Browsing Department of Economics (ECO) by Title

Title: Random matching and trade relationships in decentralized markets Author(s): HERREINER, Dorothea K. Date: 2000 Type of Publication: Thesis Series/Report no.: EUI PhD theses

Title: A random walk through unit roots Author(s): LOPEZ PEREZ, Jose Humberto Date: 1995 Type of Publication: Thesis Series/Report no.: EUI PhD theses

Title: Rational Stubbornness? Author(s): WALDMANN, Robert Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Rationalizability in Incomplete Information Games Author(s): BATTIGALLI, Pierpaolo Date: 1999 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Rationalizing Trading Frequency and Returns Author(s): BONAPARTE, Yosef; COOPER, Russell Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Barber and Odean (2000) study the relationship between trading frequency and returns. They find that households who trade more frequently have a lower net return than other households. But all households have about the ...

Title: A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated Author(s): BANERJEE, Anindya; MIZEN, Paul Date: 2003 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Reaction to Technology Shocks in Markov-Switchings Structural VARs: Identification via heteroskedasticity Author(s): NETŠUNAJEV, Aleksei Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: The paper reconsiders the conflicting results in the debate connected to the effects of technology shocks on hours worked in the bivariate system. Given major dissatisfaction with the just-identifying long-run restrictions, ...

Title: Real exchange rate determination in Spain and two essays on learning theory Author(s): FERNANDEZ DE CORDOBA MARTOS, Gonzalo Date: 1998 Type of Publication: Thesis Series/Report no.: EUI PhD theses

Title: Realized Beta GARCH: Multivariate GARCH model with realized measures of volatility and covolatility Author(s): HANSEN, Peter Reinhard; LUNDE, Asger; VOEV, Valeri Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We introduce a multivariate GARCH model that incorporates realized measures of volatility and covolatility. The realized measures extract information about the current level of volatility and covolatility from high-frequency ...

Title: Realized GARCH: A joint model for returns and realized measures of volatility Author(s): HANSEN, Peter Reinhard; HUANG, Zhuo; SHEK, Howard Howan Date: 2012 Type of Publication: Article Abstract: We introduce a new framework, Realized GARCH, for the joint modeling of returns and realized measures of volatility. A key feature is a measurement equation that relates the realized measure to the conditional variance of ...

Title: The Reasons for Wars: An updated survey Author(s): JACKSON, Matthew O.; MORELLI, Massimo Date: 2011 Type of Publication: Contribution to book

Title: Reassessing Labor Market Reforms: Temporary Contracts as a Screening Device Author(s): FACCINI, Renato Date: 2008 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Standard models of temporary contracts are either inconclusive, or fail to ac- count for the positive correlation between temporary contracts and the employ- ment rate, and for the high transition rates into permanent ...

Title: Recent Advances in Cointegration Analysis Author(s): LUETKEPOHL, Helmut Date: 2004 Type of Publication: Contribution to book

Title: Recent Advances in Cointegration Analysis Author(s): LUETKEPOHL, Helmut Date: 2004 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Recent Developments in International Finance: A Guide to Research Author(s): STEIN, Jerome L.; PALADINO, Giovanna Date: 1997 Type of Publication: Article Abstract: This is a critical evaluation of the state of the art in International Finance. Several points of reference are selected: The Mundell-Fleming-Branson (MFP) paradigm, the monetary model with purchasing power parity (PPP) ...

Title: Recent Results on Belief, Knowledge and the Epistemic Foundations of Game Theory. Author(s): BATTIGALLI, Pierpaolo; BONANNO, Giacomo Date: 1999 Type of Publication: Article Abstract: We provide a self-contained, selective overview of the literature on the role of knowledge and beliefs in game theory. We focus on recent results on the epistemic foundations of solution concepts, including correlated ...

Title: Reconciling Motherhood and Work. Evidence from Time Use Data in Three Countries Author(s): ICHINO, Andrea; SANZ DE GALDEANO, Anna Date: 2004 Type of Publication: Contribution to book

Title: Reconciling Motherhood and Work: Evidence from Time Use Data in Three Countries Author(s): ICHINO, Andrea; DE GALDEANO, Anna Sanz Date: 2004 Type of Publication: Contribution to book

Title: Reconstructing Aggregate Euro-Zone Data Author(s): BEYER, Andreas; DOORNIK, Jurgen A.; HENDRY, David F. Date: 2000 Type of Publication: Article Abstract: Reconstructing historical euro-zone data by aggregation across individual countries is problematic because of past exchange rate changes. The approach here avoids such distortions, yet aggregates exactly when exchange rates ...

Title: Recursive Contracts Author(s): MARCET, Albert; MARIMON, Ramon Date: 1998 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We obtain a recursive formulation for a general class of contracting problems involving incentive constraints. These constraints make the corresponding maximization (sup) problems non recursive. Our approach consists of ...

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