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Title:Investment crowding-out and labor market effects of financialization in the US Author(s):GONZÁLEZ, Ignacio; SALA, HectorDate:2014Citation: Scottish journal of political economy, 2014, Vol. 61, No. 5, pp. 589-613 Type:ArticleAbstract:This paper studies the impact of financialization on unemployment in the United States. We estimate a dynamic multi-equation macro labor model including labor demand, labor suppy, wage ;setting, and capital accumulation ...

Title:Realized beta GARCH : a multivariate GARCH model with realized measures of volatility Author(s):HANSEN, Peter Reinhard; LUNDE, Asger; VOEV, ValeriDate:2014Citation: Journal of applied econometrics, 2014, Vol. 29, No. 5, pp. 774-799 Type:ArticleAbstract:We introduce a multivariate generalized autoregressive conditional heteroskedasticity (GARCH) model that incorporates realized measures of variances and covariances. Realized measures extract information about the current ...

Title:Estimating the persistence and the autocorrelation function of a time series that is measured with error Author(s):HANSEN, Peter Reinhard; LUNDE, AsgerDate:2014Citation: Econometric theory, 2014, Vol. 30, No. 1, pp. 60-93 Type:ArticleAbstract:An economic time series can often be viewed as a noisy proxy for an underlying economic variable. Measurement errors will influence the dynamic properties of the observed process and may conceal the persistence of the ...

Title:Value of information in competitive economies with incomplete markets Author(s):GOTTARDI, Piero EUI affiliated

; RAHI, RohitDate:2014Citation: International Economic Review, 2014, Vol. 55, No. 1, pp. 57–81 Type:ArticleAbstract:We study the value of public information in competitive economies with incomplete markets. We show that generically the welfare effect of a change in the information available prior to trading can be in any direction : ...

Title:On the economic impact of international sport events : microevidence from survey data at the euro 2008 Author(s):LAMLA, Michael Josef; STRAUB, Martin; GIRSBERGER, Esther Mirjam EUI affiliated

Date:2014Citation: Applied economics, 2014, Vol. 46, No. 15, pp. 1693-1703 Type:ArticleAbstract:Using firm-level data for more than 700 Swiss hotels and restaurants, we evaluate the economic impact of the EURO 2008 soccer championship in Switzerland. Although aggregated macrodata do not reveal any sizable economic ...

Title:Choosing the variables to estimate singular DSGE models Author(s):CANOVA, Fabio EUI affiliated

; FERRONI, Filippo; MATTHES, ChristianDate:2014Citation: Journal of Applied Econometrics, 2014, Vol. 29, No. 7, pp. 1099-1117 Type:ArticleAbstract:We propose two methods to choose the variables to be used in the estimation of the structural parameters of a singular DSGE model. The first selects the vector of observables that optimizes parameter identification; the ...

Title:Bridging DSGE models and the raw data Author(s):CANOVA, Fabio EUI affiliated

Date:2014Citation: Journal of Monetary Economics, 2014, Vol. 67, pp. 1-15 Type:ArticleAbstract:A method to estimate DSGE models using the raw data is proposed. The approach links the observables to the model counterparts via a flexible specification which does not require the model-based component to be located ...

Title:Monetary policy deliberations : committee size and voting rules Author(s):MAURIN, Vincent; VIDAL, Jean-PierreDate:2014Citation: Recherches économiques de Louvain-Louvain economic review, 2014, Vol. 80, No. 2, pp. 47-83 Type:ArticleAbstract:How large should a monetary policy committee be? Which voting rule should a monetary policy committee adopt? This paper builds on Condorcet's jury theorem to analyse the relationships between committee size and voting rules ...

Title:Recursive methods for incentive problems Author(s):MESSNER, Matthias; PAVONI, Nicola; SLEET, ChristopherDate:2012Citation: Review of economic dynamics, 2012, Vol. 15, No. 4, pp. 501-525 Type:ArticleAbstract:Many dynamic incentive problems have a primal recursive formulation in which utility promises serve as state variables. We associate dual recursive formulations with these problems. We make transparent the connections ...

Title:Forecasting with factor-augmented error correction models Author(s):BANERJEE, Anindya; MARCELLINO, Massimiliano EUI affiliated

; MASTEN, IgorDate:2014Citation: International journal of forecasting, 2014, Vol. 30, No. 3, pp. 589-612 Type:ArticleAbstract:As a generalization of the factor-augmented VAR (FAVAR) and of the Error Correction Model (ECM), Banerjee and Marcellino (2009) introduced the Factor-augmented Error Correction Model (FECM). The FECM combines error-correction, ...

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