Browsing Department of Economics (ECO) by Title

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Browsing Department of Economics (ECO) by Title

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    Title: Flexible Contracts  Author(s): GOTTARDI, Piero; TALLON, Jean Marc; GHIRARDATO, Paolo Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: This paper studies the costs and benefits of delegating decisions to superiorly informed agents relative to the use of rigid, non discretionary contracts. Delegation grants some flexibility in the choice of the action by ...
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    Title: A Flexible Demand System and VAT Simulations from Spanish Microdata  Author(s): LABEAGA, Jose Maria; LOPEZ, Angel Date: 1993 Type of Publication: Working Paper Series/Report no.: EUI ECO
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    Title: Flows to and from Insured Unemployment in Hungary  Author(s): MICKLEWRIGHT, John; NAGY, Gyula Date: 1994 Type of Publication: Working Paper Series/Report no.: EUI ECO
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    Title: A Follow-Up Survey of Unemployment Insurance Exhausters in Hungary  Author(s): MICKLEWRIGHT, John; NAGY, Gyula Date: 1996 Type of Publication: Working Paper Series/Report no.: EUI ECO
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    Title: "For One More Year with You": Changes in Compulsory Schooling, Education and the Distribution of Wages in Europe  Author(s): BRUNELLO, Giorgio; FORT, Margherita; WEBER, Guglielmo Date: 2008 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: Using data from 12 European countries and the variation across countries and over time in the changes of minimum school leaving age, we study the effects of the quantity of education on the distribution of earnings. We ...
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    Title: For One More Year with You: Changes in Compulsory Schooling, Education and the Distribution of Wages in Europe  Author(s): FORT, Margherita; BRUNELLO, Giorgio; WEBER, Guglielmo Date: 2007 Type of Publication: Working Paper Series/Report no.: 3102 Abstract: Using data from 12 European countries and the variation across countries and over time in the changes of minimum school leaving age, we study the effects of the quantity of education on the distribution of earnings. We ...
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    Title: Forecast accuracy after pretesting with an application to the stock market  Author(s): MAGNUS, Jan R.; DANILOV, Dmitry Date: 2004 Type of Publication: Article
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    Title: Forecasting Aggregated Time Series Variables: A Survey  Author(s): LUETKEPOHL, Helmut Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Aggregated times series variables can be forecasted in different ways. For example, they may be forecasted on the basis of the aggregate series or forecasts of disaggregated variables may be obtained first and then these ...
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    Title: Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index  Author(s): LUETKEPOHL, Helmut; XU, Fang Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: This paper investigates whether using natural logarithms (logs) of price indices for forecasting inflation rates is preferable to employing the original series. Univariate forecasts for annual inflation rates for a number ...
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    Title: Forecasting Cointegrated VARMA Processes  Author(s): LUETKEPOHL, Helmut Date: 2002 Type of Publication: Contribution to book
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    Title: Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights  Author(s): BRUEGGEMANN, Ralf; LUETKEPOHL, Helmut Date: 2011 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Many contemporaneously aggregated variables have stochasticaggregation weights. We compare different forecasts for such variables including univariate forecasts of the aggregate, a multivariate forecast of the aggregate ...
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    Title: Forecasting Emerging Market Indicators: Brazil and Russia  Author(s): BYSTROV, Victor Date: 2006 Type of Publication: Working Paper Series/Report no.: EUI ECO
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    Title: Forecasting Euro Area Variables with German Pre-EMU Data  Author(s): BRUEGGEMANN, Ralf; LUETKEPOHL, Helmut; MARCELLINO, Massimiliano Date: 2008 Type of Publication: Article
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    Title: Forecasting Euro-Area Variables with German Pre-EMU Data  Author(s): BRUEGGEMANN, Ralf; LUETKEPOHL, Helmut; MARCELLINO, Massimiliano Date: 2006 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: It is investigated whether Euro-area variables can be forecast better based on synthetic time series for the pre-Euro period or by using just data from Germany for the pre-Euro period. Our forecast comparison is based ...
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    Title: Forecasting Exchange Rates with a Large Bayesian VAR  Author(s): CARRIERO, Andrea; KAPETANIOS, George; MARCELLINO, Massimiliano Date: 2009 Type of Publication: Article Abstract: Models based on economic theory have serious problems forecasting exchange rates better than simple univariate driftless random walk models, especially at short horizons. Multivariate time series models suffer from the ...
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    Title: Forecasting Exchange Rates with a Large Bayesian VAR  Author(s): CARRIERO, Andrea; KAPETANIOS, George; MARCELLINO, Massimiliano Date: 2008 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Models based on economic theory have serious problems at forecasting exchange rates better than simple univariate driftless random walk models, especially at short horizons. Multivariate time series models suffer from the ...
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    Title: Forecasting Government Bond Yields with Large Bayesian VARs  Author(s): CARRIERO, Andrea; KAPETANIOS, George; MARCELLINO, Massimiliano Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We propose a new approach to forecasting the term structure of interest rates, which allows to efficiently extract the information contained in a large panel of yields. In particular, we use a large Bayesian Vector ...
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    Title: Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models  Author(s): CARRIERO, Andrea; KAPETANIOS, George; MARCELLINO, Massimiliano Date: 2011 Type of Publication: Article Abstract: The paper addresses the issue of forecasting a large set of variables using multivariate models. In particular, we propose three alternative reduced rank forecasting models and compare their predictive performance for US ...
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    Title: Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models  Author(s): CARRIERO, Andrea; KAPETANIOS, George; MARCELLINO, Massimiliano Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: The paper addresses the issue of forecasting a large set of variables using multivariate models. In particular, we propose three alternative reduced rank forecasting models and compare their predictive performance for US ...
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    Title: Forecasting Levels of log Variables in Vector Autoregressions  Author(s): BARDSEN, Gunnar; LUETKEPOHL, Helmut Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Sometimes forecasts of the original variable are of interest although a variable appears in logarithms (logs) in a system of time series. In that case converting the forecast for the log of the variable to a naive forecast ...