Browsing Department of Economics (ECO) by Subject "C52"

DSpace/Manakin Repository

Browsing Department of Economics (ECO) by Subject "C52"

Sort by: Order: Results:

  • Icon
    Title: Exchange Rates and Fundamentals: Co-movement, long-run relationships and short-run dynamics  Author(s): BEKIROS, Stelios D. Date: 2011 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: The present study builds upon the seminal work of Engel and West [2005, Journal of Political Economy 113, 485-517] and in particular on the relationship between exchange rates and fundamentals. The paper discusses the ...
  • Icon
    Title: Pork Versus Public Goods: An Experimental Study of Public Good Provision Within a Legislative Bargaining Framework  Author(s): FRÉCHETTE, Guillaume R.; KAGEL, John H.; MORELLI, Massimo Date: 2010-01-01 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We experimentally investigate a legislative bargaining model with both public and particularistic goods. Consistent with the qualitative implications of the model: There is near exclusive public good provision in the pure ...
  • Icon
    Title: Empirical Simultaneous Confidence Regions for Path-Forecasts  Author(s): JORDÀ, Òscar; KNÜPPEL, Malte; MARCELLINO, Massimiliano Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Measuring and displaying uncertainty around path-forecasts, i.e. forecasts made in period T about the expected trajectory of a random variable in periods T+1 to T+H is a key ingredient for decision making under uncertainty. ...
  • Icon
    Title: Business Cycle Analysis and VARMA Models  Author(s): KASCHA, Christian; MERTENS, Karl Date: 2006 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: An important question in empirical macroeconomics is whether structural vector autoregressions (SVARs) can reliably discriminate between competing DSGE models. Several recent papers have sug- gested that one reason SVARs ...