Browsing ECO Articles by Title

Title:Exchange Rates and Oligopoly Author(s):HENS, Thorsten; JAGER, Eckart; KIRMAN, Alan; PHLIPS, LouisDate:1999Citation:European Economic Review, 1999, 43, 3, 621-648Version:The article is a published version of EUI ECO WP; 1991/42Type:ArticleAbstract:The purpose of this paper is to explain empirical observations concerning the impact of exchange rate changes on industrial prices. As exchange rates change the pass-through into industrial prices is often incomplete and ...

Title:Exchange-Rate Pass-Through and Market Structure Author(s):KIRMAN, Alan; PHLIPS, LouisDate:1996Citation:Journal of Economics-Zeitschrift Fur Nationalokonomie, 1996, 64, 2, 129-154Version:The article is a published version of EUI ECO WP; 1992/83Type:ArticleAbstract:We consider a situation in which n firms located in market l and m firms located in market 2 each sell a commodity which is homogeneous within each market but may differ between markets. All firms sell on both markets. ...

Title:Exchange-Rate Uncertainty and Foreign-Trade Author(s):PEREE, Eric; STEINHERR, A.Date:1989Citation:European Economic Review, 1989, 33, 6, 1241-1264Version:The article is a published version of EUI ECO WP; 1987/309Type:Article

Title:Exclusive Dealing and Entry, when Buyers Compete Author(s):FUMAGALLI, Chiara; MOTTA, MassimoDate:2006Citation:American Economic Review, 2006, 96, 3, 785-795Type:ArticleAbstract:Rasmusen et al. (1991) and Segal and Whinston (2000) show that an incumbent monopolist might prevent entry of a more efficient competitor by exploiting externalities among buyers. We show that their results hold only when ...

Title:Exogeneity, Cointegration, and Economic Policy Analysis Author(s):ERICSSON, Neil R.; HENDRY, David F.; MIZON, Grayham E.Date:1998Citation:Journal of Business & Economic Statistics, 1998, 16, 4, 370-387Type:ArticleAbstract:This overview examines conditions for reliable economic policy analysis based on econometric models, focusing on the econometric concepts of exogeneity, cointegration, causality, and invariance. Weak, strong, and super ...

Title:Expectation-driven house prices and debt defaults : the effectiveness of monetary and macroprudential policies Author(s):BEKIROS, Stelios D.

; NILAVONGSE, Rachatar; UDDIN, Gazi SalahDate:2020Citation:Journal of financial stability, 2020, Vol. 49, Art. 100760, OnlineOnlyType:ArticleAbstract:We embed non-fundamental house price expectation shocks and endogenous mortgage defaults into a DSGE model with a housing and banking sector. We use our DSGE set-up to study the impact of variations in house price expectations ...

Title:Experimental Evidence on the Irreversibility Effect Author(s):RAUCHS, Alexandra; WILLINGER, MarcDate:1996Citation:Theory And Decision, 1996, 40, 1, 51-78Type:ArticleAbstract:This paper presents the results of an experimental investigation on how increased expected information affects subjects' choices. We show that Claude Henry's (1974) result (the ''Irreversibility Effect'') is strongly ...

Title:Experimental games on networks : underpinnings of behavior and equilibrium selection Author(s):CHARNESS, Gary; FERI, Francesco; MELÉNDEZ-JIMÉNEZ, Miguel A.; SUTTER, MatthiasDate:2014Citation:Econometrica, 2014, Vol. 82, No. 5, pp. 1615-1670Type:ArticleAbstract:In this paper, we describe a series of laboratory experiments that implement specific examples of a general network structure. Specifically, actions are either strategic substitutes or strategic complements, and participants ...

Title:Experiments on multiple requests for consent to data linkage in surveys Author(s):WALZENBACH, Sandra; BURTON, Jonathan; COUPER, Mick P.; CROSSLEY, Thomas Fraser

; JÄCKLE, AnnetteDate:2023Citation:Journal of survey statistics and methodology, 2023, Vol. 11, No. 3, pp. 518-540Type:ArticleAbstract:It is increasingly common for researchers to link survey data to administrative data. If several administrative data sources are of interest, respondents are required to give consent to each of them, meaning that multiple ...

Title:Experiments on Sequential Decision-Making: the ''Irreversibility Effect'' Author(s):RAUCHS, Alexandra; WILLINGER, MarcDate:1996Citation:Revue Economique, 1996, 47, 1, 51-71Type:ArticleAbstract:The Irreversibility Effect (IE) predicts that an expected utility maximizer who expects to obtain additional information before his future choices, will choose a ''more flexible'' (or ''less irreversible'') position in the ...

Title:Exponential GARCH modeling with realized measures of volatility Author(s):HANSEN, Peter Reinhard; HUANG, ZhuoDate:2016Citation:Journal of business & economic statistics, 2016, Vol. 34, No. 2, pp. 269-287Type:ArticleAbstract:We introduce the realized exponential GARCH model that can use multiple realized volatility measures for the modeling of a return series. The model specifies the dynamic properties of both returns and realized measures, ...

Title:Export Promotion, Learning by Doing and Growth Author(s):AMBLER, Steve; CARDIA, Emanuela; FARAZLI, JeannineDate:1999Citation:Journal of Economic Dynamics and Control, 1999, 23, 5-6, 747-772Type:ArticleAbstract:This paper explores the quantitative link between export-promoting commercial policies and economic growth. We build and calibrate a dynamic general equilibrium model of a small developing economy. The economy’s equilibrium ...

Title:The extensive margin and monetary policy Author(s):BERGIN, Paul; CORSETTI, Giancarlo

Date:2008Citation:Journal of Monetary Economics, 2008, 55, 7, 1222-1237Type:ArticleAbstract:The creation of new firms, referred to as the extensive margin, is a significant but overlooked dimension of monetary policy. A monetary VAR documents that monetary policy has significant effects on firm creation. An ...

Title:External causes of euro zone inflation differentials: a re-examination of the evidence Author(s):VERHOEF, Bastiaan A.; ARNOLD, Ivo J. M.Date:2004Citation:Intereconomics: Review of European Economic Policy, 2004, 39, 5, 254-63Type:Article

Title:Extreme dependence under uncertainty : an application to stock, currency and oil markets Author(s):BEKIROS, Stelios D.

; UDDIN, Gazi SalahDate:2017Citation:International review of finance, 2017, Vol.17, No. 1, pp. 155-162Type:ArticleAbstract:We explore the impact of uncertainty on financial markets in the aftermath of the global financial crisis. In particular, we investigate the temporal dynamics of the dependence structure of stock, currency and oil markets ...

Title:Facilitating healthy dietary habits : an experiment with a low income population Author(s):BELOT, Michele

; JAMES, Jonathan; SPITERI, JonathanDate:2020Citation:European economic review, 2020, Vol. 129, Art. 103550, OnlineOnlyType:ArticleAbstract:This paper tests an intervention aimed at facilitating (cognitively) the adoption of healthy dietary habits. We provide easy-to-understand information about the risks of developing diabetes or heart diseases and give ...

Title:Facility-Based Competition in Europe - the Case For A Separate Satellite System Author(s):STEHMANN, OliverDate:1992Citation:Telecommunications Policy, 1992, 16, 2, 135-146Type:ArticleAbstract:Technological progress in both the space and the Earth segments has made it feasible to run satellite networks completely independent of terrestrial systems. Given its intrinsic advantages, especially in Europe, a separate ...

Title:Factor Analysis in a Model with Rational Expectations Author(s):BEYER, Andreas; FARMER, Roger E. A.; HENRY, Jérôme; MARCELLINO, Massimiliano

Date:2008-01-01Citation:Econometrics Journal, 2008, 11, 2, 271-286Type:ArticleAbstract:DSGE models are characterized by the presence of expectations as explanatory variables. To use these models for policy evaluation, the econometrician must estimate the parameters of expectation terms. Standard estimation ...

Title:Factor Forecasts for the UK Author(s):ARTIS, Michael J.; BANERJEE, Anindya; MARCELLINO, Massimiliano

Date:2005Citation:Journal of Forecasting, 2005, 24, 4, 279-298Version:The article is a published version of EUI ECO WP; 2001/15Type:Article

Title:Factor-GMM Estimation with Large Sets of Possibly Weak Instruments Author(s):KAPETANIOS, George; MARCELLINO, Massimiliano

Date:2010-01-01Citation:Computational Statistics and Data Analysis, 2010, 54, 11, 2655-2675Type:ArticleAbstract:The use of factor analysis for instrumental variable estimation when the number of instruments tends to infinity is analysed. In particular, the focus is on situations where many weak instruments exist and/or the factor ...