Content
April 2007, Volume 32, Issue 1
- 105-124 A linear demand system within a seemingly unrelated time series equations framework
by Arvid Raknerud & Terje Skjerpen & Anders Swensen - 125-139 Absenteeism in the workplace: results from Danish sample survey data
by Søren Jensen & James McIntosh - 141-159 The effects of education on agricultural productivity under traditional and improved technology in northern Nigeria: an endogenous switching regression analysis
by Arega Alene & V. Manyong - 161-184 Intersectoral wage linkages: the case of Sweden
by Kent Friberg - 185-215 Another look at the identical tastes hypothesis on the analysis of cross-country alcohol data
by Saroja Selvanathan & Eliyathamby Selvanathan - 217-237 Children’s health benefits of reducing environmental tobacco smoke exposure: evidence from parents who smoke
by Mark Agee & Thomas Crocker - 239-246 Ex ante forecasts of business-cycle turning points
by Rolando Pelàez - 247-253 Report of the editors
by Robert Kunst
November 2006, Volume 31, Issue 4
- 801-820 An Investigation of the Effects of Data Transformation on Nonlinearity
by Emanuela Marrocu - 821-845 Expectations and regime robustness in price formation: evidence from vector autoregressive models and recursive methods
by Pål Boug & Ådne Cappelen & Anders Swensen - 847-860 Inflation Dynamics in the Euro Area and the Role of Expectations
by Maritta Paloviita - 861-869 Structure of Financial Savings During Indian Economic Reforms
by Raghbendra Jha & Ibotombi Longjam - 871-882 German Exports to the Euro Area
by Sabine Stephan - 883-903 Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence
by David Giles & Chad Stroomer - 905-919 The Impact of Unemployment Insurance on the Job Match Quality: A Quantile Regression Approach
by Mário Centeno & Álvaro Novo - 921-950 Determinants of business cycles in small scale macroeconomic models: the German case
by Alfred Maussner & Julius Spatz - 951-975 An Eclectic Approach to Estimating U.S. Potential GDP
by Marc-André Gosselin & René Lalonde - 977-1002 Euro area inflation persistence
by Nicoletta Batini - 1003-1024 Censored quantile regressions and the length of unemployment periods in West Germany
by Elke Lüdemann & Ralf Wilke & Xuan Zhang - 1025-1041 Further Evidence from Aggregate Data on the Life-Cycle-Permanent-Income Model
by Jim Malley & Hassan Molana - 1043-1060 Estimating Demand Response with Panel Data
by Sébastien Lecocq & Jean-Marc Robin - 1061-1087 Economic Theory and Econometric Practice: Parametric Efficiency Analysis
by Johannes Sauer
September 2006, Volume 31, Issue 3
- 549-568 Convergence in per-capita GDP across European regions: a reappraisal
by Valentina Meliciani & Franco Peracchi - 569-586 Inflation adjustment in the open economy: an I(2) analysis of UK prices
by Heino Nielsen & Christopher Bowdler - 587-599 Econometric estimation of PCAIDS models
by Germán Coloma - 601-611 Does a non-linear mean reverting process characterize real GDP movements?
by Dimitris Christopoulos - 613-629 Testing the permanent-income hypothesis: new evidence from West-German states ( Länder)
by Joseph DeJuan & John Seater & Tony Wirjanto - 631-643 Empirical size and power of some diagnostic tests applied to a distributed lag model
by Dimitris Hatzinikolaou & Athanassios Stavrakoudis - 645-662 Comparing monetary policy reaction functions: ECB versus Bundesbank
by Bernd Hayo & Boris Hofmann - 663-675 Linear approximations to the quadratic almost ideal demand system
by Toshinobu Matsuda - 677-697 The distributional effects of selection and capital accumulation on firm productivity under imperfect capital markets
by Elliott Parker & Mark Pingle - 699-715 Price, private demand and optimal provision of public R&D investment: An application to Italian agriculture, 1960–1995
by Roberto Esposti & Pierpaolo Pierani - 717-734 Testing for the principal’s monopsony power in agency contracts
by Atsushi Inoue & Tomislav Vukina - 735-754 On the estimation and forecasting of international migration: how relevant is heterogeneity across countries?
by Herbert Brücker & Boriss Siliverstovs - 755-776 Further results on monopolistic competition, markup pricing and the business cycle in Switzerland
by Christian Müller - 777-798 Growth and inflation forecasts for Germany a panel-based assessment of accuracy and efficiency
by Jörg Döpke & Ulrich Fritsche - 799-799 Specification and estimation of nonstandard profit functions
by Subal Kumbhakar
June 2006, Volume 31, Issue 2
- 277-289 Bayesian estimation of cointegrating thresholds in the term structure of interest rates
by K. Balcombe - 291-312 Locational choice and price competition: some empirical results for the austrian retail gasoline market
by Gerhard Clemenz & Klaus Gugler - 313-331 Innovation dynamics in the EU: convergence or divergence? A cross-country panel data analysis
by Andre Jungmittag - 333-367 Semiparametric estimation of conditional mean functions with missing data
by Markus Frölich - 369-391 Consumers and experts: an econometric analysis of the demand for water heaters
by Robert Bartels & Denzil Fiebig & Arthur Soest - 393-408 Transaction tax and stock market behavior: evidence from an emerging market
by Badi Baltagi & Dong Li & Qi Li - 409-431 Sources of German unemployment: a structural vector error correction analysis
by Ralf Brüggemann - 433-448 A guide to the computation of stationarity tests
by Josep Carrion-i-Silvestre & Andreu Sansó - 449-477 Testing efficiency of the ruble-sterling foreign-exchange market under the gold standard
by Elena Goldman - 479-495 Nonlinear adjustment in PPP—evidence from threshold cointegration
by Kari Heimonen - 497-511 The joint dynamics of inflation, unemployment and interest rate in the United States since 1980
by Antonio Ribba - 513-533 Modeling probabilities of patent oppositions in a Bayesian semiparametric regression framework
by Alexander Jerak & Stefan Wagner - 535-548 Firm exit and technical inefficiency
by Efthymios Tsionas & Theodore Papadogonas
March 2006, Volume 31, Issue 1
- 1-30 Comparing international consumption patterns
by Kenneth Clements & Yanrui Wu & Jing Zhang - 31-48 Measurement of technical and allocative efficiencies using a CES cost frontier: a benchmarking study of Japanese transmission-distribution electricity
by Jiro Nemoto & Mika Goto - 49-64 Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts
by Michael Clements - 65-82 An econometric analysis of the effects of market liberalization on price dynamics and price volatility
by Jean-Paul Chavas & Kwansoo Kim - 83-93 Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994
by Guglielmo Caporale & Luis Gil-Alana - 95-111 Productivity dynamics beyond-the-mean in U.S. manufacturing industries: An application of quantile regression
by Jens Krüger - 113-142 Local flexibility in wage setting: evidence from the Norwegian local public sector
by Torberg Falch & Bjarne Strøm - 143-150 Comparing consumers’ preferences and willingness to pay for non-GM oil using a contingent valuation approach
by Wuyang Hu - 151-164 Heterogeneity in dentists’ activity in Taiwan: an application of quantile regression
by Miaw-Chwen Lee & Andrew Jones - 165-182 Deterministic seasonality in Dickey–Fuller tests: should we care?
by Artur Silva Lopes - 183-193 Are some taxes different than others? An empirical investigation of the effects of tax policy in Canada
by K. Arin & Faik Koray - 195-206 The prices of silver and exchange rates in a metallic monetary system—the cases of India and Iran
by Mohammad Hasan - 207-216 A bootstrap-corrected causality test: another look at the money–income relationship
by Abdulnasser Hatemi-J & Manuchehr Irandoust - 217-241 The role of permanent and transitory components in business cycle volatility moderation
by Oleg Korenok & Stanislav Radchenko - 243-260 Specification and estimation of nonstandard profit functions
by Subal Khumbhakar - 261-275 Factor accumulation in Canada before the Great Depression: investment and immigration dynamics
by Stuart Wilson
January 2006, Volume 30, Issue 4
- 791-794 Editor’s introduction
by Luc Bauwens & Winfried Pohlmeier & David Veredas - 795-825 Modelling financial transaction price movements: a dynamic integer count data model
by Roman Liesenfeld & Ingmar Nolte & Winfried Pohlmeier - 827-842 Intraday stock prices, volume, and duration: a nonparametric conditional density analysis
by Anthony Tay & Christopher Ting - 843-866 Macroeconomic surprises and short-term behaviour in bond futures
by David Veredas - 867-887 How large is liquidity risk in an automated auction market?
by Pierre Giot & Joachim Grammig - 889-911 Exchange rate volatility and the mixture of distribution hypothesis
by Luc Bauwens & Dagfinn Rime & Genaro Sucarrat - 913-946 Asymmetries in bid and ask responses to innovations in the trading process
by Alvaro Escribano & Roberto Pascual - 947-971 The performance analysis of chart patterns: Monte Carlo simulation and evidence from the euro/dollar foreign exchange market
by Walid Omrane & Hervé Oppens - 973-1005 Order aggressiveness and order book dynamics
by Anthony Hall & Nikolaus Hautsch - 1007-1033 Liquidity supply and adverse selection in a pure limit order book market
by Stefan Frey & Joachim Grammig
October 2005, Volume 30, Issue 3
- 539-553 Rational expectations and fixed-event forecasts: An application to UK inflation
by H. Bakhshi & G. Kapetanios & T. Yates - 555-573 The flow through of cost changes in competitive telecommunications: Theory and evidence
by T. Beard & George Ford & R. Hill & Richard Saba - 575-595 Econometric estimation of a variable rate of depreciation of the capital stock
by José Hernández & Ignacio Mauleón - 597-617 Determinants of long-term growth: New results applying robust estimation and extreme bounds analysis
by Jan- Sturm & Jakob de Haan - 619-642 Countercyclical or procyclical real wages? A disaggregate explanation of aggregate asymmetry
by Magda Kandil - 643-663 Genetic multi-model composite forecast for non-linear prediction of exchange rates
by Marcos Álvarez-Díaz & Alberto Álvarez - 665-691 Testing the significance and the non-linearity of the Phillips trade-off in the Euro Area
by Alvaro Aguiar & Manuel Martins - 693-710 Are overtime plants more efficient than standard-time plants? A stochastic production frontier analysis using the IAB Establishment Panel
by Thorsten Schank - 711-734 And the winner is... An empirical evaluation of unitary and collective labour supply models
by Frederic Vermeulen - 735-748 Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models
by Joaquim Ramalho - 749-761 Subjective well-being and the family: Results from an ordered probit model with multiple random effects
by Rainer Winkelmann - 763-781 Estimates of real economic activity in Switzerland, 1886–1930
by Stefan Gerlach & Petra Gerlach-Kristen - 783-790 The purchasing power parity puzzle is worse than you think
by Christian Murray & David Papell
September 2005, Volume 30, Issue 2
- 263-276 Institutions and economic development: How strong is the relation?
by Tiago V. de V. Cavalcanti & Álvaro A. Novo - 277-308 The forecasting ability of a cointegrated VAR system of the UK tourism demand for France, Spain and Portugal
by Maria De Mello & Kevin Nell - 309-329 The predictive value of subjective labour supply data: A partial-adjustment model with measurement error
by Rob Euwals - 331-358 A framework for the decomposition of poverty differences with an application to poverty differences between countries
by Martin Biewen & Stephen Jenkins - 359-378 A survival analysis of de novo co-operative credit banks
by Paola Maggiolini & Paolo Mistrulli - 379-392 Dynamic and stochastic structures in tourism demand modeling
by Jonas Nordström - 393-409 The contribution of institutions, trade, and geography to the development process: How robust is the empirical evidence to variations in the sample?
by Shawn Knabb - 411-426 Bounded dividends, earnings and fundamental stock values
by G. Lim - 427-464 What’s spurious, what’s real? Measuring the productivity impacts of ICT at the firm-level
by Thomas Hempell - 465-471 A test of Hotelling’s Valuation Principle for nonrenewable resources
by Joseph Eisenhauer - 473-478 Rejecting the Hotelling Valuation Principle
by Robert Cairns & Graham Davis - 479-482 Retaining the Hotelling Valuation Principle
by Joseph Eisenhauer - 483-492 The real exchange rate and the black market exchange rate in developing countries
by Khalifa Hassanain - 493-504 Effects of government expenditure on private investment: Canadian empirical evidence
by Baotai Wang - 505-520 Public-private sector wage differentials in Germany: Evidence from quantile regression
by Blaise Melly - 521-538 Item non-response on income and wealth questions
by Regina Riphahn & Oliver Serfling
January 2005, Volume 30, Issue 1
- 1-22 Endogenous schooling and the distribution of the gender wage gap
by Jörgen Hansen & Roger Wahlberg - 23-35 Convergence among five industrial countries (1870–1994): Results from a time varying cointegration approach
by Yannick Le Pen - 37-63 Requiem for the unit root in per capita real GDP? Additional evidence from historical data
by Edoardo Gaffeo & Marco Gallegati & Mauro Gallegati - 65-75 Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models
by Günter Coenen - 77-91 Testing for PPP: Should we use panel methods?
by Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat - 93-114 Estimation of hedonic price functions via additive nonparametric regression
by Carlos Martins-Filho & Okmyung Bin - 115-135 Fiscal policy and private consumption behaviour: The Spanish case
by Agustín García & Julián Ramajo - 137-150 Productivity growth and inflation in Europe: Evidence from panel cointegration tests
by Dimitris K. Christopoulos & Efthymios G. Tsionas - 151-169 Dynamic employment adjustments over business cycles
by Tung Liu & Lee C. Spector - 171-192 Semiparametric estimation and testing in a model of environmental regulation with adverse selection
by Pascal Lavergne & Alban Thomas - 193-207 Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate
by Luis A. Gil-Alanaa - 209-233 A dynamic panel analysis of the profitability of Australian tax entities
by Simon Feeny & Mark Harris & Mark Rogers - 235-244 A comparison of empirical models used to infer the willingness to pay in contingent valuation
by Aurelia Bengochea-Morancho & Ana Fuertes-Eugenio & Salvador Saz-Salazar - 245-253 Capital mobility and sustainability: Evidence from U.S. current account data
by Bassam Fattouh
December 2004, Volume 29, Issue 4
- 705-722 Dynamic spatial modelling of regional convergence processes
by Reinhold Kosfeld & Jorgen Lauridsen - 723-736 Fractional cointegration and the term structure
by Sandrine Lardic & Valérie Mignon - 737-751 Used automobile protection and trade: Gravity and ordered probit analysis
by Danilo Pelletiere & Kenneth A. Reinert - 753-768 Cross-country catch-up in the manufacturing sector: Impacts of heterogeneity on convergence and technology adoption
by Patrik T. Hultberg & M. Ishaq Nadiri & Robin C. Sickles - 769-786 Does ownership affect firms’ efficiency? Panel data evidence on Italy
by Anna Bottasso & Alessandro Sembenelli - 787-801 Forecasting exchange rates in transition economies: A comparison of multivariate time series models
by Jesús Crespo Cuaresma & Jaroslava Hlouskova - 803-824 Accounting for unexpected capital gains on natural assets in Net National Product
by Robert J. Hill - 825-853 The link between inflation and inflation uncertainty: Evidence from G7 countries
by Ramaprasad Bhar & Shigeyuki Hamori - 855-883 Qualifications, discrimination, or assimilation? An extended framework for analysing immigrant wage gaps
by Helena Skyt Nielsen & Michael Rosholm & Nina Smith & Leif Husted - 885-900 Firm-financed training: Firm-specific or general skills?
by Pål Schøne - 901-920 Model selection for nonlinear time series
by Sebastiano Manzan - 921-937 Long-run matching relationship in the Japanese labor market
by Shigeki Kano & Makoto Ohta
September 2004, Volume 29, Issue 3
- 463-476 Examining world-wide purchasing power parity
by Tor Jacobson & Marianne Nessén - 477-488 Long memory in volatilities of German stock returns
by Philipp Sibbertsen - 489-502 Noisy chaotic dynamics in commodity markets
by Catherine Kyrtsou & Walter C. Labys & Michel Terraza - 503-525 Causality tests of the relationship between the twin deficits
by Eugene Kouassi & Mbodja Mougoué & Kern O. Kymn - 527-540 Do stock market returns predict changes to output? Evidence from a nonlinear panel data model
by Ólan T. Henry & Nilss Olekalns & Jonathan Thong - 541-552 A testing of the purchasing power parity hypothesis using a vector autoregressive model
by Tatsuyoshi Miyakoshi - 553-574 A monetary vector error correction model of the Euro area and implications for monetary policy
by Oliver Holtemöller - 575-592 Lead-lag effects in the mean and variance of returns of size-sorted UK equity portfolios
by Angelos Kanas - 593-604 Openness, productivity and growth in the APEC economies
by Yanrui Wu - 605-620 The long run, market power and retail pricing
by Adusei Jumah - 621-646 New technologies and productivity growth in the euro area
by Focco Vijselaar & Ronald Albers - 647-671 Forecasting industrial production and the early detection of turning points
by Giancarlo Bruno & Claudio Lupi - 673-695 Do prices count? A micro-econometric study of illicit drug consumption based on self-reported data
by Anne Line Bretteville-Jensen & Erik Biørn - 697-704 Note
by Thomas Kämpke
May 2004, Volume 29, Issue 2
- 209-226 Policy matters. The long run effects of aggregate demand and mark-up shocks on the Italian unemployment rate
by Luca Gambetti & Barbara Pistoresi - 227-245 Testing J-curve hypothesis and analysing the effect of exchange rate volatility on the balance of trade in India
by Tarlok Singh - 247-260 Financial development and economic growth in Australia: An empirical analysis
by Shandre M. Thangavelu & Ang Beng Jiunn & James - 261-280 Investment in Swedish manufacturing: Analysis and forecasts
by Bengt Assarsson & Claes Berg & Per Jansson - 281-292 The power of tests for equivalent ARMA models: The implications for practitioners
by Tim Chenoweth & Robert Hubata & Robert D. St. Louis - 293-309 Pricing-to-market tests in instrumental regressions: Case of the transportation equipment industry
by Lynda Khalaf & Maral Kichian - 311-341 A system approach for measuring the euro area NAIRU
by Silvia Fabiani & Ricardo Mestre - 343-359 Fractional integration and business cycle features
by Bertrand Candelon & Luis A. Gil-Alana - 361-372 An empirical note about additive outliers and nonstationarity in Latin-American inflation series
by Gabriel Rodríguez - 373-381 Quantile estimation of frontier production function
by Cristina Bernini & Marzia Freo & Attilio Gardini - 383-414 Monetary transmission in Germany: Lessons for the Euro area
by Kirstin Hubrich & Peter Vlaar - 415-430 Testing for changing shapes of income distribution: Italian evidence in the 1990s from kernel density estimates
by Maria Grazia Pittau & Roberto Zelli - 431-449 An econometric analysis of veterans’ health care utilization using two-part models
by Kajal Lahiri & Guibo Xing - 451-462 Retesting symmetry and homogeneity in a cointegrated demand system with bootstrapping: The case of meat demand in Greece
by Kelvin. G. Balcombe
January 2004, Volume 29, Issue 1
- 1-4 Introduction
by Badi H. Baltagi - 5-20 Analyzing the effect of dynamically assigned treatments using duration models, binary treatment models, and panel data models
by Jaap H. Abbring & Gerard J. van den Berg - 21-47 Convenient estimators for the panel probit model: Further results
by William Greene - 49-77 Simulation-based inference in dynamic panel probit models: An application to health
by Paul Contoyannis & Andrew M. Jones & Nigel Rice - 79-88 Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects
by Sune Karlsson & Jimmy Skoglund - 89-106 Testing poolability in a system of dynamic regressions with nonspherical disturbances
by Maurice J.G. Bun - 107-113 Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators
by Badi H. Baltagi & Georges Bresson & Alain Pirotte - 115-128 The effect of uncertainty on UK investment authorisation: Homogenous vs. heterogeneous estimators
by Ciaran Driver & Katsushi Imai & Paul Temple & Giovanni Urga - 129-147 Reinterpreting the performance of immigrant wages from panel data
by Derek Hum & Wayne Simpson - 149-167 Inflation and growth: Explaining a negative effect
by Max Gillman & Mark N. Harris & László Mátyás - 169-183 Efficiency measurement using a latent class stochastic frontier model
by Luis Orea & Subal C. Kumbhakar - 185-191 Productivity and technical change: Measurement and testing
by Subal C. Kumbhakar - 193-208 Modeling corner solutions with panel data: Application to the industrial energy demand in France
by Raja Chakir & Alain Bousquet & Norbert Ladoux
November 2003, Volume 28, Issue 4
- 649-668 Art as an investment: Short and long-term comovements in major painting markets
by Andrew C. Worthington & Helen Higgs - 669-685 A correlated bivariate Poisson jump model for foreign exchange
by Wing H. Chan - 687-707 Threshold models for trended time series
by George Kapetanios - 709-731 Asymmetric ACD models: Introducing price information in ACD models
by Luc Bauwens & Pierre Giot - 733-751 Spatial and supply/demand agglomeration economies: State- and industry-linkages in the U.S. food system
by Jeffrey P. Cohen & Catherine J. Morrison Paul - 753-765 Estimating multiproduct costs when some outputs are not produced
by Quinn Weninger - 767-782 How productivity and domestic output are related to exports and foreign output in the case of Sweden
by R. Scott Hacker & Abdulnasser Hatemi-J - 783-794 The order of integration for quarterly macroeconomic time series: A simple testing strategy
by Artur C. B. da Silva Lopes - 795-811 Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption
by Badi H. Baltagi & Georges Bresson & James M. Griffin & Alain Pirotte - 813-838 Effects of the single market on the Austrian insurance industry
by Bernhard Mahlberg & Thomas Url - 839-860 The Polish exchange rate system: A unit root and cointegration analysis
by Carsten Trenkler
July 2003, Volume 28, Issue 3
- 431-459 Employer-supported training in Canada and its impact on mobility and wages
by Daniel Parent - 461-478 Distributional assumptions and a test of the dual labor market hypothesis
by John Baffoe-Bonnie - 479-514 New insights on earnings trends across skill groups and industries in West Germany
by Bernd Fitzenberger & Claudia Kurz - 515-533 Estimating the employment effects of education for disabled workers in Norway
by Arild Aakvik - 535-552 Testing for hysteresis: Unemployment persistence and wage adjustment
by P. Fève & P. Y. Hénin & P. Jolivaldt - 553-570 Contracting out refuse collection
by E. Dijkgraaf & R. H. J. M. Gradus & B. Melenberg - 571-580 The proper panel econometric specification of the gravity equation: A three-way model with bilateral interaction effects
by Peter Egger & Michael Pfaffermayr - 581-598 Estimating a mixture of stochastic frontier regression models via the em algorithm: A multiproduct cost function application
by Steven B. Caudill - 599-613 A modified logit model for time series with an application to the pricing behaviour of manufacturing firms in Australia
by Chris M. Alaouze - 615-638 Real exchange rate shocks on tradables, nontradables, and the current account: Mexico, 1980–2000
by André Varella Mollick - 639-647 Risk compensation in wages – a replication
by Joop Hartog & Erik Plug & Luis Diaz Serrano & Jose Vieira
April 2003, Volume 28, Issue 2
- 223-247 Do national business cycles have an international origin?
by Joffrey Malek Mansour - 249-273 Effects of health information on Nordic meat and fish demand
by Kyrre Rickertsen & Dadi Kristofersson & Solveig Lothe - 275-289 Why are saving rates in East Asia so high? Reviving the life cycle hypothesis
by F. Gerard Adams & Peter A. Prazmowski - 291-302 Statistical analysis of inequality with decompositions: the Canadian experience
by David Gray & Jeffrey A. Mills & Sourushe Zandvakili