Browsing ECO Working Papers by Title

Now showing items 871-890 of 1164

Title:Rationalizing Trading Frequency and Returns Author(s):BONAPARTE, Yosef; COOPER, Russell Date:2010Type:Working PaperSeries/Number:EUI ECO; 2010/25Abstract:Barber and Odean (2000) study the relationship between trading frequency and returns. They find that households who trade more frequently have a lower net return than other households. But all households have about the ...
Title:A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated Author(s):BANERJEE, Anindya; MIZEN, PaulDate:2003Type:Working PaperSeries/Number:EUI ECO; 2003/11
Title:Reaction to Technology Shocks in Markov-Switchings Structural VARs: Identification via heteroskedasticity Author(s):NETŠUNAJEV, AlekseiDate:2012Type:Working PaperSeries/Number:EUI ECO; 2012/13Abstract:The paper reconsiders the conflicting results in the debate connected to the effects of technology shocks on hours worked in the bivariate system. Given major dissatisfaction with the just-identifying long-run restrictions, ...
Title:Realized Beta GARCH: A Multivariate GARCH model with realized measures of volatility and covolatility Author(s):HANSEN, Peter Reinhard; LUNDE, Asger; VOEV, ValeriDate:2012Type:Working PaperSeries/Number:EUI ECO; 2012/28Abstract:We introduce a multivariate GARCH model that incorporates realized measures of volatility and covolatility. The realized measures extract information about the current level of volatility and covolatility from high-frequency ...
Title:Reassessing Labor Market Reforms: Temporary Contracts as a Screening Device Author(s):FACCINI, RenatoDate:2008Type:Working PaperSeries/Number:EUI ECO; 2008/27Abstract:Standard models of temporary contracts are either inconclusive, or fail to ac- count for the positive correlation between temporary contracts and the employ- ment rate, and for the high transition rates into permanent ...
Title:Recent Advances in Cointegration Analysis Author(s):LUETKEPOHL, Helmut Date:2004Type:Working PaperSeries/Number:EUI ECO; 2004/12
Title:Recursive Contracts Author(s):MARCET, Albert; MARIMON, Ramon Date:2011Type:Working PaperSeries/Number:EUI ECO; 2011/15Abstract:We obtain a recursive formulation for a general class of contracting problems involving incentive constraints. These constraints make the corresponding maximization sup problems non-recursive. Our approach consists of ...
Title:Recursive contracts Author(s):MARCET, Albert; MARIMON, Ramon Date:2011Type:Working PaperSeries/Number:EUI MWP; 2011/03Abstract:We obtain a recursive formulation for a general class of contracting problems involving incentive constraints. These constraints make the corresponding maximization sup problems non-recursive. Our approach consists of ...
Title:Recursive contracts Author(s):MARCET, Albert; MARIMON, Ramon Date:1998Type:Working PaperSeries/Number:EUI ECO; 1998/37Abstract:We obtain a recursive formulation for a general class of contracting problems involving incentive constraints. These constraints make the corresponding maximization (sup) problems non recursive. Our approach consists of ...
Title:Redistribution, income cum investment subsidy tax competition and capital flight in growing economies Author(s):REHME, GuntherDate:1995Type:Working PaperSeries/Number:EUI ECO; 1995/16
Title:Redistribution, wealth tax competition and capital flight in growing economies Author(s):REHME, GuntherDate:1995Type:Working PaperSeries/Number:EUI ECO; 1995/09
Title:A redistributive approach to price and quality discrimination Author(s):PETTINI, Anna; PHLIPS, LouisDate:1998Type:Working PaperSeries/Number:EUI ECO; 1998/07
Title:Redistributive Policies through Taxation: Theory and Evidence Author(s):GRANT, Charles; KOULOVATIANOS, Christos; MICHAELIDES, Alexander; PADULA, MarioDate:2003Type:Working PaperSeries/Number:EUI ECO; 2003/13
Title:Referral Networks and the Allocation of Talent Author(s):POTHIER, DavidDate:2012Type:Working PaperSeries/Number:EUI ECO; 2012/18Abstract:We study a model of occupational choice where workers must rely on their social contacts to acquire job vacancy information. Contrary to the existing literature, we allow for worker heterogeneity in terms of their idiosyncratic ...
Title:The reform of unemployment compensation : choices for East and West Author(s):MICKLEWRIGHT, JohnDate:1990Type:Working PaperSeries/Number:EUI ECO; 1990/22
Title:Reforming European universities : scope for an evidence-based process Author(s):VEUGELERS, Reinhilde; VAN DER PLOEG, FrederickDate:2008Type:Working PaperSeries/Number:CESifo Working Paper; 2008/2298
Title:Reforming European universities : scope for an evidence-based process Author(s):VEUGELERS, Reinhilde; VAN DER PLOEG, FrederickDate:2008Type:Working PaperSeries/Number:CESifo WP; 2008/2298
Title:Regime Switching Interest Rates and Fluctuations in Emerging Markets Author(s):GRUSS, Bertrand; MERTENS, KarelDate:2009Type:Working PaperSeries/Number:EUI ECO; 2009/22Abstract:We estimate regime switching models for emerging market interest rates and embed the obtained nonlinear dynamics in a small open economy model with a financial friction. We show that the presence of an infrequent regime ...
Title:Regional dimensions of unemployment in central and eastern Europe and social barriers to restructuring Author(s):BOERI, Tito ; SCARPETTA, StefanoDate:1995Type:Working PaperSeries/Number:EUI ECO; 1995/17
Title:The Regulation of Entry and Aggregate Productivity Author(s):POSCHKE, MarkusDate:2006Type:Working PaperSeries/Number:EUI ECO; 2006/21