Browsing ECO Working Papers by Title

Title: Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data Author(s): JOHANSEN, Soren; JUSELIUS, Katarina Date: 2001 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Cooperation hidden frontiers : the behavioral foundations of the Italian north-south divide Author(s): BIGONI, Maria; BORTOLOTTI, Stefania; CASARI, Marco; GAMBETTA, Diego; PANCOTTO, Francesca Date: 2013 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Socio-economic performance differs not only across countries but within countries too and can persist even after religion, language, and formal institutions are long shared. One interpretation of these disparities is that ...

Title: Cooperative RandD Versus RandD Subsidies: Cournot and Bertrand Duopolies Author(s): HINLOOPEN, Jeroen Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Cooperatives With Privately Optimal Price Indexed Debt Increase Membership When Demand Increases Author(s): WALDMANN, Robert Date: 1994 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Coordinating European Monetary Union Author(s): WINKLER, Bernhard Date: 1997 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Corporate Credit and Monetary Policy: The Impact of Firm-Specific Characteristics on Financial Structure Author(s): YALCIN, Chan; BOUGHEAS, Spiros; MIZEN, Paul Date: 2003 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Correlation Breakdown and Extreme Dependence in Emerging Equity Markets Author(s): BEKIROS, Stelios D.; GEORGOUTSOS, Dimitris A. Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: This study investigates the dependence structure of extreme realization of returns between the mature markets of Japan and the U.S. and the emerging markets of Cyprus, Greece and that of six Asia- Pacific counties, with ...

Title: The Cost of Banking Regulation Author(s): GUISO, Luigi; SAPIENZA, Paola; ZINGALES, Luigi Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We use exogenous variation in the degree of restrictions to bank competition across Italian provinces to study both the effects of bank regulation and the impact of deregulation. We find that where entry was more restricted ...

Title: Costly Portfolio Adjustment Author(s): BONAPARTE, Yosef; COOPER, Russell Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: This paper studies the dynamic optimization problem of a household when portfolio adjustment is costly. The analysis is motivated by the observation that on a monthly basis, less than 10% of stockholders typically adjust ...

Title: Could Japan Target the Price Level or Inflation - What Happens to Monetary Policy Effectiveness during Disinflation? Author(s): MEHROTRA, Aaron Date: 2004 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Credibility and the Value of Information Transmission in a Model of Monetary Policy and Inflation Author(s): BASAR, Tamer; SALMON, Mark Date: 1990 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Credible Purchases of Credibility Through Exchange Rate Pegging: An Optimal Taxation Framework Author(s): HERRENDORF, Berthold Date: 1994 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Credit Market Competition and Capital Regulation Author(s): ALLEN, Franklin; CARLETTI, Elena; MARQUEZ, Robert Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: It is commonly believed that equity finance for banks is more costly than deposits. This suggests that banks should economize on the use of equity and regulatory constraints on capital should be binding. Empirical evidence ...

Title: Credit Market Competition and Liquidity Crises Author(s): CARLETTI, Elena; LEONELLO, Agnese Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We develop a two-period model where banks invest in reserves and loans, and are subject to aggregate liquidity shocks. When banks face a a shortage of liquidity, they can sell loans on the interbank market. Two types of ...

Title: Credit within the Firm Author(s): GUISO, Luigi; PISTAFERRI, Luigi; SCHIVARDI, Fabiano Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We exploit time variation in the degree of development of local credit markets and matched employer-employee data to assess the role of the firm as an internal credit market. In less developed local credit markets firms ...

Title: Cultural Biases in Economic Exchange? Author(s): GUISO, Luigi; SAPIENZA, Paola; ZINGALES, Luigi Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: How much do cultural biases affect economic exchange? We try to answer this question by using the relative trust European citizens have for citizens of other countries. First, we document that this trust is affected not ...

Title: Curbing Cream-Skimming: Evidence on Enrolment Incentives Author(s): COURTY, Pascal; KIM, Do Han; MARSCHKE, Gerald Date: 2009 Type of Publication: Working Paper Series/Report no.: 2009/03 Abstract: Using data from a large, U.S. federal job training program, we investigate whether enrolment incentives that exogenously vary the ‘shadow prices’ for serving different demographic subgroups of clients influence case workers’ ...

Title: Currency Option Pricing with Stochastic Interest Rates and Transaction Costs: A Theoretical Model Author(s): TAMBORSKI, Mariusz Date: 1994 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Currency Unions, Optimal Currency Areas and the Integration of Financial Markets: Central Europe from the Fourteenth to the Sixteenth Centuries Author(s): BOERNER, Lars; VOLCKART, Oliver Date: 2008 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: This paper employs a new method and dataset to estimate the effect of currency unions on the integration of financial markets in late medieval Central Europe. The analysis reveals that membership of a union strongly and ...

Title: Current Account Theory and the Dynamics of US Net Foreign Liabilities Author(s): CORSETTI, Giancarlo; KONSTANTINOU, Panagiotis T. Date: 2005 Type of Publication: Working Paper Series/Report no.: CEPR discussion paper Abstract: This paper provides empirical evidence on the adjustment dynamics of the US net foreign liabilities, net output and consumption. We use empirical techniques that allow us to quantify the relative importance of permanent ...

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