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Gabriel Talmain

Personal Details

First Name:Gabriel
Middle Name:
Last Name:Talmain
Suffix:
RePEc Short-ID:pta18
http://www.gla.ac.uk/departments/economics/ourstaff/professorgabrieltalmain/
Gabriel Talmain Department of Economics, University of Glasgow, Galsgow, G12 8RT, U.K.
7946517258

Affiliation

Department of Economics
Adam Smith Business School
University of Glasgow

Glasgow, United Kingdom
http://www.gla.ac.uk/subjects/economics/

: 0141 330 4618
0141 330 4940
Adam Smith Building, Glasgow G12 8RT
RePEc:edi:dpglauk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Karim M. Abadir & Gabriel Talmain, 2012. "Beyond Co-Integration: Modelling Co-Movements in Macro finance," Working Paper series 25_12, Rimini Centre for Economic Analysis.
  2. Vito Amendolagine & Gabriel Talmain, 2010. "Industrial structure, trade and regional economics : market segmentation," Working Papers 2010_01, Business School - Economics, University of Glasgow.
  3. Karim M. Abadir & Gabriel Talmain & Giovanni Caggiano, 2008. "Nelson-Plosser revisited: the ACF approach," Working Paper series 18_08, Rimini Centre for Economic Analysis.
  4. Karim M. Abadir & Gabriel Talmain, 2008. "Macro and Financial Markets: The Memory of an Elephant?," Working Paper series 17_08, Rimini Centre for Economic Analysis.
  5. Gabriel Talmain, 2007. "Stock Market Valuation and Monopolistic Competition: a Dynamic Stochastic General Equilibrium Approach," Working Papers 2007_10, Business School - Economics, University of Glasgow.
  6. Abadir, Karim & Talmain, Gabriel, 2005. "Distilling co-movements from persistent macro and financial series," Working Paper Series 525, European Central Bank.
  7. Karim Abadir & Gabriel Talmain, 1999. "Aggregation and persistence in a macromodel," Working Papers Department of Economics 1999/01, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  8. Gabriel Talmain, 1994. "Exact and Approximate Solutions to the Problem of Precautionary Savings," Discussion Papers 94-04, University at Albany, SUNY, Department of Economics.
  9. Gabriel Talmain & Chien-Fu Chou, 1993. "Pareto Improving Redistribution in a Growing Economy," Discussion Papers 93-11, University at Albany, SUNY, Department of Economics.
  10. Gabriel Talmain & Chien-Fu Chou & Fukunari Kimura, 1993. "Domestic and International Scale Efects of R&D Effort," Discussion Papers 93-08, University at Albany, SUNY, Department of Economics.
  11. Gabriel Talmain, 1993. "Currency Substitution, the Current Account, and Trends in the Exchange Rates: A General Equilibrium Approach," Discussion Papers 93-06, University at Albany, SUNY, Department of Economics.
  12. Jolyne Melmed-Sanjak & Gabriel Talmain, 1992. "The Interactions of Agricultural Producer Cooperatives and Multinational Capital: Strategies and Outcomes," Discussion Papers 92-06, University at Albany, SUNY, Department of Economics.
  13. Gabriel Talmain & Chien-Fu Chou, 1990. "Non-Parametric Search," Discussion Papers 92-01, University at Albany, SUNY, Department of Economics.
  14. Yeopil Yoon & Gabriel Talmain, "undated". "Endogenous Fertility, Endogenous Growth and Public Pension System: Should We Switch from a PAYG to a Fully-Funded System?," Discussion Papers 00/31, Department of Economics, University of York.
  15. Farhad Nili & Gabriel Talmain, "undated". "Rent-seeking, Occupational Choice and Oil Boom," Discussion Papers 01/11, Department of Economics, University of York.
  16. Karim Abadir & Gabriel Talmain, "undated". "Aggregation, Persistence and Volatility in a Macromodel," Discussion Papers 01/03, Department of Economics, University of York.
  17. Gabriel Talmain, "undated". "An Analytical Approximate Solution to the Problem of Precautionary Savings," Discussion Papers 98/4, Department of Economics, University of York.
  18. Karim Abadir & Gabriel Talmain, "undated". "Depreciation Rates and Capital Stocks," Discussion Papers 98/3, Department of Economics, University of York.

Articles

  1. Abadir, Karim M. & Caggiano, Giovanni & Talmain, Gabriel, 2013. "Nelson–Plosser revisited: The ACF approach," Journal of Econometrics, Elsevier, vol. 175(1), pages 22-34.
  2. Abadir, Karim M. & Talmain, Gabriel, 2005. "Autocovariance functions of series and of their transforms," Journal of Econometrics, Elsevier, vol. 124(2), pages 227-252, February.
  3. Karim Abadir & Gabriel Talmain, 2002. "Aggregation, Persistence and Volatility in a Macro Model," Review of Economic Studies, Oxford University Press, vol. 69(4), pages 749-779.
  4. Yoon, Yeopil & Talmain, Gabriel, 2001. "Endogenous Fertility, Endogenous Growth and Public Pension System: Should We Switch from a Pay-As-You-Go to a Fully Funded System?," Manchester School, University of Manchester, vol. 69(5), pages 586-605, Special I.
  5. Abadir, Karim & Talmain, Gabriel, 2001. "Depreciation Rates and Capital Stocks," Manchester School, University of Manchester, vol. 69(1), pages 42-51, January.
  6. Talmain, Gabriel, 1999. "On the number of currencies needed to implement the complete asset market allocation," Journal of Mathematical Economics, Elsevier, vol. 31(2), pages 251-263, March.
  7. Talmain, Gabriel, 1998. "An analytical approximate solution to the problem of precautionary savings," Journal of Economic Dynamics and Control, Elsevier, vol. 23(1), pages 113-124, September.
  8. Chou, Chien-Fu & Talmain, Gabriel, 1996. "Redistribution and Growth: Pareto Improvements," Journal of Economic Growth, Springer, vol. 1(4), pages 505-523, December.
  9. Chou, Chien-fu & Talmain, Gabriel, 1993. "Nonparametric search," Journal of Economic Dynamics and Control, Elsevier, vol. 17(5-6), pages 771-784.
  10. Talmain, Gabriel, 1992. "Search from an unkown distribution an explicit solution," Journal of Economic Theory, Elsevier, vol. 57(1), pages 141-157.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Karim M. Abadir & Gabriel Talmain & Giovanni Caggiano, 2008. "Nelson-Plosser revisited: the ACF approach," Working Paper series 18_08, Rimini Centre for Economic Analysis.

    Cited by:

    1. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2013. "Modelling the behaviour of unemployment rates in the US over time and across space," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(22), pages 5711-5722.
    2. Theodore Panagiotidis & Gianluigi Pelloni, 2014. "Asymmetry and Lilien’s Sectoral Shifts Hypothesis: A Quantile Regression Approach," Review of Economic Analysis, Rimini Centre for Economic Analysis, vol. 6(1), pages 68-86, June.
    3. Dimitrios Bakas & Theodore Panagiotidis & Gianluigi Pelloni, 2017. "Regional And Sectoral Evidence Of The Macroeconomic Effects Of Labor Reallocation: A Panel Data Analysis," Economic Inquiry, Western Economic Association International, vol. 55(1), pages 501-526, January.
    4. Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2016. "The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model," Working Papers 201681, University of Pretoria, Department of Economics.
    5. Gilles de Truchis & Florent Dubois, 2014. "Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets," AMSE Working Papers 1445, Aix-Marseille School of Economics, Marseille, France.
    6. Karim M. Abadir, 2011. "Is the economic crisis over (and out)?," Review of Economic Analysis, Rimini Centre for Economic Analysis, vol. 3(2), pages 102-108, October.
    7. Efrem Castelnuovo, 2016. "Monetary policy shocks and Cholesky VARs: an assessment for the Euro area," Empirical Economics, Springer, vol. 50(2), pages 383-414, March.
    8. Gianluca, MORETTI & Giulio, NICOLETTI, 2008. "Estimating DGSE models with long memory dynamics," Discussion Papers (ECON - Département des Sciences Economiques) 2008037, Université catholique de Louvain, Département des Sciences Economiques.
    9. Abadir, Karim & Talmain, Gabriel, 2005. "Distilling co-movements from persistent macro and financial series," Working Paper Series 525, European Central Bank.
    10. Karim M. Abadir, 2013. "Lies, Damned Lies, and Statistics? Examples From Finance and Economics," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 5(4), pages 231-248, December.

  2. Abadir, Karim & Talmain, Gabriel, 2005. "Distilling co-movements from persistent macro and financial series," Working Paper Series 525, European Central Bank.

    Cited by:

    1. Gianluca, MORETTI & Giulio, NICOLETTI, 2008. "Estimating DGSE models with long memory dynamics," Discussion Papers (ECON - Département des Sciences Economiques) 2008037, Université catholique de Louvain, Département des Sciences Economiques.

  3. Gabriel Talmain, 1994. "Exact and Approximate Solutions to the Problem of Precautionary Savings," Discussion Papers 94-04, University at Albany, SUNY, Department of Economics.

    Cited by:

    1. Cremer, J. & Khalil, F. & Rochet, J-C., 1997. "Contracts and productive information gathering," Discussion Paper Series In Economics And Econometrics 9707, Economics Division, School of Social Sciences, University of Southampton.
    2. Alistair Ulph & David Maddison, 1997. "Uncertainty, learning and international environmental policy coordination," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 9(4), pages 451-466, June.
    3. Mason, R. & Wright, S., 1999. "The effects of uncertainty on optimal consumption," Discussion Paper Series In Economics And Econometrics 9907, Economics Division, School of Social Sciences, University of Southampton.
    4. Hung, V.T.Y., 1993. "Sources of external balance fluctuations," Discussion Paper Series In Economics And Econometrics 9307, Economics Division, School of Social Sciences, University of Southampton.
    5. Ulph, A. & Ulph, D., 1994. "Who gains from learning about global warming," Discussion Paper Series In Economics And Econometrics 9407, Economics Division, School of Social Sciences, University of Southampton.
    6. Blackburn, K. & Hung, V.T.Y., 1992. "Endogenous growth and trade liberalization," Discussion Paper Series In Economics And Econometrics 9207, Economics Division, School of Social Sciences, University of Southampton.
    7. Lu, M. & Zhang, Z., 1998. "Parallel exchange market as a transition mechanism for foreign exchange reform: China's experiment," Discussion Paper Series In Economics And Econometrics 9807, Economics Division, School of Social Sciences, University of Southampton.
    8. Srinivasan, S., 1996. "Estimation of own R&D, R&D spillovers and exogenous technical change effects in some U.S. high-technology industries," Discussion Paper Series In Economics And Econometrics 9607, Economics Division, School of Social Sciences, University of Southampton.

  4. Gabriel Talmain & Chien-Fu Chou, 1990. "Non-Parametric Search," Discussion Papers 92-01, University at Albany, SUNY, Department of Economics.

    Cited by:

    1. Alexei Parakhonyak, 2014. "Oligopolistic Competition and Search Without Priors," Economic Journal, Royal Economic Society, vol. 0(576), pages 594-606, May.
    2. Michael Rauh, "undated". "A Model of Temporary Search Market Equilibrium," Economics and Finance Discussion Papers 97-08, Economics and Finance Section, School of Social Sciences, Brunel University.
    3. Babur De los Santos & Ali Hortacsu & Matthijs R. Wildenbeest, 2009. "Testing Models of Consumer Search Using Data on Web Browsing Behavior," Working Papers 09-23, NET Institute, revised Aug 2009.
    4. Alexei N. Parakhonyak & Anton Sobolev, 2014. "Non-Reservation Price Equilibria And Search Without Priors," HSE Working papers WP BRP 69/EC/2014, National Research University Higher School of Economics.
    5. Babur De Los Santos & Ali Hortacsu & Matthijs R. Wildenbeest, 2012. "Testing Models of Consumer Search Using Data on Web Browsing and Purchasing Behavior," American Economic Review, American Economic Association, vol. 102(6), pages 2955-2980, October.
    6. Maarten Janssen & Alexei Parakhonyak, 2014. "Consumer search markets with costly revisits," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 55(2), pages 481-514, February.
    7. Gershkov, Alex & Moldovanu, Benny, 2013. "Non-Bayesian optimal search and dynamic implementation," Economics Letters, Elsevier, vol. 118(1), pages 121-125.
    8. Adam, Klaus, 2001. "Learning While Searching for the Best Alternative," Journal of Economic Theory, Elsevier, vol. 101(1), pages 252-280, November.
    9. Babur De los Santos & Ali Hortacsu & Matthijs R. Wildenbeest, 2012. "Search with Learning," Working Papers 2012-03, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.

  5. Yeopil Yoon & Gabriel Talmain, "undated". "Endogenous Fertility, Endogenous Growth and Public Pension System: Should We Switch from a PAYG to a Fully-Funded System?," Discussion Papers 00/31, Department of Economics, University of York.

    Cited by:

    1. Michele Boldrin & Maria Cristina De Nardi & Larry E. Jones, 2005. "Fertility and Social Security," Levine's Bibliography 666156000000000506, UCLA Department of Economics.
    2. Ulrich van Suntum, "undated". "A way out of pay-as-you-go without a double burden," Working Papers 200105, Institute of Spatial and Housing Economics, Munster Universitary.
    3. Johannes Holler, 2007. "Pension Systems and their Influence on Fertility and Growth," Vienna Economics Papers 0704, University of Vienna, Department of Economics.
    4. Koichi Miyazaki, 2013. "Pay-as-you-go social security and endogenous fertility in a neoclassical growth model," Journal of Population Economics, Springer;European Society for Population Economics, vol. 26(3), pages 1233-1250, July.
    5. Zou, Tieding, 2016. "人口冲击、环境变动与家庭养老——基于多因素分解视角
      [Effects of Population and Environment Changing on Family Pension——Based on the perspective of Its Factors]
      ," MPRA Paper 79760, University Library of Munich, Germany, revised 16 Jan 2017.
    6. van Suntum, Ulrich, 2010. "A way out of pay-as-you-go without a double burden," CAWM Discussion Papers 27, University of Münster, Center of Applied Economic Research Münster (CAWM).

  6. Karim Abadir & Gabriel Talmain, "undated". "Aggregation, Persistence and Volatility in a Macromodel," Discussion Papers 01/03, Department of Economics, University of York.

    Cited by:

    1. Abadir, Karim M. & Talmain, Gabriel, 2005. "Autocovariance functions of series and of their transforms," Journal of Econometrics, Elsevier, vol. 124(2), pages 227-252, February.
    2. Nicholas Apergis & Christina Christou & Rangan Gupta & Stephen M. Miller, 2016. "Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States," Working papers 2016-19, University of Connecticut, Department of Economics.
    3. Stengos, Thanasis & Yazgan, M. Ege, 2014. "Persistence In Convergence," Macroeconomic Dynamics, Cambridge University Press, vol. 18(04), pages 753-782, June.
    4. Robert Dixon & David Shepherd, 2006. "The Cyclical Dynamics and Volatility of Australian Output and Employment," Department of Economics - Working Papers Series 968, The University of Melbourne.
    5. Robert Dixon & David Shepherd, 2013. "Regional Dimensions of the Australian Business Cycle," Regional Studies, Taylor & Francis Journals, vol. 47(2), pages 264-281, February.
    6. Chevillon, Guillaume & Mavroeidis, Sophocles, 2011. "Learning generates Long Memory," ESSEC Working Papers WP1113, ESSEC Research Center, ESSEC Business School.
    7. Laura Mayoral, 2005. "The persistence of inflation in OECD countries: A fractionally integrated approach," Economics Working Papers 958, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2005.
    8. Thanasis Stengos & M. Ege Yazgan, 2012. "Persistence in Real Exchange Rate Convergence," Working Papers 1207, University of Guelph, Department of Economics and Finance.
    9. Taner Yigit, 2007. "Inflation Targeting : An Indirect Approach to Assess the Direct Impact," Working Papers 0706, Department of Economics, Bilkent University.
    10. Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2013. "Modeling and predicting the CBOE market volatility index," Textos para discussão 342, FGV/EESP - Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
    11. Carlos Carvalho & Fernanda Nechio, 2008. "Aggregation and the PPP puzzle in a sticky-price model," Staff Reports 351, Federal Reserve Bank of New York.
    12. Karim M. Abadir & Gabriel Talmain, 2012. "Beyond Co-Integration: Modelling Co-Movements in Macro finance," Working Paper series 25_12, Rimini Centre for Economic Analysis.
    13. Gilles Dufrénot & Valérie Mignon & Théo Naccache, "undated". "The slow convergence of per capita income between the developing countries: “growth resistance” and sometimes “growth tragedy”," Discussion Papers 09/03, University of Nottingham, CREDIT.
    14. Gianluca Moretti & Giulio Nicoletti, 2010. "Estimating DSGE models with unknown data persistence," Temi di discussione (Economic working papers) 750, Bank of Italy, Economic Research and International Relations Area.
    15. Chevillon G. & Hecq A.W. & Laurent S.F.J.A., 2015. "Long memory through marginalization of large systems and hidden cross-section dependence," Research Memorandum 014, Maastricht University, Graduate School of Business and Economics (GSBE).
    16. Owen Irvine & Scott Schuh, 2007. "The roles of comovement and inventory investment in the reduction of output volatility," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
    17. Higson, C. & Holly, S. & Kattuman, P., 2002. "The cross-sectional dynamics of the US business cycle: 1950-1999," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1539-1555, August.
    18. Gilles Dufrénot & Valérie Mignon & Théo Naccache, 2012. "Testing Catching-Up Between The Developing Countries: “Growth Resistance” And Sometimes “Growth Tragedy”," Bulletin of Economic Research, Wiley Blackwell, vol. 64(4), pages 470-508, October.
    19. Nicholas Apergis & Arusha Cooray, 2016. "Old Wine In A New Bottle: Trade Openness And Fdi Flows—Are The Emerging Economies Converging?," Contemporary Economic Policy, Western Economic Association International, vol. 34(2), pages 336-351, April.
    20. Vaona, Andrea, 2006. "Merging the purchasing power parity and the Phillips curve literatures: Regional evidence from Italy," Kiel Working Papers 1282, Kiel Institute for the World Economy (IfW).
    21. Cheng Hsiao & Yan Shen & Hiroshi Fujiki, 2002. "Aggregate vs Disaggregate Data Analysis - A Paradox in the Estimation of Money Demand Function of Japan Under the Low Interest Rate Policy," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A4-1, International Conferences on Panel Data.
    22. Giovanni Caggiano & Efrem Castelnuovo, 2008. "Long Memory and Non-Linearities in International Inflation," "Marco Fanno" Working Papers 0076, Dipartimento di Scienze Economiche "Marco Fanno".
    23. Döpke, Jörg & Funke, Michael & Holly, Sean & Weber, Sebastian, 2005. "The cross-sectional dynamics of German business cycles: a bird's eye view," Discussion Paper Series 1: Economic Studies 2005,23, Deutsche Bundesbank.
    24. Neusser, Klaus, 2008. "Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 991-1004, September.
    25. Thornton, Michael A., 2014. "The aggregation of dynamic relationships caused by incomplete information," Journal of Econometrics, Elsevier, vol. 178(P2), pages 342-351.
    26. Abadir, Karim M. & Caggiano, Giovanni & Talmain, Gabriel, 2013. "Nelson–Plosser revisited: The ACF approach," Journal of Econometrics, Elsevier, vol. 175(1), pages 22-34.
    27. G Caggiano & L Leonida, "undated". "International Output Convergence: Evidence from an AutoCorrelation Function Approach," Working Papers 2006_20, Business School - Economics, University of Glasgow.
    28. Tausch, Arno, 2013. "The hallmarks of crisis. A new center-periphery perspective on long cycles," MPRA Paper 48356, University Library of Munich, Germany.
    29. Caggiano, Giovanni & Castelnuovo, Efrem, 2011. "On the dynamics of international inflation," Economics Letters, Elsevier, vol. 112(2), pages 189-191, August.
    30. Karim M. Abadir & Gabriel Talmain, 2008. "Macro and Financial Markets: The Memory of an Elephant?," Working Paper series 17_08, Rimini Centre for Economic Analysis.
    31. Gilles de Truchis & Florent Dubois, 2014. "Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets," AMSE Working Papers 1445, Aix-Marseille School of Economics, Marseille, France.
    32. Fratantoni, Michael & Schuh, Scott, 2003. " Monetary Policy, Housing, and Heterogeneous Regional Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(4), pages 557-589, August.
    33. Karim M. Abadir, 2011. "Is the economic crisis over (and out)?," Review of Economic Analysis, Rimini Centre for Economic Analysis, vol. 3(2), pages 102-108, October.
    34. Chevillon, Guillaume & Hecq, Alain & Laurent, Sébastien, 2018. "Generating univariate fractional integration within a large VAR(1)," Journal of Econometrics, Elsevier, vol. 204(1), pages 54-65.
    35. Chevillon, Guillaume & Mavroeidis, Sophocles, 2017. "Learning can generate long memory," Journal of Econometrics, Elsevier, vol. 198(1), pages 1-9.
    36. Campos, I. & Cortazar, G. & Reyes, T., 2017. "Modeling and predicting oil VIX: Internet search volume versus traditional mariables," Energy Economics, Elsevier, vol. 66(C), pages 194-204.
    37. Kajal Lahiri & Fushang Liu, 2006. "Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts," Discussion Papers 06-05, University at Albany, SUNY, Department of Economics.
    38. Efrem Castelnuovo, 2016. "Monetary policy shocks and Cholesky VARs: an assessment for the Euro area," Empirical Economics, Springer, vol. 50(2), pages 383-414, March.
    39. Laura Mayoral, 2005. "Further evidence on the statistical properties of real GNP," Economics Working Papers 955, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2006.
    40. Gianluca, MORETTI & Giulio, NICOLETTI, 2008. "Estimating DGSE models with long memory dynamics," Discussion Papers (ECON - Département des Sciences Economiques) 2008037, Université catholique de Louvain, Département des Sciences Economiques.
    41. Zaffaroni, Paolo, 2004. "Contemporaneous aggregation of linear dynamic models in large economies," Journal of Econometrics, Elsevier, vol. 120(1), pages 75-102, May.
    42. Giovanni Caggiano & Leone Leonida, "undated". "A note on the empirics of the neoclassical growth model," Working Papers 2006_2, Business School - Economics, University of Glasgow.
    43. Jondeau, Eric, 2015. "The dynamics of squared returns under contemporaneous aggregation of GARCH models," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 80-93.
    44. Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas, 2009. "Two estimators of the long-run variance: Beyond short memory," Journal of Econometrics, Elsevier, vol. 150(1), pages 56-70, May.
    45. Abadir, Karim & Talmain, Gabriel, 2005. "Distilling co-movements from persistent macro and financial series," Working Paper Series 525, European Central Bank.
    46. Laura Mayoral, 2003. "Further Evidence on the Uncertain (Fractional) Unit Root in Real GNP," Working Papers 82, Barcelona Graduate School of Economics.
    47. Karim M. Abadir, 2013. "Lies, Damned Lies, and Statistics? Examples From Finance and Economics," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 5(4), pages 231-248, December.
    48. Michael Fratantoni & Scott Schuh, 2000. "Monetary policy, housing investment, and heterogeneous regional markets," Working Papers 00-1, Federal Reserve Bank of Boston.
    49. David Shepherd & Robert Dixon, 2010. "The not-so-great moderation? Evidence on changing volatility from Australian regions," Department of Economics - Working Papers Series 1090, The University of Melbourne.

  7. Gabriel Talmain, "undated". "An Analytical Approximate Solution to the Problem of Precautionary Savings," Discussion Papers 98/4, Department of Economics, University of York.

    Cited by:

    1. Torben Andersen, 2006. "Increasing Longevity and Social Security Reforms," CESifo Working Paper Series 1789, CESifo Group Munich.
    2. Jorge Restrepo & Carlos Garcia & Evan C Tanner, 2011. "Fiscal Rules in a Volatile World; A Welfare-Based Approach," IMF Working Papers 11/56, International Monetary Fund.
    3. Evan C Tanner & Kevin J Carey, 2005. "The Perils of Tax Smoothing; Sustainable Fiscal Policy with Random Shocks to Permanent Output," IMF Working Papers 05/207, International Monetary Fund.
    4. Torben Andersen, 2014. "Intergenerational redistribution and risk sharing with changing longevity," Journal of Economics, Springer, vol. 111(1), pages 1-27, February.
    5. Evan C Tanner, 2013. "Fiscal Sustainability; A 21st Century Guide for the Perplexed," IMF Working Papers 13/89, International Monetary Fund.
    6. Feigenbaum, James, 2005. "Second-, third-, and higher-order consumption functions: a precautionary tale," Journal of Economic Dynamics and Control, Elsevier, vol. 29(8), pages 1385-1425, August.
    7. Torben Andersen, 2005. "Social Security and Longevity," CESifo Working Paper Series 1577, CESifo Group Munich.

  8. Karim Abadir & Gabriel Talmain, "undated". "Depreciation Rates and Capital Stocks," Discussion Papers 98/3, Department of Economics, University of York.

    Cited by:

    1. Barañano Mentxaka, Ilaski & Romero-Avila, Diego, 2013. "Long-Term Growth and Persistence with Endogenous Depreciation: Theory and Evidence," IKERLANAK Ikerlanak;2013-68, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I.
    2. Chatterjee, Santanu, 2005. "Capital utilization, economic growth and convergence," Journal of Economic Dynamics and Control, Elsevier, vol. 29(12), pages 2093-2124, December.
    3. Grech, Aaron George, 2004. "Estimating the output gap for the Maltese economy," MPRA Paper 33663, University Library of Munich, Germany.
    4. Barañano, Ilaski & Romero-Ávila, Diego, 2015. "Long-term growth and persistence with obsolescence," Economic Modelling, Elsevier, vol. 51(C), pages 328-339.
    5. Lisann Krautzberger & Heike Wetzel, 2012. "Transport and CO 2 : Productivity Growth and Carbon Dioxide Emissions in the European Commercial Transport Industry," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 53(3), pages 435-454, November.
    6. Michael J. Dueker & Andreas M. Fischer & Robert Dittmar, 2004. "Stochastic capital depreciation and the comovement of hours and productivity," Working Papers 2002-003, Federal Reserve Bank of St. Louis.
    7. Serguey Braguinsky & Roger Myerson, 2007. "A macroeconomic model of Russian transition," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 15(1), pages 77-107, March.

Articles

  1. Abadir, Karim M. & Caggiano, Giovanni & Talmain, Gabriel, 2013. "Nelson–Plosser revisited: The ACF approach," Journal of Econometrics, Elsevier, vol. 175(1), pages 22-34.
    See citations under working paper version above.
  2. Abadir, Karim M. & Talmain, Gabriel, 2005. "Autocovariance functions of series and of their transforms," Journal of Econometrics, Elsevier, vol. 124(2), pages 227-252, February.

    Cited by:

    1. Zikes, Filip & Barunik, Jozef & Shenai, Nikhil, 2015. "Modeling and forecasting persistent financial durations," FinMaP-Working Papers 36, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    2. Leschinski, Christian, 2017. "On the memory of products of long range dependent time series," Economics Letters, Elsevier, vol. 153(C), pages 72-76.
    3. Karim M. Abadir & Adriana Cornea, 2012. "Approximating Moments by Nonlinear Transformations," Working Paper series 22_12, Rimini Centre for Economic Analysis.

  3. Karim Abadir & Gabriel Talmain, 2002. "Aggregation, Persistence and Volatility in a Macro Model," Review of Economic Studies, Oxford University Press, vol. 69(4), pages 749-779.
    See citations under working paper version above.
  4. Yoon, Yeopil & Talmain, Gabriel, 2001. "Endogenous Fertility, Endogenous Growth and Public Pension System: Should We Switch from a Pay-As-You-Go to a Fully Funded System?," Manchester School, University of Manchester, vol. 69(5), pages 586-605, Special I.

    Cited by:

    1. Michele Boldrin & Maria Cristina De Nardi & Larry E. Jones, 2005. "Fertility and Social Security," Levine's Bibliography 666156000000000506, UCLA Department of Economics.
    2. Johannes Holler, 2007. "Pension Systems and their Influence on Fertility and Growth," Vienna Economics Papers 0704, University of Vienna, Department of Economics.
    3. Zou, Tieding, 2016. "人口冲击、环境变动与家庭养老——基于多因素分解视角
      [Effects of Population and Environment Changing on Family Pension——Based on the perspective of Its Factors]
      ," MPRA Paper 79760, University Library of Munich, Germany, revised 16 Jan 2017.

  5. Abadir, Karim & Talmain, Gabriel, 2001. "Depreciation Rates and Capital Stocks," Manchester School, University of Manchester, vol. 69(1), pages 42-51, January.
    See citations under working paper version above.
  6. Talmain, Gabriel, 1998. "An analytical approximate solution to the problem of precautionary savings," Journal of Economic Dynamics and Control, Elsevier, vol. 23(1), pages 113-124, September.
    See citations under working paper version above.
  7. Chou, Chien-Fu & Talmain, Gabriel, 1996. "Redistribution and Growth: Pareto Improvements," Journal of Economic Growth, Springer, vol. 1(4), pages 505-523, December.

    Cited by:

    1. Hatipoglu, Ozan, 2008. "Patent, Inequality and Innovation-Driven Growth," MPRA Paper 7855, University Library of Munich, Germany.
    2. Ozan Hatipoglu, 2007. "A Demand Based Theory of Income Distribution and Growth," Working Papers 2007/08, Bogazici University, Department of Economics.
    3. Josef Zweimueller, "undated". "Inequality, Redistribution, and Economic Growth," IEW - Working Papers 031, Institute for Empirical Research in Economics - University of Zurich.
    4. Guido Cozzi, 2008. "Why the rich should like R&D less," Working Papers 2008_18, Business School - Economics, University of Glasgow, revised Aug 2008.
    5. Reto Foellmi & Josef Zweim�ller, "undated". "Structural Change and the Kaldor Facts of Economic Growth," IEW - Working Papers 111, Institute for Empirical Research in Economics - University of Zurich.
    6. Galor, Oded, 2012. "Inequality, Human Capital Formation and the Process of Development," IZA Discussion Papers 6328, Institute for the Study of Labor (IZA).
    7. Debasis Bandyopadhyay & Parantap Basu, 2000. "The Growth-Inequality Relationship in a Model with Discrete Occupational Choice and Redistributive Tax," Econometric Society World Congress 2000 Contributed Papers 0809, Econometric Society.
    8. Oded Galor, 2009. "Inequality and Economic Development: An Overview," Working Papers 2009-3, Brown University, Department of Economics.
    9. Reto Foellmi & Josef Zweimüller, 2003. "Inequality and Economic Growth: European Versus U.S. Experiences," CESifo Working Paper Series 1007, CESifo Group Munich.
    10. Zweimüller, Josef, 1998. "Schumpeterian Entrepreneurs Meet Engel's Law: The Impact of Inequality on Innovation-Driven Growth," CEPR Discussion Papers 1880, C.E.P.R. Discussion Papers.
    11. Chu, Angus C., 2008. "Effects of Patent Policy on Income and Consumption Inequality in an R&D-Growth Model," MPRA Paper 10168, University Library of Munich, Germany.
    12. Chu, Angus C., 2009. "Global poverty reduction and Pareto-improving redistribution," MPRA Paper 16809, University Library of Munich, Germany.
    13. Cecilia García-Peñalosa & Jean-François Wen, 2008. "Redistribution and entrepreneurship with Schumpeterian growth," Journal of Economic Growth, Springer, vol. 13(1), pages 57-80, March.
    14. Foellmi, Reto & Josef Zweim¸ller, 2002. "Heterogeneous Mark-ups, Demand Composition, and the Inequality-Growth Relation," Royal Economic Society Annual Conference 2002 76, Royal Economic Society.
    15. Jean-François Wen & Cecilia García-Peñalosa, 2004. "Redistribution and Occupational Choice in a Schumpeterian Growth Model," CESifo Working Paper Series 1323, CESifo Group Munich.
    16. Ozan Hatipoglu, 2007. "Inequality and Growth. Where Are We Headed? A Survey," Working Papers 2007/07, Bogazici University, Department of Economics.
    17. Chu, Angus C. & Cozzi, Guido & Fan, Haichao & Furukawa, Yuichi & Liao, Chih-Hsing, 2018. "Innovation and Inequality in a Monetary Schumpeterian Model with Heterogeneous Households and Firms," MPRA Paper 84711, University Library of Munich, Germany.
    18. Foellmi, Reto & Zweimüller, Josef, 2005. "Income Distribution and Demand-Induced Innovations," CEPR Discussion Papers 4985, C.E.P.R. Discussion Papers.
    19. Hyoungsoo Zang, 1997. "Technology Transfer, Income Distribution and the Process of Economic Development," Open Economies Review, Springer, vol. 8(3), pages 245-270, July.
    20. Foellmi, Reto & Zweimüller, Josef, 2016. "Is Inequality Harmful for Innovation and Growth? Price versus Market Size Effects," Economics Working Paper Series 1613, University of St. Gallen, School of Economics and Political Science.
    21. Angus Chu & Guido Cozzi, 2018. "Effects of Patents versus R&D subsidies on Income Inequality"," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 29, pages 68-84, July.

  8. Chou, Chien-fu & Talmain, Gabriel, 1993. "Nonparametric search," Journal of Economic Dynamics and Control, Elsevier, vol. 17(5-6), pages 771-784.
    See citations under working paper version above.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (2) 2005-10-22 2012-06-25
  2. NEP-BEC: Business Economics (1) 2007-07-07
  3. NEP-DGE: Dynamic General Equilibrium (1) 2007-07-07
  4. NEP-ECM: Econometrics (1) 2005-10-22
  5. NEP-ETS: Econometric Time Series (1) 2005-10-22
  6. NEP-GEO: Economic Geography (1) 2010-02-13
  7. NEP-IND: Industrial Organization (1) 2010-02-13
  8. NEP-INT: International Trade (1) 2010-02-13
  9. NEP-LAB: Labour Economics (1) 2000-08-07
  10. NEP-MIC: Microeconomics (1) 2001-10-09
  11. NEP-PBE: Public Economics (1) 2000-08-07
  12. NEP-POL: Positive Political Economics (1) 2001-10-09
  13. NEP-PUB: Public Finance (1) 2000-08-07

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