Browsing Department of Economics (ECO) by Title

Title:Banks' Reserve Management, Transaction Costs, and the Timing of Federal Reserve Intervention Author(s):BARTOLINI, Leonardo; BERTOLA, Giuseppe; PRATI, AlessandroDate:2001Citation:Journal of Banking & Finance, 2001, 25, 7, 1287-1317Type:ArticleAbstract:We use daily data on bank reserves and overnight interest rates to document a striking pattern in the high-frequency behavior of the US market for federal funds: depository institutions tend to hold more reserves during ...

Title:Bargaining and efficiency in a speculative forward market Author(s):MOLLGAARD, H. PeterDate:1993Type:Working PaperSeries/Number:EUI ECO; 1993/39

Title:Bargaining and human sociality : an experimental economic approach Author(s):KOHLER, StefanDate:2007Citation:Florence : European University Institute, 2007Type:ThesisSeries/Number:EUI; ECO; PhD ThesisAbstract:This thesis adheres to the fundamental principle of maximizing behavior and equilibrium and shows how behavioral economic assumption of preferences, which go beyond self-interest, makes microeconomic theory applicable to ...

Title:The Bargaining Family Revisited: A Comment Author(s):MIZUSHIMA, Atsue; FUTAGAMI, KoichiDate:2007Type:Working PaperSeries/Number:EUI ECO; 2007/28Abstract:This paper reexamines results of Konrad and Lommerud (2000). They construct a two-stage game model of a family. We show that their result crucially depends on their linear payoff function and obtain an opposite result if ...

Title:A Bartlett correction factor for tests on the cointegrating relations Author(s):JOHANSEN, SorenDate:1999Type:Working PaperSeries/Number:EUI ECO; 1999/10

Title:Basic point pricing, competition and market integration Author(s):PHLIPS, LouisDate:1992Type:Working PaperSeries/Number:EUI ECO; 1992/74

Title:Basic Research, Development and Endogenous Growth Author(s):DENTI, ChiaraDate:2006Type:Working PaperSeries/Number:Università degli Studi di Modena e Reggio Emilia, Dipartimento di Economia Politica, Materiali di discussione; 536Abstract:We introduce the distinction between basic research and development nside a standard horizontal innovation framework. Multi-stage R&D is erformed by private agents only. Basic research has the highest level of enerality, ...

Title:Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models Author(s):BEKIROS, Stelios D.

; PACCAGNINI, AlessiaDate:2014Citation:Computational Statistics and Data Analysis, 2014, Vol. 71, pp. 298-323Type:ArticleAbstract:Advanced Bayesian methods are employed in estimating dynamic stochastic general equilibrium (DSGE) models. Although policymakers and practitioners are particularly interested in DSGE models, these are typically too stylized ...

Title:Bayesian Testing of Granger Causality in Markov-Switching VARs Author(s):DROUMAGUET, Matthieu; WOŹNIAK, TomaszDate:2012Type:Working PaperSeries/Number:EUI ECO; 2012/06Abstract: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:Bayesian vector autoregressive analysis Author(s):MARKUN, MichalDate:2011Citation:Florence : European University Institute, 2011Type:ThesisSeries/Number:EUI; ECO; PhD ThesisAbstract:The dissertation investigates various aspects of Bayesian inference in time series econometrics. It consists of one expository chapter and two research papers. The first chapter presents on an easy example of a production ...

Title:Beggar-thy-neighbor? : the international effects of ECB unconventional monetary policy measures Author(s):BLUWSTEIN, Kristina

; CANOVA, Fabio

Date:2015Type:Working PaperSeries/Number:CEPR Discussion Paper; 2015/DP10856Abstract:The effects that European Central Bank unconventional monetary policy measures have on nine European countries not adopting the Euro are examined with a novel Bayesian mixed frequency Structural Vector Autoregressive ...

Title:Beggar-thy-neighbor? : the international effects of ECB unconventional monetary policy measures Author(s):BLUWSTEIN, Kristina

; CANOVA, Fabio

Date:2016Citation:International journal of central banking (IJCB), 2016, Vol. 12, No. 3, pp. 69-120Type:ArticleAbstract:This paper examines the effects of unconventional monetary policy measures by the European Central Bank on nine European countries not adopting the euro with a novel Bayesian mixed-frequency structural vector autoregressive ...

Title:Behavioural Effects of Obligations Author(s):GALBIATI, Roberto

; VERTOVA, PietroDate:2007Type:Working PaperSeries/Number:EUI MWP; 2007/01Abstract:How formal rules affect human behaviour is a crucial issue in economics. Formal rules are defined as obligations backed by incentives. The economic literature has largely focused on the role of incentives in shaping ...

Title:Behind the Scenes of Globalization: Strategic Trade Policy, Firm Decisions and Worker Expectations Author(s):AGUR, ItaiDate:2008Citation:Florence : European University Institute, 2008Type:ThesisSeries/Number:EUI; ECO; PhD Thesis

Title:Being Close to Grow Faster: A network-based empirical analysis of economic globalization Author(s):DUERNECKER, Georg; MEYER, Moritz; VEGA-REDONDO, FernandoDate:2012Type:Working PaperSeries/Number:EUI ECO; 2012/05Abstract:Globalization features one of the major global trends which shape economic outcomes in developing and developed countries. Standard results from the empirical growth literature suggest that participation in worldwide trade ...

Title:Belief formation and prosocial behavior Author(s):TRIPODI, Egon

Date:2020Citation:Florence : European University Institute, 2020Type:ThesisSeries/Number:EUI; ECO; PhD ThesisAbstract:This dissertation consists of three self-contained essays on belief formation and on the role of beliefs for prosocial behavior. The first chapter is co-authored with Peter Schwardmann and Joel van der Weele. Does the wish ...

Title:Beliefs about Beliefs and Endogenous Formation of a Multi-lender Coalition in a Costly State Verification Model Author(s):RENOU, LudovicDate:2003Type:Working PaperSeries/Number:EUI ECO; 2003/21

Title:Benchmarking Performance Author(s):COURTY, Pascal; MARSCHKE, GeraldDate:2005Citation:Public Finance and Management, 2005, 4, 3, 288-316Type:Article

Title:Benefits, incentives and uncertainty Author(s):DUSTMANN, Christian

; MICKLEWRIGHT, JohnDate:1991Type:Working PaperSeries/Number:EUI ECO; 1991/55

Title:Best Responding to What? A Behavioural Approach to One Shot Play in 2x2 Games Author(s):GALLICE, AndreaDate:2007Type:Working PaperSeries/Number:Discussion Papers in Economics, University of Munich, Department of Economics; 2007/1365