Browsing Department of Economics (ECO) by Title

Title: Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change Author(s): BANERJEE, Anindya; MARCELLINO, Massimiliano; MASTEN, Igor Date: 2008 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We conduct a detailed simulation study of the forecasting performance of diffusion index-based methods in short samples with structural change. We consider several data generation processes, to mimic different types ...

Title: Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights Author(s): LUETKEPOHL, Helmut Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Despite the fact that many aggregates are nonlinear functions and the aggregation weights of many macroeconomic aggregates are timevarying, much of the literature on forecasting aggregates considers the case of linear ...

Title: The Forecasting Performance of Real Time Estimates of the EURO Area Output Gap Author(s): MARCELLINO, Massimiliano; MUSSO, Alberto Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: This paper provides real time evidence on the usefulness of the euro area output gap as a leading indicator for inflation and growth. A genuine real-time data set for the euro area is used, including vintages of several ...

Title: Forecasting Realized Volatility by Decomposition Author(s): LANNE, Markku Date: 2006 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Forecasting Unstable and Non-Stationary Time Series Author(s): GRILLENZONI, Carlo Date: 1993 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Forecasting Volatility Using High-Frequency Data Author(s): HANSEN, Peter Reinhard; LUNDE, Asger Date: 2011 Type of Publication: Contribution to book Abstract: This article focuses on some aspects of high-frequency data and their use in volatility forecasting. High-frequency data can be used to construct volatility forecasts. The article reviews two leading approaches to this. ...

Title: Forecasting with Factor-augmented Error Correction Models Author(s): MASTEN, Igor; BANERJEE, Anindya; MARCELLINO, Massimiliano Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI RSCAS Abstract: As a generalization of the factor-augmented VAR (FAVAR) and of the Error Correction Model (ECM), Banerjee and Marcellino (2009) introduced the Factor-augmented Error Correction Model (FECM). The FECM combines error-correction, ...

Title: Forecasting with VARMA Models Author(s): LUETKEPOHL, Helmut Date: 2004 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Foreign Direct Investments and Spillovers Through Workers' Mobility Author(s): MOTTA, Massimo; FOSFURI, Andrea; RONDE, Thomas Date: 2001 Type of Publication: Article Abstract: We analyze a model where a multinational firm can use a superior technology in a foreign subsidiary only after training a local worker. Technological spillovers from foreign direct investment arise when this worker is later ...

Title: Foreign investment decisions by service multinationals :the case of Portugal and Italy as host countries Author(s): ESPERANCA, Jose Paulo Date: 1993 Type of Publication: Thesis Series/Report no.: EUI PhD theses

Title: Forests and Development: Local, national and global issues Author(s): DELACOTE, Philippe Date: 2007 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: no abstract available

Title: Four essays and a note on the demand for lottery tickets and how Lotto players choose their numbers Author(s): SIMON, Jonathan Date: 1998 Type of Publication: Thesis Series/Report no.: EUI PhD theses

Title: Four Essays in Applied Economics Author(s): BASTEN, Christoph Date: 2011 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: The four papers constituting this thesis cover a range of different topics, thus reflecting the breadth of issues I have worked on in the course of my PhD. All seek to rely as little as possible on prior assumptions, and ...

Title: Four Essays in Applied Microeconometrics Author(s): SCHWERDT, Guido Date: 2007 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: no abstract available

Title: Four essays in dynamic macroeconomics Author(s): HINTERMAIER, Thomas Date: 2003 Type of Publication: Thesis Series/Report no.: EUI PhD theses

Title: Four essays on dynamic evolutionary models in economics and game theory Author(s): SACCO, Pier Luigi Date: 1993 Type of Publication: Thesis Series/Report no.: EUI PhD theses

Title: Four essays on multimarket oligopoly Author(s): BANIAK, Andrzej Date: 1996 Type of Publication: Thesis Series/Report no.: EUI PhD theses

Title: Four essays on privatisation in Central Eastern Europe Author(s): VALBONESI, Paola Date: 1995 Type of Publication: Thesis Series/Report no.: EUI PhD theses

Title: Four essays on Stackelberg oligopoly Author(s): NORMANN, Hans-Theo Date: 1996 Type of Publication: Thesis Series/Report no.: EUI PhD theses

Title: Fractional Integration and Cointegration Testing Using the Sample Mean Author(s): DEMETRESCU, Matei Date: 2008 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: The convergence rate of the sample mean of fractionally integrated processes is exploited to build test statistics for the fractional integration parameter d of univariate series, as well as for the rank of fractional ...

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