Browsing ECO Working Papers by Title

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Browsing ECO Working Papers by Title

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    Title: Factor Forecasts for the UK  Author(s): ARTIS, Michael J.; BANERJEE, Anindya; MARCELLINO, Massimiliano Date: 2001 Type of Publication: Working Paper Series/Report no.: EUI ECO
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    Title: Factor Forecasts for the UK  Author(s): ARTIS, Michael J.; BANERJEE, Anindya; MARCELLINO, Massimiliano Date: 2002 Type of Publication: Working Paper Series/Report no.: CEPR Discussion Paper Abstract: Time series models are often adopted for forecasting because of their simplicity and good performance. The number of parameters in these models increases quickly with the number of variables modelled, so that usually only ...
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    Title: Factor-Augmented Error Correction Models  Author(s): BANERJEE, Anindya; MARCELLINO, Massimiliano Date: 2008 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: This paper brings together several important strands of the econometrics literature: errorcorrection, cointegration and dynamic factor models. It introduces the Factor-augmented Error Correction Model (FECM), where the ...
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    Title: Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP  Author(s): MARCELLINO, Massimiliano; SCHUMACHER, Christian Date: 2008 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: This paper compares different ways to estimate the current state of the economy using factor models that can handle unbalanced datasets. Due to the different release lags of business cycle indicators, data unbalancedness ...
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    Title: Fair Divisions as Attracting Nash Equilibria of Simple Games  Author(s): GALBIATI, Marco Date: 2006 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We consider the problem of allocating a finite number of divisible homogeneous goods to N ≥ 2 individuals, in a way which is both envy-free and Pareto optimal. Building on Thomson (2005 Games and Economic Behavior), a ...
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    Title: Fairness vs. Social Welfare in Experimental Decision  Author(s): KOHLER, Stefan Date: 2005 Type of Publication: Working Paper Series/Report no.: EUI ECO
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    Title: Family Firms and the Agency Cost of Debt: The role of soft information during a crisis  Author(s): D’AURIZIO, Leandro; OLIVIERO, Tommaso; ROMANO, Livio Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: In this paper we study how access to bank lending during the recent financial crisis differed between family and non-family firms. Our theoretical prediction is that the presence of a family block-holder in the company ...
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    Title: Family Firms and the Great Recession: Out of Sight, Out of Mind?  Author(s): D’AURIZIO, Leandro; ROMANO, Livio Date: 2011-01-01 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: The purpose of this paper is to study how family firms, compared to widely-held companies, reacted to the 2008 economic crisis in terms of employment adjustments. By using a difference-in-difference approach, we provide ...
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    Title: Fertility and Divorce  Author(s): VURI, Daniela Date: 2001 Type of Publication: Working Paper Series/Report no.: EUI ECO
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    Title: Financial Capitalism in Pre-World War I Germany: The Role of the Universal Banks in the Financing of German Mining Companies 1906-1912  Author(s): BECHT, Marco; RAMIREZ, Carlos Date: 1993 Type of Publication: Working Paper Series/Report no.: EUI ECO
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    Title: Financial Connections and Systemic Risk  Author(s): ALLEN, Franklin; BABUS, Ana; CARLETTI, Elena Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: An important source of systemic risk is overlapping portfolio exposures among financial institutions. We develop a model where institutions form connections through swaps of projects in order to diversify their individual ...
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    Title: Financial Connections and Systemic Risk  Author(s): ALLEN, Franklin; BABUS, Ana; CARLETTI, Elena Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We develop a model where institutions form connections through swaps of projects in order to diversify their individual risk. These connections lead to two different network structures. In a clustered network groups of ...
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    Title: Financial Crises and International Trade: The Long Way to Recovery  Author(s): BERMAN, Nicolas Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Standard theoretical models would predict that a currency depreciation generates an increase in net exports. However, recent emerging market crises, accompanied by sharp exchange rate devaluations, have often been followed ...
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    Title: Financial Crisis Resolution  Author(s): SCHROTH, Josef Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: This paper studies a dynamic version of the Holmstrom-Tirole model of intermediated finance. I show that competitive equilibria are not constrained efficient when the economy experiences a financial crises. A pecuniary ...
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    Title: Financial Intermediation, Markets, and Alternative Financial Sectors  Author(s): ALLEN, Franklin; CARLETTI, Elena; QIAN, Jun 'QJ'; VALENZUELA, Patricio Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We provide a comprehensive review of firms’ financing channels (internal and external, domestic and international) around the globe, with the focus on alternative finance—financing from all the nonmarket, non-bank external ...
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    Title: Financial Liberalisation and Monetary Policy: The Indian Evidence  Author(s): NACHANE, Dilip M. Date: 2001 Type of Publication: Working Paper Series/Report no.: EUI ECO
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    Title: Financial Literacy and Portfolio Diversification  Author(s): GUISO, Luigi; JAPPELLI, Tullio Date: 2008 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: In this paper we focus on poor financial literacy as one potential factor explaining lack of portfolio diversification. We use the 2007 Unicredit Customers’ Survey, which has indicators of portfolio choice, financial ...
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    Title: Financial Markets as a Commitment Device for the Government  Author(s): SIMON, Jenny Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: How does the presence of financial markets shape the government's ability to implement social redistribution? Individuals do not typically constrain consumption to equal their net-of-tax income every period. Instead, access ...
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    Title: Financing Education at the Local Level: A Study of the Russian Region of Novgorod  Author(s): STEWART, Kitty Date: 1998 Type of Publication: Working Paper Series/Report no.: EUI ECO
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    Title: Finding Evidence of Stock Market Integration Applying a CAPM or Testing for Common Stochastic Trends. Is there a Connection?  Author(s): PEDERSEN, Michael Date: 2002 Type of Publication: Working Paper Series/Report no.: EUI ECO