Browsing ECO Articles by Title

Title: Modeling and Forecasting Exchange-Rates With a Bayesian Time-Varying Coefficient Model Author(s): CANOVA, Fabio Date: 1993 Type of Publication: Article Abstract: This paper employs a multivariate Bayesian time-varying coefficients (TVC) approach to model and forecast exchange rate data. It is shown that, if used as a data-generating mechanism, a TVC model induces nonlinearities in ...

Title: Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model Author(s): LU, Yang K.; PERRON, Pierre Date: 2010 Type of Publication: Article Abstract: We consider the estimation of a random level shift model for which the series of interest is the sum of a short-memory process and a jump or level shift component. For the latter component, we specify the commonly used ...

Title: Modelling of Cointegration in the Vector Autoregressive Model Author(s): JOHANSEN, Soren Date: 2000 Type of Publication: Article Abstract: A survey is given of some results obtained for the cointegrated VAR. The Granger representation theorem is discussed and the notions of cointegration and common trends are defined. The statistical model for cointegrated ...

Title: Modelling Shifts in the Wage-Price and Unemployment-Inflation Relationships in Italy, Poland and the Uk Author(s): MARCELLINO, Massimiliano; MIZON, Grayham E. Date: 2000 Type of Publication: Article Abstract: The relationship between wages, prices, productivity, inflation and unemployment in Italy, Poland, and the UK between the 1960s and the early 1990s is modelled as a cointegrated vector autoregression subject to regime ...

Title: Modelling Structural Breaks, Long Memory and Stock Market Volatility: an Overview Author(s): BANERJEE, Anindya; URGA, Giovanni Date: 2005 Type of Publication: Article

Title: Modelling Vintage Structures with DDEs: Principles and Applications Author(s): LICANDRO, Omar; BOUCEKKINE, Raouf; DE LA CROIX, David Date: 2004 Type of Publication: Article

Title: A modern reconsideration of the theory of Optimal Currency Areas Author(s): CORSETTI, Giancarlo Date: 2008 Type of Publication: Article Abstract: What can be learnt from revisiting the Optimal Currency Areas (OCA) theory 50 years from its birth, in light of recent advances in open economy macro and monetary theory? This paper presents a stylized micro-founded model ...

Title: Monetary Targeting in the Netherlands - An Application of Cointegration Tests Author(s): CESAR, Herman S. J.; DE HAAN, Jakob; JACOBS, Jan Date: 1990 Type of Publication: Article

Title: Monetary-Theory and Roman History Author(s): DE CECCO, Marcello Date: 1985 Type of Publication: Article

Title: Money Demand Stability and Inflation Prediction in the Four Largest EMU Countries Author(s): CARSTENSEN, Kai; HAGEN, Jan; HOSSFELD, Oliver; NEAVES, Abelardo Salazar Date: 2009 Type of Publication: Article Abstract: In this paper, we analyze the money demand functions of the four largest EMU countries and of the four-country (EMU-4) aggregate. We identify reasonable and stable money demand relationships for Germany, France and Spain ...

Title: More Equal but Less Mobile?: Education Financing and Intergenerational Mobility in Italy and in the US Author(s): ICHINO, Andrea; CHECCHI, Daniele; RUSTICHINI, Aldo Date: 1999 Type of Publication: Article Abstract: A centralised and egalitarian school system reduces the cost of education for poor families, and so it should reduce income inequality and make intergenerational mobility easier. In this paper we provide evidence that ...

Title: More fair play in an ultimatum game after resettlement in Zimbabwe : a field experiment and a structural model Author(s): KOHLER, Stefan Date: 2013 Type of Publication: Article Abstract: Zimbabwean villagers of distinct background have resettled in government-organized land reforms for more than three decades. Against this backdrop, I assess the level of social cohesion in some of the newly established ...

Title: Mothers in An Insider-Outsider Economy: the Puzzle of Spain Author(s): ADAM-BERNAD, Paula Date: 1996 Type of Publication: Article Abstract: There is growing evidence that social policies towards mothers have important effects on their labour market behaviour. This article argues that these effects are less important in a Male Breadwinner Regime if there is ...

Title: Multinationals Without Advantages Author(s): MOTTA, Massimo; FOSFURI, Andrea Date: 1999 Type of Publication: Article

Title: The multiscale causal dynamics of foreign exchange markets Author(s): BEKIROS, Stelios; MARCELLINO, Massimiliano Date: 2013 Type of Publication: Article Abstract: This paper relies on wavelet multiresolution analysis to investigate the dependence structure and predictability of currency markets across different timescales. It explores the nature and direction of causality among the ...

Title: National Labor Market Institutions and the EU Integration Process Author(s): BERTOLA, Giuseppe Date: 2004 Type of Publication: Article

Title: Negative Feedbacks in the Economy and Industrial Location Author(s): BRAKMAN, S.; GARRETSEN, H.; GIGENGACK, R.; VANMARREWIJK, C.; WAGENVOORT, Rien J.L.M. Date: 1996 Type of Publication: Article Abstract: Incorporating regional asymmetry and negative feedbacks (congestion) in a model of economic geography and international trade shows that complete specialization of production at one location is unlikely. We identify an ...

Title: Network Formation Under Cumulative Advantage: Evidence From the Cambridge High-Tech Cluster Author(s): GNUTZMANN, Hinnerk Date: 2008 Type of Publication: Article Abstract: When joining a social network, the already well-connected often make for especially attractive partners because they can facilitate links to other network members. However, the effect is potentially weakened by increasing ...

Title: Network Games Author(s): GALEOTTI, Andrea; GOYAL, Sanjeev; JACKSON, Matthew O.; VEGA-REDONDO, Fernando; YARIV, Leeat Date: 2010 Type of Publication: Article Abstract: In contexts ranging from public goods provision to information collection, a player's well-being depends on his or her own action as well as on the actions taken by his or her neighbours. We provide a framework to analyse ...

Title: New Technology in Schools: Is there a Payoff? Author(s): MACHIN, Stephen; MCNALLY, Sandra; SILVA, Olmo Date: 2007 Type of Publication: Article Abstract: Despite its high relevance to current policy debates, estimating the causal effect of Information and Communication Technology (ICT) investment on educational standards remains fraught with difficulties. We exploit a change ...

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