Browsing ECO Working Papers by Title

Title: A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated Author(s): BANERJEE, Anindya; MIZEN, Paul Date: 2003 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Reaction to Technology Shocks in Markov-Switchings Structural VARs: Identification via heteroskedasticity Author(s): NETŠUNAJEV, Aleksei Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: The paper reconsiders the conflicting results in the debate connected to the effects of technology shocks on hours worked in the bivariate system. Given major dissatisfaction with the just-identifying long-run restrictions, ...

Title: Realized Beta GARCH: Multivariate GARCH model with realized measures of volatility and covolatility Author(s): HANSEN, Peter Reinhard; LUNDE, Asger; VOEV, Valeri Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We introduce a multivariate GARCH model that incorporates realized measures of volatility and covolatility. The realized measures extract information about the current level of volatility and covolatility from high-frequency ...

Title: Reassessing Labor Market Reforms: Temporary Contracts as a Screening Device Author(s): FACCINI, Renato Date: 2008 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Standard models of temporary contracts are either inconclusive, or fail to ac- count for the positive correlation between temporary contracts and the employ- ment rate, and for the high transition rates into permanent ...

Title: Recent Advances in Cointegration Analysis Author(s): LUETKEPOHL, Helmut Date: 2004 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Recursive Contracts Author(s): MARCET, Albert; MARIMON, Ramon Date: 1998 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We obtain a recursive formulation for a general class of contracting problems involving incentive constraints. These constraints make the corresponding maximization (sup) problems non recursive. Our approach consists of ...

Title: Recursive Contracts Author(s): MARCET, Albert; MARIMON, Ramon Date: 2011 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We obtain a recursive formulation for a general class of contracting problems involving incentive constraints. These constraints make the corresponding maximization sup problems non-recursive. Our approach consists of ...

Title: Recursive Contracts Author(s): MARCET, Albert; MARIMON, Ramon Date: 2011-01-01 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: We obtain a recursive formulation for a general class of contracting problems involving incentive constraints. These constraints make the corresponding maximization sup problems non-recursive. Our approach consists of ...

Title: Redistribution, Income cum Investment Subsidy Tax Competition and Capital Flight in Growing Economies Author(s): REHME, Gunther Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Redistribution, Wealth Tax Competition and Capital Flight in Growing Economies Author(s): REHME, Gunther Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: A Redistributive Approach to Price and Quality Discrimination Author(s): PETTINI, Anna; PHLIPS, Louis Date: 1998 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Redistributive Policies through Taxation: Theory and Evidence Author(s): GRANT, Charles; KOULOVATIANOS, Christos; MICHAELIDES, Alexander; PADULA, Mario Date: 2003 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Referral Networks and the Allocation of Talent Author(s): POTHIER, David Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We study a model of occupational choice where workers must rely on their social contacts to acquire job vacancy information. Contrary to the existing literature, we allow for worker heterogeneity in terms of their idiosyncratic ...

Title: The Reform of Unemployment Compensation: Choices for East and West Author(s): MICKLEWRIGHT, John Date: 1990 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Regime Switching Interest Rates and Fluctuations in Emerging Markets Author(s): GRUSS, Bertrand; MERTENS, Karel Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We estimate regime switching models for emerging market interest rates and embed the obtained nonlinear dynamics in a small open economy model with a financial friction. We show that the presence of an infrequent regime ...

Title: Regional Dimensions of Unemployment in Central and Eastern Europe and Social Barriers to Restructuring Author(s): BOERI, Tito; SCARPETTA, Stefano Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: The Regulation of Entry and Aggregate Productivity Author(s): POSCHKE, Markus Date: 2006 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Rejecting Rational Expectations in Panel Data: Some New Evidence Author(s): EHRBECK, Tilman Date: 1992 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: The Relationship between Price Dispersion and Inflation: A Reassessment Author(s): FIELDING, David; MIZEN, Paul Date: 2001 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: The Relationship Between the Markup and Inflation in the G7 Plus One Economies Author(s): BANERJEE, Anindya; RUSSELL, Bill Date: 2000 Type of Publication: Working Paper Series/Report no.: EUI ECO

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