Browsing Department of Economics (ECO) by Title

Title:Sign Prediction and Volatility Dynamics with Hybrid Neurofuzzy Approaches Author(s):BEKIROS, Stelios D.

Date:2011Citation:IEEE Transactions on Neural Networks (IEEE-TNN), 2011, 22, 12, 2353-2362Type:ArticleAbstract:Reliable forecasting techniques for financial applications are important for investors either to make profit by trading or hedge against potential market risks. In this paper the efficiency of a trading strategy based on ...

Title:Signal extraction in Arima time series program seats Author(s):MARAVALL, Agustin; GOMEZ, VictorDate:1992Type:Working PaperSeries/Number:EUI ECO; 1992/65

Title:Signalling aspects of managers' incentives Author(s):LABORY, SandrineDate:1997Type:Working PaperSeries/Number:EUI ECO; 1997/04

Title:The Signalling Power of Sanctions in Collective Action Problems Author(s):VAN DER WEELE, JoelDate:2007Type:Working PaperSeries/Number:EUI ECO; 2007/10Abstract:We present a model of collective action in a heterogenous population of egoists and conditional cooperators. Each player is uncertain about the cooperative inclinations of the other player. A government or principal who ...

Title:The silent success of customs unions Author(s):GNUTZMANN, Hinnerk; GNUTZMANN-MKRTCHYAN, ArevikDate:2019Citation:Canadian journal of economics ; Revue canadienne d'économique, 2019, Vol. 52, No. 1, pp. 178-224Type:ArticleAbstract:Globally, 81 countries are now part of a customs union (CU), following the rapid proliferation of this type of trade agreement in past decades. Much of this growth has been driven by countries upgrading their links from a ...

Title:The silent success of customs unions Author(s):GNUTZMANN, Hinnerk; GNUTZMANN-MKRTCHYAN, ArevikDate:2015Type:Working PaperSeries/Number:EUI ECO; 2016/02Abstract:While "mega FTAs" and WTO-driven efforts at multilateral liberalisation dominate the agenda, customs unions (CU) are the silent success story of regional integration. Throughout the world, CUs have been superseding earlier ...

; KIRCHKAMP, Oliver; SCHLAG, Karl H.; WINTER, EyalDate:2010Citation:Experimental Economics, 2010, 13, 3, 260-283Type:ArticleAbstract:We run an experiment in which students of different European nationalities are matched in groups of five and repeatedly choose with whom within their group they want to play a trust game. Participants observe of each other ...

Title:Simple contributions of game theory to the analysis of consumer boycotts Author(s):DELACOTE, PhilippeDate:2008Citation:Ariel DINAR, José ALBIAC and Joaquín SÁNCHEZ-SORIANO (eds), Game theory and policy making in natural resources and the environment, Oxon (En.) / New York, Routledge, 2008, 266-277Type:Contribution to book

Title:The Simple Geometry of Transmission and Stabilization in Closed and Open Economies Author(s):CORSETTI, Giancarlo

; PESENTI, PaoloDate:2005Type:Working PaperSeries/Number:EUI ECO; 2005/26

Title:The Simple Geometry of Transmission and Stabilization in Closed and Open Economies Author(s):CORSETTI, Giancarlo

; PESENTI, PaoloDate:2005Type:Working PaperSeries/Number:CEPR Discussion Paper; 5080Abstract:This paper provides an introduction to the recent literature on macroeconomic stabilization in closed and open economies. We present a stylized theoretical framework, and illustrate its main properties with the help of an ...

Title:The Simple Geometry of Transmission and Stabilization in Closed and Open Economies Author(s):CORSETTI, Giancarlo

; PESENTI, PaoloDate:2005Type:Working PaperSeries/Number:NBER Working papers; 11341Abstract:This paper provides an introduction to the recent literature on macroeconomic stabilization in closed and open economies. We present a stylized theoretical framework, and illustrate its main properties with the help of an ...

Title:The Simple Geometry of Transmission and Stabilization in Closed and Open Economies Author(s):CORSETTI, Giancarlo

; PESENTI, PaoloDate:2005Type:Working PaperSeries/Number:Federal Reserve Bank of New York Staff Report; 209

Title:A simple message for autocorrelation correctors : don't Author(s):MIZON, Grayham E.Date:1993Type:Working PaperSeries/Number:EUI ECO; 1993/37

Title:Simpler is better : how do simple unconditional central grants boost local own-source revenue in Benin ? Author(s):CALDEIRA, Emilie; ROTA-GRAZIOSI, GrégoireDate:2013Type:Working PaperSeries/Number:EUI MWP; 2013/11Abstract:Intergovernmental grants design is an important issue in developing countries, where the decentralization process involves a huge vertical gap, i.e. an imbalance between the costs of local public competences and local ...

Title:Simulating codetermination in a cooperative economy Author(s):SUVAKOVIC OLGIN, DjordjeDate:1992Type:Working PaperSeries/Number:EUI ECO; 1992/92

Title:Simulation-based encompassing for non-nested models : a Monte Carlo study of alternative simulated cox test statistics Author(s):MONFARDINI, ChiaraDate:1995Type:Working PaperSeries/Number:EUI ECO; 1995/37

Title:Simultaneous evolution of learning rules and strategies Author(s):KIRCHKAMP, OliverDate:1998Type:Working PaperSeries/Number:EUI ECO; 1998/31

Title:Simultaneous versus sequential move structures in principal-agent models Author(s):BEGGS, Alan; BANERJEE, AnindyaDate:1998Type:Working PaperSeries/Number:EUI ECO; 1998/27

Title:Single Equation Instrumental Variable Models: Identification under discrete variation Author(s):SMOLINSKI, KonradDate:2012Citation:Florence : European University Institute, 2012Type:ThesisSeries/Number:EUI; ECO; PhD ThesisAbstract:Over the last decade, substantial interest in theoretical econometrics and microeconometrics has been directed towards nonparametric models. Much work has been devoted to the development of novel identification and estimation ...

Title:Size and support ratings of US banks Author(s):POGHOSYAN, Tigran; WERGER, Charlotte; DE HAAN, JakobDate:2016Citation:North American journal of economics and finance, 2016, Vol. 37, pp. 236-247Type:ArticleAbstract:We examine whether Fitch support ratings of US banks depend on bank size. Using quarterly data for the period 2004:Q4 to 2012:Q4 and controlling for several factors that make large and small banks different, we find that ...