Title:A General Test of Gaming
Author(s):COURTY, Pascal; MARSCHKE, GeraldDate:2004Type of Publication:Working PaperSeries/Report no.:Discussion Paper
Title:A General Test of Gaming
Author(s):COURTY, Pascal; MARSCHKE, GeraldDate:2004Type of Publication:Working PaperSeries/Report no.:EUI ECO
Title:Generalized Least Squares Estimation for Cointegration Parameters Under Conditional Heteroskedasticity
Author(s):HERWARTZ, Helmut; LUETKEPOHL, HelmutDate:2009Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract:In the presence of generalized conditional heteroscedasticity (GARCH) in the residuals of a vector error correction model (VECM), maximum likelihood (ML) estimation of the cointegration parameters has been shown to be ...
Title:Genuine Savings and the Voracity Effect
Author(s):VAN DER PLOEG, FrederickDate:2007Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract:Many resource-rich countries have negative genuine saving rates, so deplete their exhaustible
natural resource wealth faster than they build up wealth in other assets. This phenomenon is
stronger in more fractionalized ...
Title:Granger-Causal Analysis of VARMA-GARCH Models
Author(s):WOŹNIAK, TomaszDate:2012Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract:Recent economic developments have shown the importance of spillover and contagion effects in financial markets. Such effects are not limited to relations between the levels of financial variables but also impact on their ...
Title:Gravity and Information:Heterogeneous Firms, Exporter Networks and the ‘Distance Puzzle’
Author(s):KRAUTHEIM, SebastianDate:2007Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract:Distance effects in empirical gravity equations appear to be too high to be explained by transport costs alone. Moreover, despite the strong and ongoing reduction of transport costs, the estimated coefficients are rather ...
Title:Growth in Euro Area Labour Quality
Author(s):SCHWERDT, Guido; TURUNEN, JarkkoDate:2006Type of Publication:Working PaperSeries/Report no.:ECB Working Paper
Title:Guide to Reform of Higher Education: A European Perspective
Author(s):VAN DER PLOEG, Frederick; BAS, JacobsDate:2005Type of Publication:Working PaperSeries/Report no.:CEPR discussion paperAbstract:Although there are exceptions, most European universities and institutions of higher education find it difficult to compete with the best universities in the Anglo-Saxon world. Despite the Bologna agreement and the ambitions ...
Title:Health Selection and the Effect of Smoking on Mortality
Author(s):ADDA, Jérôme; LECHENE, ValérieDate:2012Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract:We show that individuals who are in poorer health, independently from smoking, are more likely to start smoking and to smoke more cigarettes than those with better non-smoking health. We present evidence of selection, ...