Browsing Department of Economics (ECO) by Title

Title: Unit Root and Cointegration Testing: Guest Editors' Introduction Author(s): LUETKEPOHL, Helmut; RODRIGUES, Paulo M. M. Date: 2008 Type of Publication: Article Abstract: By pointing out the spurious regression problem, Granger and Newbold (1974) have shown the importance of stochastic trends in time series data in the context of linear regression models. At the time, removing trends by ...

Title: Unit Root Tests for Time Series with Level Shifts: A Comparison of Different Proposals Author(s): LANNE, Markku; LUETKEPOHL, Helmut Date: 2002 Type of Publication: Article Abstract: A number of unit root tests which accommodate a deterministic level shift at a known point in time are compared in a Monte Carlo study. The tests differ in the way they treat the deterministic term of the DGP. It turns out ...

Title: Unit Root Tests in the Presence of Innovational Outliers Author(s): LANNE, Markku; LUETKEPOHL, Helmut; SAIKKONEN, Pentti Date: 2002 Type of Publication: Contribution to book

Title: Univariate Exchange Rate Forecasts: Approximating nonlinearity of unknown form Author(s): GUARDA, Paolo Date: 1998 Type of Publication: Thesis Series/Report no.: EUI PhD theses

Title: Univariate Time Series Analysis Author(s): LUETKEPOHL, Helmut Date: 2004 Type of Publication: Contribution to book

Title: University dropouts, returns to education, job displacement, and international risk sharing :four essays in empirical economics Author(s): BECKER, Sascha Date: 2001 Type of Publication: Thesis Series/Report no.: EUI PhD theses

Title: University-Industry Research Partnerships in the United States Author(s): HALL, Bronwyn H. Date: 2004 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Unobserved Components in Arch Models: An Application to Seasonal Adjustment Author(s): FIORENTINI, Gabriele; MARAVALL, Agustin Date: 1994 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Unobserved Components in Arch Models: An Application to Seasonal Adjustment Author(s): FIORENTINI, Gabriele; MARAVALL, Agustin Date: 1996 Type of Publication: Article Abstract: The paper deals with unobserved components in ARIMA models with GARCH errors, in the context of an actual application, namely seasonal adjustment of the monthly Spanish money supply series. The series shows clear evidence ...

Title: Unobserved Components in Economic Time Series Author(s): MARAVALL, Agustin Date: 1993 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Unpriced Quality Number Author(s): COURTY, Pascal Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: A monopolist deliberately charges the same price for differentiated products when high quality products are more likely to be allocated to low type consumers under uniform pricing. The argument can explain the use of ...

Title: Upstairs, Downstairs: Computers and Skills on Two Floors of a Large Bank Author(s): AUTOR, David; LEVY, Frank; MURNANE, Richard Date: 2002 Type of Publication: Article Abstract: Many studies document a positive correlation between workplace computerization and employment of skilled labor in production. Why does this correlation arise? The authors posit that improvements in computer-based technology ...

Title: Upstream Mergers, Downstream Mergers, and Secret Vertical Contracts Author(s): FUMAGALLI, Chiara; MOTTA, Massimo Date: 1999 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Upstream or Downstream Information Sharing? Author(s): ALBAEK, Svend Date: 1991 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Urban Growth Across Three Continents: The Blessing of Human Capital and the Curse of Volatility Author(s): POELHEKKE, Steven Date: 2008 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: This dissertation is concerned with the empirical determinants of urban growth in developed countries, and the effects of macroeconomic volatility in less developed countries, on urbanization and long run income growth. ...

Title: Urban Growth, Uninsured Risk and the Rural Origins of Aggregate Volatility Author(s): POELHEKKE, Steven Date: 2008 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: The level of urbanization has increased by over 5 percentage points per decade outside the developed world since 1960. Rapid urbanization was accompanied by fast economic growth and job creation in most parts of the ...

Title: The US Trade Deficit, the Decline of the WTO and the Rise of Regionalism Author(s): AGUR, Itai Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: This paper argues that the growing US trade deficit has caused the decline of the WTO and the rise of regional trade agreements. A country in de.cit prefers to retain market power against countries with a large surplus. ...

Title: Use and Misuse of Unobserved Components in Economic Forecasting Author(s): MARAVALL, Agustin Date: 1993 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Use and Misuse of Unobserved Components in Economic-Forecasting Author(s): MARAVALL, Agustin Date: 1994 Type of Publication: Article Abstract: The paper deals with unobserved components in economic time series within a general model-based approach. The component, its final estimator, and the preliminary one (which also includes the forecast) are seen to follow ...

Title: Using high frequency stock market index data to calculate, model and forecast realized return variance Author(s): OOMEN, Roel C. A. Date: 2001 Type of Publication: Working Paper Series/Report no.: EUI ECO

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