Browsing Department of Economics (ECO) by Title

Title: A cointegrated vector autoregressive model with rare asymptotically influential innovations Author(s): GEORGIEV, Iliyan Date: 2004 Type of Publication: Thesis Series/Report no.: EUI PhD theses

Title: Cointegration in Panel Data with Breaks and Cross-Section Dependence Author(s): BANERJEE, Anindya; CARRION-I-SILVESTRE, Josep Lluis Date: 2006 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: The power of standard panel cointegration statistics may be affected by misspecification errors if proper account is not taken of the presence of structural breaks in the data. We propose modifications to allow for one ...

Title: Cointegration, Codependence and Economic Fluctuations Author(s): GALLO, Giampiero M.; KEMPF, Hubert Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Combinatorics Author(s): KIRMAN, Alan Date: 1987 Type of Publication: Contribution to book

Title: The comedy and the tragedy of the commons :control and game models of economic policy regarding the Greenhouse Effect Author(s): CESAR, Herman S. J. Date: 1993 Type of Publication: Thesis Series/Report no.: EUI PhD theses

Title: Comment - Convention on Cultural Diversity: A Trojan Horse? Author(s): VAN DER PLOEG, Frederick Date: 2005 Type of Publication: Article

Title: Comment on Estimation and Interpretation of Empirical Studies in Industrial Economics Author(s): HINLOOPEN, Jeroen; MARTIN, Stephen Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Common Drifting Volatility in Large Bayesian VARs Author(s): CARRIERO, Andrea; CLARK, Todd E.; MARCELLINO, Massimiliano Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: The estimation of large Vector Autoregressions with stochastic volatility using standard methods is computationally very demanding. In this paper we propose to model conditional volatilities as driven by a single common ...

Title: Common Factors in Nonstationary Panel Data with a Deterministic Trend – Estimation and Distribution Theory Author(s): MACIEJOWSKA, Katarzyna Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: The paper studies large-dimension factor models with nonstationary factors and allows for deterministic trends and factors integrated of order higher then one. We follow the model specification of Bai (2004) and derive the ...

Title: Comparative advantage in international trade : theory and evidence Author(s): URSULESCU, Mirela Date: 1997 Type of Publication: Thesis Series/Report no.: EUI PhD theses

Title: The Comparative Static Effects of Many Changes Author(s): MAHADEVA, Lavan Date: 1997 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Comparing Projections and Outcomes of IMF-Supported Programs Author(s): MUSSO, Alberto; PHILLIPS, S. Date: 2002 Type of Publication: Article Abstract: Program numbers from a sample of IMF-supported programs are studied as if they were forecasts, through statistical analyses of the relationship between projections and outcomes for growth, inflation, and three balance of ...

Title: A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models Author(s): KASCHA, Christian Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Classical Gaussian maximum likelihood estimation of mixed vector autoregressive moving-average models is plagued with various numerical problems and has been considered difficult by many applied researchers. These disadvantages ...

Title: A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables Author(s): FORONI, Claudia; MARCELLINO, Massimiliano Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Forecast models that take into account unbalanced datasets have recently attracted substantial attention. In this paper, we focus on different methods pro- posed so far in the literature to deal with mixed-frequency and ...

Title: Comparison of Model Reduction Methods for VAR Processes Author(s): BRUEGGEMANN, Ralf; KROLZIG, Hans-Martin; LUETKEPOHL, Helmut Date: 2002 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: A Comparison of Risk-Premium Forecasts Implied by Parametric Versus Nonparametric Conditional Mean Estimators Author(s): MCCURDY, Thomas H.; STENGOS, Thanasis Date: 1991 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift Author(s): LUETKEPOHL, Helmut; SAIKKONEN, Pentti; TRENKLER, Carsten Date: 2003 Type of Publication: Article Abstract: Two different types of tests for the cointegrating rank of vector autoregressive processes with a deterministic shift in the level have been proposed in the literature. The first proposal is based on the likelihood ratio ...

Title: Comparison of Unit Root Tests for Time Series with Level Shifts Author(s): LANNE, Markku; LUETKEPOHL, Helmut; SAIKKONEN, Pentti Date: 2002 Type of Publication: Article Abstract: Unit root tests are considered for time series which have a level shift at a known point in time. The shift can have a very general nonlinear form, and additional deterministic mean and trend terms are allowed for. Prior ...

Title: Competing currencies : theoretical issues and the experiences from Massachusetts and Maine,1800-1858 Author(s): KALB, Stephan L. Date: 1993 Type of Publication: Thesis Series/Report no.: EUI PhD theses

Title: Competition and Regulation in Banking Author(s): CARLETTI, Elena Date: 2008 Type of Publication: Contribution to book

Browsing Department of Economics (ECO) by Title

DSpace/Manakin Repository

Browsing Department of Economics (ECO) by Title

Browse

All of Cadmus

This Community

My Account

Statistics

About the EUI

Programmes & Fellowships

Departments & Centres

Research

Services & Admin