|
No. 582:
|
Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions
|
Hugo Kruiniger,
|
|
No. 581:
|
An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting
|
Silvia S.W. Lui,
|
|
No. 580:
|
The (Ir)relevance of the NRU for Policy Making: The Case of Denmark
|
Marika Karanassou,
Hector Sala,
Pablo F. Salvador,
|
|
No. 579:
|
Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange
|
Marcelo Fernandes,
Marco Aurélio dos Santos Rocha,
|
|
No. 578:
|
How Much Does the UK Invest in Intangible Assets?
|
Mauro Giorgio Marrano,
Jonathan Haskel,
|
|
No. 577:
|
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments
|
George Kapetanios,
Massimiliano Marcellino,
|
|
No. 576:
|
The Unlikeliness of an Economic Catastrophe: Localization & Globalization
|
Jose Miguel Albala-Bertrand,
|
|
No. 575:
|
Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from Five OECD Countries
|
Duo Qin,
|
|
No. 574:
|
Labour Market Flexibility and Regional Unemployment Rate Dynamics: Spain 1980-1995
|
Roberto Bande,
Marika Karanassou,
|
|
No. 573:
|
Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective
|
Marika Karanassou,
Hector Sala,
Dennis J. Snower,
|
|
No. 572:
|
Two-stage Bargaining Solutions
|
Paola Manzini,
Marco Mariotti,
|
|
No. 571:
|
Consumer Choice and Revealed Bounded Rationality
|
Paola Manzini,
Marco Mariotti,
|
|
No. 570:
|
Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates
|
Richard T. Baillie,
George Kapetanios,
|
|
No. 569:
|
Panels with Nonstationary Multifactor Error Structures
|
George Kapetanios,
M. Hashem Pesaran,
Takashi Yamagata,
|
|
No. 568:
|
Stochastic Volatility Driven by Large Shocks
|
George Kapetanios,
Elias Tzavalis,
|
|
No. 567:
|
Forecasting Using Predictive Likelihood Model Averaging
|
George Kapetanios,
Vincent Labhard,
Simon Price,
|
|
No. 566:
|
Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation
|
George Kapetanios,
Vincent Labhard,
Simon Price,
|
|
No. 565:
|
Measuring Regional Market Integration by Dynamic Factor Error Correction Model (DF-ECM) Approach - The Case of Developing Asia
|
Duo Qin,
Marie Anne Cagas,
Geoffrey Ducanes,
Nedelyn Magtibay-Ramos,
Pilipinas F. Quising,
|
|
No. 564:
|
Macroeconomic Effects of Fiscal Policies: Empirical Evidence from Bangladesh, China, Indonesia and the Philippines
|
Geoffrey Ducanes,
Marie Anne Cagas,
Duo Qin,
Pilipinas Quising,
Mohammad Abdur Razzaque,
|
|
No. 563:
|
Uncovered Set Choice Rule
|
Michele Lombardi,
|
|
No. 562:
|
Choosing Monetary Sequences: Theory and Experimental Evidence
|
Paola Manzini,
Marco Mariotti,
Luigi Mittone,
|
|
No. 561:
|
Two-stage Boundedly Rational Choice Procedures: Theory and Experimental Evidence
|
Paola Manzini,
Marco Mariotti,
|
|
No. 560:
|
GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data
|
Hugo Kruiniger,
|
|
No. 559:
|
Productivity, Exporting and the Learning-by-Exporting Hypothesis: Direct Evidence from UK Firms
|
Gustavo Crespi,
Chiara Criscuolo,
Jonathan Haskel,
|
|
No. 558:
|
Information Technology, Organisational Change and Productivity Growth: Evidence from UK Firms
|
Gustavo Crespi,
Chiara Criscuolo,
Jonathan Haskel,
|
|
No. 557:
|
VAR Modelling Approach and Cowles Commission Heritage
|
Duo Qin,
|
|
No. 556:
|
Anonymous Price Taking Equilibrium in Tiebout Economies with Unbounded Club Sizes
|
Nizar Allouch,
John P. Conley,
Myrna Wooders,
|
|
No. 555:
|
Walras and Dividends Equilibrium with Possibly Satiated Consumers
|
Nizar Allouch,
Cuong Le Van,
|
|
No. 554:
|
Forecasting Inflation and GDP growth: Comparison of Automatic Leading Indicator (ALI) Method with Macro Econometric Structural Models (MESMs)
|
Duo Qin,
Marie Anne Cagas,
Geoffrey Ducanes,
Nedelyn Magtibay-Ramos,
Pilipinas Quising,
|
|
No. 553:
|
A Macroeconometric Model of the Chinese Economy
|
Duo Qin,
Marie Anne Cagas,
Geoffrey Ducanes,
Xinhua He,
Rui Liu,
Shiguo Liu,
Nedelyn Magtibay-Ramos,
Pilipinas Quising,
|
|
No. 552:
|
Sieve Bootstrap for Strongly Dependent Stationary Processes
|
George Kapetanios,
Zacharias Psaradakis,
|
