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Browsing by Subject "C14"
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Title: Environmental policy and directed technological change : evidence from the European carbon market Author(s): CALEL, Raphael; DECHEZLEPRÊTRE, Antoine Date: 2013 Type of Publication: Working Paper Series/Report no.: EUI RSCAS Abstract: This paper investigates the impact of the EU Emissions Trading Scheme (EU ETS) on technological change. We exploit installations-level inclusion criteria to estimate the impact of the EU ETS on firms patenting. We find ... -
Title: The Multiscale Causal Dynamics of Foreign Exchange Markets Author(s): BEKIROS, Stelios D.; MARCELLINO, Massimiliano Date: 2011 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: This paper relies on wavelet multiresolution analysis to capture the dependence structure of currency markets and reveal the complex dynamics across different timescales. It investigates the nature and direction of causal ...
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Title: Nonlinear Causality Testing with Stepwise Multivariate Filtering Author(s): BEKIROS, Stelios D. Date: 2011 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: This study explores the direction and nature of causal linkages among six currencies denoted relative to United States dollar (USD), namely Euro (EUR), Great Britain Pound (GBP), Japanese Yen (JPY), Swiss Frank (CHF), ...
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Title: The Public-Private Wage Differential in the West Bank and Gaza: Before and During the Second Intifada Author(s): MIAARI, Sami H. Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: This paper measures the public-private wage differential in the West Bank and Gaza and describes its dynamics before and during the second Intifada using data from the Palestinian Labour Force Survey (PLFS) of the Palestinian ...
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Title: Semiparametric Methods for the Measurement of Latent Attitudes and the Estimation of Their Behavioural Consequences Author(s): SPADY, Richard Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We model attitudes as latent variables that induce stochastic dominance relations in (item) responses. Observable characteristics that affect attitudes can be incorporated into the analysis to improve the measurement of ...
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Title: How to Attain Minimax Risk with Applications to Distribution-Free Nonparametric Estimation and Testing Author(s): SCHLAG, Karl H. Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We show how to a derive exact distribution-free nonparametric results for minimax risk when underlying random variables have known finite bounds and means are the only parameters of interest. Transform the data with a ...
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