Browsing Department of Economics (ECO) by Title
Now showing items 1421-1440 of 2471
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Title:Markov-Switching Vector Autoregressive Models: Monte Carlo experiment, impulse response analysis, and Granger-Causal analysis Author(s):DROUMAGUET, MatthieuDate:2012Citation:Florence : European University Institute, 2012Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This dissertation has for prime theme the exploration of nonlinear econometric models featuring a hidden Markov chain. Occasional and discrete shifts in regimes generate convenient nonlinear dynamics to econometric models, ... -
Title:The Markup and the Business Cycle Reconsidered Author(s):BANERJEE, Anindya; RUSSELL, BillDate:2000Type:Working PaperSeries/Number:EUI ECO; 2000/21
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Title:A Markup Model for Forecasting Inflation in the Euro AreaI Author(s):BANERJEE, Anindya; RUSSELL, BillDate:2002Type:Working PaperSeries/Number:EUI ECO; 2002/16
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Title:A martingale decomposition of discrete Markov chains Author(s):HANSEN, Peter ReinhardDate:2015Citation:Economics letters, 2015, Vol. 133, pp. 14-18Type:ArticleAbstract:We consider a multivariate time series whose increments are given from a homogeneous Markov chain. We show that the martingale component of this process can be extracted by a filtering method and establish the corresponding ...
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Title:Matching Firms, Managers and Incentives Author(s):BANDIERA, Oriana; GUISO, Luigi; PRAT, Andrea; SADUN, RaffaellaDate:2008Type:Working PaperSeries/Number:EUI ECO; 2009/14Abstract:We provide evidence on the match between firms, managers and incentives using a new survey designed for this purpose. The survey contains information on a sample of executives’ risk preferences and human capital, on the ...
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Title:Matching in a DSGE Framework Author(s):HERTWECK, Matthias S.Date:2010Citation:Florence, European University Institute, 2010Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This thesis consists of three chapters that examine different aspects of frictional labor markets in a DSGE framework. In particular, my thesis investigates the implications of different wage bargaining regimes, labor ...
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Title:Matching Processes in the Labour Market in Marseilles. An Econometric Study Author(s):TEYSSIERE, GillesDate:1993Type:Working PaperSeries/Number:EUI ECO; 1993/24
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Title:Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models Author(s):KRIWOLUZKY, AlexanderDate:2009Type:Working PaperSeries/Number:EUI MWP; 2009/27Abstract:This paper shows how to identify the structural shocks of a Vector Autoregression (VAR) while simultaneously estimating a dynamic stochastic general equilibrium (DSGE) model that is not assumed to replicate the data-generating ...
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Title:Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models Author(s):KRIWOLUZKY, AlexanderDate:2009Type:Working PaperSeries/Number:EUI ECO; 2009/29Abstract:This paper shows how to identify the structural shocks of a Vector Autoregression (VAR) while simultaneously estimating a dynamic stochastic general equilibrium (DSGE) model that is not assumed to replicate the data-generating ...
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Title:Matching, sorting, and the distributional impacts of international trade Author(s):GROSSMAN, Gene M.; HELPMAN, Elhanan; KIRCHER, PhilippDate:2017Citation:Journal of political economy, 2017, Vol. 125, No. 1, pp. 224-264Type:ArticleAbstract:We study the distributional consequences of trade in a world with two industries and two heterogeneous factors of production. Productivity in each production unit reflects the ability of the manager and the abilities of ...
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Title:Mathematical and Statistical Modelling of Cointegration Author(s):JOHANSEN, SorenDate:1997Type:Working PaperSeries/Number:EUI ECO; 1997/14
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Title:Means-Tested Unemployment Benefit and Family Labour Supply: A Dynamic Analysis Author(s):DUSTMANN, Christian; MICKLEWRIGHT, JohnDate:1992Type:Working PaperSeries/Number:EUI ECO; 1992/69
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Title:A Measure for Credibility: Tracking US Monetary Developments Author(s):DEMERTZIS, Maria; MARCELLINO, Massimiliano; VIEGI, NicolaDate:2008Type:Working PaperSeries/Number:EUI ECO; 2008/38Abstract:Our objective is to identify a way of checking empirically the extent to which expectations are de-coupled from inflation, how well they might be anchored in the long run, and at what level. This methodology allows us then ...
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Title:A Measure for Credibility: Tracking US Monetary Developments Author(s):DEMERTZIS, Maria; MARCELLINO, Massimiliano; VIEGI, NicolaDate:2008Type:Working PaperSeries/Number:CEPR Discussion Paper; 2008/7036Abstract:Our objective is to identify a way of checking empirically the extent to which expectations are de-coupled from inflation, how well they might be anchored in the long run, and at what level. This methodology allows us then ...
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Title:Measure Theory Author(s):KIRMAN, AlanDate:1987Citation:John EATWELL, Murray MILGATE and Peter NEWMAN (eds), The New Palgrave: A Dictionary of Economics, First Edition, London/Basingstoke, Palgrave Macmillan, 1987, 434-436Type:Contribution to book
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Title:The Measurement of Growth under Embodied Technical Change Author(s):LICANDRO, Omar; RUIZ-CASTILLO, Javier; DURAN, JorgeDate:2001Type:Working PaperSeries/Number:EUI ECO; 2001/14
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Title:The Measurement of Growth under Embodied Technical Change Author(s):LICANDRO, Omar; RUIZ-CASTILLO, Javier; DURAN, JorgeDate:2002Citation:Recherches Economics de Louvain, 2002, 68, 1-2, 7-19Type:Article
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Title:The measurement of persistence of economic shocks Author(s):FABRIZIO, StefaniaDate:1995Citation:Florence, European University Institute, 1995Type:ThesisSeries/Number:EUI PhD theses; Department of Economics
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Title:Measuring International Risk-Sharing: Theoretical Issues and Empirical Evidence from OECD Countries Author(s):VIANI, FrancescaDate:2011-01-01Type:Working PaperSeries/Number:EUI ECO; 2011/10Abstract:Whether financial market integration raised global insurance is a crucial, still open issue. All empirical methods to measure cross-border risk-sharing are based on the implicit assumption that international prices do not ...
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Title:Measuring Market Conduct in the Brazilian Cement Industry: A Dynamic Econometric Investigation Author(s):ZEIDAN, Rodrigo M.; RESENDE, MarceloDate:2005Type:Working PaperSeries/Number:EUI ECO; 2005/13