Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C50: General
2002
- Taner Yigit, 2002, "Effects of Moments on Aggregation and Long Memory in Inflation," Working Papers, Department of Economics, Bilkent University, number 0210.
- Daniel Levy, 2002, "Cointegration in Frequency Domain," Working Papers, Bar-Ilan University, Department of Economics, number 2002-12, May.
- Torben G. Andersen & Luca Benzoni & Jesper Lund, 2002, "An Empirical Investigation of Continuous‐Time Equity Return Models," Journal of Finance, American Finance Association, volume 57, issue 3, pages 1239-1284, June, DOI: 10.1111/1540-6261.00460.
- D. Levy, 2002, "Cointegration in frequency domain," Journal of Time Series Analysis, Wiley Blackwell, volume 23, issue 3, pages 333-339, May, DOI: 10.1111/1467-9892.00267.
- Bask Mikael & de Luna Xavier, 2002, "Characterizing the Degree of Stability of Non-linear Dynamic Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 1, pages 1-19, April, DOI: 10.2202/1558-3708.1002.
- Brownstone, David & Golob, Thomas F. & Kazimi, Camilla, 2002, "Modelling non-ignorable attrition and measurement error in panel surveys: an application to travel demand modeling," University of California Transportation Center, Working Papers, University of California Transportation Center, number qt262891mq, Sep.
- Agnès Bénassy-Quéré & Benoit Coeuré, 2002, "The Survival of Intermediate Exchange Rate Regimes," Working Papers, CEPII research center, number 2002-07, Jul.
- Marie-Gabriel Foggea & Pierre Villa, 2002, "Le concept de coût d'usage Putty-Clay des biens durables," Working Papers, CEPII research center, number 2002-09, Sep.
- Lucas An√≠bal Pussetto, 2002, "Gasto P√Öblico Y Crecimiento Econ√Ìmico: Evidencia Para El Caso Argentino," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 2759, Oct.
- Mauricio SANTA MARIA & Francisco BERNAL & David VILLALBA & Carlos David BELTR�N, 2002, "Viabilidad de los servicios públicos domiciliarios en la ciudad de Santiago de Cali," Archivos de Economía, Departamento Nacional de Planeación, number 3759, Aug.
- R. Guesnerie, 2002, "Anchoring Economic Predictions in Common Knowledge," Econometrica, Econometric Society, volume 70, issue 2, pages 439-480, March.
- Loschel, Andreas, 2002, "Technological change in economic models of environmental policy: a survey," Ecological Economics, Elsevier, volume 43, issue 2-3, pages 105-126, December.
- Charness, Gary & Haruvy, Ernan, 2002, "Altruism, equity, and reciprocity in a gift-exchange experiment: an encompassing approach," Games and Economic Behavior, Elsevier, volume 40, issue 2, pages 203-231, August.
- Hyndman, Rob J. & Koehler, Anne B. & Snyder, Ralph D. & Grose, Simone, 2002, "A state space framework for automatic forecasting using exponential smoothing methods," International Journal of Forecasting, Elsevier, volume 18, issue 3, pages 439-454.
- A. Bénassy-Quéré & B. Cœuré, 2002, "The Survival of Intermediate Exchange rate Regimes," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2002-11.
- Daniel Levy, 2002, "Cointegration in frequency domain," Post-Print, HAL, number hal-02385599, May, DOI: 10.1111/1467-9892.00267.
- Strömberg, David, 2002, "Optimal Campaigning in Presidential Elections: The Probability of Being Florida," Seminar Papers, Stockholm University, Institute for International Economic Studies, number 706, Mar.
- Krylova, Elizaveta, 2002, "The Credit Channel of Monetary Policy. Case of Austria," Economics Series, Institute for Advanced Studies, number 111, Feb.
- Rosemary Rossiter, 2002, "Structural Cointegration Analysis of Private and Public Investment," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 1, issue 1, pages 59-68, April.
- Nour Meddahi, 2002, "A theoretical comparison between integrated and realized volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 5, pages 479-508, DOI: 10.1002/jae.689.
- Almus Matthias & Prantl Susanne, 2002, "Die Auswirkungen öffentlicher Gründungsförderung auf das Überleben und Wachstum junger Unternehmen / The Impact of Public Start-up Promotion on Survival and Growth of New Firms," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 222, issue 2, pages 161-185, April, DOI: 10.1515/jbnst-2002-0202.
- Jesús Mur & J.F. Trívez & Ana Angulo, 2002, "A proposal of investigation in space Econometry," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 1, pages 165-176.
- Iván Canay, 2002, "Modelando el Gas Entregado en Argentina: ¿Cuál es el Mejor Predictor?," UADE Textos de Discusión, Instituto de Economía, Universidad Argentina de la Empresa, number 40_2002, May.
- T Panagiotidis & G Pelloni, 2002, "Is non-linear serial dependence present in the US unemployment rate and the growth rates of employment sectoral shares?," Computing in Economics and Finance 2002, Society for Computational Economics, number 10, Jul.
- Cees Diks & Roy van der Weid, 2002, "Endogenous Noise from Continuous Choice," Computing in Economics and Finance 2002, Society for Computational Economics, number 382, Jul.
- Neil H. Spencer & Antony Fielding, 2002, "A Comparison of Modelling Strategies for Value-Added Analyses of Educational Data," Computational Statistics, Springer, volume 17, issue 1, pages 103-116, March, DOI: 10.1007/s001800200093.
- Carmine Trecroci & Juan Vega, 2002, "The information content of M3 for future inflation in the Euro area," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 138, issue 1, pages 22-53, March, DOI: 10.1007/BF02707322.
- S. Nahar & B. Inder, 2002, "Testing convergence in economic growth for OECD countries," Applied Economics, Taylor & Francis Journals, volume 34, issue 16, pages 2011-2022, DOI: 10.1080/00036840110117837.
- Hans K. Hvide, 2002, "Tournament Rewards and Risk Taking," Journal of Labor Economics, University of Chicago Press, volume 20, issue 4, pages 877-898, October, DOI: 10.1086/342041.
- Daniel A. Ackerberg & Maristella Botticini, 2002, "Endogenous Matching and the Empirical Determinants of Contract Form," Journal of Political Economy, University of Chicago Press, volume 110, issue 3, pages 564-591, June, DOI: 10.1086/339712.
- Luis Vildosola, 2002, "Circular Variable Work In Process," Macroeconomics, University Library of Munich, Germany, number 0203004, Mar.
2001
- Daniel McFadden, 2001, "Economic Choices," American Economic Review, American Economic Association, volume 91, issue 3, pages 351-378, June.
- Schamel, Guenter & Anderson, Kym, 2001, "Wine Quality and Regional Reputation: Hedonic Prices for Australia and New Zealand," 2001 Conference (45th), January 23-25, 2001, Adelaide, Australia, Australian Agricultural and Resource Economics Society, number 125877, Jan, DOI: 10.22004/ag.econ.125877.
- PLASMANS, Joseph & LUKACH, Ruslan, 2001, "Measuring knowledge spillovers using Belgian EPO and USPTO patent data," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2001007, Mar.
- Peter van Els & Alberto Locarno & Julian Morgan & Jean-Pierre Villetelle, 2001, "Monetary policy transmission in the euro area: what do aggregate and national structural models tell us?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 433, Dec.
- Julio Nogués & MartÃn Grandes, 2001, "COUNTRY RISK: Economic Policy, Contagion Effect or Political noise?," Journal of Applied Economics, Universidad del CEMA, volume 4, pages 125-162, May.
- Arjan Kadareja, 2001, "The Fiscal Stabilization Policy under EMU - An Empirical Assessment," Working Papers, CEPII research center, number 2001-20, Dec.
- Ingenue, 2001, "Our Future Pensions and Globalisation: an Exploration of the Issue Using the INGENUE Model," La Lettre du CEPII, CEPII research center, issue 200.
- Nour Meddahi, 2001, "A Theoretical Comparison Between Integrated and Realized Volatilities," CIRANO Working Papers, CIRANO, number 2001s-71, Dec.
- David Domeij & Martin Floden, 2001, "Matlab code for The Labor-Supply Elasticity and Borrowing Constraints: Why Estimates are Biased," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 55, revised .
- McAdam, Peter & Morgan, Julian, 2001, "The monetary transmission mechanism at the euro-area level: issues and results using structural macroeconomic models," Working Paper Series, European Central Bank, number 93, Dec.
- van Els, Peter J. A. & Morgan, Julian & Locarno, Alberto & Villetelle, Jean-Pierre, 2001, "Monetary policy transmission in the euro area: What do aggregate and national structural models tell us?," Working Paper Series, European Central Bank, number 94, Dec.
- Bashtannyk, David M. & Hyndman, Rob J., 2001, "Bandwidth selection for kernel conditional density estimation," Computational Statistics & Data Analysis, Elsevier, volume 36, issue 3, pages 279-298, May.
- Buscher, Herbert S. & Buslei, Hermann & Goggelmann, Klaus & Koschel, Henrike & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 2001, "Empirical macro models under test. A comparative simulation study of the employment effects of a revenue neutral cut in social security contributions," Economic Modelling, Elsevier, volume 18, issue 3, pages 455-474, August.
- Parigi, Giuseppe & Siviero, Stefano, 2001, "An investment-function-based measure of capacity utilisation.: Potential output and utilised capacity in the Bank of Italy's quarterly model," Economic Modelling, Elsevier, volume 18, issue 4, pages 525-550, December.
- Creedy, John & Wurzbacher, Anke D., 2001, "The economic value of a forested catchment with timber, water and carbon sequestration benefits," Ecological Economics, Elsevier, volume 38, issue 1, pages 71-83, July.
- Robe, Michel A., 2001, "What can we learn from simulating a standard agency model?," Economics Letters, Elsevier, volume 73, issue 2, pages 137-146, November.
- Domeij, David & Floden, Martin, 2001, "The labor-supply elasticity and borrowing constraints: Why estimates are biased," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 480, Nov.
- Bask, Mikael & de Luna, Xavier, 2001, "Characterizing the degree of stability of non-linear dynamic models," Umeå Economic Studies, Umeå University, Department of Economics, number 564, Nov.
- Klevmarken, N. Anders, 2001, "Micro Simulation - A Tool for Economic Analysis," Working Paper Series, Uppsala University, Department of Economics, number 2001:13, May.
- Hallberg, Daniel & Klevmarken, Anders, 2001, "Time for Children, a Study of Parents’ Time Allocation," Working Paper Series, Uppsala University, Department of Economics, number 2001:21, Nov.
- Panagiotis Reppas & Efthymios Tsionas & Dimitris Christopoulos, 2001, "European common stochastic long-run trends," Journal of Economics, Springer, volume 74, issue 2, pages 119-130, June, DOI: 10.1007/BF01231550.
- Simonovits, András & Gál, Róbert Iván & Tarcali, Géza, 2001, "Korosztályi elszámolás a magyar nyugdíjrendszerben
[Generational accounting and the Hungarian pension reform]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 4, pages 291-306. - Papanek, Gábor & Petz, Raymund & Povilaitis, Sígítas & Révész, Tamás, 2001, "A magyar gazdaság jövőképének vizsgálata a DUNA-1 makromodellel
[Examining the prospects for the Hungarian economy with the DUNA-1 macro model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 4, pages 352-360. - Simonovits, András, 2001, "Szolgálati idő, szabadidő és nyugdíj - ösztönzés korlátokkal
[Length of employment, leisure and pension: incentives with constraints]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 393-408. - Hyndman, R.J. & Billah, B., 2001, "Unmasking the Theta Method," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/01, Jun.
- DUFOUR, Jean-Marie & FARHAT, Abdeljelil, 2001, "Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2001-23.
- MEDDAHI, Nour, 2001, "A Theoretical Comparison Between Integrated and Realized Volatilies," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2001-26.
- MEDDAHI, Nour, 2001, "An Eigenfunction Approach for Volatility Modeling," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2001-29.
- Dufour, J.M. & Farhat, A., 2001, "Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2001-23.
- Meddahi, N., 2001, "A Theoretical Comparison Between Integrated and Realized Volatilies," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2001-26.
- Meddahi, N., 2001, "An Eigenfunction Approach for Volatility Modeling," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2001-29.
- Torben G. Andersen & Luca Benzoni & Jesper Lund, 2001, "An Empirical Investigation of Continuous-Time Equity Return Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 8510, Oct.
- Tilak Abeysinghe & Kristin J. Forbes, 2001, "Trade Linkages and Output-Multiplier Effects: A Structural VAR Approach with a Focus on Asia," NBER Working Papers, National Bureau of Economic Research, Inc, number 8600, Nov.
- Dobrescu, Emilian, 2001, "Evoluţia macromodelului economiei româneşti de tranzitie
[The evolution of the Romanian model for the transition economy]," MPRA Paper, University Library of Munich, Germany, number 35798. - Michel Robe, 2001, "What Can We Learn From Simulating a Standard Agency Model?," Computing in Economics and Finance 2001, Society for Computational Economics, number 98, Apr.
- Hervé Crès, 2001, "Aggregation of coarse preferences," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 18, issue 3, pages 507-525.
- Michael McKenzie & Heather Mitchell & Robert Brooks & Robert Faff, 2001, "Power ARCH modelling of commodity futures data on the London Metal Exchange," The European Journal of Finance, Taylor & Francis Journals, volume 7, issue 1, pages 22-38, DOI: 10.1080/13518470123011.
- Julio Nogués & Martín Grandes, 2001, "Country Risk: Economic Policy, Contagion Effect or Political Noise?," Journal of Applied Economics, Taylor & Francis Journals, volume 4, issue 1, pages 125-162, May, DOI: 10.1080/15140326.2001.12040561.
- Théophile AZOMAHOU, 2001, "Efficient Estimation of Spatial Autoregressive Models," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2001-05.
- Godwin Nwaobi, 2001, "A Vector Error Correction And Nonnested Modelling Of Money Demand Function In Nigeria," Econometrics, University Library of Munich, Germany, number 0111004, Nov.
- Rafał Weron, 2001, "Levy-Stable Distributions Revisited: Tail Index> 2does Not Exclude The Levy-Stable Regime," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 209-223, DOI: 10.1142/S0129183101001614.
- Rafal Weron, 2001, "Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/01/01.
- Almus, Matthias & Prantl, Susanne, 2001, "Die Auswirkungen öffentlicher Gründungsförderung auf das Überleben und Wachstum junger Unternehmen," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 01-03.
- Löschel, Andreas, 2001, "Technological change in economic models of environmental policy: a survey," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 01-62.
2000
- Regina Kaiser & Agustín Maravall, 2000, "An Application of TRAMO-SEATS: Changes in Seasonality and Current Trend-Cycle Assessment: the German Retail Trade Turnover Series," Working Papers, Banco de España, number 0011.
- Giuseppe Parigi & Stefano Siviero, 2000, "An Investment-Function-Based Measure of Capacity Utilisation. Potential Output and Utilised Capacity in the Bank of Italy's Quarterly Model," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 367, Feb.
- Charness, Gary B & Haruvy, Ernan, 1999, "Altruism, Equity, And Reciprocity In A Gift-Exchange Experiment: An Encompassing Approach," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt01n8x8m3, Mar.
- Olivier Allais & Loic Cadiou & Stéphane Dees, 2000, "Consumption Habit and Equity Premium in the G7 Countries," Working Papers, CEPII research center, number 2000-19, Dec.
- Bourguignon, F. & Fournier, M. & Gurgand, M., 2000, "Fast Development with a Stable Income Distribution: Taiwan, 1979-1994," DELTA Working Papers, DELTA (Ecole normale supérieure), number 2000-07.
- Trecroci, Carmine & Vega, Juan Luis, 2000, "The information content of M3 for future inflation," Working Paper Series, European Central Bank, number 33, Oct.
- Lones Smith & Peter Sorensen, 2000, "Pathological Outcomes of Observational Learning," Econometrica, Econometric Society, volume 68, issue 2, pages 371-398, March.
- Hans K. Hvide, 2000, "Tournament Rewards and Risk Taking," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0163, Aug.
- Benoit Perron, 2000, "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1576, Aug.
- Bennett, Rosalind L. & Farmer, Roger E. A., 2000, "Indeterminacy with Non-separable Utility," Journal of Economic Theory, Elsevier, volume 93, issue 1, pages 118-143, July.
- Stamatopoulos V.Th., 2000, "Prices And Exchange Rate of Hellenic Drachma (GRD), During 1981-1995: Are they Dependent from those of EU-partners?," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 105-105, January -.
- Parigi, G. & Siviero, S., 2000, "An Investment-Function-Based Measure of Capacity Utilisation. Potential Output and Utilised Capacity in the Bank of Italy's Quarterly Model," Papers, Banca Italia - Servizio di Studi, number 367.
- Augory, C. & Boutillier, M. & Sejourne, B., 2000, "Le modele de choix de portefeuille des menages de FOE," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 2000-15/fi.
- N. Gregory Mankiw, 1999, "The Savers-Spenders Theory of Fiscal Policy," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1888.
- Laurent E. Calvet & Etienne Comon, 2000, "Behavioral Heterogeneity and The Income Effect," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1892.
- Linden, M., 2000, "A Model for Stock Return Distribution," University of Helsinki, Department of Economics, Department of Economics, number 495.
- Spencer, N.H., 2000, "Combining Modelling Strategies to Analyse Teaching Styles Data," Papers, University of Hertfordshire - Business Schoool, number 2000:14.
- Spencer, N. & Fielding, A., 2000, "A Comparison of Modelling Strategies for Value-Added Analyses of Educational Data," Papers, University of Hertfordshire - Business Schoool, number 2000:7.
- Larsson, L., 2000, "Evaluation of Swedish Youth Labour Market Programmes," Papers, Uppsala - Working Paper Series, number 2000:6.
- Federico Bonaglia & Eliana La Ferrara & Massimiliano Marcellino, 2000, "Public Capital and Economic Performance: Evidence from Italy," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 59, issue 2, pages 221-244, September.
- Hervé Crès, 2000, "Aggregation of Coarse Preferences," Working Papers, HAL, number hal-01064879, Feb.
- Frölich, Markus & Heshmati, Almas & Lechner, Michael, 2000, "A Microeconometric Evaluation of Rehabilitation of Long-term Sickness in Sweden," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 373, Mar, revised 07 Jun 2000.
- Larsson, Laura, 2000, "Evaluation of Swedish youth labour market programmes," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2000:1, Apr.
- Larsson, Laura, 2000, "Evaluation of Swedish Youth Labour Market Programmes," Working Paper Series, Uppsala University, Department of Economics, number 2000:6, Apr.
- Creedy, J. & Wurzbacher, A.D., 2000, "The Economic Value of a Forested Catchment with Timber, Water and Carbon Sequestration Benefits," Department of Economics - Working Papers Series, The University of Melbourne, number 753.
- Buscher, Herbert S. & Buslei, Hermann & Göggelmann, Klaus & Koschel, Henrike & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 2000, "Empirical Macromodels Under Test," Discussion Papers, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre, number 575.
- Cai, T. & Hyndman, R.J. & Wand, M.P., 2000, "Mixed Model-Based Hazard Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/00, Dec.
- Hyndman, R.J. & Koehler, A.B. & Snyder, R.D. & Grose, S., 2000, "A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/00, Aug.
- James J. Heckman & Edward J. Vytlacil, 2000, "Instrumental Variables, Selection Models, and Tight Bounds on the Average Treatment Effect," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0259, Aug.
- Arild Aakvik & James J. Heckman & Edward J. Vytlacil, 2000, "Treatment Effects for Discrete Outcomes when Responses to Treatment Vary Among Observationally Identical Persons: An Application to Norwegian ..," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0262, Sep.
- Barndorff-Nielsen, O.E. & Shepard, N., 2000, "Non-Gaussian OU Based Models and Some of their Uses in Financial Economics and Modelling by Levy Processes for Financial Econometrics," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 1999-w9/2000-w3.
- Neil Dias Karunaratne, 2000, "Rival Macroeconomic Paradigms and Australian Stylised Facts," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 53, issue 2, pages 185-201.
- Klaus Göggelmann & Peter Winker & Martin Schellhorn & Wolfgang Franz, 2000, "Quasi-Monte Carlo methods in stochastic simulations: An application to policy simulations using a disequilibrium model of the West German economy 1960-1994," Empirical Economics, Springer, volume 25, issue 2, pages 247-259.
- Michael Ehrmann, 2000, "Comparing monetary policy transmission across European countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 136, issue 1, pages 58-83, March, DOI: 10.1007/BF02707396.
1999
- Jorge Carrera & Pablo Perez & Germán Saller, 1999, "El ciclo económico y la recaudación," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 0, issue 3, pages 283-323.
- Catherine Bruno & Olivier de Bandt, 1999, "Fiscal Policy in the Transition to Monetary Union: a Structural VAR Model," Working papers, Banque de France, number 60.
- Eric Jondeau & Hervé Le Bihan & Frédéric Sedillot, 1999, "Modelisation et prevision des indices de prix sectoriels," Working papers, Banque de France, number 68.
- Jean-Marie Dufour & Abdeljelil Farhat, 2001, "Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions," CIRANO Working Papers, CIRANO, number 2001s-56, Oct.
- Nour Meddahi, 2001, "An Eigenfunction Approach for Volatility Modeling," CIRANO Working Papers, CIRANO, number 2001s-70, Oct.
- Benoit Perron, 2002, "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off," CIRANO Working Papers, CIRANO, number 2002s-88, Nov.
- Louis Lévy-Garboua & Claude Montmarquette, 1996, "Cognition in Seemingly Riskless Choices and Judgments," CIRANO Working Papers, CIRANO, number 96s-01, Jan.
- J. Ignacio García-Pérez, 1999, "Equilibrium Search Models: The Role of the Assumptions," Working Papers, CEMFI, number wp1999_9909.
- Arya, A. & Glover, J., 1999, "Aggregate Performance Measures as a Response to One-Side Error Correction," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1999-21.
- François Bourguignon & Martin Fournier & Marc Gurgand, 1999, "Fast Development with a Stable Income Distribution : Taiwan, 1979-1994," Working Papers, Center for Research in Economics and Statistics, number 99-21.
- Davila, J. & Guesnerie, R., 1999, "Sunspot Equilibria in Systems with Memory: an Introductory Presentation," DELTA Working Papers, DELTA (Ecole normale supérieure), number 1999-05.
- Guesnerie, R., 1999, "Anchoring Economic Predictions in Common Knowledge," DELTA Working Papers, DELTA (Ecole normale supérieure), number 1999-06.
- Evans, G. E. & Guesnerie R., 1999, "Coordination on saddle path solutions : the eductive viewpoint. 1 - linear univariate models," DELTA Working Papers, DELTA (Ecole normale supérieure), number 1999-15.
- F. Bec, 1999, "Mondialisation, mobilité du capital et stabilité macro-économique," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 99-16.
- de Villemur, E.B., 1999, "Sequential Decision Processes Make Behavioural Types Endogenous," Economics Working Papers, European University Institute, number eco99/13.
- Bennett, R.L. & Farmer, R.E.A., 1999, "Indeterminacy with Non-Separable Utility," Economics Working Papers, European University Institute, number eco99/34.
- Vaage, K., 1999, "Detection ot Outliers and Level Shifts in Time Series: an Evaluation of Two Alternatives Procedures," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 206.
- Daniel A. Ackerberg & Maristella Botticini, 1999, "Endogenous Matching and the Empirical Determinants of Contract Form," Boston University - Institute for Economic Development, Boston University, Institute for Economic Development, number 92, Jan.
- Ackerberg, D.A. & Botticini, M., 1999, "Endogenous Matching and the Empirical Determinants of Contract Form," Papers, Boston University - Department of Economics, number 96.
- Daniel A. Ackerberg & Maristella Botticini, 1999, "Endogenous Matching and the Empirical Determinants of Contract Form," Papers, Boston University - Industry Studies Programme, number 0096, Jan.
- Veenstra, G. & Lomas, J., 1999, "Social Capital 1: An Hypothesized Relationship Between Social Capital in Communities and Effective Political Governance by Regional Health Authorities," Centre for Health Services and Policy Research, University of British Columbia - Centre for Health Services and Policy Research., number 99:1.
- Veenstra, G., 1999, "Social Capital 2: Results from Empirical Exploration into the Relationship between Social Capital and the Performance of District Health Boards in Saskatchewan, Canada," Centre for Health Services and Policy Research, University of British Columbia - Centre for Health Services and Policy Research., number 99:2.
- Veenstra, G., 1999, "Social Capital 3: An Empirical Exploration of Relationships among Individual-Level Social-Psychological and Action Components of Social Capital," Centre for Health Services and Policy Research, University of British Columbia - Centre for Health Services and Policy Research., number 99:3.
- Chauveau, T. & Damon, J. & Guegan, D., 1999, "Testing for Non-Linearity in Intra-Day Financial Series : The Cases of Two French Stocks," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1999-06/fi.
- Agriculture and Agri-Food Canada., 1999, "Canadian Economic and Emissions Model for Agriculture (C.E.E.M.A. Version 1.0). Report 3: Preliminary Results of Selected Scenarios Technical Tables," Papers, Gouvernement du Canada - Agriculture Canada, number 1.
- Rogers, Dr. W., 1999, "Throughput Modeling of Ethical Issues," The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside, number 99-03.
- Hafsi, M.E., 1999, "Two-Level Lot Sizing Models for an Unreliable Production Facility: Case of Finite Horizon and Single Demand," The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside, number 99-04.
- De Vany, A. & Lee, C., 1999, "Information Cascades in Multi-Agent Models," Papers, California Irvine - School of Social Sciences, number 99-00-05.
- Brownstone, D. & Golob, T.F. & Kazimi, C., 1999, "Modeling Non-Ignorable Attrition and Measurement Error in Panel Surveys: An Application to Travel Demand Modeling," Papers, California Irvine - School of Social Sciences, number 99-00-06.
- Bobadilla, G.F., 1999, "Choosing the Right Error in Term Structure Models," Papers, Centro de Estudios Monetarios Y Financieros-, number 9904.
- Garcia-Perez, J.I., 1999, "Equilibrium Search Models: the Role of the Assumptions," Papers, Centro de Estudios Monetarios Y Financieros-, number 9909.
- Rolle, J.-D., 1999, "Criterion Mixing Lack of Fit and Multicolinearity for Variable Selection in Regression," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 99.11.
- Foncel, J. & Ivaldi, M., 1999, "Econometric Modeling of Differential Durable Goods Markets: an Application to Telephone," Papers, Toulouse - GREMAQ, number 99.527.
- Grimaud, A., 1999, "Ressources naturelles et croissance endogene dans un modele a biens horizontalement differencies," Papers, Toulouse - GREMAQ, number 99.530.
- Drew Fudenberg & Jean Tirole, 1999, "Pricing Under the Threat of Entry by a Sole Supplier of a Network Good," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1873.
- Theriault, M. & Des Rosiers, F. & Vandermissen, M.-H., 1999, "GIS-Based Simulation of Accessibility to Enhance Hedonic Modeling and Property Value Appraisal: an Application to the Quebec City Metropolitain Area," Papers, Laval - Faculte des sciences de administration, number 1999-11.
- Guitouni, A. & Martel, J.-M. & Vincke, P., 1999, "Un cadre de reference pour le choix d'une procedure d'agregation multicritere," Papers, Laval - Faculte des sciences de administration, number 1999-13.
- Des Rosiers, F. & Theriault, M., 1999, "House Prices and Spatial Dependence: Towards an Integrated Procedure to Model Neighborhood Dynamics," Papers, Laval - Faculte des sciences de administration, number 1999-2.
- Des Rosier, F. & Theriault, M., 1999, "House Prices and Spatial Dependence : Towards an Integrated Procedure to Model Neighborhood," Papers, Laval - Faculte des sciences de administration, number 99-002.
- Evans, G.E. & Guesnerie, R., 1999, "Coordination on Saddle Path Solutions: the Eductive Viewpoint. 1- Linear Univariate Models," Papers, Laval - Laboratoire Econometrie, number 1999-15.
- Alcouffe, A. & Brugarolas, E., 1999, "Le modele de la "triple helice": interaction entre dynamique institutionnelle et dynamique organisationnelle. Le cas de Midi-Pyrenees et Rhone Alpes," Papers, LIRHE - Universite des sciences sociales Toulouse, number 297.
- Verhoeven, W.H.J. & van Noort, E.A., 1999, "FAMOS: a Size-Class Financial Analysis Model," Papers, NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM, number 9903/e.
- Hindriks, F.A. & Nieuwenhuijsen, H.R. & van Stel, A.J., 1999, "Conduct and Performance in Dutch Manufacturing: an Application of Appelbaum 1982 with a Plausibility-Check," Papers, NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM, number 9904/e.
- Hindriks, F.A., 1999, "Non-Competitive Rents in Dutch Manufacturing: Conduct and Performance in the New Empirical Industrial Organization," Papers, NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM, number 9905/e.
- Brouwer, P. & Nieuwenhuijsen, H., 1999, "Modelling Returns to R&D: an Application on Size Effects," Papers, NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM, number 9908/e.
- Andrew W. Lo & A. Craig MacKinlay & June Zhang, , "Econometric Models of Limit-Order Executions," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 12-99.
- A. Craig MacKinlay & Lubos Pastor, , "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 13-99.
- Bec, F., 1999, "Mondialisation, mobilite du capital et stabilite macro-economique," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 99-16.
- Zacharatos, N. & Sutcliffe, C., 1999, "Is the Forward Rate for the Greek Drachma Unbiased? A VECM Analysis with both Overlapping and Non-Overlapping Data," Papers, University of Southampton - Department of Accounting and Management Science, number 99-151.
- Hvide, H.K., 1999, "Tournament Rewards and Risk Taking," Papers, Tel Aviv, number 32-99.
- Eliasson, Ann-Charlotte, 1999, "Detecting equilibrium correction with smoothly time-varying strength," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 329, Sep.
- Darvas, Zsolt, 1999, "Az árfolyamsávok empirikus modelljei és a devizaárfolyam sávon belüli előrejelezhetetlensége
[Empirical models of exchange rate target zones]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 507-529. - Jorge Carrera & Pablo Perez & Germán Saller, 1999, "El ciclo económico y la recaudación," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 0, issue 3, pages 283-323.
- Herbert, R.C. & Stemp, P.J., 1999, "Solving the Dynamics of a Non-Linear Representative Agent Model," Department of Economics - Working Papers Series, The University of Melbourne, number 705.
- Herbert, R.D. & Stemp, P.J., 1999, "Calculating Short-Run Adjustments: Sensitivity to Non-Linearities in a Representative Agent Framework," Department of Economics - Working Papers Series, The University of Melbourne, number 706.
- Hyndman, R.J. & Grunwald, G.K., 1999, "Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/99, Jan.
- PERRON, Benoît, 1999, "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9901.
- PERRON, Benoît, 1999, "Jumps in the Volatility of Financial Markets," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9912.
- Gunnar Bårdsen & Stan Hurn & Kenneth Lindsay, 1999, "The Generic Properties of Equilibrium Correction Mechanisms," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 0402, Aug.
- Sarkis, Z., 1999, "Cost Structure Analysis Under Disequilibrium: Price, Scale, Efficiency and Capacity Utilisation Effects," Economics Series Working Papers, University of Oxford, Department of Economics, number 99206.
- Mohammed I Ansari & Ira N Gang, 1999, "Liberalization Policy: ‘Fits & Starts’ or Gradual Change in India," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 41, issue 4, pages 23-46, December.
- Ioannis Kaskarelis & Lefteris Tsoulfidis, 1999, "Inflation, Demand, Import Competition and Markups in Greek Manufacturing Industries," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 52, issue 2, pages 151-171.
- Mohammed I. Ansari & Ira. N Gang, 1999, "Liberalization Policy: ‘Fits & Starts' Or Gradual Change In India," Departmental Working Papers, Rutgers University, Department of Economics, number 199907, Aug.
- Steven M. Sheffrin, 1999, "Tax reforms and the growth of government," Empirical Economics, Springer, volume 24, issue 4, pages 655-666.
- Robert Aebi & Klaus Neusser & Peter Steiner, 1999, "Evaluating Theories of Income Dynamics: A Probabilistic Approach," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp9905, Jun.
- Hasegawa, H. & Tran Van Hoa & Valenzuela, R., 1999, "A Bayesian Analysis of HOGLEX Demand Systems Using Unit Records for Major Asean Economies: Thailand and the Philippines," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp99-3.
- Gary Charness & Ernan Haruvy, 1999, "Altruism, equity and reciprocity in a gift-exchange experiment: An encompassing approach," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 368, Mar.
1998
- Clements, Michael P. & Smith, Jeremy, , "Evaluating The Forecast Densities Of Linear And Non-Linear Models: Applications To Output Growth And Unemployment," Economic Research Papers, University of Warwick - Department of Economics, number 268791, DOI: 10.22004/ag.econ.268791.
- Santiago Herrera & Humberto Mora, 1998, "El costo del capital en las empresas colombianas," Coyuntura Económica, Fedesarrollo.
- René Garcia & Eric Renault, 1998, "Risk Aversion, Intertemporal Substitution, and Option Pricing," Working Papers, Center for Research in Economics and Statistics, number 98-10.
- Hervé, CRES, 1998, "Aggregation of Coarse Preferences," HEC Research Papers Series, HEC Paris, number 659, Nov.
- Mandy, D. M. & Martins-Filho, Carlos, 1998, "Relative efficiency with equivalence classes of asymptotic covariances," Journal of Econometrics, Elsevier, volume 88, issue 1, pages 79-98, November.
- Glasserman, P. & Zhao, X., 1998, "Arbitrage-Free Discretization of Lognormal Forward Libor and Swap Rate Models," Papers, Columbia - Graduate School of Business, number 98-09.
- Federico, G. & O'Rourke, K., 1998, "A Social Accounting Matrix for Italy," Papers, College Dublin, Department of Political Economy-, number 98/19.
- Rolle, J.-D., 1998, "Un critere algebrique et geometrique pour ordonner les sous-modeles en regression lineaire," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 98.18.
- Paquay, P., 1998, "Deux modeles d'equilibre de marche: le portefeuille de Markowitz et le CAPM," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie, number 9816.
- Grimaud, A., 1998, "Implementation de l'optimum dans une modele schumpeterien en presence d'une ressource non renouvelable," Papers, Toulouse - GREMAQ, number 98.507.
- Grimaud, A., 1998, "Pollution Permits and Sustabinable Growth in a Schumpeterian Model," Papers, Toulouse - GREMAQ, number 98.508.
- Fougere, D. & Kamionka, T., 1998, "Bayesian Inference for the Mover-Stayer Model of Continuous Time," Papers, Toulouse - GREMAQ, number 98.b.
- Ahlstedt, M., 1998, "Analysis of Financial Risks in a GARCH Framework," University of Helsinki, Department of Economics, Department of Economics, number e:11.
- Roy, S.D., 1998, "Lags in Employment Adjustment and Inter-Industry Differentials: an Analysis Using Dynamic Inter-Related Factor Demand Functions," Papers, Indira Gandhi Institute of Development Research-, number 149.
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