Browsing ECO Articles by Title

Title: On Rationalizing Expectations Using Rank-One Updates of the Kalman Filter Author(s): RUSTEM, Berc; VELUPILLAI, Kumaraswamy Date: 1986 Type of Publication: Article

Title: On the Computation and Efficiency of A Hbp-Gm Estimator Some Simulation Results Author(s): HINLOOPEN, Jeroen; WAGENVOORT, Rien J.L.M. Date: 1997 Type of Publication: Article Abstract: We propose and test a specific correction factor which improves both the resampling and projection algorithm for approximating the minimum volume ellipsoid (MVE) estimator. Simulations show that a high-breakdown-point GM ...

Title: On the Differential Geometry of the Wald Test With Nonlinear Restrictions Author(s): CRITCHLEY, Frank; MARRIOTT, Paul; SALMON, Mark Date: 1996 Type of Publication: Article

Title: On the Evolutionary Selection of Sets of Nash Equilibria Author(s): SCHLAG, Karl H.; BALKENBORG, Dieter Date: 2006 Type of Publication: Article Abstract: It is well established for evolutionary dynamics in asymmetric games that a pure strategy combination is asymptotically stable if and only if it is a strict Nash equilibrium. We use an extension of the notion of a strict ...

Title: On the Evolutionary Selection of Sets of Nash Equilibria Author(s): BALKENBORG, Dieter; SCHLAG, Karl H. Date: 2007 Type of Publication: Article Abstract: It is well established for evolutionary dynamics in asymmetric games that a pure strategy combination is asymptotically stable if and only if it is a strict Nash equilibrium. We use an extension of the notion of a strict ...

Title: On the Existence of A Beliefs Social Equilibrium Author(s): FERNANDEZ DE CORDOBA MARTOS, Gonzalo Date: 1997 Type of Publication: Article Abstract: This paper presents a result on the existence of a beliefs social equilibrium. This is a preliminary step to find a definition of equilibrium in economics that explicitly takes account of beliefs. (C) 1997 Elsevier Science S.A.

Title: On the harm that ignoring pretesting can cause Author(s): MAGNUS, Jan R.; DANILOV, Dmitry Date: 2004 Type of Publication: Article

Title: On the nature of competition in alternative electoral systems Author(s): IARYCZOWER, Matias; MATTOZZI, Andrea Date: 2013 Type of Publication: Article Abstract: We link the intensity of campaign competition in different electoral systems with the number of candidates running for public office and their ideological differentiation. We show that proportional elections have more ...

Title: On the predictability of time-varying VAR and DSGE models Author(s): BEKIROS, Stelios D.; PACCAGNINI, Alessia Date: 2013 Type of Publication: Article Abstract: Over the last few years, there has been a growing interest in DSGE modelling for predicting macroeconomic fluctuations and conducting quantitative policy analysis. Hybrid DSGE models have become popular for dealing with ...

Title: On the Robustness of Contestability Theory Author(s): AGLIARDI, Elettra Date: 1990 Type of Publication: Article

Title: On the Theory of Effective Demand Under Stochastic-Rationing Author(s): WEINRICH, Gerd Date: 1984 Type of Publication: Article

Title: On the Use of Substitutability as a Measure of Competition.. Topics in Macroeconomics Author(s): LICANDRO, Omar; KOENINGER, W. Date: 2006 Type of Publication: Article

Title: On Theil's Errors Author(s): MAGNUS, Jan R.; SINHA, Ashoke K. Date: 2005 Type of Publication: Article

Title: On Unit Root Tests in the Presence of Transitional Growth Author(s): LUCKE, Bernd; LUETKEPOHL, Helmut Date: 2004 Type of Publication: Article

Title: Openness and the Case for Flexible Exchange Rates Author(s): CORSETTI, Giancarlo Date: 2006 Type of Publication: Article Abstract: Models of stabilization in open economy traditionally emphasize the role of exchange rates as a substitute for nominal price flexibility in fostering relative price adjustment. This view has been recently criticized on the ...

Title: Optimal Growth under Endogenous Depreciation, Capital Utilization and Maintenance Costs Author(s): LICANDRO, Omar; PUCH, Luis A.; RUIZ-TAMARIT, J. Ramón Date: 2001 Type of Publication: Article

Title: Optimal Information Transmission in Organizations: Search and Congestion Author(s): ARENAS, Alex; CABRALES, Antonio; DANON, Leon; DIAZ-GUILERA, Albert; GUIMERA, Roger; VEGA-REDONDO, Fernando Date: 2010 Type of Publication: Article Abstract: We propose a stylized model of a problem-solving organization whose internal communication structure is given by a fixed network. Problems arrive randomly anywhere in this network and must find their way to their respective ...

Title: Optimal-Control of Input Output Systems Via Demand Management Author(s): SACCO, Pier Luigi Date: 1992 Type of Publication: Article Abstract: This paper studies the optimal control of an input-output model with two sectors where the policy maker controls the level of final demand. It is found that the stationary point is hyperbolic and has a stable manifold of ...

Title: An Overview of the Crisis: Causes, Consequences and Solutions Author(s): ALLEN, Franklin; CARLETTI, Elena Date: 2009 Type of Publication: Article Abstract: What caused the crisis? Initially many thought that it was due to incentive problems in the U.S. mortgage industry. However, after the large economic meltdown following Lehman Brothers' bankruptcy in September 2008, it ...

Title: A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions Author(s): KAPETANIOS, George; MARCELLINO, Massimiliano Date: 2009-01-01 Type of Publication: Article Abstract: The estimation of dynamic factor models for large sets of variables has attracted considerable attention recently, because of the increased availability of large data sets. In this article we propose a new parametric ...

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