Department of Economics (ECO)

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Department of Economics (ECO)

 

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    Title: Market regulation and firm performance : the case of smoking bans in the United Kingdom  Author(s): ADDA, Jérôme; BERLINSKI, Samuel; MACHIN, Stephen Date: 2012 Type of Publication: Article Abstract: This paper analyzes the effects on firms of a ban on smoking in public places. Our empirical strategy relies on comparing outcomes in Scotland before and after the Scottish smoking ban (introduced in March 2006) with those ...
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    Title: Structural vector autoregressions with Markov switching : identification via heteroskedasticity  Author(s): NETŠUNAJEV, Aleksei Date: 2013 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: Structural vector autoregressions are of great importance in applied macroeconometric work. The main di culty associated with structural analysis is to identify unique shocks of interest. In a conventional approach this ...
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    Title: Three essays on frictional labour markets  Author(s): POTHIER, David Date: 2013 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: This thesis contributes to the understanding of how socio-economic factors affect the functioning of modern labour markets. It belongs to the strand of academic literature that departs from the standard Walrasian model of ...
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    Title: The multiscale causal dynamics of foreign exchange markets  Author(s): BEKIROS, Stelios; MARCELLINO, Massimiliano Date: 2013 Type of Publication: Article Abstract: This paper relies on wavelet multiresolution analysis to investigate the dependence structure and predictability of currency markets across different timescales. It explores the nature and direction of causality among the ...
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    Title: On the Predictability of Time-Varying VAR and DSGE Models  Author(s): BEKIROS, Stelios D.; PACCAGNINI, Alessia Date: 2012 Type of Publication: Article Abstract: Over the last few years, there has been a growing interest in DSGE modelling for predicting macroeconomic fluctuations and conducting quantitative policy analysis. Hybrid DSGE models have become popular for dealing with ...