatility or Market Direction?," UC3M Working papers. Economics we094122, Universidad Carlos III de Madrid. Departamento de Economía.
  20. Juan de Dios Tena & Jorge Dresdner & Iván Araya, 2009. "A Multimarket Approach for Estimating a New Keynesian Phillips Curve," Working Papers 02-2009, Departamento de Economía, Universidad de Concepción.
  21. Helena Marques & Gabriel Pino & J.D.Tena, 2009. "Regional inflation dynamics using space-time models," DEA Working Papers 40, Universitat de les Illes Balears, Departament d'Economía Aplicada.
  22. Holger Görg & Alexander Hijzen & Balázs Muraközy, 2009. "The role of production technology for productivity spillovers from multinationals: Firm-level evidence for Hungary," CeFiG Working Papers 5, Center for Firms in the Global Economy, revised 01 Feb 2009.
  23. Gábor Békés & Péter Harasztosi & Balázs Muraközy, 2009. "Firms and Products in International Trade: Data and Patterns for Hungary," CeFiG Working Papers 9, Center for Firms in the Global Economy, revised 12 Oct 2009.
  24. László Halpern & Balázs Muraközy, 2009. "Innovation, Productivity and Export: the case of Hungary," CeFiG Working Papers 10, Center for Firms in the Global Economy, revised 02 Dec 2009.
  25. Gu, Yiquan & Wenzel, Tobias, 2009. "Product variety, price elasticity of demand and fixed cost in spatial models," FAU Discussion Papers in Economics 03/2009, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
  26. Brendan P.M. McCabe & Gael M. Martin & David Harris, 2009. "Optimal Probabilistic Forecasts for Counts," Monash Econometrics and Business Statistics Working Papers 7/09, Monash University, Department of Econometrics and Business Statistics.

2008

  1. Jozef Konings, 2008. "The Impact of Training on Productivity and Wages. Evidence from Belgian Firm Level Panel Data," LICOS Discussion Papers 19708, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  2. Jozef Konings & Damiaan Persyn, 2008. "Zin of onzin van structurele lastenverminderingen?," LICOS Discussion Papers 21208, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  3. Ólan Henry & Nilss Olekalns & Kalvinder Shields, 2008. "Economic Activity and the Stock Market: The Asymmetric Impact of Fundamental and Non-Fundamental News," Department of Economics - Working Papers Series 1039, The University of Melbourne.
  4. Massimo Guidolin & Stuart Hyde, 2008. "Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK," Working Papers 2008-005, Federal Reserve Bank of St. Louis.
  5. Guidolin, Massimo & Thornton, Daniel L., 2008. "Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates," Working Paper Series 977, European Central Bank.
  6. Dimitrios Thomakos & Michail Koubouros, 2008. "The Role of Realized Volatility in the Athens Stock Exchange," Working Papers 0020, University of Peloponnese, Department of Economics.
  7. Szymon Wlazlowski & Monica Giulietti & Jane Binner & Costas Milas, 2008. "Smooth Transition Models in Price Transmission," Working Paper series 04_08, Rimini Centre for Economic Analysis.
  8. Christopher Martin & Costas Milas, 2008. "The Sub-Prime Crisis and UK Monetary Policy," Working Paper series 31_08, Rimini Centre for Economic Analysis.
  9. Michele Lombardi & Naoki Yoshihara, 2008. "Alternative Characterizations of the Proportional Solution for Nonconvex Bargaining Problems with Claims," Working Papers 632, Queen Mary University of London, School of Economics and Finance.
  10. Dufour, Jean-Marie & Taamouti, Abderrahim, 2008. "Short and long run causality measures: theory and inference," UC3M Working papers. Economics we083720, Universidad Carlos III de Madrid. Departamento de Economía.
  11. Bouezmarni, Taoufik & Rombouts, Jeroen V. K. & Taamouti, Abderrahim, 2008. "Asymptotic properties of the Bernstein density copula for dependent data," UC3M Working papers. Economics we083619, Universidad Carlos III de Madrid. Departamento de Economía.
  12. Dufour, Jean-Marie & Taamouti, Abderrahim, 2008. "Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms," UC3M Working papers. Economics we086027, Universidad Carlos III de Madrid. Departamento de Economía.
  13. Dufour, Jean-Marie & García, René & Taamouti, Abderrahim, 2008. "Measuring causality between volatility and returns with high-frequency data," UC3M Working papers. Economics we084422, Universidad Carlos III de Madrid. Departamento de Economía.
  14. J. Alverez & David Forrest & I. Sanz & J. D. Tena, 2008. "Impact of Importing Foreign Talent on Performance Levels of Local Co-workers," IASE Conference Papers 0823, International Association of Sports Economists.
  15. Tena Horrillo, Juan de Dios & Espasa, Antoni & Pino, Gabriel, 2008. "Forecasting Spanish inflation using information from different sectors and geographical areas," DES - Working Papers. Statistics and Econometrics. WS ws080101, Universidad Carlos III de Madrid. Departamento de Estadística.
  16. Juan de Dios Tena Horrillo & R. Flores & David Forrest, 2008. "Impact on Competitive Balance from Allowing Foreign Players in a Sports League: An Analytical Model and an Empirical Test," IASE Conference Papers 0837, International Association of Sports Economists.
  17. JdD Tena & E. Otranto, 2008. "A Realistic Model for Official Interest Rates," Working Paper CRENoS 200802, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  18. Gu, Yiquan, 2008. "Imperfect Certification," Ruhr Economic Papers 78, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.

2007

  1. Maarten Goos & Jozef Konings, 2007. "The Impact of Payroll Tax Reductions on Employment and Wages: A Natural Experiment Using Firm Level Data," LICOS Discussion Papers 17807, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  2. Abraham, Filip & Konings, Jozef & Slootmaekers, Veerle, 2007. "FDI Spillovers in the Chinese Manufacturing Sector: Evidence of firm heterogeneity," CEPR Discussion Papers 6573, C.E.P.R. Discussion Papers.
  3. Filip Abraham & Jozef Konings & Stijn Vanormelingen, 2007. "The Effect of Globalization on Union Bargaining and Price-Cost Margins of Firms," LICOS Discussion Papers 18107, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  4. Jozef Konings & Hylke Vandenbussche, 2007. "Antidumping Protection and Productivity of Domestic Firms: A firm level analysis," LICOS Discussion Papers 19607, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  5. Michael McKenzie & Olan T. Henry, 2007. "The Determinnts of Short Selling in the Hong Kong Equities Market," Department of Economics - Working Papers Series 1001, The University of Melbourne.
  6. Olan T Henry, 2007. "Between The Rock and a Hard Place: Regime Switching in the RelationshipBetween Short-Term Interest Rates and Equity Returns in the UK," Department of Economics - Working Papers Series 1019, The University of Melbourne.
  7. Massimo Guidolin & Allan Timmerman, 2007. "Forecasts of U.S. short-term interest rates: a flexible forecast combination approach," Working Papers 2005-059, Federal Reserve Bank of St. Louis.
  8. Massimo Guidolin & Giovanna Nicodano, 2007. "Small caps in international equity portfolios: the effects of variance risk," Working Papers 2005-075, Federal Reserve Bank of St. Louis.
  9. Massimo Guidolin & Stuart Hyde, 2007. "What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model," Working Papers 2006-029, Federal Reserve Bank of St. Louis.
  10. Massimo Guidolin & Carrie Fangzhou Na, 2007. "The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns," Working Papers 2006-059, Federal Reserve Bank of St. Louis.
  11. Massimo Guidolin & Simona Mola, 2007. "Affiliated mutual funds and analyst optimism," Working Papers 2007-017, Federal Reserve Bank of St. Louis.
  12. Massimo Guidolin & Giovanna Nicodano, 2007. "Managing international portfolios with small capitalization stocks," Working Papers 2007-030, Federal Reserve Bank of St. Louis.
  13. Massimo Guidolin & Giovanna Nicodano, 2007. "Small Caps in International Diversified Portfolios," CeRP Working Papers 68, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  14. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2007. "Investing in Mixed Asset Portfolios: the Ex-Post Performance," CeRP Working Papers 69, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  15. Babatunde Buraimo & David Forrest & Robert Simmons, 2007. "The Twelfth Man? Refereeing Bias in English and German Soccer," Working Papers 0707, International Association of Sports Economists;North American Association of Sports Economists.
  16. B Buraimo & R Simmons, 2007. "A tale of two audiences: spectators, television viewers and outcome uncertainty in Spanish football," Working Papers 591121, Lancaster University Management School, Economics Department.
  17. Christopher Martin & Costas Milas, 2007. "Testing the Opportunistic Approach to Monetary Policy," Keele Economics Research Papers KERP 2007/02, Centre for Economic Research, Keele University.
  18. Szymon Wlazlowski & Monica Giulietti & Jane Binner & Costas Milas, 2007. "Dynamics in the European Petroleum Markets," Keele Economics Research Papers KERP 2007/04, Centre for Economic Research, Keele University.
  19. Ram Kharel & Chris Martin & Costas Milas, 2007. "The Complex Response of Monetary Policy to Asset Prices," Money Macro and Finance (MMF) Research Group Conference 2006 153, Money Macro and Finance Research Group.
  20. Costas Milas, 2007. "Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model," Keele Economics Research Papers KERP 2007/07, Centre for Economic Research, Keele University.
  21. Christopher Martin & Costas Milas, 2007. "Monetary Policy and the Hybrid Phillips Curve," Keele Economics Research Papers KERP 2007/12, Centre for Economic Research, Keele University.
  22. Costas Milas & Philip Rothman, 2007. "Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts," Working Paper series 49_07, Rimini Centre for Economic Analysis.
  23. Michele Lombardi, 2007. "What Kind of Preference Maximization Does the Weak Axiom of Revealed Non-inferiority Characterize?," Working Papers 606, Queen Mary University of London, School of Economics and Finance.
  24. Michele Lombardi & Marco Mariotti, 2007. "Uncovered Bargaining Solutions," Working Papers 608, Queen Mary University of London, School of Economics and Finance.
  25. Michele Lombardi, 2007. "Reason-Based Choice Correspondences," Working Papers 607, Queen Mary University of London, School of Economics and Finance.
  26. Marchesiani, Alessandro & Senesi, Pietro, 2007. "Money and Nominal Bonds," MPRA Paper 9417, University Library of Munich, Germany.
  27. Tena Horrillo, Juan de Dios & Salazar, César, 2007. "Explaining inflation and output volatility in Chile : an empirical analysis of forty years," DES - Working Papers. Statistics and Econometrics. WS ws071505, Universidad Carlos III de Madrid. Departamento de Estadística.
  28. Tena Horrillo, Juan de Dios & Dresdner, Jorge & Araya, Iván, 2007. "A multimarket approach to estimate a New Keynesian Phillips Curve," DES - Working Papers. Statistics and Econometrics. WS ws076917, Universidad Carlos III de Madrid. Departamento de Estadística.
  29. Görg, Holger & Kneller, Richard & Muraközy, Balázs, 2007. "What Makes a Successful Export?," CEPR Discussion Papers 6614, C.E.P.R. Discussion Papers.
  30. Gu, Yiquan & Wenzel, Tobias, 2007. "A Note on the Excess Entry Theorem in Spatial Models with Elastic Demand," Ruhr Economic Papers 33, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  31. Alexandros Kostakis, 2007. "Mind Coskewness: A Performance Measure for Prudent, Long-Term Investors," Discussion Papers 07/07, Department of Economics, University of York.

2006

  1. Tena Horrillo, Juan de Dios & Tremayne, A. R., 2006. "Modelling monetary transmission in UK manufacturing industry," DES - Working Papers. Statistics and Econometrics. WS ws062911, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Filip Abraham & Jozef Konings & Stijn Vanormelingen, 2006. "Price and wage setting in an integrating Europe : firm level evidence," Working Paper Research 93, National Bank of Belgium.
  3. Massimo Guidolin & Allan Timmerman, 2006. "Asset allocation under multivariate regime switching," Working Papers 2005-002, Federal Reserve Bank of St. Louis.
  4. Massimo Guidolin & Allan Timmerman, 2006. "International asset allocation under regime switching, skew and kurtosis preferences," Working Papers 2005-034, Federal Reserve Bank of St. Louis.
  5. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2006. "Investing for the long-run in European real estate," Working Papers 2006-028, Federal Reserve Bank of St. Louis.
  6. Massimo Guidolin & Simona Mola, 2006. "Why do analysts continue to provide favorable coverage for seasoned stocks?," Working Papers 2006-034, Federal Reserve Bank of St. Louis.
  7. Ozgur Arslan & Chrisostomos Florackis & Aydin Ozkan, 2006. "The Role of Cash Holdings in Reducing Investment-Cash Flow Sensitivity: Evidence from a Financial Crisis Period in an Emerging Market," Discussion Papers 06/08, Department of Economics, University of York.
  8. Chrisostomos Florackis & Aydin Ozkan, 2006. "What Reduces the Impact of Managerial Entrenchment on Agency Costs? Evidence for UK Firms," Discussion Papers 06/03, Department of Economics, University of York.
  9. Babatunde Buraimo & David Forrest & Robert Simmons, 2006. "Robust Estimates of the Impacts of Broadcasting on Match Attendance in Football," IASE Conference Papers 0637, International Association of Sports Economists.
  10. B Buraimo & R Simmons, 2006. "Market size and attendance in English Premier League football," Working Papers 574562, Lancaster University Management School, Economics Department.
  11. Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Discussion Paper Series 2006_6, Department of Economics, Loughborough University, revised Mar 2006.
  12. Christopher Martin & Costas Milas, 2006. "The Impact of Uncertainty on Monetary Policy Rules in the UK," Keele Economics Research Papers KERP 2006/09, Centre for Economic Research, Keele University.
  13. Gabriella Legrenzi & Costas Milas, 2006. "Asymmetric and Non-Linear Adjustments in Local Fiscal Policy," Keele Economics Research Papers KERP 2006/16, Centre for Economic Research, Keele University.
  14. Ram Sharan Kharel & Christopher Martin & Costas Milas, 2006. "The Complex Response of Monetary Policy to the Exchange Rate," Keele Economics Research Papers KERP 2006/17, Centre for Economic Research, Keele University.
  15. Michele Lombardi, 2006. "Uncovered Set Choice Rule," Working Papers 563, Queen Mary University of London, School of Economics and Finance.
  16. Tena Horrillo, Juan de Dios & Jerez, Miguel & Sotoca, Sonia & Carvallo, Nicole, 2006. "A proposal to obtain a long quarterly chilean gdp series," DES - Working Papers. Statistics and Econometrics. WS ws061706, Universidad Carlos III de Madrid. Departamento de Estadística.
  17. Tena Horrillo, Juan de Dios & Otranto, Edoardo, 2006. "Modelling the discrete and infrequent official interest rate change in the UK," DES - Working Papers. Statistics and Econometrics. WS ws062007, Universidad Carlos III de Madrid. Departamento de Estadística.
  18. Ruijun Bu & Kaddour Hadri & Brendan McCabe, 2006. "Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes," Working Papers 200619, University of Liverpool, Department of Economics.
  19. Supriya Garikipati, 2006. "Feminization of Agricultural Labor and Women's Domestic Status: Eveidence from Labor Households in India," Working Papers 200630, University of Liverpool, Department of Economics.

2005

  1. Amiti, Mary & Konings, Jozef, 2005. "Trade Liberalization, Intermediate Inputs and Productivity: Evidence from Indonesia," CEPR Discussion Papers 5104, C.E.P.R. Discussion Papers.
  2. O.T. Henry & S. Suardi, 2005. "Testing For Asymmetry In Interest Rate Volatility In The Presence Of A Neglected Level Effect," Department of Economics - Working Papers Series 945, The University of Melbourne.
  3. Massimo Guidolin & Allan Timmerman, 2005. "Size and value anomalies under regime shifts," Working Papers 2005-007, Federal Reserve Bank of St. Louis.
  4. Massimo Guidolin & Allan Timmerman, 2005. "Term structure of risk under alternative econometric specifications," Working Papers 2005-001, Federal Reserve Bank of St. Louis.
  5. Massimo Guidolin & Allan Timmerman, 2005. "An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns," Working Papers 2005-003, Federal Reserve Bank of St. Louis.
  6. Massimo Guidolin, 2005. "High equity premia and crash fears. Rational foundations," Working Papers 2005-011, Federal Reserve Bank of St. Louis.
  7. Silvia Goncalves & Massimo Guidolin, 2005. "Predictable dynamics in the S&P 500 index options implied volatility surface," Working Papers 2005-010, Federal Reserve Bank of St. Louis.
  8. Massimo Guidolin, 2005. "Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle," Working Papers 2005-005, Federal Reserve Bank of St. Louis.
  9. Massimo Guidolin & Allan Timmerman, 2005. "Optimal portfolio choice under regime switching, skew and kurtosis preferences," Working Papers 2005-006, Federal Reserve Bank of St. Louis.
  10. Gianluca Cassesse & Massimo Guidolin, 2005. "Modelling the MIB30 implied volatility surface. Does market efficiency matter?," Working Papers 2005-008, Federal Reserve Bank of St. Louis.
  11. Massimo Guidolin, 2005. "Home bias and high turnover in an overlapping generations model with learning," Working Papers 2005-012, Federal Reserve Bank of St. Louis.
  12. Massimo Guidolin & Allan Timmerman, 2005. "Properties of equilibrium asset prices under alternative learning schemes," Working Papers 2005-009, Federal Reserve Bank of St. Louis.
  13. Massimo Guidolin & Sadayuki Ono, 2005. "Are the dynamic linkages between the macroeconomy and asset prices time-varying?," Working Papers 2005-056, Federal Reserve Bank of St. Louis.
  14. Massimo Guidolin & Eliana La Ferrara, 2005. "The economic effects of violent conflict: evidence from asset market reactions," Working Papers 2005-066, Federal Reserve Bank of St. Louis.
  15. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2005. "Investing for the Long-Run in European Real Estate. Does Predictability Matter?," CeRP Working Papers 40, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  16. Babatunde Buraimo & David Forrest & Robert Simmons, 2005. "Does market size matter for team success in sports?," IASE Conference Papers 0509, International Association of Sports Economists.
  17. D Forrest & R Simmons & B Buraimo, 2005. "Freedom of entry, market size and competitive outcome: evidence from English soccer," Working Papers 567322, Lancaster University Management School, Economics Department.
  18. Daniel Ventosa-Santaularia & Alfonso Mendoza, 2005. "Non Linear Moving-Average Conditional Heteroskedasticity," Department of Economics and Finance Working Papers EM200502, Universidad de Guanajuato, Department of Economics and Finance.
  19. Ventosa-Santaulària, Daniel & Mendoza V., Alfonso, 2005. "Non Linear Moving-Average Conditional Heteroskedasticity," MPRA Paper 58769, University Library of Munich, Germany.
  20. Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance 0505009, University Library of Munich, Germany, revised 17 Jan 2006.
  21. Dimitrios D. Thomakos & Michail S. Koubouros, 2005. "Realized Volatility and Asymmetries in the A.S.E. Returns," Finance 0507012, University Library of Munich, Germany, revised 17 Jan 2006.
  22. Ekaterini Panopoulou & Michail Koubouros, 2005. "Intertemporal Market Risks and the Cross-Section of Greek Average Returns," Economics Department Working Paper Series n1610206, Department of Economics, National University of Ireland - Maynooth.
  23. Costas Milas & Phil Rothman, 2005. "Multivariate STAR Unemployment Rate Forecasts," Econometrics 0502010, University Library of Munich, Germany.
  24. Jakob Madsen & Costas Milas, 2005. "The Price-Dividend Relationship In Inflationary And Deflationary Regimes," Econometrics 0506002, University Library of Munich, Germany.
  25. Gabriella Legrenzi & Costas Milas, 2005. "Non-linear real exchange rate effects in the UK labour market," Macroeconomics 0507019, University Library of Munich, Germany.
  26. Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2005. "On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models," Discussion Paper Series 2005_9, Department of Economics, Loughborough University, revised Sep 2005.
  27. Christopher Martin & Costas Milas, 2005. "Uncertainty and Monetary Policy Rules in the United States," Economics and Finance Discussion Papers 05-22, Economics and Finance Section, School of Social Sciences, Brunel University.
  28. Gabriella Legrenzi & Costas Milas, 2005. "Non-linear adjustments in fiscal policy," Keele Economics Research Papers KERP 2005/04, Centre for Economic Research, Keele University.
  29. Christopher Martin & Costas Milas, 2005. "The Response of Monetary Policy to Uncertainty: Theory and Empirical Evidence for the US," Keele Economics Research Papers KERP 2006/15, Centre for Economic Research, Keele University, revised Aug 2006.
  30. Juan de Dios Tena & Francesco Giovannoni, 2005. "Market Concentration, Macroeconomic Uncertainty and Monetary Policy," Bristol Economics Discussion Papers 05/576, School of Economics, University of Bristol, UK.
  31. Balázs, Muraközy & Halpern, László, 2005. "Does Distance Matter in Spillover?," CEPR Discussion Papers 4857, C.E.P.R. Discussion Papers.
  32. Jana Vyrastekova & Supriya Garikipati, 2005. "Beliefs and Trust: An Experiment," Working Papers 200511, University of Liverpool, Department of Economics.

2004

  1. Tsung Ping Chung & Peter Dolton & Andrew Tremayne, 2004. "The Determinants Of Teacher Supply: Time Series Evidence For The UK, 1962-2001," Royal Economic Society Annual Conference 2004 66, Royal Economic Society.
  2. De Loecker, Jan & Konings, Jozef, 2004. "Creative Destruction and Productivity Growth in an Emerging Economy: Evidence from Slovenian Manufacturing," CEPR Discussion Papers 4238, C.E.P.R. Discussion Papers.
  3. Jozef Konings & Hylke Vandenbussche, 2004. "Antidumping Protection and Markups of Domestic Firms: Evidence from Firm Level Data," LICOS Discussion Papers 14104, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  4. Konings, Jozef & Vandenbussche, Hylke, 2004. "Antidumping Protection and Productivity Growth of Domestic Firms," CEPR Discussion Papers 4620, C.E.P.R. Discussion Papers.
  5. Konings, Jozef, 2004. "The employment effects of foreign direct investment," EIB Papers 4/2004, European Investment Bank, Economics Department.
  6. Olan T. Henry & Sandy Suardi, 2004. "Testing for a Level Effect in Short-Term Interest Rates," Department of Economics - Working Papers Series 924, The University of Melbourne.
  7. Olan T. Henry & Nilss Olekalns & Kalvinder Shields, 2004. "Time Variation And Asymmetry In The World Price Of Covariance Risk: The Implications For International Diversification," Department of Economics - Working Papers Series 907, The University of Melbourne.
  8. Guidolin, Massimo & La Ferrara, Eliana, 2004. "Diamonds are Forever, Wars are Not: Is Conflict Bad for Private Firms?," CEPR Discussion Papers 4668, C.E.P.R. Discussion Papers.
  9. Massimo Guidolin, University of Virginia & Allan Timmermann, 2004. "Strategic Asset Allocation and Consumption Decisions under Multivariate Regime Switching," Econometric Society 2004 Australasian Meetings 349, Econometric Society.
  10. B Buraimo & D Forrest & R Simmons, 2004. "Outcome uncertainty and the couch potato audience," Working Papers 542822, Lancaster University Management School, Economics Department.
  11. Alfonso Mendoza, 2004. "Modelling long memory and risk premia in Latin American sovereign bond markets," Money Macro and Finance (MMF) Research Group Conference 2003 65, Money Macro and Finance Research Group, revised 13 Oct 2004.
  12. Domac, Ilker & Mendoza, Alfonso, 2004. "Is there room for foreign exchange interventions under an inflation targeting framework ? Evidence from Mexico and Turkey," Policy Research Working Paper Series 3288, The World Bank.
  13. Christopher Martin & Michael Arghyrou & Costas Milas, 2004. "Nonlinear inflation dynamics: evidence from the UK," Money Macro and Finance (MMF) Research Group Conference 2003 59, Money Macro and Finance Research Group.
  14. Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2004 65, Money Macro and Finance Research Group.
  15. Keith Freeland & Brendan McCabe & Gael Martin, 2004. "Testing for Dependence in Non-Gaussian Time Series Data," Econometric Society 2004 Australasian Meetings 313, Econometric Society.

2003

  1. B.P.M. McCabe & G.M. Martin & A.R. Tremayne, 2003. "Persistence and Nonstationary Models," Monash Econometrics and Business Statistics Working Papers 16/03, Monash University, Department of Econometrics and Business Statistics.
  2. Konings, Jozef & Van Cayseele, Patrick & Warzynski, Frederic, 2003. "The Effect of Privatization and Competitive Pressure on Firms' Price-Cost Margins: Micro Evidence from Emerging Economies," CEPR Discussion Papers 3703, C.E.P.R. Discussion Papers.
  3. Konings, Jozef & Kupets, Olga & Lehmann, Hartmut, 2003. "Gross Job Flows in Ukraine: Size, Ownership and Trade Effects," CEPR Discussion Papers 3802, C.E.P.R. Discussion Papers.
  4. Konings, Jozef & Ana Xavier, 2003. "Firm Performance and Selection in an emerging Economy: Micro Evidence from Slovenia," Royal Economic Society Annual Conference 2003 127, Royal Economic Society.
  5. Jozef Konings & Alan Patrick Murphy, 2003. "Do Multinational Enterprises Relocate Employment to Low Wage Regions? Evidence from European Multinationals," LICOS Discussion Papers 13103, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  6. Jozef Konings, 2003. "Are Wage Cost Differentials Driving Delocalisation?," LICOS Discussion Papers 13403, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  7. Jozef Konings & Patrick Van Cayseele & Frederic Warzynski, 2003. "The Effects Of Privatization And International Competitive Pressure On Firms??? Price-Cost Margins: Micro Evidence From Emerging Economies1," William Davidson Institute Working Papers Series 2003-603, William Davidson Institute at the University of Michigan.
  8. Patrick Van Cayseele & Jozef Konings & Jan De Loecker, 2003. "Merger Review: How much of Industry is Affected in an International Perspective ?," Working Papers of Department of Economics, Leuven ces0315, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  9. Shields, KalvInder & Kevin B Grier & Olan T Henry & Nilss Olekalns, 2003. "The Asymmetric Effects of Uncertainty on Inflation and Output Growth," Royal Economic Society Annual Conference 2003 187, Royal Economic Society.
  10. Kalvinder Shields & Nilss Olekalns & Ólan T. Henry & Chris Brooks, 2003. "Measuring the Response of Macroeconomic Uncertainty to Shocks," Department of Economics - Working Papers Series 870, The University of Melbourne.
  11. Olan T. Henry & Michael McKenzie, 2003. "The Impact of Short Selling on the Price–Volume Relationship: Evidence from Hong Kong," Department of Economics - Working Papers Series 869, The University of Melbourne.
  12. Ólan T. Henry & Nilss Olekalns & Jonathan Thong, 2003. "Do Stock Market Returns Predict Changes to Output? Evidence from a Nonlinear Panel Data Model," Department of Economics - Working Papers Series 868, The University of Melbourne.
  13. Guidolin, Massimo & Allan Timmermann, 2003. "Economic Implications of Bull and Bear Regimes in UK Stock Returns," Royal Economic Society Annual Conference 2003 95, Royal Economic Society.
  14. Abbigail J. Chiodo & Massimo Guidolin & Michael T. Owyang & Makoto Shimoji, 2003. "Subjective probabilities: psychological evidence and economic applications," Working Papers 2003-009, Federal Reserve Bank of St. Louis.
  15. David Forrest & Robert Simmons & Babatunde Buraimo, 2003. "Broadcaster and Audience Demand for Premier League Football," IASE Conference Papers 0305, International Association of Sports Economists.
  16. Michael Arghyrou & Christopher Martin & Costas Milas, 2003. "Non-linear Inflationary Dynamics: Evidence from the UK," Economics and Finance Discussion Papers 03-03, Economics and Finance Section, School of Social Sciences, Brunel University.
  17. Brendan McCabe & Stephen Leybourne & David Harris, 2003. "Testing for Stochastic Cointegration and Evidence for Present Value Models," Econometrics 0311009, University Library of Munich, Germany.
  18. David Harris & Steve Leybourne & Brendan McCabe, 2003. "Panel Stationarity Tests with Cross-sectional Dependence," Econometrics 0311005, University Library of Munich, Germany.
  19. B.P.M. McCabe & G.M. Martin, 2003. "Coherent Predictions of Low Count Time Series," Monash Econometrics and Business Statistics Working Papers 8/03, Monash University, Department of Econometrics and Business Statistics.

2002

  1. Budd, John W & Konings, Jozef & Slaughter, Matthew, 2002. "International Rent Sharing in Multinational Firms," CEPR Discussion Papers 3326, C.E.P.R. Discussion Papers.
  2. Konings, Jozef & Vandenbussche, Hylke, 2002. "Does Antidumping Protection Raise Market Power? Evidence from Firm Level Data," CEPR Discussion Papers 3571, C.E.P.R. Discussion Papers.
  3. Budd, John W. & Konings, Jozef & Slaughter, Matthew J., 2002. "Wages and International Rent Sharing in Multinational Firms," IZA Discussion Papers 560, Institute of Labor Economics (IZA).
  4. Jozef Konings & Marian Rizov & Hylke Vandenbussche, 2002. "Investment and Credit Constraints in Transition Economies: Micro Evidence from Poland, the Czech Republic, Bulgaria and Romania," LICOS Discussion Papers 11202, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  5. Jozef Konings & Ana Xavier, 2002. "Firm Growth and Survival in a Transition Country: Micro Evidence from Slovenia," LICOS Discussion Papers 11402, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  6. Jozef Konings & Hylke Vandenbussche, 2002. "Does Antidumping Protection raise Market Power of Domestic Firms? Evidence from Firm Level Data," LICOS Discussion Papers 12202, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  7. Jozef Konings & Olga Kupets & Hartmut Lehmann, 2002. "The Incidence and Cost of Job Loss in a Transition Economy: Displaced Workers in Estonia, 1989-1999," CERT Discussion Papers 0210, Centre for Economic Reform and Transformation, Heriot Watt University.
  8. Olan T. Henry & Nilss Olekalns & Kalvinder Shields, 2002. "Non-linear Co-Movements in Output Growth: Evidence from the United States and Australia," Department of Economics - Working Papers Series 857, The University of Melbourne.
  9. Ilker Domac & Alfonso Mendoza, 2002. "Is there Room for Forex Interventions under Inflation Targeting Framework? Evidence from Mexico and Turkey," Discussion Papers 0206, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  10. Martin, Christopher & Costas Milas, 2002. "Modelling Monetary Policy: Inflation Targeting in Practice," Royal Economic Society Annual Conference 2002 137, Royal Economic Society.
  11. Ilias Lekkos & Costas Milas, 2002. "Common risk factors in the US and UK interest rate swap markets:Evidence from a non-linear vector autoregression approach," Public Policy Discussion Papers 02-05, Economics and Finance Section, School of Social Sciences, Brunel University.
  12. Ana María Iregui & Costas Milas & Jesus Otero, 2002. "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Public Policy Discussion Papers 02-29, Economics and Finance Section, School of Social Sciences, Brunel University.
  13. Gabriella Legrenzi & Costas Milas, 2002. "Asymmetric and non-linear adjustment in the revenue-expenditure models," Economics and Finance Discussion Papers 02-03, Economics and Finance Section, School of Social Sciences, Brunel University.

2001

  1. Jung, Robert & Tremayne, Andrew R., 2001. "Testing serial dependence in time series models of counts against some INARMA alternatives," Tübinger Diskussionsbeiträge 204, University of Tübingen, School of Business and Economics.
  2. Konings, Jozef & Springael, Linda & Vandenbussche, Hylke, 2001. "Import Diversion under European Antidumping Policy," CEPR Discussion Papers 2785, C.E.P.R. Discussion Papers.
  3. Konings, Jozef & Murphy, Alan, 2001. "Do Multinational Enterprises Substitute Parent Jobs for Foreign Ones? Evidence from European Firm Level Panel Data," CEPR Discussion Papers 2972, C.E.P.R. Discussion Papers.
  4. Angelucci, Manuela & Estrin, Saul & Konings, Jozef & Zólkiewski, Zbigniew, 2001. "The Effect of Ownership and Competitive Pressure on Firm Performance in Transition Countries: Micro Evidence from Bulgaria, Romania and Poland," CEPR Discussion Papers 2985, C.E.P.R. Discussion Papers.
  5. Faggio, Giulia & Konings, Jozef, 2001. "Job Creation, Job Destruction and Employment Growth in Transition Countries in the 90's," IZA Discussion Papers 242, Institute of Labor Economics (IZA).
  6. Konings, Jozef & Lehmann, Hartmut, 2001. "Marshall and Labour Demand in Russia: Going Back to Basics," IZA Discussion Papers 372, Institute of Labor Economics (IZA).
  7. Jozef Konings & Alan Murphy, 2001. "Do Multinational Enterprises Substitute Parent Jobs for Foreign Ones? Evidence from Firm Level Panel Data," LICOS Discussion Papers 10001, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  8. Jozef Konings & Patrick Van Cayseele & Frederic Warzynsi, 2001. "Market Power, Competition and Ownership in Emerging Economies," LICOS Discussion Papers 11001, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  9. FAUCOMPRET, Erik & KONINGS, Jozef, 2001. "The integration of Poland into the European Union," Working Papers 2001023, University of Antwerp, Faculty of Business and Economics.
  10. Grier, K.B. & Henry, O.T. & Olekalns, N., 2001. "The Effects of Uncertainty on Macroeconomic Performance: The Importance of the Conditional Covariance Model," Department of Economics - Working Papers Series 818, The University of Melbourne.
  11. Guidolin, Massimo & Timmermann, Allan G, 2001. "Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities," CEPR Discussion Papers 3005, C.E.P.R. Discussion Papers.
  12. Allan Timmerman & Massimo Guidolin, 2001. "Option prices and implied volatility dynamics under Bayesian learning," CeNDEF Workshop Papers, January 2001 P3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  13. Jesús Otero & Costas Milas, 2001. "Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach," CeNDEF Workshop Papers, January 2001 PO2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  14. Costas Milas & Jesus Otero & Theodore Panagiotidis, 2001. "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," Borradores de Investigación 002737, Universidad del Rosario.

2000

  1. Robert C. Jung & Andrew R. Tremayne, 2000. "Testing Serial Dependence in Time Series Models of Counts," Econometric Society World Congress 2000 Contributed Papers 1563, Econometric Society, revised 22 Mar 2001.
  2. Konings, Jozef, 2000. "The Effects of Direct Foreign Investment on Domestic Firms: Evidence from Firm Level Panel Data in Emerging Economies," CEPR Discussion Papers 2586, C.E.P.R. Discussion Papers.
  3. Jozef Konings, 2000. "The Effects of Foreign Direct Investment on Domestic Firms: Evidence from Firm Level Panel Data in Emerging Economies," William Davidson Institute Working Papers Series 344, William Davidson Institute at the University of Michigan.
  4. Maarten Goos & Jozef Konings, 2000. "Does Rent-Sharing Exist in Belgium? an Empirical Analysis Using Firm Level Data," Working Papers of Department of Economics, Leuven ces0019, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  5. Henry, O.T. & Summers, P.M., 2000. "Australian Economic Growth: Non-Linearities and Internaitonal Influences," Department of Economics - Working Papers Series 738, The University of Melbourne.
  6. Brooks, C. & Henry, O.T., 2000. "The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market," Department of Economics - Working Papers Series 733, The University of Melbourne.
  7. Henry, O. & Olekalns, N., 2000. "The Displacement Hypothesis and Government Spending in the United Kingdom: some new Long-Run Evidence," Department of Economics - Working Papers Series 750, The University of Melbourne.
  8. Henry, O.T. & Olekalns, N., 2000. "The Effect of Recessions on the Relationship between Output Variability and Growth," Department of Economics - Working Papers Series 745, The University of Melbourne.
  9. Massimo Guidolin & Allan Timmermann, 2000. "Implied Learning Paths from Option Prices," Econometric Society World Congress 2000 Contributed Papers 0447, Econometric Society.
  10. Kenbata Bangassa, 2000. "Conditional Performance Evaluation: Empirical Evidence From UK Investment Trusts," Working Papers 2000_21, University of Liverpool, Department of Economics.
  11. Kenbata Bangassa, 2000. "Performance Of The UK Investment Trust IPO's," Working Papers 2000_20, University of Liverpool, Department of Economics.
  12. Jesus Otero & Costas Milas, 2000. "Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version)," Borradores de Investigación 003232, Universidad del Rosario.

1999

  1. Faggio, Giulia & Konings, Jozef, 1999. "Gross Job Flows and Firm Growth in Transition Countries: Evidence Using Firm Level Data on Five Countries," CEPR Discussion Papers 2261, C.E.P.R. Discussion Papers.
  2. Jozef Konings & Patrick Paul Walsh, 1999. "Employment Dynamics of Newly Established and Traditional Firms: A Comparison of Russia an the Ukraine," LICOS Discussion Papers 8199, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  3. Giulia Faggio & Jozef Konings, 1999. "Gross job flows and firm growth in transition countries : evidence using firm level data," Working Papers of Department of Economics, Leuven ces9916, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  4. Jozef Konings & Patrick Van Cayseele & Frederic Warzynski, 1999. "The Dynamics of Industrial Markups in Two Small Open Economies: Does National Competition Policy Matter ?," Working Papers of Department of Economics, Leuven ces9914, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  5. Brooks, C. & Henry, O.T., 1999. "Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models," Department of Economics - Working Papers Series 723, The University of Melbourne.
  6. Brooks, C. & Henry, O.T. & Persand, G., 1999. "Optimal Hedging and the Value of News," Department of Economics - Working Papers Series 717, The University of Melbourne.
  7. Henry, O.T., 1999. "Are Shocks to Inflation Infinitely Persistent?," Department of Economics - Working Papers Series 718, The University of Melbourne.
  8. Brooks, C. & Henry, O.T., 1999. "Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia," Department of Economics - Working Papers Series 676, The University of Melbourne.
  9. Henry, O.T. & Olekalns, N., 1999. "A Comment on," Department of Economics - Working Papers Series 719, The University of Melbourne.
  10. Henry, O. & Olekalns, N., 1999. "Are Private Sector Consumption Decisions Affected by Public Sector Consumption?," Department of Economics - Working Papers Series 687, The University of Melbourne.
  11. Henry, O. & Messinis, G. & Olekalns, N., 1999. "Rational Habit Modification: the Role of Credit," Department of Economics - Working Papers Series 729, The University of Melbourne.
  12. Henry, O.T., 1999. "Changes in Regime and the Long Run Fisher Effect: a Threshold Cointegration Analysis," Department of Economics - Working Papers Series 720, The University of Melbourne.
  13. Milas, C. & Otero, J., 1999. "Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case," The Warwick Economics Research Paper Series (TWERPS) 528, University of Warwick, Department of Economics.

1998

  1. Konings, Jozef & Repkin, Alexander, 1998. "How Efficient are Firms in Transition Countries? Firm-Level Evidence from Bulgaria and Romania," CEPR Discussion Papers 1839, C.E.P.R. Discussion Papers.
  2. Konings, Jozef & Vandenbussche, Hylke & Veugelers, Reinhilde, 1998. "Union Wage Bargaining and European Antidumping Policy in Imperfectly Competitive Markets," CEPR Discussion Papers 1860, C.E.P.R. Discussion Papers.
  3. Konings, Jozef & Walsh, Patrick Paul, 1998. "Disorganization in the Transition Process: Firm-Level Evidence from Ukraine," CEPR Discussion Papers 1928, C.E.P.R. Discussion Papers.
  4. Stefan Bojnec & Jozef Konings, 1998. "Job Creation, Job Destruction and Labour Demand in Slovenia," LICOS Discussion Papers 7498, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  5. Erik Faucompret & Jozef Konings & Hylke Vandenbussche, 1998. "The Integration of Central and Eastern Europe in the European Union: Trade and Labour Market Adjustment," LICOS Discussion Papers 7598, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  6. Giulia Faggio & Jozef Konings, 1998. "Gross Job Flows in Transition Countries: Results from Company Accounts Data for Bulgaria, Estonia and Romania," LICOS Discussion Papers 7798, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  7. Jozef Konings, 1998. "Firm Performance in Bulgaria and Estonia: The effects of competitive pressure and disorganization," William Davidson Institute Working Papers Series 185, William Davidson Institute at the University of Michigan.
  8. Hilde Vandenbussche & Jozef Konings, 1998. "Globalization and the effects of national versus international competition on the labour market. Theory and evidence from Belgian firm level data," Working Papers of Department of Economics, Leuven ces9821, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  9. Henry, O.T., 1998. "The Volatility of U.S. Term Structure Term Premia 1952-1991," Department of Economics - Working Papers Series 620, The University of Melbourne.
  10. Henry, O.T. & Olekalns, N. & Summers, P.M., 1998. "Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian "Meltdown"," Department of Economics - Working Papers Series 655, The University of Melbourne.
  11. Henry, O. & Sharma, J., 1998. "Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios," Department of Economics - Working Papers Series 617, The University of Melbourne.
  12. Henry, O., 1998. "Does the Australian Dollar Real Exchange Rate Really Display Mean Reversion?," Department of Economics - Working Papers Series 616, The University of Melbourne.
  13. Otero, J.G. & Milas, C., 1998. "Modeling The Behaviour of the Spot Prices of Various Types of Coffee," The Warwick Economics Research Paper Series (TWERPS) 524, University of Warwick, Department of Economics.

1997

  1. Konings, Jozef, 1997. "Competition and Firm Performance in Transition Economies: Evidence from Firm Level Surveys in Slovenia, Hungary and Romania," CEPR Discussion Papers 1770, C.E.P.R. Discussion Papers.
  2. Valentijn Bilsen & Jozef Konings, 1997. "Job Creation, Job Destruction and Growth of Newly Established, Privatized and State-Owned Enterprises in Transition Economies: Survey Evidence from Bulgaria, Hungary and Romania," William Davidson Institute Working Papers Series 106, William Davidson Institute at the University of Michigan.
  3. Jozef Konings & Patrick P. Walsh, 1997. "The Effect of Real Exchange Rate Movements on the Life Expectancy of Manufacturing Plants in Ireland, 1973-94," Economics Technical Papers 977, Trinity College Dublin, Department of Economics.

1996

  1. J. Konings & H. Lehmann & M.E. Schaffer, 1996. "Job Creation and Job Destruction in a Transition Economy: Ownership, Firm Size," CERT Discussion Papers 9611, Centre for Economic Reform and Transformation, Heriot Watt University.

1995

  1. McCabe,B.P.M. & Tremayne,A.R., 1995. "Testing a Time-Series for Difference Stationarity," Cambridge Working Papers in Economics 9420, Faculty of Economics, University of Cambridge.
  2. KONINGS, Jozef & VANDENBUSSCHE, Hylke, 1995. "How does increased foreign competition affect UK employment and wages? An empirical exploration," SESO Working Papers 1995002, University of Antwerp, Faculty of Business and Economics.
  3. Jozef Konings & Patrick P. Walsh, 1995. "The Effect of Foreign Competition on UK Firm Level Employment: Theory and Evidence," Economics Technical Papers 952, Trinity College Dublin, Department of Economics.
  4. Henry, O.T.J., 1995. "Modelling the Assymetry of Stock Market Volatility," Department of Economics - Working Papers Series 487, The University of Melbourne.
  5. Henry, O.T.J., 1995. "A Variance Decomposition for the Excess Return on Australian Stocks," Department of Economics - Working Papers Series 497, The University of Melbourne.
  6. Henry, O.T.J., 1995. "GARCH Models of term Structure Term Premia: A Cautionary Note," Department of Economics - Working Papers Series 470, The University of Melbourne.

1994

  1. KONINGS, Jozef, 1994. "Labour economics or industrial economics? Analysing gross job creation and destruction in the theory of oligopoly," SESO Working Papers 1994001, University of Antwerp, Faculty of Business and Economics.
  2. KONINGS, J. & NONNEMAN, Walter, 1994. "Hoe verschillen opvattingen over wat "fair" is tussen economen en niet-economen?," SESO Working Papers 1994027, University of Antwerp, Faculty of Business and Economics.
  3. KONINGS, Jozef, 1994. "The effect of unions on employment behaviour in the U.K.: Evidence from firm level panel data," SESO Working Papers 1994003, University of Antwerp, Faculty of Business and Economics.
  4. KONINGS, Jozef, 1994. "Do small plants really create most jobs? Testing convergence of establishments in the U.K," SESO Working Papers 1994004, University of Antwerp, Faculty of Business and Economics.

1993

  1. J Konings, 1993. "Job Creation and Job Destruction in the UK Manufacturing Sector," CEP Discussion Papers dp0176, Centre for Economic Performance, LSE.
  2. J Konings & Patrick Paul Walsh, 1993. "Evidence of Efficiency Wage Payments in UK Firm Level Panel Data," CEP Discussion Papers dp0138, Centre for Economic Performance, LSE.

1991

  1. KONINGS, Joep, 1991. "Experimentele economie als onderzoeksmethodologie: Basisprincipes en resulaten van een duopolie-experiment," SESO Working Papers 1991013, University of Antwerp, Faculty of Business and Economics.

1985

  1. Ken Wright & Alan Haycox, 1985. "Costs of alternative forms of NHS care for mentally handicapped persons," Working Papers 007chedp, Centre for Health Economics, University of York.

1984

  1. Ken Wright & Alan Haycox, 1984. "Public sector costs of caring for mentally handicapped persons in a large hospital," Working Papers 001chedp, Centre for Health Economics, University of York.

Undated

  1. T. Hitiris & A.R. Tremayne, "undated". "The Dollar-Pound Exchange Rate in the 1920's: An Empirical Investigation," Discussion Papers 94/8, Department of Economics, University of York.
  2. Sandy Suardi & O.T.Henry & N. Olekalns, "undated". "Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics," MRG Discussion Paper Series 0206, School of Economics, University of Queensland, Australia.
  3. Sandy Suardi & O.T.Henry & N. Olekalns, "undated". "Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies," MRG Discussion Paper Series 0306, School of Economics, University of Queensland, Australia.
  4. Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, "undated". "Mildly Explosive Dynamics in U.S. Fixed Income Markets," Economics Department, Working Paper Series 1001, Economics Department, Pomona College, revised 12 Feb 2020.
  5. Massimo Guidolin & Martin Lozano & Juan Arismendi Zambrano, "undated". "Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations," Economics Department Working Paper Series n304-20.pdf, Department of Economics, National University of Ireland - Maynooth.
  6. Alexey Gorn, "undated". "Passive Search and Jobless Recoveries," Working Papers 202113, University of Liverpool, Department of Economics.
  7. Chris Florackis & Alexandros Kontonikas & Alexandros Kostakis‌, "undated". "Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis," Working Papers 2013_13, Business School - Economics, University of Glasgow.

Journal articles

2022

  1. Massimo Guidolin & Manuela Pedio, 2022. "Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns," Forecasting, MDPI, vol. 4(1), pages 1-32, February.
  2. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  3. Theologos Dergiades & Costas Milas & Elias Mossialos & Theodore Panagiotidis, 2022. "Effectiveness of government policies in response to the first COVID-19 outbreak," PLOS Global Public Health, Public Library of Science, vol. 2(4), pages 1-19, April.
  4. Dergiades, Theologos & Milas, Costas & Panagiotidis, Theodore, 2022. "Unemployment claims during COVID-19 and economic support measures in the U.S," Economic Modelling, Elsevier, vol. 113(C).
  5. Jain, Ritesh & Lombardi, Michele, 2022. "Continuous virtual implementation: Complete information," Journal of Mathematical Economics, Elsevier, vol. 99(C).
  6. Dovonon, Prosper & Taamouti, Abderrahim & Williams, Julian, 2022. "Testing the eigenvalue structure of spot and integrated covariance," Journal of Econometrics, Elsevier, vol. 229(2), pages 363-395.
  7. O‐Chia Chuang & Xiaojun Song & Abderrahim Taamouti, 2022. "Testing for Asymmetric Comovements," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(5), pages 1153-1180, October.

2021

  1. Guidolin, Massimo & Pedio, Manuela & Tosi, Alessandra, 2021. "Time-varying price discovery in sovereign credit markets," Finance Research Letters, Elsevier, vol. 38(C).
  2. Massimo Guidolin & Manuela Pedio, 2021. "Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help?," Annals of Operations Research, Springer, vol. 299(1), pages 1317-1356, April.
  3. Guidolin, Massimo & Pedio, Manuela, 2021. "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," Finance Research Letters, Elsevier, vol. 42(C).
  4. Massimo Guidolin & Valentina Massagli & Manuela Pedio, 2021. "Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes," The European Journal of Finance, Taylor & Francis Journals, vol. 27(18), pages 1804-1833, December.
  5. Yavuz Arslan & Bulent Guler & Temel Taskin, 2021. "Price Search, Consumption Inequality And Expenditure Inequality Over The Life ‐Cycle," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(1), pages 295-320, February.
  6. Enrique Alberola & Yavuz Arslan & Gong Cheng & Richhild Moessner, 2021. "Fiscal response to the COVID‐19 crisis in advanced and emerging market economies†," Pacific Economic Review, Wiley Blackwell, vol. 26(4), pages 459-468, October.
  7. Alexey Gorn, 2021. "The Role of Headhunters in Wage Inequality: It's All about Matching," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 40, pages 309-346, April.
  8. Ellington, Michael & Milas, Costas, 2021. "On the economic impact of aggregate liquidity shocks: The case of the UK," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 737-752.
  9. Costas Milas & Theodore Panagiotidis & Theologos Dergiades, 2021. "Does It Matter Where You Search? Twitter versus Traditional News Media," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(7), pages 1757-1795, October.
  10. Takashi Hayashi & Michele Lombardi, 2021. "Social discount rate: spaces for agreement," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 9(2), pages 247-257, October.
  11. Hanaki, Nobuyuki & Hayashi, Takashi & Lombardi, Michele & Ogawa, Kazuhito, 2021. "Partial equilibrium mechanism and inter-sectoral coordination: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 366-389.
  12. Korpela, Ville & Lombardi, Michele & Vartiainen, Hannu, 2021. "Implementation in largest consistent set via rights structures," Games and Economic Behavior, Elsevier, vol. 128(C), pages 202-212.
  13. Abderrahim Taamouti, 2021. "Covid‐19 Control and the Economy: Test, Test, Test," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1011-1028, October.
  14. Victor Troster & José Penalva & Abderrahim Taamouti & Dominik Wied, 2021. "Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(7), pages 1291-1309, November.
  15. Xiaojun Song & Abderrahim Taamouti, 2021. "Measuring Granger Causality in Quantiles," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(4), pages 937-952, October.
  16. Jing Guan & J. D. Tena, 2021. "Does Sport Affect Health and Well-Being or Is It the Other Way Around? A Note on Reverse-Causality in Empirical Applications," Journal of Sports Economics, , vol. 22(2), pages 218-226, February.
  17. Ghaly, Mohamed & Kostakis, Alexandros & Stathopoulos, Konstantinos, 2021. "The (non-) effect of labor unionization on firm risk: Evidence from the options market," Journal of Corporate Finance, Elsevier, vol. 66(C).
  18. Gkionis, Konstantinos & Kostakis, Alexandros & Skiadopoulos, George & Stilger, Przemyslaw S., 2021. "Positive stock information in out-of-the-money option prices," Journal of Banking & Finance, Elsevier, vol. 128(C).
  19. Davide E. Avino & Andrei Stancu & Chardin Wese Simen, 2021. "Dissecting Macroeconomic News," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(5), pages 1047-1077, August.
  20. Oliver de Groot, 2021. "A Financial Accelerator through Coordination Failure," The Economic Journal, Royal Economic Society, vol. 131(636), pages 1620-1642.
  21. Gizatulina, Alia & Gorelkina, Olga, 2021. "Selling “Money” on eBay: A field study of surplus division," Journal of Economic Behavior & Organization, Elsevier, vol. 181(C), pages 19-38.
  22. Bennett, Patrick & Ravetti, Chiara & Wong, Po Yin, 2021. "Losing in a boom: Long-term consequences of a local economic shock for female labour market outcomes," Labour Economics, Elsevier, vol. 73(C).

2020

  1. Dungey Mardi & Martin Vance L. & Tang Chrismin & Tremayne Andrew, 2020. "A threshold mixed count time series model: estimation and application," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-18, April.
  2. Joze Damijan & Jozef Konings & Aigerim Yergabulova, 2020. "Increasing market power in Slovenia: Role of diverging trends between exporters and non‐exporters," The World Economy, Wiley Blackwell, vol. 43(5), pages 1327-1345, May.
  3. Gert Bijnens & Jozef Konings, 2020. "Declining business dynamism in Belgium," Small Business Economics, Springer, vol. 54(4), pages 1201-1239, April.
  4. Alexander Berglund & Massimo Guidolin & Manuela Pedio, 2020. "Monetary policy after the crisis: A threat to hedge funds' alphas?," Journal of Asset Management, Palgrave Macmillan, vol. 21(3), pages 219-238, May.
  5. Guidolin, Massimo & Ricci, Andrea, 2020. "Arbitrage risk and a sentiment as causes of persistent mispricing: The European evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 1-11.
  6. Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2020. "Mildly explosive dynamics in U.S. fixed income markets," European Journal of Operational Research, Elsevier, vol. 287(2), pages 712-724.
  7. Babatunde Buraimo & David Forrest & Ian G. McHale & J.D. Tena, 2020. "Unscripted Drama: Soccer Audience Response To Suspense, Surprise, And Shock," Economic Inquiry, Western Economic Association International, vol. 58(2), pages 881-896, April.
  8. Dergiades, Theologos & Milas, Costas & Panagiotidis, Theodore, 2020. "A mixed frequency approach for stock returns and valuation ratios," Economics Letters, Elsevier, vol. 187(C).
  9. Korpela, Ville & Lombardi, Michele & Vartiainen, Hannu, 2020. "Do coalitions matter in designing institutions?," Journal of Economic Theory, Elsevier, vol. 185(C).
  10. Michele Lombardi & Naoki Yoshihara, 2020. "Partially-honest Nash implementation: a full characterization," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(3), pages 871-904, October.
  11. M. Lombardi & S. Tonin, 2020. "On trade in bilateral oligopolies with altruistic and spiteful agents," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 8(2), pages 203-218, October.
  12. Korpela, Ville & Lombardi, Michele, 2020. "Closure under interim utility equivalence implies two-agent Bayesian implementation," Games and Economic Behavior, Elsevier, vol. 121(C), pages 108-116.
  13. ap Gwilym, Rhys & Ebrahim, M. Shahid & El Alaoui, Abdelkader O. & Rahman, Hamid & Taamouti, Abderrahim, 2020. "Financial frictions and the futures pricing puzzle," Economic Modelling, Elsevier, vol. 87(C), pages 358-371.
  14. Gu, Yiquan & Wenzel, Tobias, 2020. "Curbing obfuscation: Empower consumers or regulate firms?," International Journal of Industrial Organization, Elsevier, vol. 70(C).
  15. Florackis, Chris & Kanas, Angelos & Kostakis, Alexandros & Sainani, Sushil, 2020. "Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value," European Journal of Operational Research, Elsevier, vol. 283(2), pages 748-766.
  16. Yao Rao & Brendan McCabe, 2020. "Structural Change and the Problem of Phantom Break Locations," Manchester School, University of Manchester, vol. 88(1), pages 211-228, January.
  17. Brendan P. M. McCabe & Christopher L. Skeels, 2020. "Distributions You Can Count On …But What’s the Point?," Econometrics, MDPI, vol. 8(1), pages 1-36, March.
  18. Oliver de Groot & Alexander Haas, 2020. "The Negative Interest Rate Policy Experiment," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 21(01), pages 7-12, April.
  19. Goran M. Muhamad & Almas Heshmati & Nabaz T. Khayyat, 2020. "The Dynamics of Private Sector Development in Natural Resource Dependent Countries," Global Economic Review, Taylor & Francis Journals, vol. 49(4), pages 396-421, October.
  20. Olga Gorelkina, 2020. "A Variation with Risk-Averse Buyers and Demand Uncertainty," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 176(1), pages 204-209.
  21. Ian Burn, 2020. "The Relationship between Prejudice and Wage Penalties for Gay Men in the United States," ILR Review, Cornell University, ILR School, vol. 73(3), pages 650-675, May.
  22. Ian Burn & Michael E. Martell, 2020. "The role of work values and characteristics in the human capital investment of gays and lesbians," Education Economics, Taylor & Francis Journals, vol. 28(4), pages 351-369, July.
  23. Patrick Bennett & Amine Ouazad, 2020. "Job Displacement, Unemployment, and Crime: Evidence from Danish Microdata and Reforms [The Link between Human Capital, Mass Layoffs, and Firm Deaths]," Journal of the European Economic Association, European Economic Association, vol. 18(5), pages 2182-2220.

2019

  1. Mary Amiti & Oleg Itskhoki & Jozef Konings, 2019. "International Shocks, Variable Markups, and Domestic Prices," Review of Economic Studies, Oxford University Press, vol. 86(6), pages 2356-2402.
  2. Koen Breemersch & Jože P Damijan & Jozef Konings, 2019. "What drives labor market polarization in advanced countries? The role of China and technology," Industrial and Corporate Change, Oxford University Press, vol. 28(1), pages 51-77.
  3. Kim, In Kyung & Konings, Jozef, 2019. "Wage inequality and establishment heterogeneity," Japan and the World Economy, Elsevier, vol. 50(C), pages 47-55.
  4. Bianchi, Daniele & Billio, Monica & Casarin, Roberto & Guidolin, Massimo, 2019. "Modeling systemic risk with Markov Switching Graphical SUR models," Journal of Econometrics, Elsevier, vol. 210(1), pages 58-74.
  5. Guidolin, Massimo & Hansen, Erwin & Pedio, Manuela, 2019. "Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach," Journal of Financial Markets, Elsevier, vol. 45(C), pages 83-114.
  6. Guidolin, Massimo & Pedio, Manuela, 2019. "Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
  7. Berwart, Erik & Guidolin, Massimo & Milidonis, Andreas, 2019. "An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings," Journal of Corporate Finance, Elsevier, vol. 59(C), pages 88-118.
  8. Liu-Evans, Gareth & Mitra, Shalini, 2019. "Informality and bank stability," Economics Letters, Elsevier, vol. 182(C), pages 122-125.
  9. Miguel Cruz Vásquez & Alfonso Mendoza Velázquez & Beatriz Pico González, 2019. "Inversión extranjera directa, apertura económica y crecimiento económico en América Latina," Contaduría y Administración, Accounting and Management, vol. 64(1), pages 13-14, Enero-Mar.
  10. Miguel Cruz Vásquez & Alfonso Mendoza Velázquez & Beatriz Pico González, 2019. "Foreign direct investment, economic opening and economic growth in Lat," Contaduría y Administración, Accounting and Management, vol. 64(1), pages 15-16, Enero-Mar.
  11. Ellington, Michael & Milas, Costas, 2019. "Global liquidity, money growth and UK inflation," Journal of Financial Stability, Elsevier, vol. 42(C), pages 67-74.
  12. Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore, 2019. "Non-performing loans and sovereign credit ratings," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 301-314.
  13. Takashi Hayashi & Michele Lombardi, 2019. "Fair social decision under uncertainty and belief disagreements," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 67(4), pages 775-816, June.
  14. Hayashi, Takashi & Lombardi, Michele, 2019. "One-step-ahead implementation," Journal of Mathematical Economics, Elsevier, vol. 83(C), pages 110-126.
  15. Hayashi, Takashi & Lombardi, Michele, 2019. "Constrained implementation," Journal of Economic Theory, Elsevier, vol. 183(C), pages 546-567.
  16. Xiaojun Song & Abderrahim Taamouti, 2019. "A Better Understanding of Granger Causality Analysis: A Big Data Environment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(4), pages 911-936, August.
  17. Andreou, Panayiotis C. & Kagkadis, Anastasios & Philip, Dennis & Taamouti, Abderrahim, 2019. "The information content of forward moments," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 527-541.
  18. Jan Fidrmuc & Juan D. Tena, 2019. "Minimum Wage and Young Workers: UK Evidence," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 16(04), pages 19-22, January.
  19. Corona, Francisco & Forrest, David & Tena, J.D. & Wiper, Michael, 2019. "Bayesian forecasting of UEFA Champions League under alternative seeding regimes," International Journal of Forecasting, Elsevier, vol. 35(2), pages 722-732.
  20. Zoltán Bakonyi & Balázs Muraközy, 2019. "Centralization of strategic decisions during the Great Recession," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 40(4), pages 394-413, June.
  21. Cecília Hornok & Balázs Muraközy, 2019. "Markups of Exporters and Importers: Evidence from Hungary," Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(3), pages 1303-1333, July.
  22. Alexander Lord & Yiquan Gu, 2019. "Can the market be tamed? A thought experiment on the value(s) of planning," Environment and Planning A, , vol. 51(1), pages 11-24, February.
  23. Gu, Yiquan & Hehenkamp, Burkhard & Leininger, Wolfgang, 2019. "Evolutionary equilibrium in contests with stochastic participation: Entry, effort and overdissipation," Journal of Economic Behavior & Organization, Elsevier, vol. 164(C), pages 469-485.
  24. Delikouras, Stefanos & Kostakis, Alexandros, 2019. "A Single-Factor Consumption-Based Asset Pricing Model," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(2), pages 789-827, April.
  25. Frazier, David T. & Maneesoonthorn, Worapree & Martin, Gael M. & McCabe, Brendan P.M., 2019. "Approximate Bayesian forecasting," International Journal of Forecasting, Elsevier, vol. 35(2), pages 521-539.
  26. Maria Eduarda Silva & Isabel Pereira & Brendan McCabe, 2019. "Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(5), pages 631-648, September.
  27. Harris, David & McCabe, Brendan, 2019. "Semiparametric Independence Testing For Time Series Of Counts And The Role Of The Support," Econometric Theory, Cambridge University Press, vol. 35(6), pages 1111-1145, December.
  28. Avino, Davide E. & Conlon, Thomas & Cotter, John, 2019. "Credit default swaps as indicators of bank financial distress," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 132-139.
  29. Cochrane, M. & Watson, P.M. & Timpson, H. & Haycox, A. & Collins, B. & Jones, L. & Martin, A. & Graves, L.E.F., 2019. "Systematic review of the methods used in economic evaluations of targeted physical activity and sedentary behaviour interventions," Social Science & Medicine, Elsevier, vol. 232(C), pages 156-167.
  30. David Neumark & Ian Burn & Patrick Button, 2019. "Is It Harder for Older Workers to Find Jobs? New and Improved Evidence from a Field Experiment," Journal of Political Economy, University of Chicago Press, vol. 127(2), pages 922-970.
  31. David Neumark & Ian Burn & Patrick Button & Nanneh Chehras, 2019. "Do State Laws Protecting Older Workers from Discrimination Reduce Age Discrimination in Hiring? Evidence from a Field Experiment," Journal of Law and Economics, University of Chicago Press, vol. 62(2), pages 373-402.
  32. Burn, Ian & Kettler, Kyle, 2019. "The more you know, the better you’re paid? Evidence from pay secrecy bans for managers," Labour Economics, Elsevier, vol. 59(C), pages 92-109.

2018

  1. Maarten Goos & Jozef Konings & Marieke Vandeweyer, 2018. "Local high-tech job multipliers in Europe," Industrial and Corporate Change, Oxford University Press, vol. 27(4), pages 639-655.
  2. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2018. "Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 16(1), pages 34-62.
  3. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2018. "How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns," Quantitative Finance, Taylor & Francis Journals, vol. 18(1), pages 139-169, January.
  4. Giampietro, Marta & Guidolin, Massimo & Pedio, Manuela, 2018. "Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing," European Journal of Operational Research, Elsevier, vol. 265(2), pages 685-702.
  5. Massimo Guidolin & Erwin Hansen & Martín Lozano-Banda, 2018. "Portfolio performance of linear SDF models: an out-of-sample assessment," Quantitative Finance, Taylor & Francis Journals, vol. 18(8), pages 1425-1436, August.
  6. Guidolin, Massimo & Thornton, Daniel L., 2018. "Predictions of short-term rates and the expectations hypothesis," International Journal of Forecasting, Elsevier, vol. 34(4), pages 636-664.
  7. Liu-Evans, Gareth & Phillips, Garry D.A., 2018. "On the use of higher order bias approximations for 2SLS and k-class estimators with non-normal disturbances and many instruments," Econometrics and Statistics, Elsevier, vol. 6(C), pages 90-105.
  8. Alfonso Mendoza Velázquez & Viviana E. Zárate Mirón, 2018. "El impacto de las calificaciones de riesgo sobre la eficiencia y el cambio técnico de las Finanzas Públicas Estatales en México," Sobre México. Revista de Economía, Sobre México. Temas en economía, vol. 4(1), pages 38-53.
  9. Lombardi, M. & Yoshihara, N., 2018. "Treading a fine line: (Im)possibilities for Nash implementation with partially-honest individuals," Games and Economic Behavior, Elsevier, vol. 111(C), pages 203-216.
  10. Aleksander Berentsen & Samuel Huber & Alessandro Marchesiani, 2018. "Limited Commitment and the Demand for Money," Economic Journal, Royal Economic Society, vol. 128(610), pages 1128-1156, May.
  11. Xiaojun Song & Abderrahim Taamouti, 2018. "Measuring Nonlinear Granger Causality in Mean," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(2), pages 321-333, April.
  12. Fidrmuc, Jan & Tena, J. D., 2018. "UK national minimum wage and labor market outcomes of young workers," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-28.
  13. Helena Marques & Gabriel Pino & J. D. Tena, 2018. "Voting with your feet: migration flows and happiness," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 9(2), pages 163-187, June.
  14. Gianpiero Meloni & Dimitri Paolini & J. D. Tena, 2018. "American beauty: trade flows and export costs of US movies," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 42(4), pages 701-716, November.
  15. Claudio Detotto & Dimitri Paolini & J. D. Tena, 2018. "Do managerial skills matter? An analysis of the impact of managerial features on performance for Italian football," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 69(2), pages 270-282, February.
  16. Gábor Békés & Balázs Muraközy, 2018. "The ladder of internationalization modes: evidence from European firms," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 154(3), pages 455-491, August.
  17. Balafas, Nikolaos & Florackis, Chris & Kostakis, Alexandros, 2018. "Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 69-90.
  18. Kevin Aretz & Chris Florackis & Alexandros Kostakis, 2018. "Do Stock Returns Really Decrease with Default Risk? New International Evidence," Management Science, INFORMS, vol. 64(8), pages 3821-3842, August.
  19. Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton, 2018. "Uncertainty Shocks in a Model of Effective Demand: Comment," Econometrica, Econometric Society, vol. 86(4), pages 1513-1526, July.
  20. Alan Haycox, 2018. "Should Low- and Middle-Income Countries Adopt Clinical Guidelines Developed in ‘Rich’ Countries?," PharmacoEconomics, Springer, vol. 36(7), pages 731-732, July.
  21. Arianit Jakupi & Brian Godman & Antony Martin & Alan Haycox & Indrit Baholli, 2018. "Utilization and Expenditure of Anti-cancer Medicines in Kosovo: Findings and Implications," PharmacoEconomics - Open, Springer, vol. 2(4), pages 423-432, December.
  22. Olga Gorelkina, 2018. "The expected externality mechanism in a level-k environment," International Journal of Game Theory, Springer;Game Theory Society, vol. 47(1), pages 103-131, March.
  23. Olga Gorelkina & Wolfgang Kuhle, 2018. "Information Aggregation through Stock Prices and the Cost of Capital," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 174(2), pages 399-420, June.
  24. Ian Burn, 2018. "Not All Laws are Created Equal: Legal Differences in State Non-Discrimination Laws and the Impact of LGBT Employment Protections," Journal of Labor Research, Springer, vol. 39(4), pages 462-497, December.
  25. Bennett, Patrick, 2018. "The heterogeneous effects of education on crime: Evidence from Danish administrative twin data," Labour Economics, Elsevier, vol. 52(C), pages 160-177.
  26. Ding, Sai & Kim, Minjoo & Zhang, Xiao, 2018. "Do firms care about investment opportunities? Evidence from China," Journal of Corporate Finance, Elsevier, vol. 52(C), pages 214-237.

2017

  1. Guidolin, Massimo & Pedio, Manuela, 2017. "Identifying and measuring the contagion channels at work in the European financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 117-134.
  2. Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2017. "The impact of monetary policy on corporate bonds under regime shifts," Journal of Banking & Finance, Elsevier, vol. 80(C), pages 176-202.
  3. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2017. "Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 110-129, January.
  4. Francesco Chincoli & Massimo Guidolin, 2017. "Linear and nonlinear predictability in investment style factors: multivariate evidence," Journal of Asset Management, Palgrave Macmillan, vol. 18(6), pages 476-509, October.
  5. Akkoyun, Hüseyin Çağrı & Arslan, Yavuz & Kılınç, Mustafa, 2017. "Risk sharing and real exchange rates: The role of non-tradable sector and trend shocks," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 232-248.
  6. Ellington, Michael & Florackis, Chris & Milas, Costas, 2017. "Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR," Journal of International Money and Finance, Elsevier, vol. 72(C), pages 93-117.
  7. Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore, 2017. "Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 39-71.
  8. Allegra De Filippo & Michele Lombardi & Michela Milano, 2017. "User-Aware Electricity Price Optimization for the Competitive Market," Energies, MDPI, vol. 10(9), pages 1-23, September.
  9. Michele Lombardi & Naoki Yoshihara, 2017. "Natural implementation with semi-responsible agents in pure exchange economies," International Journal of Game Theory, Springer;Game Theory Society, vol. 46(4), pages 1015-1036, November.
  10. Hayashi, Takashi & Lombardi, Michele, 2017. "Implementation in partial equilibrium," Journal of Economic Theory, Elsevier, vol. 169(C), pages 13-34.
  11. Alessandro Marchesiani & Ed Nosal, 2017. "Private takings," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 19(3), pages 639-657, June.
  12. M. Belalia & T. Bouezmarni & F. C. Lemyre & A. Taamouti, 2017. "Testing independence based on Bernstein empirical copula and copula density," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(2), pages 346-380, April.
  13. Gonzalo Jesús & Taamouti Abderrahim, 2017. "The reaction of stock market returns to unemployment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(4), pages 1-20, September.
  14. Chulwoo Han & Abderrahim Taamouti, 2017. "Partial Structural Break Identification," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(2), pages 145-164, April.
  15. Cabras, Stefano & Fidrmuc, Jan & de Dios Tena Horrillo, Juan, 2017. "Minimum wage and employment: Escaping the parametric straitjacket," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 11, pages 1-20.
  16. Corona Francisco & Wiper Michael Peter & Horrillo Juan de Dios Tena, 2017. "On the importance of the probabilistic model in identifying the most decisive games in a tournament," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 13(1), pages 11-23, March.
  17. Gábor Békés & Lionel Fontagné & Balázs Muraközy & Vincent Vicard, 2017. "Shipment frequency of exporters and demand uncertainty," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(4), pages 779-807, November.
  18. Muraközy, Balázs & Reizer, Balázs, 2017. "A magyar vállalati adózás heterogenitása [The heterogeneity of corporate taxation in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1233-1264.
  19. Holger Görg & László Halpern & Balázs Muraközy, 2017. "Why do within-firm–product export prices differ across markets? Evidence from Hungary," The World Economy, Wiley Blackwell, vol. 40(6), pages 1233-1246, June.
  20. Yiquan Gu & Tobias Wenzel, 2017. "Consumer confusion, obfuscation and price regulation," Scottish Journal of Political Economy, Scottish Economic Society, vol. 64(2), pages 169-190, May.
  21. Nikolaos Balafas & Alexandros Kostakis, 2017. "Financial constraints and asset pricing: comprehensive evidence from London Stock Exchange," The European Journal of Finance, Taylor & Francis Journals, vol. 23(1), pages 80-110, January.
  22. Przemysław S. Stilger & Alexandros Kostakis & Ser-Huang Poon, 2017. "What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?," Management Science, INFORMS, vol. 63(6), pages 1814-1834, June.
  23. Rao, Yao & McCabe, Brendan, 2017. "Is MORE LESS? The role of data augmentation in testing for structural breaks," Economics Letters, Elsevier, vol. 155(C), pages 131-134.
  24. Alessandra Ferrario & Diāna Arāja & Tomasz Bochenek & Tarik Čatić & Dávid Dankó & Maria Dimitrova & Jurij Fürst & Ieva Greičiūtė-Kuprijanov & Iris Hoxha & Arianit Jakupi & Erki Laidmäe & Olga Löblová , 2017. "The Implementation of Managed Entry Agreements in Central and Eastern Europe: Findings and Implications," PharmacoEconomics, Springer, vol. 35(12), pages 1271-1285, December.
  25. Ian Burn & Patrick Button & David Neumark, 2017. "Age Discrimination and Hiring of Older Workers," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  26. Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao, 2017. "The joint credit risk of UK global‐systemically important banks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(10), pages 964-988, October.
  27. Cerrato, Mario & Crosby, John & Kim, Minjoo & Zhao, Yang, 2017. "Relation between higher order comoments and dependence structure of equity portfolio," Journal of Empirical Finance, Elsevier, vol. 40(C), pages 101-120.

2016

  1. Jozef Konings & Luca Marcolin & Ilke van Beveren, 2016. "International rent sharing and takeovers," International Journal of Manpower, Emerald Group Publishing, vol. 37(2), pages 268-302, May.
  2. Stefaan Decramer & Catherine Fuss & Jozef Konings, 2016. "How Do Exporters React to Changes in Cost Competitiveness?," The World Economy, Wiley Blackwell, vol. 39(10), pages 1558-1583, October.
  3. Johannes Van Biesebroeck & Jozef Konings & Christian Volpe Martincus, 2016. "Did export promotion help firms weather the crisis?," Economic Policy, CEPR;CES;MSH, vol. 31(88), pages 653-702.
  4. Massimo Guidolin & Erwin Hansen, 2016. "Pricing S&P 500 Index Options: A Conditional Semi‐Nonparametric Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(3), pages 217-239, March.
  5. Guidolin, Massimo & Liu, Hening, 2016. "Ambiguity Aversion and Underdiversification," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(4), pages 1297-1323, August.
  6. Babatunde Buraimo & Giuseppe Migali & Robert Simmons, 2016. "An Analysis of Consumer Response to Corruption: Italy's Calciopoli Scandal," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(1), pages 22-41, February.
  7. Babatunde Buraimo & David Peel & Rob Simmons, 2016. "On the Positive Expected Utility of Combination Wagers," Decision Analysis, INFORMS, vol. 13(3), pages 209-212, September.
  8. Phillips, Garry D.A. & Liu-Evans, Gareth, 2016. "Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 734-762.
  9. Driesen, Bram & Lombardi, Michele & Peters, Hans, 2016. "Feasible sets, comparative risk aversion, and comparative uncertainty aversion in bargaining," Journal of Mathematical Economics, Elsevier, vol. 67(C), pages 162-170.
  10. Michele Lombardi & Kaname Miyagishima & Roberto Veneziani, 2016. "Liberal Egalitarianism and the Harm Principle," Economic Journal, Royal Economic Society, vol. 126(597), pages 2173-2196, November.
  11. Berentsen, Aleksander & Huber, Samuel & Marchesiani, Alessandro, 2016. "The societal benefit of a financial transaction tax," European Economic Review, Elsevier, vol. 89(C), pages 303-323.
  12. Gomes, Pedro & Taamouti, Abderrahim, 2016. "In search of the determinants of European asset market comovements," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 103-117.
  13. Gabriel Pino & J. D. Tena & Antoni Espasa, 2016. "Geographical disaggregation of sectoral inflation. Econometric modelling of the Euro area and Spanish economies," Applied Economics, Taylor & Francis Journals, vol. 48(9), pages 799-815, February.
  14. Stefano Cabras & Juan de Dios Tena Horrillo, 2016. "A Bayesian non-parametric modeling to estimate student response to ICT investment," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(14), pages 2627-2642, October.
  15. Muraközy, Balázs & Telegdy, Álmos, 2016. "Political incentives and state subsidy allocation: Evidence from Hungarian municipalities," European Economic Review, Elsevier, vol. 89(C), pages 324-344.
  16. Békés, Gábor & Muraközy, Balázs, 2016. "Measuring productivity premia with many modes of internationalization," Economics Letters, Elsevier, vol. 139(C), pages 61-64.
  17. Békés, Gábor & Muraközy, Balázs, 2016. "Beszállítói termékek a magyar feldolgozóiparban [Supplier products in Hungarian manufacturing]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 1046-1073.
  18. Yiquan Gu & Alexander Rasch & Tobias Wenzel, 2016. "Price-sensitive demand and market entry," Papers in Regional Science, Wiley Blackwell, vol. 95(4), pages 865-875, November.
  19. Mike Buckle & Jing Chen & Julian M. Williams, 2016. "Realised higher moments: theory and practice," The European Journal of Finance, Taylor & Francis Journals, vol. 22(13), pages 1272-1291, October.
  20. Alan Haycox, 2016. "Why Cancer?," PharmacoEconomics, Springer, vol. 34(7), pages 625-627, July.
  21. David Neumark & Ian Burn & Patrick Button, 2016. "Experimental Age Discrimination Evidence and the Heckman Critique," American Economic Review, American Economic Association, vol. 106(5), pages 303-308, May.
  22. Kausik Chaudhuri & Minjoo Kim & Yongcheol Shin, 2016. "Forecasting distributions of inflation rates: the functional auto-regressive approach," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(1), pages 65-102, January.

2015

  1. Jozef Konings & Stijn Vanormelingen, 2015. "The Impact of Training on Productivity and Wages: Firm-Level Evidence," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 485-497, May.
  2. Bernales, Alejandro & Guidolin, Massimo, 2015. "Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?," Journal of Financial Markets, Elsevier, vol. 26(C), pages 1-37.
  3. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2015. "Equally Weighted vs. Long†Run Optimal Portfolios," European Financial Management, European Financial Management Association, vol. 21(4), pages 742-789, September.
  4. Arne Feddersen & Babatunde Buraimo & Joachim Prinz & Jane Ruseski, 2015. "Editors’ Note: A Fond Farewell," International Journal of Sport Finance, Fitness Information Technology, vol. 10(1), pages 3-4, February.
  5. Babatunde Buraimo & Bernd Frick & Michael Hickfang & Rob Simmons, 2015. "The Economics of Long-term Contracts in the Footballers' Labour Market," Scottish Journal of Political Economy, Scottish Economic Society, vol. 62(1), pages 8-24, February.
  6. Babatunde Buraimo & Rob Simmons, 2015. "Uncertainty of Outcome or Star Quality? Television Audience Demand for English Premier League Football," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 22(3), pages 449-469, November.
  7. Arslan, Yavuz & Kılınç, Mustafa & Turhan, M. İbrahim, 2015. "Global imbalances, current account rebalancing and exchange rate adjustments," Journal of Policy Modeling, Elsevier, vol. 37(2), pages 324-341.
  8. Arslan, Yavuz & Kanık, Birol & Köksal, Bülent, 2015. "Anticipated vs. unanticipated house price movements and transaction volume," Journal of Housing Economics, Elsevier, vol. 28(C), pages 121-129.
  9. Yavuz Arslan & Aslıhan Atabek & Timur Hulagu & Saygın Şahinöz, 2015. "Expectation errors, uncertainty, and economic activity," Oxford Economic Papers, Oxford University Press, vol. 67(3), pages 634-660.
  10. Yavuz Arslan & Bulent Guler & Temel Taskin, 2015. "Joint Dynamics of House Prices and Foreclosures," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 133-169, March.
  11. Bykadorov, Igor & Gorn, Alexey & Kokovin, Sergey & Zhelobodko, Evgeny, 2015. "Why are losses from trade unlikely?," Economics Letters, Elsevier, vol. 129(C), pages 35-38.
  12. Flamini, Alessandro & Milas, Costas, 2015. "Distribution forecast targeting in an open-economy, macroeconomic volatility and financial implications," Journal of Financial Stability, Elsevier, vol. 16(C), pages 89-105.
  13. Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2015. "Tweets, Google trends, and sovereign spreads in the GIIPS," Oxford Economic Papers, Oxford University Press, vol. 67(2), pages 406-432.
  14. Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore, 2015. "Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone," Economics Letters, Elsevier, vol. 136(C), pages 118-124.
  15. Aleksander Berentsen & Samuel Huber & Alessandro Marchesiani, 2015. "Financial Innovations, Money Demand, and the Welfare Cost of Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S2), pages 223-261, June.
  16. Taamouti Abderrahim, 2015. "Stock market’s reaction to money supply: a nonparametric analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(5), pages 669-689, December.
  17. Taamouti, Abderrahim, 2015. "Finite-Sample Sign-Based Inference In Linear And Nonlinear Regression Models With Applications In Finance," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 89-113, Mars-Juin.
  18. Jan Fidrmuc & J. D. Tena, 2015. "Friday the 13th: The Empirics of Bad Luck," Kyklos, Wiley Blackwell, vol. 68(3), pages 317-334, August.
  19. Muraközy, Balázs & Horváth, Áron & Márk, Lili, 2015. "A Magyar Közgazdaságtudományi Egyesület VIII. konferenciája. Budapest, 2014. december 19-20 [Eighth conference of the Hungarian Economics Association]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 329-334.
  20. Muraközy, Balázs & Hornok, Cecília, 2015. "Magyar vállalatok haszonkulcsai [Mark-ups of Hungarian firms]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 1048-1069.
  21. Chowdhury, Dhiman, 2015. "Deviant Citizenship Behavior: A Comprehensive Framework towards Behavioral Excellence in Organizations," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 13-26.
  22. Gu, Yiquan & Wenzel, Tobias, 2015. "Putting on a tight leash and levelling playing field: An experiment in strategic obfuscation and consumer protection," International Journal of Industrial Organization, Elsevier, vol. 42(C), pages 120-128.
  23. Florackis, Chris & Kanas, Angelos & Kostakis, Alexandros, 2015. "Dividend policy, managerial ownership and debt financing: A non-parametric perspective," European Journal of Operational Research, Elsevier, vol. 241(3), pages 783-795.
  24. Alexandros Kostakis & Tassos Magdalinos & Michalis P. Stamatogiannis, 2015. "Robust Econometric Inference for Stock Return Predictability," Review of Financial Studies, Society for Financial Studies, vol. 28(5), pages 1506-1553.
  25. Brendan McCabe, 2015. "DISCRETE TIME SERIES, PROCESSES, AND APPLICATIONS IN FINANCE, by Gilles Zumbach. Springer Finance Series. Published by Springer, Heidelberg, Berlin, 2013. Total number of pages: 315. ISBN: 978-3-642-3," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(1), pages 125-125, January.
  26. Avino, Davide & Lazar, Emese & Varotto, Simone, 2015. "Time varying price discovery," Economics Letters, Elsevier, vol. 126(C), pages 18-21.
  27. de Groot, Oliver, 2015. "Solving asset pricing models with stochastic volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 308-321.
  28. de Groot, Oliver & Holm-Hadulla, Fédéric & Leiner-Killinger, Nadine, 2015. "Cost of borrowing shocks and fiscal adjustment," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 23-48.
  29. Khayyat, Nabaz T. & Lee, Jeong-Dong, 2015. "A measure of technological capabilities for developing countries," Technological Forecasting and Social Change, Elsevier, vol. 92(C), pages 210-223.
  30. Kaddour Hadri & Eiji Kurozumi & Yao Rao, 2015. "Novel panel cointegration tests emending for cross‐section dependence with N fixed," Econometrics Journal, Royal Economic Society, vol. 18(3), pages 363-411, October.
  31. Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol, 2015. "In search of robust methods for dynamic panel data models in empirical corporate finance," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 84-98.

2014

  1. Vance L. Martin & Andrew R. Tremayne & Robert C. Jung, 2014. "Efficient Method Of Moments Estimators For Integer Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(6), pages 491-516, November.
  2. Mary Amiti & Oleg Itskhoki & Jozef Konings, 2014. "Importers, Exporters, and Exchange Rate Disconnect," American Economic Review, American Economic Association, vol. 104(7), pages 1942-1978, July.
  3. Jože P. Damijan & Jozef Konings & Sašo Polanec, 2014. "Import Churning and Export Performance of Multi-product Firms," The World Economy, Wiley Blackwell, vol. 37(11), pages 1483-1506, November.
  4. Filip Abraham & Tim Goesaert & Jozef Konings, 2014. "Staying Home or Moving Away? Restructuring Efforts within Multinational Enterprises," The World Economy, Wiley Blackwell, vol. 37(6), pages 765-782, June.
  5. Jozef Konings & Luca Marcolin, 2014. "Do wages reflect labor productivity? The case of Belgian regions," IZA Journal of European Labor Studies, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 3(1), pages 1-21, December.
  6. Bianchi, Daniele & Guidolin, Massimo, 2014. "Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets," European Journal of Operational Research, Elsevier, vol. 236(1), pages 160-176.
  7. Daniele Bianchi & Massimo Guidolin, 2014. "Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios," The Journal of Real Estate Finance and Economics, Springer, vol. 49(1), pages 116-164, July.
  8. Massimo Guidolin & Francesco Ravazzolo & Andrea Tortora, 2014. "Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 49(4), pages 477-523, November.
  9. Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2014. "Unconventional monetary policies and the corporate bond market," Finance Research Letters, Elsevier, vol. 11(3), pages 203-212.
  10. Brad Case & Massimo Guidolin & Yildiray Yildirim, 2014. "Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(2), pages 279-342, June.
  11. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2014. "Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(4), pages 510-535, August.
  12. Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2014. "How did the financial crisis alter the correlations of U.S. yield spreads?," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 362-385.
  13. Bernales, Alejandro & Guidolin, Massimo, 2014. "Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 326-342.
  14. Massimo Guidolin & Stuart Hyde, 2014. "Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data," Quantitative Finance, Taylor & Francis Journals, vol. 14(12), pages 2135-2153, December.
  15. Yavuz ARSLAN & Temel TAŞKIN, 2014. "International Evidence on the Interaction between Cross-Border Capital Flows and Domestic Credit Growth," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 29(341), pages 37-56.
  16. Arslan Yavuz, 2014. "Interest rate fluctuations and equilibrium in the housing market," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 1-32, January.
  17. Yavuz Arslan & Evren Ceritoglu & Birol Kanik, 2014. "Nufus Yapisindaki Degisimlerin Uzun Donem Konut Talebi Uzerindeki Etkileri," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 14(2), pages 13-29.
  18. Mendoza, Alfonso. & Galvanovskis, Evalds., 2014. "La cópula GED bivariada. Una aplicación en entornos de crisis," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(323), pages .721-746, julio-sep.
  19. Florackis, Chris & Giorgioni, Gianluigi & Kostakis, Alexandros & Milas, Costas, 2014. "On stock market illiquidity and real-time GDP growth," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 210-229.
  20. Aleksander Berentsen & Alessandro Marchesiani & Christopher Waller, 2014. "Floor Systems for Implementing Monetary Policy: Some Unpleasant Fiscal Arithmetic," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(3), pages 523-542, July.
  21. Afonso, António & Gomes, Pedro & Taamouti, Abderrahim, 2014. "Sovereign credit ratings, market volatility, and financial gains," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 20-33.
  22. Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2014. "Nonparametric estimation and inference for conditional density based Granger causality measures," Journal of Econometrics, Elsevier, vol. 180(2), pages 251-264.
  23. Luque Jaime & Taamouti Abderrahim, 2014. "Did the euro change the effect of fundamentals on growth and uncertainty?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 1-36, January.
  24. Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tédongap, 2014. "Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty," Review of Finance, European Finance Association, vol. 18(1), pages 219-269.
  25. Taoufik Bouezmarni & Abderrahim Taamouti, 2014. "Nonparametric tests for conditional independence using conditional distributions," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(4), pages 697-719, December.
  26. Dimitri Paolini & Juan de Dios Tena, 2014. "Capital investment and managerial efficiency A simple model for sport clubs," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 122(3), pages 321-330.
  27. Yiquan Gu & Burkhard Hehenkamp, 2014. "Too Much of a Good Thing? Welfare Consequences of Market Transparency," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 170(2), pages 225-248, June.
  28. Yiquan Gu & Tobias Wenzel, 2014. "Strategic Obfuscation and Consumer Protection Policy," Journal of Industrial Economics, Wiley Blackwell, vol. 62(4), pages 632-660, December.
  29. Seng Kiong Kok & Gianluigi Giorgioni & Jason Laws, 2014. "Derivative products and innovation in Islamic finance: A hybrid tool for risk-sharing options," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 7(3), pages 242-257, August.
  30. Daskalaki, Charoula & Kostakis, Alexandros & Skiadopoulos, George, 2014. "Are there common factors in individual commodity futures returns?," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 346-363.
  31. Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros, 2014. "Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 97-117.
  32. Avino, Davide & Cotter, John, 2014. "Sovereign and bank CDS spreads: Two sides of the same coin?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 72-85.
  33. Avino, Davide & Nneji, Ogonna, 2014. "Are CDS spreads predictable? An analysis of linear and non-linear forecasting models," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 262-274.
  34. Oliver de Groot, 2014. "The Risk Channel of Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 10(2), pages 115-160, June.
  35. Mike Buckle & Jing Chen & Julian Williams, 2014. "How Predictable Are Equity Covariance Matrices? Evidence from High‐Frequency Data for Four Markets," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(7), pages 542-557, November.
  36. Alan Haycox & Munir Pirmohamed & Claire McLeod & Rachel Houten & Sarah Richards, 2014. "Through a Glass Darkly: Economics and Personalised Medicine," PharmacoEconomics, Springer, vol. 32(11), pages 1055-1061, November.
  37. Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol, 2014. "Asymmetric adjustment toward optimal capital structure: Evidence from a crisis," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 226-242.

2013

  1. Jože Damijan & Jozef Konings & Sašo Polanec, 2013. "Pass-on trade: why do firms simultaneously engage in two-way trade in the same varieties?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 149(1), pages 85-111, March.
  2. Jozef Konings & Hylke Vandenbussche, 2013. "Antidumping protection hurts exporters: firm-level evidence," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 149(2), pages 295-320, June.
  3. Mardi Dungey & Olan Henry & Michael Mckenzie, 2013. "Modeling trade duration in U.S. Treasury markets," Quantitative Finance, Taylor & Francis Journals, vol. 13(9), pages 1431-1442, September.
  4. Guidolin, Massimo & Tam, Yu Man, 2013. "A yield spread perspective on the great financial crisis: Break-point test evidence," International Review of Financial Analysis, Elsevier, vol. 26(C), pages 18-39.
  5. Guidolin, Massimo & McMillan, David G. & Wohar, Mark E., 2013. "Time varying stock return predictability: Evidence from US sectors," Finance Research Letters, Elsevier, vol. 10(1), pages 34-40.
  6. Massimo Guidolin & Francesca Rinaldi, 2013. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, vol. 74(2), pages 183-217, February.
  7. Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato, 2013. "Alternative econometric implementations of multi-factor models of the U.S. financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(2), pages 87-111.
  8. Caterina Forti Grazzini & Massimo Guidolin, 2013. "Forecasting yield spreads under crisis-induced multiple breakpoints," Applied Economics Letters, Taylor & Francis Journals, vol. 20(18), pages 1656-1664, December.
  9. Babatunde Buraimo & David Peel & Rob Simmons, 2013. "Systematic Positive Expected Returns in the UK Fixed Odds Betting Market: An Analysis of the Fink Tank Predictions," IJFS, MDPI, vol. 1(4), pages 1-15, December.
  10. Akkoyun, H. Cagri & Arslan, Yavuz & Kanik, Birol, 2013. "Housing prices and transaction volume," Journal of Housing Economics, Elsevier, vol. 22(2), pages 119-134.
  11. Yavuz Arslan & Evren Ceritoğlu, 2013. "Quality Growth Versus Inflation in Turkey," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(2), pages 31-43, March.
  12. Alfonso Mendoza Velázquez & Peter N. Smith, 2013. "Equity Returns and the Business Cycle: the Role of Supply and Demand Shocks," Manchester School, University of Manchester, vol. 81, pages 100-124, September.
  13. Legrenzi, Gabriella & Milas, Costas, 2013. "Modelling the fiscal reaction functions of the GIPS based on state-varying thresholds," Economics Letters, Elsevier, vol. 121(3), pages 384-389.
  14. Martin, Christopher & Milas, Costas, 2013. "Financial crises and monetary policy: Evidence from the UK," Journal of Financial Stability, Elsevier, vol. 9(4), pages 654-661.
  15. Michele Lombardi & Naoki Yoshihara, 2013. "A full characterization of nash implementation with strategy space reduction," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(1), pages 131-151, September.
  16. Bouaddi, Mohammed & Taamouti, Abderrahim, 2013. "Portfolio selection in a data-rich environment," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2943-2962.
  17. Bouezmarni Taoufik & Ghouch El & Taamouti Abderrahim, 2013. "Bernstein estimator for unbounded copula densities," Statistics & Risk Modeling, De Gruyter, vol. 30(4), pages 343-360, December.
  18. Békés, Gábor & Halpern, László & Muraközy, Balázs, 2013. "Külkereskedelem és a vállalatok közötti különbségek [Heterogeneous firms and foreign trade]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 1-24.
  19. Alexandros Kontonikas & Alexandros Kostakis, 2013. "On Monetary Policy and Stock Market Anomalies," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 40(7-8), pages 1009-1042, September.
  20. Philippas, Nikolaos & Economou, Fotini & Babalos, Vassilios & Kostakis, Alexandros, 2013. "Herding behavior in REITs: Novel tests and the role of financial crisis," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 166-174.
  21. Lu Han & Brendan McCabe, 2013. "Testing for parameter constancy in non-Gaussian time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(1), pages 17-29, January.
  22. Jiajing Sun & Brendan P. McCabe, 2013. "Score statistics for testing serial dependence in count data," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 315-329, May.
  23. Ng, Jason & Forbes, Catherine S. & Martin, Gael M. & McCabe, Brendan P.M., 2013. "Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models," International Journal of Forecasting, Elsevier, vol. 29(3), pages 411-430.
  24. Mitra, Shalini, 2013. "Informality, financial development and macroeconomic volatility," Economics Letters, Elsevier, vol. 120(3), pages 454-457.
  25. Avino, Davide & Lazar, Emese & Varotto, Simone, 2013. "Price discovery of credit spreads in tranquil and crisis periods," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 242-253.
  26. de Groot, Oliver, 2013. "Computing the risky steady state of DSGE models," Economics Letters, Elsevier, vol. 120(3), pages 566-569.
  27. Alan Haycox, 2013. "How Much Should the NHS Pay for a QALY?," PharmacoEconomics, Springer, vol. 31(5), pages 357-359, May.
  28. Kausik Chaudhuri & Matthew Greenwood-Nimmo & Minjoo Kim & Yongcheol Shin, 2013. "On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1431-1449, October.

2012

  1. Michael McKenzie & Ólan T. Henry, 2012. "The determinants of short selling: evidence from the Hong Kong equity market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 52, pages 183-216, October.
  2. Guidolin, Massimo & Hyde, Stuart, 2012. "Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 695-716.
  3. Guidolin, Massimo & Hyde, Stuart, 2012. "Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3546-3566.
  4. Roger Bowles & Chrisostomos Florackis, 2012. "Impatience, reputation and offending," Applied Economics, Taylor & Francis Journals, vol. 44(2), pages 177-187, January.
  5. Babatunde Buraimo & Rob Simmons & Marek Maciaszczyk, 2012. "Favoritism And Referee Bias In European Soccer: Evidence From The Spanish League And The Uefa Champions League," Contemporary Economic Policy, Western Economic Association International, vol. 30(3), pages 329-343, July.
  6. Liu-Evans Gareth D. & Phillips Garry D. A., 2012. "Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models," Journal of Time Series Econometrics, De Gruyter, vol. 4(2), pages 1-35, November.
  7. Alfonso Mendoza Velázquez, 2012. "Índice de Paridad Poder de Compra Nutricional: comparación de los precios calóricos entre dietas habituales y saludables," Journal Papers, Centro de Investigación e Inteligencia Económica (CIIE), Departamento de Ciencias Sociales - UPAEP, June.
  8. Milas, Costas & Naraidoo, Ruthira, 2012. "Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 173-189, January.
  9. Gabriella Legrenzi & Costas Milas, 2012. "Long-Run Debt Sustainability and Threshold Adjustments: Non-Linear Empirical Evidence from the GIIPS," Economics Bulletin, AccessEcon, vol. 32(3), pages 2586-2593.
  10. Gabriella Legrenzi & Costas Milas, 2012. "Nonlinearities And The Sustainability Of The Government'S Intertemporal Budget Constraint," Economic Inquiry, Western Economic Association International, vol. 50(4), pages 988-999, October.
  11. Christopher Martin & Costas Milas, 2012. "Quantitative easing: a sceptical survey," Oxford Review of Economic Policy, Oxford University Press, vol. 28(4), pages 750-764, WINTER.
  12. Lombardi Michele & Veneziani Roberto, 2012. "Treading a Fine Line: Characterisations and Impossibilities for Liberal Principles in Infinitely-Lived Societies," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 12(1), pages 1-16, July.
  13. Michele Lombardi, 2012. "Nash implementation via simple stochastic mechanisms: strategy space reduction," Review of Economic Design, Springer;Society for Economic Design, vol. 16(4), pages 297-309, December.
  14. Taamouti, Abderrahim, 2012. "Moments of multivariate regime switching with application to risk-return trade-off," Journal of Empirical Finance, Elsevier, vol. 19(2), pages 292-308.
  15. Mohammed Bouaddi & Abderrahim Taamouti, 2012. "Portfolio risk management in a data-rich environment," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(4), pages 469-494, December.
  16. Dimitri Paolini & Juan de Tena, 2012. "Short or long-term contract? Firm’s optimal choice," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 39(1), pages 1-18, February.
  17. Flores, Ramón & Forrest, David & Tena, J.D., 2012. "Decision taking under pressure: Evidence on football manager dismissals in Argentina and their consequences," European Journal of Operational Research, Elsevier, vol. 222(3), pages 653-662.
  18. Juan De Dios Tena & Jorge Dresdner & Iván Araya, 2012. "A Multimarket Approach For Estimating A New Keynesian Phillips Curve," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 20(1), pages 49-68, Spring.
  19. Robinson Durán & Evelyn Garrido & Carolina Godoy & Juan de Dios Tena, 2012. "Predicción de la inflación en México con modelos desagregados por componente," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 27(1), pages 133-167.
  20. Holger Görg & Richard Kneller & Balázs Muraközy, 2012. "What makes a successful export? Evidence from firm-product-level data," Canadian Journal of Economics, Canadian Economics Association, vol. 45(4), pages 1332-1368, November.
  21. Békés, Gábor & Muraközy, Balázs, 2012. "Temporary trade and heterogeneous firms," Journal of International Economics, Elsevier, vol. 87(2), pages 232-246.
  22. Muraközy, Balázs, 2012. "Kornai János: Gondolatok a kapitalizmusról. Négy tanulmány. Akadémiai Kiadó, Budapest, 2011, 247 oldal [János Kornai: Gondolatok a kapitalizmusról. Négy tanulmány (Thoughts on capitalism. Four stud," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 99-104.
  23. Békés, Gábor & Muraközy, Balázs, 2012. "Magyar gazellák. A gyors növekedésű vállalatok jellemzői és kialakulásuk elemzése [Hungarian gazelles: what makes a high-growth firm in Hungary?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 233-262.
  24. László Halpern & Balázs Muraközy, 2012. "Innovation, productivity and exports: the case of Hungary," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 21(2), pages 151-173, January.
  25. Gu Yiquan & Wenzel Tobias, 2012. "Price-Dependent Demand in Spatial Models," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 12(1), pages 1-26, March.
  26. Gu, Yiquan & Wenzel, Tobias, 2012. "Transparency, entry, and productivity," Economics Letters, Elsevier, vol. 115(1), pages 7-10.
  27. Omaima A.G. Hassan & Gianluigi Giorgioni & Peter Romilly & David M. Power, 2012. "The information gap in corporate annual reports: evidence from Egypt," African Journal of Accounting, Auditing and Finance, Inderscience Enterprises Ltd, vol. 1(4), pages 338-358.
  28. Kostakis, Alexandros & Muhammad, Kashif & Siganos, Antonios, 2012. "Higher co-moments and asset pricing on London Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 913-922.
  29. Nabaz T. Khayyat & Almas Heshmati, 2012. "Determinants Of Mobile Phone Customer Satisfaction In The Kurdistan Region," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 2(3), pages 1-7, June.
  30. Joy Jia & Mike Adams & Mike Buckle, 2012. "Insurance and ownership structure in India’s corporate sector," Asia Pacific Journal of Management, Springer, vol. 29(1), pages 129-149, March.
  31. Arezki, Rabah & Hadri, Kaddour & Kurozumi, Eiji & Rao, Yao, 2012. "Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break," Economics Letters, Elsevier, vol. 117(3), pages 814-816.
  32. Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol, 2012. "Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 465-482.

2011

  1. Robert Jung & A. Tremayne, 2011. "Useful models for time series of counts or simply wrong ones?," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(1), pages 59-91, March.
  2. Robert C. Jung & A. R. Tremayne, 2011. "Convolution‐closed models for count time series with applications," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(3), pages 268-280, May.
  3. J. Konings & L. Marcolin, 2011. "The Competitiveness of Regions. A Comparison between Belgian and German Regions," Review of Business and Economic Literature, Intersentia, vol. 56(3), pages 274-288, September.
  4. Massimo Guidolin & Federica Ria, 2011. "Regime shifts in mean-variance efficient frontiers: Some international evidence," Journal of Asset Management, Palgrave Macmillan, vol. 12(5), pages 322-349, November.
  5. Florackis, Chris & Gregoriou, Andros & Kostakis, Alexandros, 2011. "Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3335-3350.
  6. Bryson, Alex & Buraimo, Babatunde & Simmons, Rob, 2011. "Do salaries improve worker performance?," Labour Economics, Elsevier, vol. 18(4), pages 424-433, August.
  7. Yavuz Arslan & Evren Ceritoglu, 2011. "Kalite Artislari ve Enflasyon : Turkiye Ornegi," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 11(1), pages 1-9.
  8. Flamini Alessandro & Milas Costas, 2011. "Real-Time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(2), pages 1-43, March.
  9. Szymon Wlazlowski & Monica Giulietti & Jane Binner & Costas Milas, 2011. "Price Transmission in the EU Wholesale Petroleum Markets," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 165-172, January.
  10. Amira, Khaled & Taamouti, Abderrahim & Tsafack, Georges, 2011. "What drives international equity correlations? Volatility or market direction?," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 1234-1263, October.
  11. Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2011. "Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 275-287, October.
  12. Juan de Dios Tena & Edoardo Otranto, 2011. "A realistic model for official interest rate movements and their consequences," Applied Economics, Taylor & Francis Journals, vol. 43(29), pages 4431-4447.
  13. Alvarez, J. & Forrest, D. & Sanz, I. & Tena, J.D., 2011. "Impact of importing foreign talent on performance levels of local co-workers," Labour Economics, Elsevier, vol. 18(3), pages 287-296, June.
  14. Békés, Gábor & Muraközy, Balázs & Harasztosi, Péter, 2011. "Firms and products in international trade: Evidence from Hungary," Economic Systems, Elsevier, vol. 35(1), pages 4-24, March.
  15. Békés, Gábor & Halpern, László & Muraközy, Balázs, 2011. "A teremtő rombolás szerepe a vállalati termelékenység alakulásában Magyarországon [The role of creative destruction in the development of corporate productivity in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 111-132.
  16. Gu, Yiquan & Wenzel, Tobias, 2011. "Transparency, price-dependent demand and product variety," Economics Letters, Elsevier, vol. 110(3), pages 216-219, March.
  17. Alexandros Kostakis & Nikolaos Panigirtzoglou & George Skiadopoulos, 2011. "Market Timing with Option-Implied Distributions: A Forward-Looking Approach," Management Science, INFORMS, vol. 57(7), pages 1231-1249, July.
  18. Economou, Fotini & Kostakis, Alexandros & Philippas, Nikolaos, 2011. "Cross-country effects in herding behaviour: Evidence from four south European markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(3), pages 443-460, July.
  19. Brendan P. M. McCabe & Gael M. Martin & David Harris, 2011. "Efficient probabilistic forecasts for counts," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 73(2), pages 253-272, March.
  20. Joy Yihui Jia & Mike Adams & Mike Buckle, 2011. "The strategic use of corporate insurance in China," The European Journal of Finance, Taylor & Francis Journals, vol. 17(8), pages 675-694.
  21. Magda Wladysiuk & Aleksander Araszkiewicz & Brian Godman & Katarzyna Szabert & Corrado Barbui & Alan Haycox, 2011. "Influence of patient co-payments on atypical antipsychotic choice in Poland," Applied Health Economics and Health Policy, Springer, vol. 9(2), pages 101-110, March.

2010

  1. Naylor, J.C. & Tremayne, A.R. & Marriott, J.M., 2010. "Exploratory data analysis and model criticism with posterior plots," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2707-2720, November.
  2. John Hutchinson & Jozef Konings & Patrick Walsh, 2010. "The Firm Size Distribution and Inter-Industry Diversification," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 37(2), pages 65-82, September.
  3. Filip Abraham & Jozef Konings & Veerle Slootmaekers, 2010. "FDI spillovers in the Chinese manufacturing sector," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 18(1), pages 143-182, January.
  4. O. Henry & N. Olekalns, 2010. "Peacock and Wiseman's displacement hypothesis: some new long-run evidence for the UK," Applied Economics, Taylor & Francis Journals, vol. 42(11), pages 1455-1460.
  5. Henry, Ólan & Olekalns, Nilss & Shields, Kalvinder, 2010. "Sign and phase asymmetry: News, economic activity and the stock market," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 1083-1100, December.
  6. Massimo Guidolin & Christopher J. Neely, 2010. "The effects of large-scale asset purchases on TIPS inflation expectations," Economic Synopses, Federal Reserve Bank of St. Louis.
  7. Massimo Guidolin & Eliana La Ferrara, 2010. "The economic effects of violent conflict: Evidence from asset market reactions," Journal of Peace Research, Peace Research Institute Oslo, vol. 47(6), pages 671-684, November.
  8. Massimo Guidolin & Francesca Rinaldi, 2010. "A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers?," Applied Financial Economics, Taylor & Francis Journals, vol. 20(1-2), pages 105-135.
  9. Babatunde Buraimo & David Forrest & Robert Simmons, 2010. "The 12th man?: refereeing bias in English and German soccer," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 173(2), pages 431-449, April.
  10. Mendoza Velázquez, Alfonso, 2010. "Indicadores de desempeño, presión y vulnerabilidad de las finanzas públicas estatales en México," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(307), pages 605-649, julio-sep.
  11. Ram Sharan Kharel & Christopher Martin & Costas Milas, 2010. "The Complex Response Of Monetary Policy To The Exchange Rate," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(1), pages 103-117, February.
  12. Christopher Martin & Costas Milas, 2010. "Testing The Opportunistic Approach To Monetary Policy," Manchester School, University of Manchester, vol. 78(2), pages 110-125, March.
  13. Christopher Martin & Costas Milas, 2010. "The Sub-Prime Crisis and UK Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 6(3), pages 119-144, September.
  14. Christopher Martin & Costas Milas, 2010. "Financial Market Liquidity and the Financial Crisis: An Assessment Using UK Data," International Finance, Wiley Blackwell, vol. 13(3), pages 443-459, December.
  15. Lombardi, Michele, 2010. "What kind of preference maximization does the weak axiom of revealed non-inferiority characterize?," Mathematical Social Sciences, Elsevier, vol. 59(3), pages 323-325, May.
  16. Lombardi, Michele & Yoshihara, Naoki, 2010. "Alternative characterizations of the proportional solution for nonconvex bargaining problems with claims," Economics Letters, Elsevier, vol. 108(2), pages 229-232, August.
  17. Dufour, Jean-Marie & Taamouti, Abderrahim, 2010. "Short and long run causality measures: Theory and inference," Journal of Econometrics, Elsevier, vol. 154(1), pages 42-58, January.
  18. Dufour, Jean-Marie & Taamouti, Abderrahim, 2010. "Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2532-2553, November.
  19. Bouezmarni, Taoufik & Rombouts, Jeroen V.K. & Taamouti, Abderrahim, 2010. "Asymptotic properties of the Bernstein density copula estimator for [alpha]-mixing data," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 1-10, January.
  20. Forrest, David & Sanz, Ismael & Tena, J.D., 2010. "Forecasting national team medal totals at the Summer Olympic Games," International Journal of Forecasting, Elsevier, vol. 26(3), pages 576-588, July.
  21. Ramón Flores & David Forrest & J. D. Tena, 2010. "Impact on Competitive Balance from Allowing Foreign Players in a Sports League: Evidence from European Soccer," Kyklos, Wiley Blackwell, vol. 63(4), pages 546-557, November.
  22. Juan de Dios Tena & Antoni Espasa & Gabriel Pino, 2010. "Forecasting Spanish Inflation Using the Maximum Disaggregation Level by Sectors and Geographical Areas," International Regional Science Review, , vol. 33(2), pages 181-204, April.
  23. Halpern, László & Muraközy, Balázs, 2010. "Innováció és vállalati teljesítmény Magyarországon [Innovation and company performance in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 293-317.
  24. Yao Rao & Kaddour Hadri & Ruijun Bu, 2010. "Testing For Stationarity In Heterogeneous Panel Data In The Case Of Model Misspecification," Bulletin of Economic Research, Wiley Blackwell, vol. 62(3), pages 209-225, July.

2009

  1. Tena, Juan de Dios & Tremayne, A.R., 2009. "Modelling monetary transmission in UK manufacturing industry," Economic Modelling, Elsevier, vol. 26(5), pages 1053-1066, September.
  2. S. de Silva & K. Hadri & A. R. Tremayne, 2009. "Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application," Econometrics Journal, Royal Economic Society, vol. 12(2), pages 340-366, July.
  3. Filip Abraham & Jozef Konings & Stijn Vanormelingen, 2009. "The effect of globalization on union bargaining and price-cost margins of firms," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(1), pages 13-36, April.
  4. Henry, Ólan T., 2009. "Regime switching in the relationship between equity returns and short-term interest rates in the UK," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 405-414, February.
  5. Massimo Guidolin & Giovanna Nicodano, 2009. "Small caps in international equity portfolios: the effects of variance risk," Annals of Finance, Springer, vol. 5(1), pages 15-48, January.
  6. Massimo Guidolin & Stuart Hyde, 2009. "What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model," Applied Financial Economics, Taylor & Francis Journals, vol. 19(6), pages 463-488.
  7. Guidolin, Massimo & Hyde, Stuart & McMillan, David & Ono, Sadayuki, 2009. "Non-linear predictability in stock and bond returns: When and where is it exploitable?," International Journal of Forecasting, Elsevier, vol. 25(2), pages 373-399.
  8. Massimo Guidolin & Yu Man Tam, 2009. "Taming the long-term spreads," Economic Synopses, Federal Reserve Bank of St. Louis.
  9. Guidolin, Massimo & Timmermann, Allan, 2009. "Forecasts of US short-term interest rates: A flexible forecast combination approach," Journal of Econometrics, Elsevier, vol. 150(2), pages 297-311, June.
  10. Mola, Simona & Guidolin, Massimo, 2009. "Affiliated mutual funds and analyst optimism," Journal of Financial Economics, Elsevier, vol. 93(1), pages 108-137, July.
  11. Massimo Guidolin & Yu Man Tam, 2009. "Is the financial crisis over? a yield spread perspective," Economic Synopses, Federal Reserve Bank of St. Louis.
  12. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2009. "Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(3), pages 341-381, September.
  13. Florackis, Chrisostomos & Kostakis, Alexandros & Ozkan, Aydin, 2009. "Managerial ownership and performance," Journal of Business Research, Elsevier, vol. 62(12), pages 1350-1357, December.
  14. Chrisostomos Florackis & Aydin Ozkan, 2009. "Managerial incentives and corporate leverage: evidence from the United Kingdom," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 49(3), pages 531-553, September.
  15. Buraimo, Babatunde & Simmons, Rob, 2009. "A tale of two audiences: Spectators, television viewers and outcome uncertainty in Spanish football," Journal of Economics and Business, Elsevier, vol. 61(4), pages 326-338, July.
  16. B Buraimo & D Forrest & R Simmons, 2009. "Insights for clubs from modelling match attendance in football," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(2), pages 147-155, February.
  17. Wlazlowski, Szymon & Giulietti, Monica & Binner, Jane & Milas, Costas, 2009. "Price dynamics in European petroleum markets," Energy Economics, Elsevier, vol. 31(1), pages 99-108, January.
  18. Costas Milas, 2009. "Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model," Oxford Economic Papers, Oxford University Press, vol. 61(1), pages 168-182, January.
  19. 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.
  20. Christopher Martin & Costas Milas, 2009. "Uncertainty And Monetary Policy Rules In The United States," Economic Inquiry, Western Economic Association International, vol. 47(2), pages 206-215, April.
  21. Lombardi, Michele, 2009. "Reason-based choice correspondences," Mathematical Social Sciences, Elsevier, vol. 57(1), pages 58-66, January.
  22. Michele Lombardi, 2009. "Minimal covering set solutions," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 32(4), pages 687-695, May.
  23. Michele Lombardi & Marco Mariotti, 2009. "Uncovered bargaining solutions," International Journal of Game Theory, Springer;Game Theory Society, vol. 38(4), pages 601-610, November.
  24. Marchesiani, Alessandro & Senesi, Pietro, 2009. "Money And Nominal Bonds," Macroeconomic Dynamics, Cambridge University Press, vol. 13(2), pages 189-199, April.
  25. Taamouti, Abderrahim, 2009. "Analytical Value-at-Risk and Expected Shortfall under regime-switching," Finance Research Letters, Elsevier, vol. 6(3), pages 138-151, September.
  26. Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2009. "Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(1), pages 124-163, 2012 10 1.
  27. Holger Görg & Alexander Hijzen & Balázs Muraközy, 2009. "The role of production technology for productivity spillovers from multinationals: Firm-level evidence for Hungary," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 64(01), pages 19-44, March.
  28. Gu, Yiquan & Wenzel, Tobias, 2009. "A note on the excess entry theorem in spatial models with elastic demand," International Journal of Industrial Organization, Elsevier, vol. 27(5), pages 567-571, September.
  29. Karima Saci & Gianluigi Giorgioni & Ken Holden, 2009. "Does financial development affect growth?," Applied Economics, Taylor & Francis Journals, vol. 41(13), pages 1701-1707.
  30. Hassan, Omaima A.G. & Romilly, Peter & Giorgioni, Gianluigi & Power, David, 2009. "The value relevance of disclosure: Evidence from the emerging capital market of Egypt," The International Journal of Accounting, Elsevier, vol. 44(1), pages 79-102, March.
  31. Babalos, Vassilios & Kostakis, Alexandros & Philippas, Nikolaos, 2009. "Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry," Journal of Multinational Financial Management, Elsevier, vol. 19(4), pages 256-272, October.
  32. Alexandros Kostakis, 2009. "Performance measures and incentives: loading negative coskewness to outperform the CAPM," The European Journal of Finance, Taylor & Francis Journals, vol. 15(5-6), pages 463-486.
  33. Supriya Garikipati, 2009. "Gender, Generation and Poverty: Exploring the ‘Feminisation of Poverty’ in Africa, Asia and Latin America," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 21(3), pages 476-477, July.
  34. Kaddour Hadri & Yao Rao, 2009. "KPSS test and model misspecifications," Applied Economics Letters, Taylor & Francis Journals, vol. 16(12), pages 1187-1190.
  35. Kaddour Hadri & Yao Rao, 2009. "Are Oecd Macroeconomic Variables Trend Stationary? Evidence From Panel Stationarity Tests Allowing For A Structural Break And Cross-Sectional Dependence," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(03), pages 427-440.

2008

  1. Jan Loecker & Jozef Konings & Patrick Cayseele, 2008. "Merger Review: How Much of Industry is Affected in an International Perspective?," Journal of Industry, Competition and Trade, Springer, vol. 8(1), pages 1-19, March.
  2. Konings, Jozef & Vandenbussche, Hylke, 2008. "Heterogeneous responses of firms to trade protection," Journal of International Economics, Elsevier, vol. 76(2), pages 371-383, December.
  3. Massimo Guidolin & Allison K. Rodean, 2008. "No volatility, no forecasting power for the term spread," Monetary Trends, Federal Reserve Bank of St. Louis, issue Apr.
  4. Guidolin, Massimo & Hyde, Stuart, 2008. "Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK," Journal of Multinational Financial Management, Elsevier, vol. 18(4), pages 293-312, October.
  5. Massimo Guidolin & Allan Timmermann, 2008. "International asset allocation under regime switching, skew, and kurtosis preferences," Review of Financial Studies, Society for Financial Studies, vol. 21(2), pages 889-935, April.
  6. Massimo Guidolin & Allan Timmermann, 2008. "Size and Value Anomalies under Regime Shifts," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 6(1), pages 1-48, Winter.
  7. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2008. "Diversifying in public real estate: The ex-post performance," Journal of Asset Management, Palgrave Macmillan, vol. 8(6), pages 361-373, February.
  8. Chrisostomos Florackis, 2008. "Agency costs and corporate governance mechanisms: evidence for UK firms," International Journal of Managerial Finance, Emerald Group Publishing, vol. 4(1), pages 37-59, January.
  9. Babatunde Buraimo, 2008. "Stadium attendance and television audience demand in English league football," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 29(6), pages 513-523.
  10. Babatunde Buraimo & Rob Simmons, 2008. "Competitive Balance and Attendance in Major League Baseball: An Empirical Test of the Uncertainty of Outcome Hypothesis," International Journal of Sport Finance, Fitness Information Technology, vol. 3(3), pages 146-155, August.
  11. Daniel Ventosa-Santaulària & Alfonso Mendoza Velázquez & Manuel Gómez-Zaldívar, 2008. "Varianza condicional de medias móviles no-lineales," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(2), pages 29-48, November.
  12. Milas, Costas & Rothman, Philip, 2008. "Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts," International Journal of Forecasting, Elsevier, vol. 24(1), pages 101-121.
  13. Michele Lombardi, 2008. "Uncovered set choice rules," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 31(2), pages 271-279, August.
  14. Giovannoni, Francesco & de Dios Tena, Juan, 2008. "Market concentration, macroeconomic uncertainty and monetary policy," European Economic Review, Elsevier, vol. 52(6), pages 1097-1123, August.
  15. Juan de Dios Tena & César Salazar, 2008. "Explaining inflation and output volatility in Chile: an empirical analysis of forty years," Revista Cuadernos de Economía, Universidad Nacional de Colombia -FCE - CID, December.
  16. Vassilios Babalos & Guglielmo Maria Caporale & Alexandros Kostakis & Nikolaos Philippas, 2008. "Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market," The European Journal of Finance, Taylor & Francis Journals, vol. 14(8), pages 735-753.
  17. Ruijun Bu & Brendan McCabe & Kaddour Hadri, 2008. "Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(6), pages 973-994, November.
  18. Harris, David & McCabe, Brendan & Leybourne, Stephen, 2008. "Testing For Long Memory," Econometric Theory, Cambridge University Press, vol. 24(1), pages 143-175, February.
  19. Bu, Ruijun & McCabe, Brendan, 2008. "Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach," International Journal of Forecasting, Elsevier, vol. 24(1), pages 151-162.
  20. Garikipati, Supriya, 2008. "The Impact of Lending to Women on Household Vulnerability and Women's Empowerment: Evidence from India," World Development, Elsevier, vol. 36(12), pages 2620-2642, December.
  21. Barbara Harriss-White & Supriya Garikipati, 2008. "India's semi-arid rural economy: livelihoods, seasonal migration and gender," The European Journal of Development Research, Taylor and Francis Journals, vol. 20(4), pages 547-548.
  22. Supriya Garikipati, 2008. "Agricultural wage work, seasonal migration and the widening gender gap: evidence from a semi-arid region of Andhra Pradesh," The European Journal of Development Research, Taylor and Francis Journals, vol. 20(4), pages 629-648.
  23. Kaddour Hadri & Yao Rao, 2008. "Panel Stationarity Test with Structural Breaks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(2), pages 245-269, April.

2007

  1. Mary Amiti & Jozef Konings, 2007. "Trade Liberalization, Intermediate Inputs, and Productivity: Evidence from Indonesia," American Economic Review, American Economic Association, vol. 97(5), pages 1611-1638, December.
  2. Henry, Olan T. & Olekalns, Nilss & Suardi, Sandy, 2007. "Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies," Economics Letters, Elsevier, vol. 94(3), pages 383-388, March.
  3. Ólan T. Henry & Nilss Olekalns & Rajith W.D. Lakshman, 2007. "Identifying Interdependencies Between South‐East Asian Stock Markets: A Non‐Linear Approach," Australian Economic Papers, Wiley Blackwell, vol. 46(2), pages 122-135, June.
  4. Guidolin, Massimo & Timmermann, Allan, 2007. "Properties of equilibrium asset prices under alternative learning schemes," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 161-217, January.
  5. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2007. "Investing for the Long-run in European Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 34(1), pages 35-80, January.
  6. Massimo Guidolin, 2007. "A Review of: “Book Review: Empirical Dynamic Asset Pricing”," Econometric Reviews, Taylor & Francis Journals, vol. 26(5), pages 597-604.
  7. Guidolin, Massimo & Timmermann, Allan, 2007. "Asset allocation under multivariate regime switching," Journal of Economic Dynamics and Control, Elsevier, vol. 31(11), pages 3503-3544, November.
  8. Massimo Guidolin & Elizabeth A. La Jeunesse, 2007. "The decline in the U.S. personal saving rate: is it real and is it a puzzle?," Review, Federal Reserve Bank of St. Louis, vol. 89(Nov), pages 491-514.
  9. Massimo Guidolin & Eliana La Ferrara, 2007. "Diamonds Are Forever, Wars Are Not: Is Conflict Bad for Private Firms?," American Economic Review, American Economic Association, vol. 97(5), pages 1978-1993, December.
  10. Bowles, Roger Arthur & Florackis, Chrisostomos, 2007. "Duration of the time to reconviction: Evidence from UK prisoner discharge data," Journal of Criminal Justice, Elsevier, vol. 35(4), pages 365-378.
  11. Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2007. "Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(8), pages 601-619.
  12. Marchesiani, Alessandro & Senesi, Pietro, 2007. "Asymmetric government transaction policies and currencies substitutability," Economics Letters, Elsevier, vol. 97(2), pages 105-110, November.
  13. Silvia Ceccacci & Alessandro Marchesiani & Lorenzo Pecchi, 2007. "Public Debt Management And Foreign Currency Denominated Bonds," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 10(05), pages 763-770.
  14. de Dios Tena, Juan & Forrest, David, 2007. "Within-season dismissal of football coaches: Statistical analysis of causes and consequences," European Journal of Operational Research, Elsevier, vol. 181(1), pages 362-373, August.
  15. Balázs Muraközy, 2007. "Do Vertical Spillovers from FDI Lead to Changes in Markups? Firm-level Evidence from Hungary," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 53(2), pages 197-218.
  16. Muraközy, Balázs, 2007. "Nyári Műhely. MTA Közgazdaságtudományi Intézet, Budapest, 2007. augusztus 22-23 [Summer workshop]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 935-940.
  17. László Halpern & Balázs Muraközy, 2007. "Does distance matter in spillover?1," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 15(4), pages 781-805, October.
  18. Vassilios Babalos & Alexandros Kostakis & Nikolaos Philippas, 2007. "Spurious results in testing mutual fund performance persistence: evidence from the Greek market," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(2), pages 103-108.
  19. Harris, David & Leybourne, Stephen & McCabe, Brendan, 2007. "Modified Kpss Tests For Near Integration," Econometric Theory, Cambridge University Press, vol. 23(2), pages 355-363, April.
  20. Supriya Garikipati, 2007. "Rural India facing the 21st century: essays on long term village change and recent development policy by Barbara Harriss-White and S. Janakarajan, (London: Anthem Press, 2004, pp. 539 + xxvii)," Journal of International Development, John Wiley & Sons, Ltd., vol. 19(8), pages 1165-1166.
  21. Supriya Garikipati, 2007. "Book Review," Education Economics, Taylor & Francis Journals, vol. 15(2), pages 255-257.
  22. Alan Haycox, 2007. "When NICE Says No!," PharmacoEconomics, Springer, vol. 25(12), pages 995-996, December.
  23. Gorelkina, Olga, 2007. "A Microanalysis of Fertility in Russia: The Role of Non-Economic Considerations," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 5, pages 58-74.

2006

  1. Jung, Robert C. & Tremayne, A.R., 2006. "Coherent forecasting in integer time series models," International Journal of Forecasting, Elsevier, vol. 22(2), pages 223-238.
  2. De Loecker, Jan & Konings, Jozef, 2006. "Job reallocation and productivity growth in a post-socialist economy: Evidence from Slovenian manufacturing," European Journal of Political Economy, Elsevier, vol. 22(2), pages 388-408, June.
  3. Jozef Konings & Alan Patrick Murphy, 2006. "Do Multinational Enterprises Relocate Employment to Low-Wage Regions? Evidence from European Multinationals," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 142(2), pages 267-286, July.
  4. Ólan T. Henry & Michael McKenzie, 2006. "The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong," The Journal of Business, University of Chicago Press, vol. 79(2), pages 671-692, March.
  5. Massimo Guidolin, 2006. "High equity premia and crash fears - Rational foundations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 28(3), pages 693-708, August.
  6. Guidolin, Massimo & Timmermann, Allan, 2006. "Term structure of risk under alternative econometric specifications," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 285-308.
  7. Massimo Guidolin, 2006. "The dollar U-turn," International Economic Trends, Federal Reserve Bank of St. Louis, issue Feb.
  8. Allan Timmermann & Massimo Guidolin, 2006. "An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 1-22.
  9. Cassese, Gianluca & Guidolin, Massimo, 2006. "Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options," International Review of Financial Analysis, Elsevier, vol. 15(2), pages 145-178.
  10. Massimo Guidolin & Elizabeth A. La Jeunesse, 2006. "Cross-country personal saving rates," National Economic Trends, Federal Reserve Bank of St. Louis, issue May.
  11. Guidolin, Massimo, 2006. "Pessimistic beliefs under rational learning: Quantitative implications for the equity premium puzzle," Journal of Economics and Business, Elsevier, vol. 58(2), pages 85-118.
  12. Guidolin, Massimo & Ono, Sadayuki, 2006. "Are the dynamic linkages between the macroeconomy and asset prices time-varying?," Journal of Economics and Business, Elsevier, vol. 58(5-6), pages 480-518.
  13. Sílvia Gonçalves & Massimo Guidolin, 2006. "Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1591-1636, May.
  14. Arslan, Ozgur & Florackis, Chrisostomos & Ozkan, Aydin, 2006. "The role of cash holdings in reducing investment-cash flow sensitivity: Evidence from a financial crisis period in an emerging market," Emerging Markets Review, Elsevier, vol. 7(4), pages 320-338, December.
  15. Babatunde Buraimo & Rob Simmons & Stefan Szymanski, 2006. "English Football," Journal of Sports Economics, , vol. 7(1), pages 29-46, February.
  16. Milas, Costas, 2006. "Gunnar, Bardsen, Oyvind, Eitrheim, Eilev S. Jansen, Ragnar Nymoen (Eds.), The Econometrics of Macroeconomic Modelling, Published in the series "Advanced Texts in Econometrics" Oxford Univers," International Journal of Forecasting, Elsevier, vol. 22(1), pages 198-199.
  17. Milas Costas & Legrenzi Gabriella, 2006. "Non-linear Real Exchange Rate Effects in the UK Labour Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(1), pages 1-34, March.
  18. Juan de Dios Tena & Miguel Jerez & Sonia Sotoca & Nicole Carvallo, 2006. "A Proposal to Obtain a Long Quarterly Chilean GDP Series," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 43(128), pages 285-300.
  19. Juan de Dios Tena, 2006. "The Impact of Non-financial Factors on Heterogeneous Sectoral Price and Output," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 52(3), pages 19-29.
  20. Muraközy, Balázs, 2006. "Nyári Műhely. MTA Közgazdaságtudományi Intézet, Budapest, 2006. június 26-28 [Summer workshop]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 714-721.
  21. Omaima A.G. Hassan & Gianluigi Giorgioni & Peter Romilly, 2006. "The extent of financial disclosure and its determinants in an emerging capital market: the case of Egypt," International Journal of Accounting, Auditing and Performance Evaluation, Inderscience Enterprises Ltd, vol. 3(1), pages 41-67.
  22. Ping Zheng & Pamela A. Siler & Gianluigi Giorgioni, 2006. "Sustaining growth in China's regions through FDI," World Review of Entrepreneurship, Management and Sustainable Development, Inderscience Enterprises Ltd, vol. 2(1/2), pages 4-22.
  23. McCabe, Brendan & Leybourne, Stephen & Harris, David, 2006. "A Residual-Based Test For Stochastic Cointegration," Econometric Theory, Cambridge University Press, vol. 22(3), pages 429-456, June.
  24. David Sapsford & Supriya Garikipati, 2006. "Trade Liberalisation, Economic Development and Poverty Alleviation," The World Economy, Wiley Blackwell, vol. 29(11), pages 1571-1579, November.
  25. Alan Haycox, 2006. "Book Review: Valuing Health in Practice: Priorities, QALYs and Choice," Journal of Interdisciplinary Economics, , vol. 17(3), pages 345-347, April.

2005

  1. Godfrey, L.G. & Tremayne, A.R., 2005. "The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 377-395, April.
  2. Diane Dancer & Andrew Tremayne, 2005. "R-squared and prediction in regression with ordered quantitative response," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(5), pages 483-493.
  3. B. P. M. McCabe & G. M. Martin & A. R. Tremayne, 2005. "Assessing Persistence In Discrete Nonstationary Time‐Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(2), pages 305-317, March.
  4. Robert Jung & Gerd Ronning & A. Tremayne, 2005. "Estimation in conditional first order autoregression with discrete support," Statistical Papers, Springer, vol. 46(2), pages 195-224, April.
  5. John W. Budd & Jozef Konings & Matthew J. Slaughter, 2005. "Wages and International Rent Sharing in Multinational Firms," The Review of Economics and Statistics, MIT Press, vol. 87(1), pages 73-84, February.
  6. Jozef Konings & Patrick Van Cayseele & Frederic Warzynski, 2005. "The Effects of Privatization and Competitive Pressure on Firms' Price-Cost Margins: Micro Evidence from Emerging Economies," The Review of Economics and Statistics, MIT Press, vol. 87(1), pages 124-134, February.
  7. Konings, Jozef & Vandenbussche, Hylke, 2005. "Antidumping protection and markups of domestic firms," Journal of International Economics, Elsevier, vol. 65(1), pages 151-165, January.
  8. Kalvinder Shields & Nilss Olekalns & Ãlan T. Henry & Chris Brooks, 2005. "Measuring the Response of Macroeconomic Uncertainty to Shocks," The Review of Economics and Statistics, MIT Press, vol. 87(2), pages 362-370, May.
  9. Massimo Guidolin, 2005. "Is the bond market irrational?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jul.
  10. Massimo Guidolin, 2005. "Home Bias and High Turnover in an Overlapping‐generations Model with Learning," Review of International Economics, Wiley Blackwell, vol. 13(4), pages 725-756, September.
  11. Massimo Guidolin & Allan Timmermann, 2005. "Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns," Economic Journal, Royal Economic Society, vol. 115(500), pages 111-143, January.
  12. Massimo Guidolin & Elizabeth A. La Jeunesse, 2005. "Bubbling (or just frothy) house prices?," National Economic Trends, Federal Reserve Bank of St. Louis, issue Nov.
  13. Chrisostomos Florackis, 2005. "Internal corporate governance mechanisms and corporate performance: evidence for UK firms," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(4), pages 211-216, July.
  14. David Forrest & Robert Simmons & Babatunde Buraimo, 2005. "Outcome Uncertainty And The Couch Potato Audience," Scottish Journal of Political Economy, Scottish Economic Society, vol. 52(4), pages 641-661, September.
  15. Alfonso Mendoza V., 2005. "Preemptive policy strikes and bond price stability: A Study on the Credibility of the Monetary Policy in Mexico under Inflation Targets," The IUP Journal of Applied Economics, IUP Publications, vol. 0(2), pages 55-79, March.
  16. Michael Arghyrou & Christopher Martin & Costas Milas, 2005. "Non-linear inflationary dynamics: evidence from the UK," Oxford Economic Papers, Oxford University Press, vol. 57(1), pages 51-69, January.
  17. Madsen, Jakob B. & Milas, Costas, 2005. "The price-dividend relationship in inflationary and deflationary regimes," Finance Research Letters, Elsevier, vol. 2(4), pages 260-269, December.
  18. Keith Freeland, R. & McCabe, Brendan, 2005. "Asymptotic properties of CLS estimators in the Poisson AR(1) model," Statistics & Probability Letters, Elsevier, vol. 73(2), pages 147-153, June.
  19. Harris, David & Leybourne, Stephen & McCabe, Brendan, 2005. "Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 395-409, October.
  20. McCabe, B.P.M. & Martin, G.M., 2005. "Bayesian predictions of low count time series," International Journal of Forecasting, Elsevier, vol. 21(2), pages 315-330.

2004

  1. Paulo M. M. Rodrigues & Andrew Tremayne, 2004. "F versus t tests for unit roots: a comment," Economics Bulletin, AccessEcon, vol. 3(12), pages 1-7.
  2. A Stewart Fotheringham & Phil Rees & Tony Champion & Stamatis Kalogirou & Andy R Tremayne, 2004. "The Development of a Migration Model for England and Wales: Overview and Modelling Out-Migration," Environment and Planning A, , vol. 36(9), pages 1633-1672, September.
  3. Jozef Konings & Hylke Vandenbussche, 2004. "The adjustment of financial ratios in the presence of soft budget constraints: evidence from Bulgaria," European Accounting Review, Taylor & Francis Journals, vol. 13(1), pages 131-159.
  4. Kevin B. Grier & Ólan T. Henry & Nilss Olekalns & Kalvinder Shields, 2004. "The asymmetric effects of uncertainty on inflation and output growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(5), pages 551-565.
  5. Henry, Olan T. & Shields, Kalvinder, 2004. "Is there a unit root in inflation?," Journal of Macroeconomics, Elsevier, vol. 26(3), pages 481-500, September.
  6. Ólan T. Henry & Nilss Olekalns & Jonathan Thong, 2004. "Do stock market returns predict changes to output? Evidence from a nonlinear panel data model," Empirical Economics, Springer, vol. 29(3), pages 527-540, September.
  7. Abbigail J. Chiodo & Massimo Guidolin & Michael T. Owyang & Makoto Shimoji, 2004. "Subjective probabilities: psychological theories and economic applications," Review, Federal Reserve Bank of St. Louis, vol. 86(Jan), pages 33-48.
  8. Stilianos Fountas & Menelaos Karanasos & Alfonso Mendoza, 2004. "Output Variability and Economic Growth: the Japanese Case," Bulletin of Economic Research, Wiley Blackwell, vol. 56(4), pages 353-363, October.
  9. Lekkos, Ilias & Milas, Costas, 2004. "Time-varying excess returns on UK government bonds: A non-linear approach," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 45-62, January.
  10. Costas Milas & Jesús Otero & Theodore Panagiotidis, 2004. "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 277-288.
  11. Ilias Lekkos & Costas Milas, 2004. "Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 24(3), pages 221-250, March.
  12. Muraközy, Balázs, 2004. "Nyári Műhely. MTA Közgazdaságtudományi Intézet, Budapest, 2004. június 29-30 [Summary of the Summer Workshop]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 768-773.
  13. Ping Zheng & Pamela Siler & Gianluigi Giorgioni, 2004. "FDI and the Export Performance of Chinese Indigenous Firms: a Regional Approach," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 2(1), pages 55-71.
  14. R. K. Freeland & B. P. M. McCabe, 2004. "Analysis of low count time series data by poisson autoregression," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 701-722, September.
  15. Freeland, R. K. & McCabe, B. P. M., 2004. "Forecasting discrete valued low count time series," International Journal of Forecasting, Elsevier, vol. 20(3), pages 427-434.

2003

  1. Robert C. Jung & A. R. Tremayne, 2003. "Testing for serial dependence in time series models of counts," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(1), pages 65-84, January.
  2. J. M. Marriott & J. C. Naylor & A. R. Tremayne, 2003. "Exploring economic time series: a Bayesian graphical approach," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 124-145, June.
  3. Konings, Jozef & Rizov, Marian & Vandenbussche, Hylke, 2003. "Investment and financial constraints in transition economies: micro evidence from Poland, the Czech Republic, Bulgaria and Romania," Economics Letters, Elsevier, vol. 78(2), pages 253-258, February.
  4. Faggio, Giulia & Konings, Jozef, 2003. "Job creation, job destruction and employment growth in transition countries in the 90s," Economic Systems, Elsevier, vol. 27(2), pages 129-154, June.
  5. Jozef Konings & Olga Kupets & Hartmut Lehmann, 2003. "Gross job flows in Ukraine," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 11(2), pages 321-356, June.
  6. Guidolin, Massimo & Timmermann, Allan, 2003. "Option prices under Bayesian learning: implied volatility dynamics and predictive densities," Journal of Economic Dynamics and Control, Elsevier, vol. 27(5), pages 717-769, March.
  7. Guidolin, Massimo, 2003. "International asset prices and portfolio choices under Bayesian learning," Research in Economics, Elsevier, vol. 57(4), pages 383-437, December.
  8. Massimo Guidolin & Allan Timmermann, 2003. "Recursive Modeling of Nonlinear Dynamics in UK Stock Returns," Manchester School, University of Manchester, vol. 71(4), pages 381-395, July.
  9. Alfonso Mendoza V., 2003. "The Inflation-Output Volatility Tradeoff and Exchange Rate Shocks in Mexico and Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 3(1), pages 27-51.
  10. Milas, Costas & Otero, Jesus, 2003. "Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach," Economic Modelling, Elsevier, vol. 20(1), pages 165-179, January.
  11. Gianluigi Giorgioni & Ken Holden, 2003. "Ricardian equivalence, expansionary fiscal contraction and the stock market: a VECM approach," Applied Economics, Taylor & Francis Journals, vol. 35(12), pages 1435-1443.
  12. Gianluigi Giorgioni & Ken Holden, 2003. "Does the Ricardian Equivalence Proposition Hold in Less Developed Countries?," International Review of Applied Economics, Taylor & Francis Journals, vol. 17(2), pages 209-221.
  13. Harris, David & McCabe, Brendan & Leybourne, Stephen, 2003. "Some Limit Theory For Autocovariances Whose Order Depends On Sample Size," Econometric Theory, Cambridge University Press, vol. 19(5), pages 829-864, October.
  14. Supriya Garikipati, 2003. "Indian agriculture, four decades of development edited by G. S. BHALLA and GURMAIL SINGH. (London: Sage Publications, 2001, pp. 308)," Journal of International Development, John Wiley & Sons, Ltd., vol. 15(5), pages 660-661.
  15. Hong Zou & Mike B. Adams & Mike J. Buckle, 2003. "Corporate Risks and Property Insurance: Evidence From the People's Republic of China," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(2), pages 289-314, June.
  16. M. Adams & M. Buckle, 2003. "The determinants of corporate financial performance in the Bermuda insurance market," Applied Financial Economics, Taylor & Francis Journals, vol. 13(2), pages 133-143.

2002

  1. Konings, Jozef & Lehmann, Hartmut, 2002. "Marshall and Labor Demand in Russia: Going Back to Basics," Journal of Comparative Economics, Elsevier, vol. 30(1), pages 134-159, March.
  2. Henry, Olan T. & Olekalns, Nilss, 2002. "Does the Australian dollar real exchange rate display mean reversion," Journal of International Money and Finance, Elsevier, vol. 21(5), pages 651-666, October.
  3. Chris Brooks & Ólan T. Henry, 2002. "The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(5), pages 487-507, December.
  4. Chris Brooks & Olan T. Henry & Gita Persand, 2002. "The Effect of Asymmetries on Optimal Hedge Ratios," The Journal of Business, University of Chicago Press, vol. 75(2), pages 333-352, April.
  5. Messinis, George & Henry, Olan & Olekalns, Nilss, 2002. "Rational habit modification in consumption," Economic Modelling, Elsevier, vol. 19(4), pages 665-678, August.
  6. Olan Henry, 2002. "Long memory in stock returns: some international evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 12(10), pages 725-729.
  7. Gabriella Legrenzi & Costas Milas, 2002. "The Role of Omitted Variables in Identifying a Long-run Equilibrium Relationship for the Italian Government Growth," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 9(4), pages 435-449, August.
  8. Iregui Ana María & Milas Costas & Otero Jesus, 2002. "On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(3), pages 1-21, November.
  9. Gabriella Legrenzi & Costas Milas, 2002. "A Multivariate Approach to the Growth of Governments," Public Finance Review, , vol. 30(1), pages 56-76, January.
  10. Costas Milas & Jesus Otero, 2002. "Smooth transition vector error correction models for the spot prices of coffee," Applied Economics Letters, Taylor & Francis Journals, vol. 9(14), pages 925-928.
  11. Giorgioni, Gianluigi & Holden, Ken, 2002. "The crisis of the CFA Franc zone: the case of Cote d'Ivoire," Economic Modelling, Elsevier, vol. 19(4), pages 531-564, August.
  12. Gianluigi Giorgioni & John Thompson, 2002. "Which volatility? The case of the exports of wheat," Applied Economics Letters, Taylor & Francis Journals, vol. 9(10), pages 681-684.
  13. Harris, David & McCabe, Brendan & Leybourne, Stephen, 2002. "Stochastic cointegration: estimation and inference," Journal of Econometrics, Elsevier, vol. 111(2), pages 363-384, December.

2001

  1. Vandenbussche, Hylke & Veugelers, Reinhilde & Konings, Jozef, 2001. "Unionization and European Antidumping Protection," Oxford Economic Papers, Oxford University Press, vol. 53(2), pages 297-317, April.
  2. Konings, Jozef & Van Cayseele, Patrick & Warzynski, Frederic, 2001. "The dynamics of industrial mark-ups in two small open economies: does national competition policy matter?," International Journal of Industrial Organization, Elsevier, vol. 19(5), pages 841-859, April.
  3. Jozef Konings & Hylke Vandenbussche & Linda Springael, 2001. "Import Diversion under European Antidumping Policy," Journal of Industry, Competition and Trade, Springer, vol. 1(3), pages 283-299, September.
  4. Jozef Konings, 2001. "The effects of foreign direct investment on domestic firms," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 9(3), pages 619-633, November.
  5. Maarten Goos & Jozef Konings, 2001. "Does Rent-Sharing Exist in Belgium ?. An Empirical Analysis Using Firm Level Data," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(1), pages 65-79.
  6. Ólan T. Henry & Nilss Olekalns, 2001. "Are Private Sector Consumption Decisions Affected by Public Sector Consumption?," The Economic Record, The Economic Society of Australia, vol. 77(239), pages 361-373, December.
  7. Ólan T. Henry & Nilss Olekalns & Peter M. Summers, 2001. "Exchange Rate Instability: A Threshold Autoregressive Approach," The Economic Record, The Economic Society of Australia, vol. 77(237), pages 160-166, June.
  8. Otero, Jesus & Milas, Costas, 2001. "Modelling the spot prices of various coffee types," Economic Modelling, Elsevier, vol. 18(4), pages 625-641, December.
  9. Ilias Lekkos & Costas Milas, 2001. "Identifying the Factors that Affect Interest‐Rate Swap Spreads: Some Evidence from the United States and the United Kingdom," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(8), pages 737-768, August.
  10. Gianluigi Giorgioni, 2001. "New evidence on the output-inflation trade-off from developing economies: the case of the CFA Franc zone," Applied Economics, Taylor & Francis Journals, vol. 33(8), pages 1077-1082.
  11. Owain Ap Gwilym & Mike Buckle, 2001. "The lead-lag relationship between the FTSE100 stock index and its derivative contracts," Applied Financial Economics, Taylor & Francis Journals, vol. 11(4), pages 385-393.
  12. Dyfrig A. Hughes & Adrian Bagust & Alan Haycox & Tom Walley, 2001. "The impact of non‐compliance on the cost‐effectiveness of pharmaceuticals: a review of the literature," Health Economics, John Wiley & Sons, Ltd., vol. 10(7), pages 601-615, October.

2000

  1. Jozef Konings & Patrick Walsh, 2000. "The Impact of Product Market Competition on Employment Determination in Unionised and Non-Unionised Firms: Firm Level Evidence for the U.K," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 17(4), pages 385-394, December.
  2. Brooks, Chris & Henry, Olan T., 2000. "Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models," Economics Letters, Elsevier, vol. 67(3), pages 245-251, June.
  3. Brooks, Chris & Henry, Olan T., 2000. "Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia," Economic Modelling, Elsevier, vol. 17(4), pages 497-513, December.
  4. Ólan T. Henry & Peter M. Summers, 2000. "Australian Economic Growth: Nonlinearities and International Influences," The Economic Record, The Economic Society of Australia, vol. 76(235), pages 365-373, December.
  5. Costas Milas, 2000. "Employment, output and political business cycle effects in the Greek non-tradable sector," Applied Economics, Taylor & Francis Journals, vol. 32(2), pages 123-133.

1999

  1. Štefan Bojnee & Jozef Konings, 1999. "Job Creation, Job Destruction and Labour Demand in Slovenia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 41(2-3), pages 135-149, September.
  2. VEUGELERS, Reinhilde & KONINGS, Jozef & MOMMAERTS, Gerry & SELDESLACHTS, Jo, 1999. "Schepping en vernietiging van banen: De invloed van O&O-actieve bedrijven," Economic and Social Journal (Economisch en Sociaal Tijdschrift), University of Antwerp, Faculty of Business and Economics, vol. 53(1), pages 79-108, Maart.
  3. Jozef Konings & Patrick Paul Walsh, 1999. "Disorganization in the process of transition," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 7(1), pages 29-46, March.
  4. Filip Abraham & Josef Konings, 1999. "Does the Opening of Central and Eastern Europe Threaten Employment in the West?," The World Economy, Wiley Blackwell, vol. 22(4), pages 585-601, June.
  5. Ólan T. Henry & John Sharma, 1999. "Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios," Australian Economic Papers, Wiley Blackwell, vol. 38(4), pages 393-406, December.
  6. Olan T. Henry & Peter M. Summers, 1999. "The Volatility of Real Exchange Rates: The Australian Case," Australian Economic Papers, Wiley Blackwell, vol. 38(2), pages 79-90, June.
  7. Olan Henry, 1999. "The volatility of US term structure term premia 1952 - 1991," Applied Financial Economics, Taylor & Francis Journals, vol. 9(3), pages 263-271.
  8. Milas, Costas, 1999. "Labor Market Decisions and Greek Manufacturing Competitiveness," Journal of Policy Modeling, Elsevier, vol. 21(4), pages 505-513, July.
  9. Leybourne, S J & McCabe, B P M, 1999. "Modified Stationarity Tests with Data-Dependent Model-Selection Rules," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(2), pages 264-270, April.
  10. Owain Ap Gwilym & Mike Buckle, 1999. "Volatility forecasting in the framework of the option expiry cycle," The European Journal of Finance, Taylor & Francis Journals, vol. 5(1), pages 73-94.

1998

  1. Bilsen, Valentijn & Konings, Jozef, 1998. "Job Creation, Job Destruction, and Growth of Newly Established, Privatized, and State-Owned Enterprises in Transition Economies: Survey Evidence from Bulgaria, Hungary, and Romania," Journal of Comparative Economics, Elsevier, vol. 26(3), pages 429-445, September.
  2. Janssens, Stefan & Konings, Jozef, 1998. "One more wage curve: the case of Belgium," Economics Letters, Elsevier, vol. 60(2), pages 223-227, August.
  3. Hylke Vandenbussche & Jozef Konings, 1998. "Globalisation and the Effects of National Versus International Competition on the Labour Market: Theory and Evidence from Belgian Firm Level Data," The World Economy, Wiley Blackwell, vol. 21(8), pages 1151-1177, November.
  4. Ólan T. Henry, 1998. "Web‐Based Resources for the Macroeconomist," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 31(4), pages 430-434, December.
  5. Olan Henry, 1998. "Modelling the asymmetry of stock market volatility," Applied Financial Economics, Taylor & Francis Journals, vol. 8(2), pages 145-153.
  6. Jon Elster, 1998. "Emotions and Economic Theory," Journal of Economic Literature, American Economic Association, vol. 36(1), pages 47-74, March.
  7. Milas, Costas, 1998. "Long-run structural estimation of labour market equations with an application to Greece1," Economic Modelling, Elsevier, vol. 16(1), pages 149-161, January.
  8. Costas Milas, 1998. "Demand for Greek imports using multivariate cointegration techniques," Applied Economics, Taylor & Francis Journals, vol. 30(11), pages 1483-1492.
  9. McCabe, B.P.M. & Leybourne, S.J., 1998. "On Estimating An Arma Model With An Ma Unit Root," Econometric Theory, Cambridge University Press, vol. 14(3), pages 326-338, June.

1997

  1. Konings, Jozef, 1997. "Firm growth and ownership in transition countries," Economics Letters, Elsevier, vol. 55(3), pages 413-418, September.
  2. Roodhooft, Filip & Konings, Jozef, 1997. "Vendor selection and evaluation an Activity Based Costing approach," European Journal of Operational Research, Elsevier, vol. 96(1), pages 97-102, January.
  3. Jozef, Filip Konings Roodhooft, 1997. "Financial Ratio Cross‐section Dynamics: a Non‐parametric Approach," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 24(9‐10), pages 1331-1342, October.
  4. B. P. M. McCabe & S. J. Leybourne & Y. Shin, 1997. "A Parametric approach to testing the null of cointegration," Journal of Time Series Analysis, Wiley Blackwell, vol. 18(4), pages 395-413, July.
  5. Owain Ap Gwilym & Mike Buckle, 1997. "Forward/forward volatilities and the term structure of implied volatility," Applied Economics Letters, Taylor & Francis Journals, vol. 4(5), pages 325-328.

1996

  1. Leybourne, S J & McCabe, B P M & Tremayne, A R, 1996. "Can Economic Time Series Be Differenced to Stationarity?," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(4), pages 435-446, October.
  2. Konings, Jozef & Lehmann, Hartmut & Schaffer, Mark E., 1996. "Job creation and job destruction in a transition economy: Ownership, firm size, and gross job flows in Polish manufacturing 1988-1991," Labour Economics, Elsevier, vol. 3(3), pages 299-317, October.
  3. Elster, Jon, 1996. "Rationality and the Emotions," Economic Journal, Royal Economic Society, vol. 106(438), pages 1386-1397, September.
  4. Owain Ap Gwilym & Mike Buckle, 1996. "An analysis of bid-ask spreads on American-and European-style index options," Applied Economics Letters, Taylor & Francis Journals, vol. 3(7), pages 445-449.

1995

  1. Konings, Jozef, 1995. "Job Creation and Job Destruction in the UK Manufacturing Sector," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 57(1), pages 5-24, February.
  2. KONINGS, Jozef, 1995. "Centraal- en Oosteuropese economieën: Nieuwe uitdagingen," Economic and Social Journal (Economisch en Sociaal Tijdschrift), University of Antwerp, Faculty of Business and Economics, vol. 49(3), pages 385-405, September.

1994

  1. Davies, N & Tremayne, A R, 1994. "Review of STATGRAPHICS," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(3), pages 335-341, July-Sept.
  2. Konings, Jozef & Walsh, Patrick P, 1994. "Evidence of Efficiency Wage Payments in UK Firm Level Panel Data," Economic Journal, Royal Economic Society, vol. 104(424), pages 542-555, May.
  3. Leybourne, S J & McCabe, B P M, 1994. "A Simple Test for Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(1), pages 97-103, February.
  4. Leybourne, S J & McCabe, B P M, 1994. "A Consistent Test for a Unit Root," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(2), pages 157-166, April.

1993

  1. Goldstein, Larry & McCabe, Brendan, 1993. "On the moments of certain stochastic integrals," Statistics & Probability Letters, Elsevier, vol. 18(1), pages 65-72, August.

1992

  1. KONINGS, Joep, 1992. "Produktdifferentiatie als bedrijfsstrategie: Basisbeginselen en nieuwe trends," Economic and Social Journal (Economisch en Sociaal Tijdschrift), University of Antwerp, Faculty of Business and Economics, vol. 46(4), pages 707-727, December.
  2. Leybourne, S. J. & McCabe, B. P. M., 1992. "A simple test for parameter constancy in a nonlinear time series regression model," Economics Letters, Elsevier, vol. 38(2), pages 157-162, February.

1991

  1. Elster, Jon, 1991. "Local justice : How institutions allocate scarce goods and necessary burdens," European Economic Review, Elsevier, vol. 35(2-3), pages 273-291, April.

1990

  1. S. P. Burke & L. G. Godfrey & A. R. Tremayne, 1990. "Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure," Review of Economic Studies, Oxford University Press, vol. 57(1), pages 135-145.
  2. McCabe, B. P. M., 1990. "An extension of Anderson's multiple decision procedure," Statistics & Probability Letters, Elsevier, vol. 9(2), pages 119-124, February.

1989

  1. Elster, Jon, 1989. "Social Norms and Economic Theory," Journal of Economic Perspectives, American Economic Association, vol. 3(4), pages 99-117, Fall.
  2. Leybourne, S J & McCabe, B P M, 1989. "Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem," Empirical Economics, Springer, vol. 14(2), pages 105-112.
  3. Phillips, G D A & McCabe, B P M, 1989. "A Sequential Approach to Testing for Structural Change in Econometric Models," Empirical Economics, Springer, vol. 14(2), pages 151-165.
  4. McCabe, B. P. M., 1989. "Misspecification tests in econometrics based on ranks," Journal of Econometrics, Elsevier, vol. 40(2), pages 261-278, February.

1988

  1. G.D.A. Phillips & B.P.M. McCabe, 1988. "Some applications for Basil's independence theorem in testing econometric models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 42(1), pages 37-46, March.
  2. McCabe, B.P.M., 1988. "A Multiple Decision Theory Analysis of Structural Stability in Regression," Econometric Theory, Cambridge University Press, vol. 4(3), pages 499-508, December.

1987

  1. McCabe, B. P. M., 1987. "Testing regression models for random effects outliers under elliptical symmetry," Economics Letters, Elsevier, vol. 25(1), pages 47-49.

1986

  1. Poskitt, D. S. & Tremayne, A. R., 1986. "The selection and use of linear and bilinear time series models," International Journal of Forecasting, Elsevier, vol. 2(1), pages 101-114.
  2. D. S. Poskitt & A. R. Tremayne, 1986. "Some Aspects Of The Performance Of Diagnostic Checks In Bivariate Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 7(3), pages 217-233, May.
  3. Johnes, Geraint & Haycox, Alan, 1986. "Cost structures in a large hospital for the mentally handicapped," Social Science & Medicine, Elsevier, vol. 22(6), pages 605-610, January.

1985

  1. Elster, Jon, 1985. "Choice and consequence. Perspectives of an Errant Economist : Thomas C. Schelling, (Harvard University Press, Cambridge, MA, 1984) 363 pp., $20.00," Journal of Economic Behavior & Organization, Elsevier, vol. 6(1), pages 89-92, March.

1983

  1. Phillips, G. D. A. & McCabe, B. P., 1983. "The independence of tests for structural change in regression models," Economics Letters, Elsevier, vol. 12(3-4), pages 283-287.

1981

  1. D. S. Poskitt & A. R. Tremayne, 1981. "A Time Series Application Of The Use Of Monte Carlo Methods To Compare Statistical Tests," Journal of Time Series Analysis, Wiley Blackwell, vol. 2(4), pages 263-277, July.

1980

  1. B. P. M. McCabe & M. J. Harrison, 1980. "Testing the Constancy of Regression Relationships Over Time Using Least Squares Residuals," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(2), pages 142-148, June.

1976

  1. Hendry, David F & Tremayne, Andrew R, 1976. "Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(2), pages 463-471, June.

1975

  1. O'Hagan, John W & McCabe, Brendan, 1975. "Tests for the Severity of Multicollinearity in Regression Analysis: A Comment," The Review of Economics and Statistics, MIT Press, vol. 57(3), pages 368-370, August.

Books

Undated material is listed at the end

2016

  1. Viola Fabbrini & Massimo Guidolin & Manuela Pedio, 2016. "Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-56139-8, September.

2013

  1. Alfonso Mendoza Velázquez (ed.), 2013. "Aplicaciones en Economía y Ciencias Sociales con Stata," Stata Press books, StataCorp LP, number aecss, December.
  2. Alfonso Mendoza Velázquez (autor) (ed.), 2013. "International Finance and Risk Management," Books, Centro de Investigación e Inteligencia Económica (CIIE), Departamento de Ciencias Sociales - UPAEP, edition 0, number 3.

Undated

  1. Gábor Békés & László Halpern & Miklós Koren & Balázs Muraközy, . "Still standing- how European firms weathered the crisis - The third EFIGE policy report," Blueprints, Bruegel, number 661, February.

Chapters

2019

  1. Yavuz Arslan & Carlos Cantú, 2019. "The size of foreign exchange reserves," BIS Papers chapters, in: Bank for International Settlements (ed.), Reserve management and FX intervention, volume 104, pages 1-23, Bank for International Settlements.

2018

  1. Yavuz Arslan & Juan Contreras & Nikhil Patel & Chang Shu, 2018. "How has globalisation affected emerging market economies?," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and deglobalisation, volume 100, pages 27-55, Bank for International Settlements.
  2. Yavuz Arslan & Juan Contreras & Nikhil Patel & Chang Shu, 2018. "Globalisation and deglobalisation in emerging market economies: facts and trends," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and deglobalisation, volume 100, pages 1-25, Bank for International Settlements.

2017

  1. Babatunde Buraimo & David Peel & Robert Simmons, 2017. "New empirical evidence on the Tote–SP anomaly and its implications for models of risky choice in gambling markets," Chapters, in: Plácido Rodríguez & Brad R. Humphreys & Robert Simmons (ed.), The Economics of Sports Betting, chapter 6, pages 92-104, Edward Elgar Publishing.
  2. Yavuz Arslan and Christian Upper, 2017. "Macroprudential frameworks: implementation and effectiveness," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential frameworks, implementation and relationship with other policies, volume 94, pages 25-47, Bank for International Settlements.

2016

  1. Yavuz Arslan & Martina Jašová & Elod Takáts, 2016. "The inflation process," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation mechanisms, expectations and monetary policy, volume 89, pages 23-40, Bank for International Settlements.

2014

  1. Babatunde Buraimo, 2014. "Spectator demand and attendances in English league football," Chapters, in: John Goddard & Peter Sloane (ed.), Handbook on the Economics of Professional Football, chapter 4, pages 60-72, Edward Elgar Publishing.

2013

  1. Ólan T. Henry & Nilss Olekalns & Kalvinder K. Shields, 2013. "Quantifying time variation and asymmetry in measures of covariance risk: a simulation approach," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 18, pages 457-476, Edward Elgar Publishing.
  2. Massimo Guidolin, 2013. "Markov switching models in asset pricing research," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 1, pages 3-44, Edward Elgar Publishing.
  3. Alfonso Mendoza Velázquez & Peter N. Smith, 2013. "Choques transitorios y de largo plazo en el PIB mexicano: un modelo de vectores autorregresivos estructurales con Stata," Stata Press book chapters, in: Alfonso Mendoza Velázquez (ed.), Aplicaciones en Economía y Ciencias Sociales con Stata, StataCorp LP.
  4. Alfonso Mendoza Velázquez & Jorge F. de la Vega Góngora, 2013. "Métodos básicos de inferencia estadística y análisis de regresión," Stata Press book chapters, in: Alfonso Mendoza Velázquez (ed.), Aplicaciones en Economía y Ciencias Sociales con Stata, StataCorp LP.

2012

  1. David Forrest & Adams Ceballos & Ramón Flores & Ian G. McHale & Ismael Sanz & J.D. Tena, 2012. "Explaining and Forecasting National Team Medals Totals at the Summer Olympic Games," Chapters, in: Wolfgang Maennig & Andrew Zimbalist (ed.), International Handbook on the Economics of Mega Sporting Events, chapter 13, Edward Elgar Publishing.

2011

  1. Massimo Guidolin & Federica Ria, 2011. "Markov Switching Mean-Variance Frontier Dynamics: Theory and International Evidence," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, chapter 2, pages 21-48, Palgrave Macmillan.

2010

  1. Jozef Konings & Patrick Van Cayseele & Frédéric Warzynski, 2010. "The Implementation of National Competition Policy Law and the Dynamics of Price–Cost Margins: Evidence from Belgium and the Netherlands 1993–1999," Chapters, in: Jean-Luc Gaffard & Evens Salies (ed.), Innovation, Economic Growth and the Firm, chapter 9, Edward Elgar Publishing.

2006

  1. Babatunde Buraimo, 2006. "The Demand for Sports Broadcasting," Chapters, in: Wladimir Andreff & Stefan Szymanski (ed.), Handbook on the Economics of Sport, chapter 10, Edward Elgar Publishing.

Software components

2020

  1. Alexey Gorn, 2020. "Code and data files for "The Role of Headhunters in Wage Inequality: It's All about Matching"," Computer Codes 18-477, Review of Economic Dynamics.

2018

  1. Lu Han, 2018. "EXCELCLEAN: Stata module to clean and integrate excel files," Statistical Software Components S458509, Boston College Department of Economics.

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