Browsing ECO Working Papers by Title

Title: Temporary Migration and the Investment into Human Capital Author(s): DUSTMANN, Christian Date: 1991 Type of Publication: Working Paper Series/Report no.: EUI ECO; 1991/47

Title: Temporary Workers: How Temporary Are They? Author(s): NANNICINI, Tommaso Date: 2004 Type of Publication: Working Paper Series/Report no.: EUI ECO; 2004/23

Title: A Test of Narrow Framing and Its Origin Author(s): GUISO, Luigi Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO; 2009/02 Abstract: I provide a test of narrow framing to explain why individuals turn down small positive expected value lotteries. Participants in a large survey have been asked whether they would accept a small lottery of winning 180 euros ...

Title: Testing Causality between Two Vectors in Multivariate GARCH Models Author(s): WOŹNIAK, Tomasz Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI ECO; 2012/20 Abstract: Spillover and contagion effects have gained significant interest in the recent years of financial crisis. Attention has not only been directed to relations between returns of financial variables, but to spillovers in risk ...

Title: Testing for Forecastible Nonlinear Dependence in Weekly Gold Rates of Return Author(s): PRESCOTT, David M.; STENGOS, Thanasis Date: 1991 Type of Publication: Working Paper Series/Report no.: EUI ECO; 1991/31

Title: Testing for Nonlinear Dynamics in Historical Unemployment Series Author(s): ALOGOSKOUFIS, George S.; STENGOS, Thanasis Date: 1991 Type of Publication: Working Paper Series/Report no.: EUI ECO; 1991/38

Title: Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break Author(s): TRENKLER, Carsten; SAIKKONEN, Pentti; LUETKEPOHL, Helmut Date: 2006 Type of Publication: Working Paper Series/Report no.: EUI ECO; 2006/29 Abstract: A test for the cointegrating rank of a vector autoregressive (VAR) process with a possible shift and broken linear trend is proposed. The break point is assumed to be known. The setup is a VAR process for cointegrated ...

Title: Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term Author(s): DEMETRESCU, Matei; LUETKEPOHL, Helmut; SAIKKONEN, Pentti Date: 2008 Type of Publication: Working Paper Series/Report no.: EUI ECO; 2008/24 Abstract: When applying Johansen's procedure for determining the coin- tegrating rank to systems of variables with linear deterministic trends, there are two possible tests to choose from. One test allows for a trend in ...

Title: Testing for Unit Roots with the k-th. Autocorrelation Coefficient Author(s): LOPEZ, Humberto Date: 1993 Type of Publication: Working Paper Series/Report no.: EUI ECO; 1993/29

Title: Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income Author(s): GIL-ALANA, Luis A.; ROBINSON, Peter M. Date: 1998 Type of Publication: Working Paper Series/Report no.: EUI ECO; 1998/20

Title: Testing the Joint Hypothesis of Rationality and Neutrality under Seasonal Cointegration: The Case of Korea Author(s): ERMINI, Luigi; CHANG, Dongkoo Date: 1994 Type of Publication: Working Paper Series/Report no.: EUI ECO; 1994/06

Title: Testing the Order of Integration in a VAR Model for I(2) Variables Author(s): ARCHONTAKIS, Fragiskos Date: 2001 Type of Publication: Working Paper Series/Report no.: EUI ECO; 2001/12

Title: Theory and Estimation of Individual and Social Welfare Measures: A Critical Survey Author(s): BECHT, Marco Date: 1992 Type of Publication: Working Paper Series/Report no.: EUI ECO; 1992/19

Title: Thick-Market Externalities in U.S. Manufacturing: A Dynamic Study with Panel Data Author(s): JIMENEZ, Miguel; MARCHETTI, Domenico Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO; 1995/14

Title: Third Package and Noncooperative Collusion in the European Airline Industry Author(s): NERO, Giovanni Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO; 1995/05

Title: Three Tests for the Existence of Cycles in Time Series Author(s): CANOVA, Fabio Date: 1992 Type of Publication: Working Paper Series/Report no.: EUI ECO; 1992/78

Title: Time Series Regression with Arima Noise and Missing Observations Program Tram Author(s): GOMEZ, Victor; MARAVALL, Agustin Date: 1992 Type of Publication: Working Paper Series/Report no.: EUI ECO; 1992/81

Title: The Time-Inconsistency of Alternative Energy Policy Author(s): D'ARTIGUES, Agnès; PERCEBOIS, Jacques; VIGNOLO, Thierry Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO; 2007/32 Abstract: Time-inconsistency can arise when a government attempts to convince private sector to use a particular alternative energy (gas, green electricity...) rather than petroleum products. By introducing taxes and feed-in prices, ...

Title: Time-varying/Sign-switching Risk Perception on Foreign Exchange Markets Author(s): GALLO, Giampiero M.; PACINI, Barbara Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO; 1995/45

Title: Towards a Theory of Firm Entry and Stabilization Policy Author(s): CORSETTI, Giancarlo; BERGIN, Paul Date: 2005 Type of Publication: Working Paper Series/Report no.: CEPR Discussion Papers; 2005/5376 Abstract: This paper explores the role of stabilization policy in a model where firm entry responds to shocks and uncertainty. We evaluate stabilization policy in the context of a simple analytically solvable sticky price model, ...

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