Content
December 2004, Volume 29, Issue 4
- 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 - 303-319 Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks
by Dan Ben-David & Robin L. Lumsdaine & David H. Papell - 321-334 Inflation-unemployment tradeoff and regional labor market data
by Uwe Hassler & Michael Neugart - 335-351 Weighted samples, kernel density estimators and convergence
by Francisco J. Goerlich Gisbert - 353-364 Model selection when estimating and predicting consumer demands using international, cross section data
by J. A. L. Cranfield & James S. Eales & Thomas W. Hertel & Paul V. Preckel - 365-386 Seasonality and Markov switching in an unobserved component time series model
by Rob Luginbuhl & Aart de Vos - 387-402 The effects of shocks on the Austrian unemployment rate – a structural VAR approach
by Susanne Maidorn - 403-416 The impact of imports on price-cost margins: An empirical illustration
by Rigoberto A. Lopez & Elena Lopez - 417-429 Ten-year forecasts of real stock price changes
by Rolando F. Peláez
January 2003, Volume 28, Issue 1
- 3-22 A generalized additive Tobit model
by Armando Levy - 23-44 Short- and long-term unemployment: How do temporary layoffs affect this distinction?
by Peter Jensen & Michael Svarer - 45-59 Bayesian estimation of social welfare and tax progressivity measures
by Duangkamon Chotikapanich & John Creedy - 61-73 Robust estimation of models of Engel curves
by Jiazhong You - 75-100 On the choice of functional form in stochastic frontier modeling
by Konstantinos Giannakas & Kien C. Tran & Vangelis Tzouvelekas - 101-113 Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks
by Luis A. Gil-Alana - 115-139 Social Security and personal saving: 1971 and beyond
by Philip Meguire - 141-156 Sectoral trends and cycles in Germany
by Yin-Wong Cheung & Frank Westermann - 157-172 A common trends model of UK core inflation
by Fabio C. Bagliano & Claudio Morana - 173-180 Real exchange rate determination: Empirical observations from East-Asian countries
by Tatsuyoshi Miyakoshi - 181-201 Pooling surveys in the estimation of income and price elasticities: An application to Tunisian households
by Mohamed Ayadi & Jaya Krishnakumar & Mohamed Salah Matoussi - 203-222 Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers
by K. Hadri & C. Guermat & J. Whittaker
2002, Volume 27, Issue 4
- 569-586 Conditional mean functions of non-linear models of US output
by Ana B. C. Galvão & Michael P. Clements - 587-600 A test for rational bubbles in stock prices
by Yuichi Fukuta - 601-606 Estimation of an effectively globally regular demand system: An application to United States meat consumption
by Anitoliy Skripnichenko & Kevin Chen - 607-630 Changing rewards in contests: Has the three-point rule brought more offense to soccer?
by José Correia Guedes & Fernando S. Machado - 631-643 Are Hodrick-Prescott `forecasts' rational?
by J. Z. Easaw & S. M. Heravi & J. C. K. Ash & D. J. Smyth - 645-656 Specification and sensitivity analysis of cross-country growth regressions
by Thanasis Stengos & Theofanis P. Mamuneas & Pantelis Kalaitzidakis - 657-686 Testing misspecified non-nested factor demand systems: Some Monte Carlo results
by Matteo Manera - 687-704 Unemployment hysteresis and the natural rate of vacancies
by By Knut Røed - 705-723 The symmetry of the wage-change distribution: Survey and contract data
by Thanasis Stengos & Louis N. Christofides
2002, Volume 27, Issue 3
- 403-425 On the herding instinct of interest rate forecasters
by Ronald Bewley & Denzil G. Fiebig - 427-446 Money and prices: U.S. Data 1869-1914 (A study with directed graphs)
by David A. Bessler & Seongpyo Lee - 447-460 Employment shifts, economic reform and the changes in public/private sector wages in Mexico: 1987-1997
by José A. Pagán & José A. Tijerina Guajardo & Jorge Valero Gil - 461-472 Risk preference and productivity measurement under output price uncertainty
by Subal C. Kumbhakar - 473-497 Implementing and interpreting indicators of core inflation: the case of France
by Franck Sédillot & Hervé Le Bihan - 499-527 The hidden economy in Spain - A monetary estimation, 1964-1998
by Mariá Dolores Gadea & José Mariá Serrano-Sanz - 529-542 The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation?
by Sylvia Kaufmann & Georg Winckler & Johann Scharler - 543-567 Goodness-of-fit techniques for count data models: an application to the demand for dental care in Spain
by Begoña Álvarez & Miguel A. Delgado
2002, Volume 27, Issue 2
- 149-162 New directions in business cycle research and financial analysis
by James D. Hamilton & Baldev Raj - 163-183 Permanent and transitory components of recessions
by Chang-Jin Kim & Christian J. Murray - 185-204 Can oil shocks explain asymmetries in the US Business Cycle?
by Hans-Martin Krolzig & Michael P. Clements - 205-232 Markov switching in disaggregate unemployment rates
by Chinhui Juhn & Simon Potter & Marcelle Chauvet - 233-254 A Markov-switching vector equilibrium correction model of the UK labour market
by Massimiliano Marcellino & Grayham E. Mizon & Hans-Martin Krolzig - 255-276 Plucking models of business cycle fluctuations: Evidence from the G-7 countries
by Terence C. Mills & Ping Wang - 277-297 Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data
by Sylvia Kaufmann - 299-334 A regime-switching approach to the study of speculative attacks: A focus on EMS crises
by Maria Soledad Martinez Peria - 335-362 Fads or bubbles?
by Simon van Norden & Huntley Schaller - 363-394 Improving GARCH volatility forecasts with regime-switching GARCH
by Franc Klaassen - 395-401 Power issues when testing the Markov switching model with the sup likelihood ratio test using U.S. output
by Patrick J. Coe
2002, Volume 27, Issue 1
- 1-22 The dynamic specification of the modified pecking order theory: Its relevance to Italy
by Maria Elena Bontempi - 23-47 A semiflexible normalized quadratic inverse demand system: an application to the price formation of fish
by Richard C. Bishop & Matthew T. Holt - 49-62 Are U.S. regions converging? Using new econometric methods to examine old issues
by Timothy J. Vogelsang & Marc Tomljanovich - 63-90 The European Community Household Panel: A review
by Franco Peracchi - 91-100 A panel cointegration approach to the investment-saving correlation
by Tsung-wu Ho - 101-112 Uncertainty of outcome versus reputation: Empirical evidence for the First German Football Division
by Georg Stadtmann & Dirk Czarnitzki - 113-129 Output gap uncertainty: Does it matter for the Taylor rule?
by Frank Smets - 131-148 Nonlinearity in dynamic adjustment: Semiparametric estimation of panel labor supply
by Qi Li & Thomas J. Kniesner
2001, Volume 26, Issue 4
- 599-622 The impact of health on wages: Evidence from the British Household Panel Survey
by (*), Nigel Rice & Paul Contoyannis - 623-650 Who is ruling Europe? Empirical evidence on the German Dominance Hypothesis
by Mariam Camarero & Javier Ordóñez - 651-672 Stock prices and money velocity: a multi-country analysis
by Massimo Caruso - 673-705 A small continuous time macro-econometric model of the Czech Republic
by Emil Stavrev - 707-720 The economic impact of EU-enlargement: assessing the migration potential
by Michael Fertig - 721-726 The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis
by Siu Fai Leung & Shihti Yu
2001, Volume 26, Issue 3
- 461-486 The cause of Danish unemployment: Demand or supply shocks?
by Anders Warne & Henrik Hansen - 487-514 The minimum wage, employment, and the AS-IF methodology: A forecasting approach to evaluating the minimum wage
by Paul Wolfson & Dale Belman - 515-524 Estimating productivity and returns to scale in the US textile industry
by Harri Ramcharran - 525-551 Do reductions in black market exchange rate premia cause inflation?
by Bruno Larue & Jean-Philippe Gervais - 553-564 Okun's Law Does the Austrian unemployment-GDP relationship exhibit structural breaks?
by Leopold Sögner - 565-580 The stock market and investment in the small and open Norwegian economy
by Øystein Gjerde & Kjell Henry Knivsflå & Frode Sættem - 581-597 Testing for nonlinearities in German bank stock returns
by Sophie Robé & Reinhold Kosfeld
2001, Volume 26, Issue 2
- 325-341 The treatment of seasonality in error correction models as unobserved component: a case study for an Austrian consumption function
by Michael Wüger & Gerhard Thury - 343-355 Testing the effect of an anti-dumping duty: The US salmon market
by Frank Asche - 357-366 Near unit root and the relationship between inflation and interest rates: A reexamination of the Fisher effect
by Markku Lanne - 367-389 Measuring the effectiveness of non-price export promotion using a supply-side approach
by C. Richard Shumway & H. Alan Love & Juan J. Porras - 391-405 Unobserved components in an error-correction model of consumption for Southern European countries
by Nicholas Sarantis & Chris Stewart - 407-427 The unequal distribution of unequal pay - An empirical analysis of the gender wage gap in Switzerland
by Dorothe Bonjour & Michael Gerfin - 429-446 Dynamic effects of public investment: Vector autoregressive evidence from six industrialized countries
by Stefan Mittnik & Thorsten Neumann - 447-459 A convenient representation for structural vector autoregressions
by Jörg Breitung
2001, Volume 26, Issue 1
- 1-5 Introduction
by Bernd Fitzenberger & Roger Koenker & JosÊ A. F. Machado - 7-40 Individual heterogeneity in the returns to schooling: instrumental variables quantile regression using twins data
by Omar Arias & Walter Sosa-Escudero & Kevin F. Hallock - 41-86 Testing for uniform wage trends in West-Germany: A cohort analysis using quantile regressions for censored data
by Reinhard Hujer & Bernd Fitzenberger & Reinhold Schnabel & Thomas E. MaCurdy - 87-113 Quantile regression with sample selection: Estimating women's return to education in the U.S
by Moshe Buchinsky - 115-134 Earning functions in Portugal 1982-1994: Evidence from quantile regressions
by José A. F. Machado & José Mata - 135-148 Wage inequality in a developing country: decrease in minimum wage or increase in education returns
by Xulia GonzÂlez & Daniel Miles - 149-167 How wide is the gap? An investigation of gender wage differences using quantile regression
by Angel López-Nicolás & Jaume García & Pedro J. Hernández - 169-182 The public-private sector wage gap in Zambia in the 1990s: A quantile regression approach
by Michael Rosholm & Helena Skyt Nielsen - 183-197 Asymmetric labor supply
by Eduardo Pontual Ribeiro - 199-220 Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments
by Yannis Bilias & Roger Koenker - 221-246 For whom the reductions count: A quantile regression analysis of class size and peer effects on scholastic achievement
by Jesse Levin - 247-257 The effects of demographics and maternal behavior on the distribution of birth outcomes
by Jason Abrevaya - 259-270 Nonparametric quantile regression analysis of R&D-sales relationship for Korean firms
by Joon-Woo Nahm - 271-292 Conditional value-at-risk: Aspects of modeling and estimation
by Len Umantsev & Victor Chernozhukov - 293-305 Portfolio style: Return-based attribution using quantile regression
by Gilbert W. Bassett Jr. & Hsiu-Lang Chen - 307-324 Integrated Conditional Moment testing of quantile regression models
by Herman J. Bierens & Donna K. Ginther
2000, Volume 25, Issue 4
- 541-561 Forecasting industrial production in the Euro area
by Giuseppe Parigi & Roberto Golinelli & Giorgio Bodo - 563-580 What color are commodity prices? A fractal analysis
by J. B. Cromwell & W. C. Labys & E. Kouassi - 581-603 The demand for money in Austria
by Bernd Hayo - 605-621 Is there a Laffer curve between aggregate output and public sector employment?
by Matti Virén & Erkki Koskela - 623-640 Efficiency of labour use in the Swedish banking industry: a stochastic frontier approach
by George E. Battese & Lennart Hjalmarsson & Almas Heshmati - 641-652 On moment condition failure in German stock returns: an application of recent advances in extreme value statistics
by Thomas Lux - 653-663 A monetary analysis of the Drachma/ECU exchange rate determination, 1980-1991
by George Zis & Athanasios P. Papadopoulos - 665-671 Peaks or tails - What distinguishes financial data?
by Walter KrÄmer & Ralf Runde - 673-697 Recruitment channel use and applicant arrival: An empirical analysis
by Piet Rietveld & Cees Gorter & Peter Nijkamp & Giovanni Russo - 699-714 Spell durations and the impact of censoring
by Michael A. Nolan - 715-719 A proposed set of nine regions for the United States and the inequality of population densities
by Henri Theil & Charles B. Moss
2000, Volume 25, Issue 3
- 369-392 Detrending methods and stylized facts of business cycles in Norway - an international comparison
by Hilde Christiane BjÛrnland - 393-419 Labor market dynamics when effort depends on wage growth comparisons
by Jean-Pierre Urbain & Franz Palm & David de la Croix - 421-436 Dynamic analysis of British demand for tourism abroad
by Panayiota Lyssiotou - 437-462 An analysis of housing expenditure using semiparametric cross-section models
by Bertrand Melenberg & Arthur van Soest & Erwin Charlier - 463-474 Segmented stochastic convergence across the G-7 countries
by Roberto Cellini & Antonello E. Scorcu - 475-493 Cointegration and common trends on the West German labour market
by Kai Carstensen & Gerd Hansen - 495-506 Sources of output growth in Singapore's services sector
by Renuka Mahadevan - 507-518 Bank acquisitions of investment dealers: Canadian evidence and implications for Glass-Steagall reform
by Nancy D. Ursel - 519-539 Invariance, price indices and estimation in almost ideal demand systems
by Adolf Buse & Wing H Chan
2000, Volume 25, Issue 2
- 189-208 Is it efficient to analyse efficiency rankings?
by Uwe Jensen - 229-246 Constrained nonparametric regression analysis of load curves
by Juan RodrÎguez-Poo - 247-259 Quasi-Monte Carlo methods in stochastic simulations: An application to policy simulations using a disequilibrium model of the West German economy 1960-1994
by Klaus Göggelmann & Peter Winker & Martin Schellhorn & Wolfgang Franz - 261-278 The cyclical behaviour of prices in the U.K.: Some structural time series evidence
by Imad A. Moosa - 279-296 Assessing the impact of taxes on female labor supply using a finite mixture approach
by Jörgen Hansen & Peter Ericson - 297-313 Black market exchange rates in India: an empirical analysis
by Jalal U. Siddiki - 315-325 The duration of new firms in banking: an application of Cox regression analysis
by Enrico Santarelli - 327-350 Institutional specifics and unemployment insurance eligibility in Canada: How sensitive are employment duration effects?
by Michael P. Kidd & Michael Shannon