Browsing ECO Working Papers by Title

Title: S-Curve Redux: On the International Transmission of Technology Shocks Author(s): ENDERS, Zeno; MÜLLER, Gernot J. Date: 2006 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Using vector autoregressions on U.S. time series, we find that technology shocks induce an ‘S’- shaped cross-correlation function for the trade balance and the terms of trade (S-curve). In calibrating a prototypical ...

Title: Sample Kurtosis, GARCH-t and the Degrees of Freedom Issue Author(s): HERACLEOUS, Maria S. Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Econometric modeling based on the Student’s t distribution introduces an additional parameter — the degree of freedom. In this paper we use a simulation study to investigate the ability of (i) the GARCH-t model (Bollerslev, ...

Title: Sample Kurtosis, GARCH-t and the Degrees of Freedom Issue Author(s): HERACLEOUS, Maria S. Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: Econometric modeling based on the Student's t distribution introduces an additional parameter -- the degree of freedom. In this paper we use a simulation study to investigate the ability of (i) the GARCH-t model (Bollerslev, ...

Title: The Saving Glut Explanation of Global Imbalances. The Role of Underinvestment Author(s): CORNELI, Flavia Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: According to the “Saving Glut hypothesis”, global imbalances are caused by inefficiently high level of precautionary savings in .nancially underdeveloped regions, where agents have limited opportunity to diversify idiosyncratic ...

Title: School Quality, Exam Performance, and Career Choice Author(s): DUSTMANN, Christian; RAJAH, Najma; VAN SOEST, Arthur Date: 1998 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Search Subsidies vs Hiring Subsidies: A General Equilibrium Analysis of Employment Vouchers Author(s): FUGAZZA, Marco Date: 1999 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Seasonal Specific Structural Time Series Models Author(s): PROIETTI, Tommaso Date: 2002 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Sector-specific Markup Fluctuations and the Business Cycle Author(s): GABLER, Alain Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: The counter-cyclicality in the relative price of equipment investment which is observed in the U.S. has been attributed to equipment-specific pro- ductivity shocks. Cross-country evidence indicates that a number of ...

Title: Seigniorage, Optimal Taxation, and Time Consistency: A Review Author(s): HERRENDORF, Berthold Date: 1994 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Self-fulfilling Beliefs and Bounded Bubbles in the U.S. Housing Market Author(s): KASHIWAGI, Masanori Date: 2011-01-01 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: This paper provides an equilibrium framework to organize the following empirical observations on the U.S. housing market from 1975 to 2007: (i) housing tenure and vacancies were approximately constant, (ii) rents were ...

Title: Semiparametric Methods for the Measurement of Latent Attitudes and the Estimation of Their Behavioural Consequences Author(s): SPADY, Richard Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We model attitudes as latent variables that induce stochastic dominance relations in (item) responses. Observable characteristics that affect attitudes can be incorporated into the analysis to improve the measurement of ...

Title: Sequential Decision Processes Make Behavioural Types Endogenous Author(s): BILLETTE DE VILLEMEUR, Etienne Date: 1999 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Sequential Methods for Detecting Structural Breaks in Cointegrated Systems Author(s): BANERJEE, Anindya; URGA, Giovanni Date: 1998 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Sequential Provision of Public Goods. Author(s): VARIAN, Hal R. Date: 1990 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Shadow Economy, Rent-Seeking Activities and the Perils of Reinforcement of the Rule of Law Author(s): VOSTROKNUTOVA, Ekaterina Date: 2003 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Shadow Economy, Rent-Seeking Activities, and the Perils of Reinforcement of the Rule of Law Author(s): VOSTROKNUTOVA, Ekaterina Date: 2003 Type of Publication: Working Paper Series/Report no.: Working Paper

Title: Shock Therapy? An I (2) Cointegration Analysis of the Russian Stabilization Author(s): VOSTROKNUTOVA, Ekaterina Date: 2003 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Short-Run and Long-Run Cournot Equilibria in Multiproduct Industries Author(s): GEORGANTZIS, Nikolaos Date: 1994 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: The Short-Run Dynamics of Optimal Growth Models with Delays Author(s): COLLARD, Fabrice; LICANDRO, Omar; PUCH, Luis A. Date: 2004 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Short-Term Analysis of Macroeconomic Time Series Author(s): MARAVALL, Agustin Date: 1993 Type of Publication: Working Paper Series/Report no.: EUI ECO

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