Browsing Department of Economics (ECO) by Title

Title:Sample Kurtosis, GARCH-t and the Degrees of Freedom Issue Author(s):HERACLEOUS, Maria S.Date:2007Type:Working PaperSeries/Number:EUI ECO; 2007/60Abstract:Econometric modeling based on the Student’s t distribution introduces an additional parameter — the degree of freedom. In this paper we use a simulation study to investigate the ability of (i) the GARCH-t model (Bollerslev, ...

Title:Saving and portfolio allocation before and after job loss Author(s):BASTEN, Christoph; FAGERENG, Andreas; TELLE, KjetilDate:2016Citation:Journal of money, credit and banking, 2016, Vol. 48, No. 2-3, pp. 249–568Version:Article is the published version of a chapter (2) of the author's EUI PhD thesis, 2011Type:ArticleAbstract:We investigate the development of household labor income, financial wealth, and asset holdings over a 9-year period around job loss, using unique administrative panel data from Norway. Consistent with predictions from ...

Title:The Saving Glut Explanation of Global Imbalances. The Role of Underinvestment Author(s):CORNELI, FlaviaDate:2009Type:Working PaperSeries/Number:EUI ECO; 2009/41Abstract:According to the “Saving Glut hypothesis”, global imbalances are caused by inefficiently high level of precautionary savings in .nancially underdeveloped regions, where agents have limited opportunity to diversify idiosyncratic ...

Title:Sbdiem : a new mathematical model of infectious disease dynamics Author(s):BEKIROS, Stelios D.

; KOULOUMPOU, DimitraDate:2020Citation:Chaos Solitons & Fractals, 2020, Vol. 136, Art. 109828, OnlineOnlyType:ArticleAbstract:A worldwide multi-scale interplay among a plethora of factors, ranging from micro-pathogens and individual or population interactions to macro-scale environmental, socio-economic and demographic conditions, entails the ...

Title:School quality, exam performance, and career choice Author(s):DUSTMANN, Christian

; RAJAH, Najma; VAN SOEST, ArthurDate:1998Type:Working PaperSeries/Number:EUI ECO; 1998/14

Title:Scuola e mobilità sociale: un'analisi comparata Author(s):ICHINO, Andrea

; CHECCHI, Daniele; RUSTICHINI, AldoDate:2005Citation:Nicola ROSSI (ed), L'istruzione in Italia: solo un pezzo di carta?, 2005, 388, Studi e ricercheType:Contribution to book

Title:Search capital and unemployment duration Author(s):LAFUENTE MARTINEZ, Cristina

Date:2020Type:Working PaperSeries/Number:EUI MWP; 2020/10Abstract:In the last recession, the increase in long-term unemployment has been higher for younger workers than for older age groups. I propose a novel mechanism, search capital, to explain long-term unemployment patterns across ...

Title:Search design and online job search-new avenues for applied and experimental research Author(s):KIRCHER, Philipp

Date:2020Citation:Labour economics, 2020, Vol. 64, Art. 101820, OnlineOnlyType:ArticleAbstract:Online job search opens new avenues to experimentally alter the search process, and to engage in "search design". It also offers an unprecedented channel to collect data on how job seekers search for jobs and how firms ...

Title:Search subsidies vs hiring subsidies : a general equilibrium analysis of employment vouchers Author(s):FUGAZZA, MarcoDate:1999Type:Working PaperSeries/Number:EUI ECO; 1999/16

Title:Searching for purchasing power parity : a methodological and empirical analysis of equilibrium real exchange rate determination Author(s):OSBAT, ChiaraDate:2003Citation:Florence : European University Institute, 2003Type:ThesisSeries/Number:EUI; ECO; PhD Thesis

Title:Seasonal specific structural time series models Author(s):PROIETTI, TommasoDate:2002Type:Working PaperSeries/Number:EUI ECO; 2002/10

Title:Second-degree moral hazard in a real-world credence goods market Author(s):BALAFOUTAS, Loukas; KERSCHBAMER, Rudolf; SUTTER, MatthiasDate:2013Type:Working PaperSeries/Number:EUI ECO; 2013/08Abstract:Empirical literature on moral hazard focuses exclusively on the direct impact of asymmetric information on market outcomes, thus ignoring possible repercussions. We present a field experiment in which we consider a phenomenon ...

Title:Sector-specific Markup Fluctuations and the Business Cycle Author(s):GABLER, AlainDate:2007Type:Working PaperSeries/Number:EUI ECO; 2007/25Abstract:The counter-cyclicality in the relative price of equipment investment which is observed in the U.S. has been attributed to equipment-specific pro- ductivity shocks. Cross-country evidence indicates that a number of ...

Title:Sectoral Survey-based Confidence Indicators for Europe Author(s):CARRIERO, Andrea; MARCELLINO, Massimiliano

Date:2011Citation:Oxford Bulletin of Economics and Statistics, 2011, 73, 2, 175–206Type:ArticleAbstract:We analyse a novel dataset of Business and Consumer Surveys, using dynamic factor techniques, to produce composite coincident indices (CCIs) at the sectoral level for the European countries and for Europe. Surveys are ...

Title:Security: New Threats and New Strategies Author(s):KRATOCHWIL, Friedrich

; PETROVSKY, Vladimir; LANC, ErwinDate:2003Citation:Leiden Journal of International Law, 2003, 16, 4, 873-895.Type:ArticleAbstract:Among many goals which governments and individuals always pursue, the broadest and most common is security. It is the basic context in which most other values are enjoyed, in the expectation that they will last for a long ...

Title:Segmented Trends and Non-Stationary Time-Series Author(s):RAPPOPORT, Peter; REICHLIN, LucreziaDate:1989Citation:Economic Journal, 1989, 99, 395, 168-177Version:The article is a published version of EUI ECO WP; 1987/319Type:Article

Title:Seigniorage, optimal taxation, and time consistency : a review Author(s):HERRENDORF, BertholdDate:1994Type:Working PaperSeries/Number:EUI ECO; 1994/17

Title:Selected topics on economic growth : empirical analyses Author(s):VERNER, DorteDate:1996Citation:Florence : European University Institute, 1996Type:ThesisSeries/Number:EUI; ECO; PhD Thesis

Title:Self-fulfilling beliefs and bounded bubbles in the U.S. housing market Author(s):KASHIWAGI, MasanoriDate:2011Type:Working PaperSeries/Number:EUI MWP; 2011/08Abstract:This paper provides an equilibrium framework to organize the following empirical observations on the U.S. housing market from 1975 to 2007: (i) housing tenure and vacancies were approximately constant, (ii) rents were ...

Title:Selling through referrals Author(s):CONDORELLI, Daniele; GALEOTTI, Andrea

; SKRETA, VasilikiDate:2018Citation:Journal of economics & management strategy, 2018, Vol. 27, No. 4, pp. 669-685Type:ArticleAbstract:We endogenize intermediaries' choice to operate as agents or merchants in a market where there are frictions due to asymmetric information about consumption values. A seller has an object for sale and can reach buyers only ...