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Title:Forecasting Exchange Rates with a Large Bayesian VAR Author(s):CARRIERO, Andrea; KAPETANIOS, George; MARCELLINO, Massimiliano EUI affiliated

Date:2008Type:Working PaperSeries/Number:EUI ECO; 2008/33Abstract:Models based on economic theory have serious problems at forecasting exchange rates better than simple univariate driftless random walk models, especially at short horizons. Multivariate time series models suffer from the ...

Title:International Capital Flows, Technology Spillovers and Local Credit Markets Author(s):VILLEGAS SANCHEZ, CarolinaDate:2008Citation: Florence : European University Institute, 2008 Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:No abstract available

Title:Urban Growth Across Three Continents: The Blessing of Human Capital and the Curse of Volatility Author(s):POELHEKKE, StevenDate:2008Citation: Florence : European University Institute, 2008 Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This dissertation is concerned with the empirical determinants of urban growth in developed countries, and the effects of macroeconomic volatility in less developed countries, on urbanization and long run income growth. ...

Title:Essays in Competition Economics Author(s):LANGUS, GregorDate:2008Citation: Florence : European University Institute, 2008 Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:No abstract available

Title:Volatility, Financial Development and the Natural Resource Curse Author(s):VAN DER PLOEG, Frederick; POELHEKKE, StevenDate:2007Type:Working PaperSeries/Number:EUI ECO; 2007/36Abstract:Cross-country evidence is presented on resource dependence and the link between volatility and growth. First, growth depends negatively on volatility of unanticipated output growth independent of initial income per capita, ...

Title:Essays in empirical macroeconomics Author(s):KOZLUK, TomaszDate:2007Citation: Florence, European University Institute, 2007 Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:On the Ist of January 1999 eleven European Union (EU) members fixed their currencies to form the Economic and Monetary Union (EMU). In the run-up to the formation of the euro area candidate countries had to fulfil a set ...

Title:Cointegration in Panel Data with Breaks and Cross-Section Dependence Author(s):BANERJEE, Anindya; CARRION-I-SILVESTRE, Josep LluisDate:2006Type:Working PaperSeries/Number:EUI ECO; 2006/5Abstract:The power of standard panel cointegration statistics may be affected by misspecification errors if proper account is not taken of the presence of structural breaks in the data. We propose modifications to allow for one ...