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  Title:Discretionary fiscal policy and recessions  Author(s):CORICELLI, Fabrizio; FIORITO, Riccardo; MOLTENI, FrancescoDate:2017Citation:Ľudovít ÓDOR (ed.), Rethinking fiscal policy after the crisis, Cambridge : Cambridge University Press, 2017, pp. 516-539Type:Contribution to bookAbstract:In this chapter we propose a new measure of discretionary public expenditures. We distinguish discretionary from non-discretionary spending by evaluating the persistence and volatility of expenditure components. Clearly, ...
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  Title:Introduction  Author(s):BLUNDELL, Richard; CANTILLON, Estelle; CHIZZOLINI, Barbara; IVALDI, Marc; LEININGER, Wolfgang; MARIMON, Ramon; MATYAS, Laszlo; STEEN, FrodeDate:2017Citation:Richard BLUNDELL, Estelle CANTILLON, Barbara CHIZZOLINI, Marc IVALDI, Wolfgang LEININGER, Ramon MARIMON, Laszlo MATYAS and Frode STEEN (eds), Economics without borders : economic research for European policy challenges, Cambridge : Cambridge University Press, 2017, pp. 1-28Type:Contribution to book
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  Title:Strategic communication process for sustainable entrepreneurial environment in nonprofit organizations  Author(s):DRIVAS, Ioannis C.; DAMASKINOU, Aikaterini I.; SAKAS, Damianos P.Date:2017Citation:Androniki KAVOURA, Damianos P. SAKAS and Petros TOMARAS (eds), Strategic innovative marketing : 4th IC-SIM, Mykonos, Greece 2015, Cham : Springer, 2017, Springer proceedings in business and economics, pp. 299-307Type:Contribution to bookAbstract:This research process is focused on the analysis of three axes which are Fair Treatment, Team Effectiveness, and Job Satisfaction of employees and decision-makers who are occupied in Nonprofit Organizations. Nowadays, the ...
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  Title:Introduction to liquidity and crises  Author(s):ALLEN, Franklin; KRAHNEN, Jan Pieter; TYRELL, Marcel; CARLETTI, ElenaDate:2011Citation:Franklin ALLEN, Elena CARLETTI, Jan Pieter KRAHNEN and Marcel TYRELL (eds), Liquidity and crises, New York ; Oxford : Oxford University Press, 2011, pp. 3-32Type:Contribution to book
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  Title:A Markov chain estimator of multivariate volatility from high frequency data  Author(s):HANSEN, Peter Reinhard; HOREL, Guillaume; LUNDE, Asger; ARCHAKOV, IlyaDate:2016Citation:Mark PODOLSKIJ, Robert STELZER, Steen THORBJØRNSEN and Almut E. D. VERAART (eds), The fascination of probability, statistics and their applications : in Honour of Ole E. Barndorff-Nielsen, [S.l.] : Springer Verlag, 2016, pp. 361-394Type:Contribution to bookAbstract:We introduce a multivariate estimator of financial volatility that is based on the theory of Markov chains. The Markov chain framework takes advantage of the discreteness of high-frequency returns. We study the finite ...

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