Title:General-to-Specific or Specific-to-General Modelling? An Opinion on Current Econometric Terminology
Author(s):LUETKEPOHL, HelmutDate:2007Type of Publication:ArticleAbstract:It is argued that what is the dominant approach to analyzing systems of cointegrated variables is not well described as general-to-specific (gets) modelling. The gets approach was developed during the last decades predominantly ...
Title:Generalized Least Squares Estimation for Cointegration Parameters Under Conditional Heteroskedasticity
Author(s):HERWARTZ, Helmut; LUETKEPOHL, HelmutDate:2009Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract:In the presence of generalized conditional heteroscedasticity (GARCH) in the residuals of a vector error correction model (VECM), maximum likelihood (ML) estimation of the cointegration parameters has been shown to be ...
Title:Genuine Savings and the Voracity Effect
Author(s):VAN DER PLOEG, FrederickDate:2007Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract:Many resource-rich countries have negative genuine saving rates, so deplete their exhaustible
natural resource wealth faster than they build up wealth in other assets. This phenomenon is
stronger in more fractionalized ...
Title:Getting European Universities into Shape
Author(s):JACOBS, Bas; VAN DER PLOEG, FrederickDate:2006Type of Publication:ArticleAbstract:Most European universities lag behind the best universities in the Anglo-Saxon world. A key challenge is to raise resources per student in Europe to US levels. The Lisbon agenda demands fundamental reform of the European ...
Title:Global Imbalances
Author(s):CORSETTI, GiancarloDate:2009Type of Publication:Contribution to book
Title:Global Imbalances: Saving and Investment Imbalances
Author(s):CORNELI, FlaviaDate:2011Type of Publication:ThesisSeries/Report no.:EUI PhD thesesAbstract:The goal of the present thesis is to analyze the diverging savings and investment behavior among countries. The purpose of this work is to suggest possible explanations for the so called .global imbalances.. In particular, ...
Title:Globalisation and Labour Markets
Author(s):O'FARRELL, RoryDate:2010Type of Publication:ThesisSeries/Report no.:EUI PhD thesesAbstract:In this thesis how labour markets are affected by globalisation is examined. The thesis takes the form of three chapters. The first chapter looks at the state of trade unions in Europe and how they have been affected by ...
Title:Globalisation and the Spatial Concentration of Production
Author(s):NIEPMANN, Friederike; FELBERMAYR, Gabriel J.Date:2010Type of Publication:ArticleAbstract:(1240) Friederike Niepmann and Gabriel J. Felbermayr In new trade theory (NTT) models, freer trade tends to increase the spatial concentration of industrial production across countries. While nations with large home markets ...
Title:Granger-Causal Analysis of Conditional Mean and Volatility Models
Author(s):WOŹNIAK, TomaszDate:2012Type of Publication:ThesisSeries/Report no.:EUI PhD thesesAbstract:Recent economic developments have shown the importance of spillover and contagion effects in financial markets as well as in macroeconomic reality. Such effects are not limited to relations between the levels of variables ...
Title:Granger-Causal Analysis of VARMA-GARCH Models
Author(s):WOŹNIAK, TomaszDate:2012Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract:Recent economic developments have shown the importance of spillover and contagion effects in financial markets. Such effects are not limited to relations between the levels of financial variables but also impact on their ...
Title:Graph Theory
Author(s):KIRMAN, AlanDate:1987Type of Publication:Contribution to book
Title:Gravity and Information:Heterogeneous Firms, Exporter Networks and the ‘Distance Puzzle’
Author(s):KRAUTHEIM, SebastianDate:2007Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract:Distance effects in empirical gravity equations appear to be too high to be explained by transport costs alone. Moreover, despite the strong and ongoing reduction of transport costs, the estimated coefficients are rather ...
Title:Group Report: Why and When Do Simple Heuristics Works?
Author(s):SCHLAG, Karl H.; GOLDSTEIN, Darra; GIGERENZER, Gerd; HOGART, Robert; KACELNIK, A.; KAREEV, Y.; KEIN, G.; MARTIGNON, L.; PAYNE, J.Date:2001Type of Publication:Contribution to book