Browsing by Title

Title:Forecasting Volatility Using High-Frequency Data Author(s):HANSEN, Peter Reinhard; LUNDE, AsgerDate:2011Citation:Michael P. CLEMENTS and David F. HENDRY (eds), The Oxford Handbook of Economic Forecasting, Oxford, Oxford University Press, 2011, Oxford Handbooks, 525-556Type:Contribution to bookAbstract:This article focuses on some aspects of high-frequency data and their use in volatility forecasting. High-frequency data can be used to construct volatility forecasts. The article reviews two leading approaches to this. ...

Title:Forecasting with a DSGE model of a small open economy within the monetary union Author(s):MARCELLINO, Massimiliano

; RYCHALOVSKA, YuliyaDate:2014Citation:Journal of forecasting, 2014, Vol. 33, No. 5, pp. 315-338Type:ArticleAbstract:In this paper we lay out a two-region dynamic stochastic general equilibrium (DSGE) model of an open economy within the European Monetary Union. The model, which is built in the New Keynesian tradition, contains real and ...

Title:Forecasting with a state space time-varying parameter VAR model : evidence from the Euro area Author(s):BEKIROS, Stelios D.

Date:2014Citation:Economic modelling, 2014, Vol. 38, pp. 619-626Type:ArticleAbstract:Standard VAR and Bayesian VAR models are proven to be reliable tools for modeling and forecasting, yet they are still linear and they do not consider time-variation in parameters. VAR modeling is subject to the Lucas ...

Title:Forecasting with dynamic models using shrinkage-based estimation Author(s):CARRIERO, Andrea; KAPETANIOS, George; MARCELLINO, Massimiliano

Date:2008Type:Working PaperSeries/Number:Queen Mary University of London; Working Papers; 2008/635Abstract:The paper provides a proof of consistency of the ridge estimator for regressions where the number of regressors tends to infinity. Such result is obtained without assuming a factor structure. A Monte Carlo study suggests ...

Title:Forecasting with Factor-augmented Error Correction Models Author(s):MASTEN, Igor; BANERJEE, Anindya; MARCELLINO, Massimiliano

Date:2009Type:Working PaperSeries/Number:EUI RSCAS; 2009/32Abstract:As a generalization of the factor-augmented VAR (FAVAR) and of the Error Correction Model (ECM), Banerjee and Marcellino (2009) introduced the Factor-augmented Error Correction Model (FECM). The FECM combines error-correction, ...

Title:Forecasting with factor-augmented error correction models Author(s):BANERJEE, Anindya; MARCELLINO, Massimiliano

; MASTEN, IgorDate:2014Citation:International journal of forecasting, 2014, Vol. 30, No. 3, pp. 589-612Version:Published version of EUI RSCAS WP 2009/32Type:ArticleAbstract:As a generalization of the factor-augmented VAR (FAVAR) and of the Error Correction Model (ECM), Banerjee and Marcellino (2009) introduced the Factor-augmented Error Correction Model (FECM). The FECM combines error-correction, ...

Title:Forecasting with VARMA Models Author(s):LUETKEPOHL, Helmut

Date:2004Type:Working PaperSeries/Number:EUI ECO; 2004/25

Title:Foreign acquisitions of land in developing countries : risks, opportunities and new actors Author(s):CUFFARO, Nadia; GIOVANNETTI, Giorgia

; MONNI, SalvatoreDate:2013Citation:QA: Rivista dell'Associazione Rossi-Doria, 2013, No. 2, pp. 9-36Type:Article

Title:Foreign affairs powers and policy in the draft treaty establishing the European Union Author(s):BRÜCKNER, PeterDate:1985Citation:Florence : European University Institute, 1985Type:Working PaperSeries/Number:EUI Working Papers; 142

Title:Foreign Aid and Reform: The Diverging Paths of Egypt and Jordan in the 1990's Author(s):GLASSER, BradDate:2001Citation:Florence : European University Institute, 2001Type:Working PaperSeries/Number:EUI RSC; 2001/20

Title:Foreign Armed Intervention in Internal Conflict Author(s):TANCA, AntonioDate:1993Citation:Dordrecht/Boston, M. Nijhoff, 1993Version:Published version of EUI PhD thesis, 1990Type:BookAbstract:The main aim of this book is to inquire into the system of norms regulating the `internationalization' of internal conflicts. The traditional distinction between international and internal conflict, which entails different ...

Title:Foreign assistance and emigration : accounting for the role of non-transferred aid Author(s):LANATI, Mauro

; THIELE, RainerDate:2019Type:Working PaperSeries/Number:EUI RSCAS; 2019/18; Migration Policy CentreAbstract:Since policymakers increasingly regard foreign aid as a means to manage international flows of migrants, it is important to obtain accurate empirical evidence on the complex link between aid and migration. Recent research ...

Title:Foreign assistance and emigration : accounting for the role of non-transferred aid Author(s):LANATI, Mauro

; THIELE, RainerDate:2020Citation:World economy, 2020, Vol. 43, No. 7, pp. 1951-1976Type:ArticleAbstract:Since policymakers increasingly regard foreign aid as a means to manage international flows of migrants, it is important to obtain accurate empirical evidence on the complex link between aid and migration. Recent research ...

Title:Foreign assistance and migration choices : disentangling the channels Author(s):LANATI, Mauro

; THIELE, RainerDate:2018Citation:Economics letters, 2018, Vol. 172, pp. 148-151Type:ArticleSeries/Number:[Migration Policy Centre]; [MEDAM]Abstract:At least since the large refugee movements to the EU in 2015, many policymakers see foreign aid as a means to stem migrant inflows. Yet, little is known about the mechanisms through which foreign aid might affect migration ...

Title:Foreign debt, crisis management, systemic transformation : Poland 1989-1994 Author(s):TYSZKA, Franciszek

Date:2019Citation:Florence : European University Institute, 2019Type:ThesisSeries/Number:EUI; HEC; PhD ThesisAbstract:This thesis examines the role of foreign debt in the origin, progress and completion of an economic reform in Poland lasting from 1989 until 1994. The correlations between foreign debt and radical economic reform are ...

Title:Foreign direct investment and competition in the advertising sector : the Italian case Author(s):ESPERANCA, Jose PauloDate:1989Citation:Florence : European University Institute, 1989Type:Working PaperSeries/Number:EUI Working Papers; 417

Title:Foreign direct investment and structural transformation in Africa Author(s):HOEKMAN, Bernard M.

; SANFILIPPO, Marco

; TAMBUSSI, MargheritaDate:2023Type:Working PaperSeries/Number:EUI; RSC; Working Paper; 2023/02; Global Governance Programme-490; [Global Economics]Abstract:This paper analyzes the relationship between inward FDI and structural transformation of local labour markets in Africa. We combine geolocalized information on the distribution of FDI with a novel database that provides ...

Title:Foreign direct investment in Sub-Saharan Africa : drivers and the challenge of the land-energy nexus Author(s):GIOVANNETTI, Giorgia

; TICCI, ElisaDate:2013Type:Working PaperSeries/Number:UNIFI; Economics Working Paper; 2013/09

Title:Foreign direct investment in Sub-Saharan Africa : drivers and the challenge of the land-energy nexus Author(s):GIOVANNETTI, Giorgia

; TICCI, ElisaDate:2013Citation:QA Rivista dell’Associazione Rossi-Doria, 2013, No. 2, pp. 57-86Type:ArticleAbstract:His paper explores recent patterns of foreign direct investments (FDI) in land in Sub-Saharan Africa (SSA), with the focus on investment in biofuel crops. It describes the drivers and features of this type of investment ...

Title:Foreign Direct Investments and Spillovers Through Workers' Mobility Author(s):MOTTA, Massimo; FOSFURI, Andrea; RONDE, ThomasDate:2001Citation:Journal of International Economics, 2001, 53, 1, 205-222Type:ArticleAbstract:We analyze a model where a multinational firm can use a superior technology in a foreign subsidiary only after training a local worker. Technological spillovers from foreign direct investment arise when this worker is later ...