Browsing Department of Economics (ECO) by Title
Now showing items 1421-1440 of 2429
-
Title:Merger Remedies in the European Union: An Overview Author(s):MOTTA, Massimo; POLO, Michele; VASCONCELOS, HelderDate:2003Citation:François LÉVÊQUE, Howard SHELANSKI (eds), Merger Remedies in American and European Union Competition Law, Cheltenham, Edward Elgar Publishing, 2003Type:Contribution to book
-
Title:Mergers and Acquisitions Waves in the U.K.: a Markov-Switching Approach Author(s):RESENDE, MarceloDate:2005Type:Working PaperSeries/Number:EUI ECO 2005/04 -
Title:Mergers and disequilibrium in labour-managed economies Author(s):NUTI, Domenico MarioDate:1984Citation:Jahrbuch der Wirtschaft Osteuropas, 1984, Vol. 11, No. 1, pp. 73-90Type:Article
-
Title:Mergers and information Author(s):CABRAL, InesDate:2001Citation:Florence, European University Institute, 2001Type:ThesisSeries/Number:EUI PhD theses; Department of Economics
-
Title:Mergers and national champions Author(s):MOTTA, Massimo; RUTA, MicheleDate:2008Citation:Industria, 2008, XXIX, 2, 245-270Type:ArticleAbstract:The suspicion that national governments were in various forms promoting or defending domestic national champions (or discouraging foreign ones) arose in a long list of recent merger cases. This paper provides an analysis ...
-
Title:Michal Kalecki's Contribution to the Theory and Practice of Socialist Planning Author(s):NUTI, Domenico MarioDate:1986Citation:Cambridge Journal of Economics, 1986, 10, 4, 333-353Type:Article
-
Title:Microeconometric models of consumers demand and simulation of indirect tax reforms : an application with Spanish household data Author(s):LOPEZ NICOLAS, AngelDate:1993Citation:Florence, European University Institute, 1993Type:ThesisSeries/Number:EUI PhD theses; Department of Economics
-
Title:Microeconomic Perspectives on Aggregate Labor Markets Author(s):BERTOLA, GiuseppeDate:1998Type:Working PaperSeries/Number:EUI ECO; 1998/23
-
Title:MIDAS vs. Mixed-frequency VAR: Nowcasting GDP in the Euro Area Author(s):KUZIN, Vladimir; MARCELLINO, Massimiliano; SCHUMACHER, ChristianDate:2009Type:Working PaperSeries/Number:EUI ECO; 2009/32Abstract:This paper compares the mixed-data sampling (MIDAS) and mixed-frequency VAR (MF- VAR) approaches to model speci cation in the presence of mixed-frequency data, e.g., monthly and quarterly series. MIDAS leads to parsimonious ...
-
Title:MIDAS vs. Mixed-Frequency VAR: Nowcasting GDP in the Euro Area Author(s):KUZIN, Vladimir; MARCELLINO, Massimiliano; SCHUMACHER, ChristianDate:2011Citation:International Journal of Forecasting, 2011, 27, 2, 529-542Version:Published version of EUI ECO WP 2009/32Type:ArticleAbstract:This paper compares the mixed-data sampling (MIDAS) and mixed-frequency VAR (MF-VAR) approaches to model specification in the presence of mixed-frequency data, e.g. monthly and quarterly series. MIDAS leads to parsimonious ...
-
Title:Migration, Savings and Uncertainty Author(s):DUSTMANN, ChristianDate:1992Type:Working PaperSeries/Number:EUI ECO; 1992/84
-
Title:Minimum Quality Standard as an Environmental Policy: Domestic and International Effects Author(s):ICHINO, Andrea; THISSE, Jacques-FrancoisDate:1999Citation:Emmanuel PETRAKIS, Sofokles SARTZETAKIS and Anastasios XEPAPADEAS (eds), Environmental Regulation and Market Power: Competition, Time Consistency and International Trade, Cheltenham, Edward Elgar, 1999, 27-46Type:Contribution to book
-
Title:Missing consumption inequality : direct evidence from individual food data Author(s):SANTAEULÀLIA-LLOPIS, Raül; ZHENG, YuDate:2016Type:Working PaperSeries/Number:EUI ECO; 2016/12Abstract:Without data on individual consumption, inequality across individuals is almost invariably inferred by applying adult equivalence scales to household-level consumption data. To assess whether these household-based measures ...
-
Title:Missing Observations and Additive Outliers in Time Series Models Author(s):MARAVALL, Agustin; PENA, DanielDate:1992Type:Working PaperSeries/Number:EUI ECO; 1992/97
-
Title:The mixed blessing of IMF intervention: Signalling versus liquidity support Author(s):ZWART, SanneDate:2007Citation:Journal of Financial Stability, 2007, 3, 2, 149-174Type:ArticleAbstract:Although IMF support is supposed to benefit a country, it might be bad news that the IMF believes intervention is necessary. This paper analyzes a bank run model in which both the liquidity effect and the signalling effect ...
-
Title:A Mixture Multiplicative Error Model for Realized Volatility Author(s):LANNE, MarkkuDate:2006Type:Working PaperSeries/Number:EUI ECO; 2006/3Abstract:A multiplicative error model with time-varying parameters and an error term following a mixture of gamma distributions is intro- duced. The model is fitted to the daily realized volatility series of Deutschemark/Dollar ...
-
Title:A Model for Ordinal Responses with an Application to Policy Interest Rate Author(s):SIRCHENKO, AndreiDate:2012Type:Working PaperSeries/Number:Economics Education and Research Consortium (EERC) Working Papers; E12/13Abstract:The decisions to reduce, leave unchanged, or increase (the price, rating, policy interest rate, etc.) are often characterized by abundant no-change outcomes that are generated by different processes. Moreover, the positive ...
-
Title:Model Selection for Nested and Overlapping Nonlinear Dynamic and Possibly Mis-specified Models Author(s):MARCELLINO, Massimiliano; ROSSI, BarbaraDate:2008Citation:Oxford Bulletin of Economics and Statistics, 2008, 70, s1, 867-893.Type:Article
-
Title:Modeling and Forecasting Exchange-Rates With a Bayesian Time-Varying Coefficient Model Author(s):CANOVA, FabioDate:1993Citation:Journal of Economic Dynamics & Control, 1993, 17, 01-feb, 233-261Type:ArticleAbstract:This paper employs a multivariate Bayesian time-varying coefficients (TVC) approach to model and forecast exchange rate data. It is shown that, if used as a data-generating mechanism, a TVC model induces nonlinearities in ...
-
Title:Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model Author(s):LU, Yang K.; PERRON, PierreDate:2010Citation:Journal of Empirical Finance, 2010, 17, 1, 138-156Type:ArticleAbstract:We consider the estimation of a random level shift model for which the series of interest is the sum of a short-memory process and a jump or level shift component. For the latter component, we specify the commonly used ...