Sunday, 22 June 2008
New SSRRN resources14
On Markov Error-Correction Models, with an Application to Stock Prices and Dividends Bayesian Geoadditive Modelling of Breastfeeding Initiation in Nigeria Short Term Monitoring of Fiscal Policy Discipline Distance, Trade, and FDI: A Hausman-Taylor SUR Approach Do Dropouts Suffer from Dropping Out? Estimation and Prediction of Outcome Gains in Generalized Sele The Solow Model with CES Technology: Nonlinearities and Parameter Heterogeneity More Powerful Panel Data Unit Root Tests with an Application to Mean Reversion in Real Exchange Rate Why Were Changes in the Federal Funds Rate Smaller in the 1990s Health Insurance and Savings Over the Life Cycle - A Semiparametric Smooth Coefficient Estimation Long-run Monetary Neutrality and Long-Horizon Regressions Projection Pursuit Regression and Disaggregate Productivity Effects: The Case of the Indian Blast F A Microeconometric Evaluation of Rehabilitation of Long-term Sickness in Sweden Selection Correction and Sensitivity Analysis for Ordered Treatment Effect on Count Response Poverty Comparisons with Dependent Samples The dynamics of health in the British Household Panel Survey Predictor Relevance and Extramarital Affairs Keeping off the Grass? An Econometric Model of Cannabis Consumption by Young People in Britain Nonparametric Analysis of Returns to Scale in the US Hospital Industry Health Care Reform and the Number of Doctor Visits - An Econometric Analysis Making Inferences About the Polarization, Welfare and Poverty of Nations: A Study of 101 Countries 1 Modelling Low Income Transitions The Asymmetric Effects of Uncertainty on Inflation and Output Growth The Role of Environmental Factors in Growth Accounting: a Nonparametric Analysis Convergence in European Time Series: A Multivariate Common Converging Trend-cycle Decomposition Conditional Heteroscedasticity of Exchange Rates: Further Results based on the Fractionally Integrat Multivariate Mixed Proportional Hazard Modelling of the Joint Retirement of Marries Couples How Large is the Bias in Self-Reported Disability? Dynamic Programming Model Estimates of Social Security Disability Insurance Application Timing, On the Distribution and Dynamics of Health Care Costs Social Security, Pensions and Retirement Behavior within the Family A structural dynamic analysis of retirement behavior in the Netherlands The Effects of Subjective Survival on Retirement and Social Security Claiming A Dynamic Programming Approach to Model the Retirement Behavior of Blue-Collar Workers in Sweden Retirement Behavior of Dutch Elderly Households. Diversity in Retirement Patterns Across Different H Reporting Sick: Are Sporting Events Contagious? A General Test for Time Dependence in Parameters Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach Learning about Heterogeneity in Returns to Schooling Measurement of Industry Conduct with a Latent Structure Understanding the Fisher Equation Duration Dependence in the Exit Rate out of Unemployment in Belgium. Is it True or Spurious? An Algorithm to Reduce the Occupational Space in Gender Segregation Studies Robust Inference Concerning Recent Trends in U.S. Environmental Quality Evidence on Purchasing Power Parity from Univariate Models: The Case of Smooth Transition Trend-Stat Simple Solutions to the Initial Conditions Problem in Dynamic, Nonlinear Panel Data Models with Unob Monitoring Structural Change in Dynamic Econometric Models The Transmission of US Shocks to Latin Data Convergence in the Trends and Cycles of Euro-Zone Income A Suggested Framework for Classifying the Modes of Cycle Research Comparing SVARs and SEMs: Two Models of the UK Economy Nonlinearity and the Permanent Effects of Recessions, Business and Default Cycles for Credit Risk What caused the early millennium slowdown? Evidence based on vector autoregressions Comparing Shocks and Frictions in US and Euro Area Business Cycle: A Bayesian DSGE Approach How Well Do Markov Switching Models Describe Actual Business Cycles? The Case of Synchronization Replication of the Results in 'Learning about Heterogeneity in Returns to Schooling' Parametric Pricing of Higher Order Moments in S&P500 Options Valuation Ratios and Long-Horizon Stock Price Predictability Modeling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and Internation Partially Overlapping Time Series: A New Model for Volatility Dynamics in Commodity Futures Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumenta I didn't tell, and I won't tell: Dynamic Response Error in the SIPP Walk or Wait? An Empirical Analysis of Street Crossing Decisions The Effect of the Gender of Children on Expenditure Patterns in Rural China: A Semiparametric Analys Discrete Choice Management in Airline Network Management Analysis of Job-Training Effects on Korean Women Counterfactual Decomposition of Changes in Wage Distributions using Quantile Regression Semiparametric Estimation of Lifetime Equivalence Scales Inefficiency and Heterogeneity in Turkish Banking: 1990-2000 Principal Components at Work: The Empirical Analysis of Monetary Policy with Large Data Sets Aggregate vs. Disaggregate Data Analysis -- A Paradox in the Estimation of Money Demand Function of Nonlinearity in the Fed's Monetary Policy Rule Markov Switching Causality and the Money-Output Relationship Validating Multiple Structural Change Models -- A Case Study Testing the Purchasing Power Parity Through I(2) Cointegration Techniques Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors A multi-level panel STAR model for US manufacturing sectors Nonparametric Bounds on the Returns to Language Skills Semiparametric Bayesian Inference in Multiple Equation Models Semiparametric Three Step Estimation Methods For Simultaneous Equation Systems Periodically Expanding Discounted Debt: A Threat to Fiscal Policy Sustainability? Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood Testing Chaotic Dynamics via Lyapunov Exponents A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)? The Cross-Euler Equation Approach to Intertemporal Substitution in Import Demand The Policy Preferences of the US Federal Reserve An Econometric Model of Nonlinear Dynamics in the Joint Distribution of Stock and Bond Returns High School Completion and Future Youth Unemployment: New Evidence from High School and Beyond Economic Development and the Return to Human Capital: A Smooth Coefficient Semiparametric Approach gnuplot 4.0: A Portable Interactive Plotting Utility Timing Structural Change: A Conditional Probabilistic Approach Job Separation in a Non-stationary Search Model: A Structural Estimation to Evaluate Alternative Une Bayes Model Averaging of Cyclical Decompositions in Economic Time Series Measuring Welfare Effects in Models with Random Coefficients Estimation of Multivariate Models for Time Series of Possibly Different Lengths Normal Mixture GARCH(1,1): Applications to Exchange Rate Modelling Estimating and Predicting Multivariate Volatility Thresholds in Global Stock Markets How do changes in monetary policy affect bank lending? An analysis of Austrian bank data Smoothed Binary Regression Quantiles Intertemporal Pricing and Price Discrimination: A Semiparametric Hedonic Analysis of the Personal C Magazine Prices Revisited Estimating the Effect of Smoking on Birth Outcomes Using a Matched Panel Data Approach, Estimating an Economic Model of Crime using Panel Data from North Carolina Tests of Seasonal Integration and Cointegration in Multivariate Unobserved Components Models A joint model for the term structure of interest rates and the macroeconomy Structural Break Threshold VAR for Predicting US Recessions using the Spread Permanent vs. Transitory Components and Economic Fundamentals Generalized Long Memory Processes, Failure of Cointegration Tests, and Exchange Rate Dynamics Disaggregate Evidence on the Persistence of Consumer Price Inflation Deriving Target Selection Rules from Endogenously Selected Samples A Review of TESTU01 Temporal Aggregation of an ESTAR Process: Some Implications for Purchasing Power Parity Adjustment Empirical Evidence of Income Dynamics Across EU Regions A Nonparametric Measure of Convergence Toward Purchasing Power Parity Estimates of Semiparametric Equivalence Scales Inference in Dynamic Stochastic Frontier Models Modeling firm-size distribution using Box-Cox heteroscedastic regression Estimation and Comparison of Treasury Auction Format when Bidders are Asymmetric A Small Monetary System for the Euro Area Based on German Data Sectoral Labor Supply, Choice Restrictions and Functional Form The Case Against JIVE How do Respondents Process Stated Choice Experiments? - Attribute Consideration under Varying Inform Wealth Dynamics: Reducing Noise in Panel Data How Quickly Do Forecasters Incorporate News? Evidence based on Cross-country Surveys Calculus Attainment and Grades Received in Intermediate Economic Theory Assessing the effects of measurement errors on the estimation of production functions Semiparametric Estimation of Consumption Based Equivalence Scales -- The Case of Germany The Emerging Market Crisis and Stock Market Linkages: Further Evidence Health Insurance and Retirement of Married Couples A dynamic model of contraceptive choice of Spanish couples Bayesian Analysis of the Two-Part Model with Endogeneity: Application to Health Care Expenditure Age-Period-Cohort Decomposition of Aggregate Data: An Application to U.S. and Japanese Household Sav The Welfare Effects of Restricted Hospital Choice in the US Medical Care Market The Effect of Household Characteristics on Living Standards in South Africa 1993-98: A Quantile Regr The Costs of Motherhood: An Analysis Using Matching Estimators The Engel Curve for Alcohol and the Rank of Demand Systems, Cannabis, cocaine and jobs Convergence of Productivity: A Comment Is there a Risk-Return Tradeoff? Evidence from High-Frequency Data A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointe Inter-State Dynamics of Invention Activities, 1930-2000 Identification and Estimation of Bounds on School Performance Measures: A Nonparametric Analysis of An Empirical Model of the Multi-Unit, Sequential, Clock Auction Intergenerational Mobility and Sample Selection in Short Panels Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forecasts, Nonlinear Dynamics of Interest Rate and Inflation Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons Nonlinear Autoregressive Leading Indicator Models of Output in G-7 Countries The Transmission Mechanism in a Changing world An Evaluation of the Forecasts of the Federal Reserve: A Pooled Approach Exploring the International Linkages of the Euro Area: A Global VAR Analysis Unravelling Financial Market Linkages During Crises Robust Optimal Monetary Policy in a Forward-Looking Model with Parameter and Shock Uncertainty Expectation Horizon and the Phillips Curve: The Solution to an Empirical Puzzle Codependence in Cointegrated Autoregressive Models Panel unit root tests and spatial dependence Subsampling Hypothesis Tests for Nonstationary Panels with Applications to Exchange Rates and Stock Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age Dynamic Factor Extraction of Cross-Sectional Dependence in Panel Unit Root Tests An Empirical Analysis of Nonstationarity in a Panel of Interest Rates with Factors Social Capital, Barriers to Production and Capital Shares: Implications for the Importance of Parame A Simple Panel Unit Root Test in the Presence of Cross Section Dependence Gravity Models of Intra-EU Trade: Application of the CCEP-HT Estimation in Heterogeneous Panels with Assessing the performance of matching when selection into treatment is strong Habits and Heterogeneity in Demands: A Panel Data Analysis Sectoral Adjustment of Employment to Shifts in Outsourcing and Trade: Evidence from a Dynamic Fixed Finite Sample Evidence of IV Estimators Under Weak Instruments Discounting the Distant Future: How Much Does Model Selection affect the Certainty Equivalent Rate? Unemployment and Liquidity Constraints The Welfare Cost of Means-Testing: Pensioner Participation in Income Support Nonparametric Estimation of a Hedonic Price Function Correcting for Bias in Retrospective Data A Discrete Choice Model with Social Interactions. with an Application to High School Teen Behavior The Inter-related Dynamics of Unemployment and Low-wage Employment Nonparametric Estimation of Concave Production Technologies by Entropic Methods Money Demand Function Estimation by Nonlinear Cointegration Small Sample Bias in Synthetic Cohort Models of Labor Supply Identifying Technically Efficient Fishing Vessels: A Non-Empty, Minimal Subset Approach The Policy Environment and Relative Price Efficiency of Egyptian Private Sector Manufacturing: 1987/ Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Bayesian Inference for the Gravity Model GRETL and its Numerical Accuracy Semi-Nonparametric Competing Risks Analysis of Recidivism Model-Free Evaluation of Directional Predictability in Foreign Exchange Markets Evaluation of the Lifecycle Effects of Minimum Pensions on Retirement Behavior in Spain Asymmetric Power Distribution: Theory and Applications to Risk Measurement International Welfare Comparisons and Nonparametric Testing of Multivariate Stochastic Dominance, Meta Analysis in Model Implementation: Choice Sets and the Value of Air Quality Improvements Growth, Technological Interdependence and Spatial Externalities: Theory and Evidence Permanent and Transitory Wages of British Men, 1975-2001: Year, Age and Cohort Effects Efficiency of the California Electricity Reserves Market An Extortionary Guerrilla Movement Identification of Parameters in Normal Error Component Logit-Mixture (NECLM) Models Estimating Market Power in a Two-Sided Market: The Case of Newspapers Finite Sample Inference Methods for Dynamic Energy Demand Models The Relationship between R&D Collaboration, Subsidies and R&D Performance: Empirical Evidence from F Concessions of Infrastructure in Latin America: Government-Led Renegotiation Consumer Benefits from Increased Competition in Shopping Outlets: Measuring the Effect of Wal-Mart Bargaining Powers and Market Segmentation in Freight Transport Semi-Structural Models of Advertising Competition Statistical Inference for Aggregates of Farrell-type Efficiencies Complementarities in Automobile Production Quantifying the Supply-Side Benefits of Forward Contracting in Wholesale Electricity Markets International Dynamic Risk Sharing A Unified Approach to Standardized-Residuals-Based Correlation Tests for GARCH-type Models Multivariate Partial Adjustment of Financial Ratios: A Bayesian Hierarchical Approach Structural Breaks and GARCH Models of Exchange Rate Volatility The Performance of Heteroskedasticity and Autocorrelation Robust Tests: A Monte Carlo Study with an Extreme U.S. Stock Market Fluctuations in the Wake of 9/11 Is Gravity Linear? Bayesian Counterfactual Analysis of the Sources of the Great Moderation The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes Using the Variance Structure of the Conditional Autoregressive Spatial Specification to Model Knowle Panel Cointegration Tests of the Fisher Effect A bounds analysis of school completion rates in Australia Sequential Numerical Integration in Nonlinear State Space Models for Microeconometric Panel Data From Temporary Help Jobs to Permanent Employment: What Can We Learn from Matching Estimators and the Inferring Disability Status from Corrupt Data Learning and Fatigue During Choice Experiments: A Comparison of Online and Mail Survey Modes Market Fundamentals vs Rational Bubbles in Stock Prices: A Bayesian Perspective Rotterdam Model versus Almost Ideal Demand System: Will the Best Specification Please Stand Up? Hours per Capita and Productivity: Evidence from Correlated Unobserved Components Models Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach Semiparametric Hedonic Price Models: Assessing the Effects of Agricultural Nonpoint Source Pollution Assessing the Prudence of Economic Forecasts in the EU Jointness of Growth Determinants Comovements and Heterogeneity in the Euro Area Analyzed in a Non-Stationary Factor Model Mileage Drives Used Car Prices Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries Efficiency and Productivity of the US Banking Industry,1998-2005: Evidence from the Fourier Cost Fun Jumps in Cross-Sectional Rank and Expected Returns: A Mixture Model Modes, Weighted Modes and Calibrated Modes: Evidence of Clustering using Modality Tests, Compensatory inter vivos gifts Bayes Estimates of Distance to Market: Transactions Costs, Cooperatives and Milk Market Development R&D and Subsidies at the Firm Level: An Application of Parametric and Semiparametric Selection Mode Random Recursive Partitioning: A Matching Method for the Estimation of the Average Treatment Effect Efficiency Externalities of Trade and Alternative Forms of Foreign Investment in OECD Countries The Wages of BMI: Bayesian Analysis of a Skewed Treatment-Response Model with Nonparametric Endogen Inferring Disability Status from Corrupt Data Comments on 'Jointness of Growth Determinants' On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regressio Binary Choice under Social Interactions: An Empirical Study with and without Subjective Data of Exp Semiparametric Bayesian Inference for Dynamic Tobit Panel Data Models with Unobserved Heterogeneity Learning, Forecasting and Structural Breaks Rough and Lonely Road to Prosperity: A Reexamination of the Sources of Growth in Africa Using Bayesi Public Insurance and Private Savings: Who is Affected and by How Much?, What Are the Effects of Fiscal Policy Shocks Identifying the New Keynesian Phillips Curve Is Labour Market Training a curse for the unemployed? Evidence from a social experiment Comment on 'Jointness of Growth Determinants' by Gernot Doppelhofer and Melvyn Weeks
Saturday, 21 June 2008
New SSRRN resources 13
Are Price Equations Really Money Demand Equations on their Heads? A Re-examination of the Q Theory of Investment Using U.S. Firm Data On the Estimation of Simultaneous-Equations Error-Components Models with an Application to a Model o Common Trends and Common Cycles Estimating Nonlinear Time Series Models Using Simulated Vector Autoregressions A Structural Model of Aircraft Engine Maintenance Statistical Inference in Calibrated Models The Linear Quadratic Adjustment Cost Model and the Demand for Labour A Duration Model of Irreversible OIl Investment: Theory and Empirical Evidence Asset Trading, Transaction Costs and the Equity Premium Testing the Implications of Long Run Neutrality for Monetary Business Cycle Models Cyclical Properties of a Real Business Cycle Model Nonnegativity Constraints and Intratemporal Uncertainty in a Multi-good Life Cycle Model Certificate-of-Need Regulation and the Diffusion of New Innovations: A Random Coefficient Model Efficiency in the Provision of University Teaching and Research: An Empirical Analysis of UK Univers Labor-Use Efficiency in Swedish Social Insurance Offices Separability Test for the Electricity Supply Industry Cointegration Tests of Present Value Models with a Time-varying Discount Factor Convergence in International Output Forecasting in Cointegrated Systems Semiparametric Estimation of Simultaneous Equations with Limited Dependent Variables: A Case Study o The Distribution of Personal Income: Revisited Testing for Homogeneity in Demand Systems when the Regressors are Non-Stationary A Nonlinear Approach to US GNP Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations A Simple and Efficient Method for Estimating the Magnitude and Precision of Welfare Changes Spectral Tests of the Martingale Hypothesis for Exchange Rates Heterogeneity Biases, Distributional Effects and Aggregate Consumption: An Empirical Analysis using Maximum Likelihood Estimation of a GARCH-stable Model The Institutional Hypothesis of the Long-Run Income Velocity of Money and Parameter Stability of the The Structure of Technology in Brazilian Sugarcane Production, 1975-1987: An Application of a Modif Multiple Regimes and Cross-Country Growth Behavior Modelling Market Fundamentals - A Model of the Aluminium Market Forecasting Exchange Rates Using Feedforward and Recurrent Neural Networks Japan's Financial Deregulation and Linkage of the Gensaki and Euroyen Deposit Markets A Class of Binary Response Models for Grouped Duration Data Cyclical Output, Cyclical Unemployment and Okun's Coefficient: A New Approach Estimation of Equilibrium Wage Distributions with Heterogeneity Analyzing Incomplete Individual Employment History Using Indirect Inference An Empirical Model of Asset Replacement in Dairy Production An Investigation of the Harvest Decisions of Timber Firms in the South Optimal Response to a Shift in Regulatory Regime: The Case of the U.S. Nuclear Power Industry Money Stock Targeting and Money Supply: A Closer Examination of the Data Analyzing Inflation by the Fractionally Integrated ARFIMA-GARCH Model Measurement of Total Factor Productivity Growth and Biases in Technological Change in Western Austra Transient Fads and the Crash of '87 Parametric and Semi-Parametric Modelling of Vacation Expenditures Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920's Money Demand Revisited: An Operational Subjective Approach A Time Series Analysis of Real Wages, Consumption, and Asset Returns: A Cointegration Euler Equation Measuring Underlying Economic Activity Erratum. The likelihood ratio test under nonstandard conditions: Testing the Markov switching model Panel Estimates of a Two-Tiered Earnings Frontier Incorporating Monotonicity and Concavity Restrictions in Flexible Functional Forms The Excess Co-movement of Commodity Prices Reconsidered Parametric and Semiparametric Estimation of the Binary Response Model of Labour Market Participatio On a Double Threshold Autoregressive Heteroskedastic Time Series Model Occupational Pensions and Job Mobility in Britain: Estimation of a Random-Effects Competing Risks Mo Regime Switching as a Test for Exchange Rate Bubbles Computing Median Unbiased Estimates in Macroeconometric Models Analytic Derivatives and the Computation of GARCH Estimates Credit Rationing and Threshold Effects in the Relation Between Money and Output The Inconsistency of Common Scale Estimators when Output Prices are Unobserved and Endogenous Persistence of Shocks on Seasonal Processes Applied Cointegration Analysis in the Mirror of Macroeconomic Theory Intercept Corrections and Structural Change Can We Improve the Perceived Quality of Economic Forecasts Stock Market Volatility and the Business Cycle Assessing Forecast Performance in a Cointegrated System Co-integration Constraint and Forecasting: An Empirical Examination Estimating Time Series Models using the Relevant Cost Function Semiparametric Estimation of a Hedonic Price Function A Nonlinear Model of the Long-Run Real US/UK Exchange Rate Comparing Fourier and Translog Specifications of Multiproduct Technology: Evidence from an Incomplet Numerical Distribution Functions for Unit Root and Cointegration Tests Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participati Sign and Volatility Switching ARCH Models: Theory and Applications to International Stock Markets A Predictive Approach to Model Selection and Multicollinearity Permanent and Transitory Shocks and the UK Business Cycle Cox Regression with Alternative Concepts of Waiting Time: The New Orleans Yellow Fever Epidemic of 1 Cointegration and Changes in Regime: The Japanese Consumption Function Numerical Methods for Estimation and Inference in Bayesian VAR-models Statistical Inference via Bootstrapping for Measures of Inequality Feasible Cross-Validatory Model Selection for General Stationary Processes Count Data Regression Using Series Expansion: With Applications Patents, R&D and Spillovers at the Firm Level: Some Evidence from Econometric Count Models for Panel Estimating the Innovation Function from the Patent Numbers: GMM on Count Panel Data Demand for Medical Care by the Elderly: A Finite Mixture Approach Economic Incentives and Hospitalization in Germany Semiparametric Estimation of Hurdle Regression Models With an Application to Medicaid Utilization Heterogeneity, Excess Zeros, and the Structure of Count Data Models Endogeneity in Count Data Models: An Application to Demand for Health Care Testing for Convergence: Evidence from Nonparametric Multimodality Tests Is There a Unit Root in the Inflation Rate? Evidence from Sequential Break and Panel Data Models Stochastic Trends, Deterministic Trends and Business Cycle Turning Points Growth and Convergence in a Multicountry Empirical Stochastic Solow Model The Experiment in Applied Econometrics Are Financial Spreads Useful Indicators of Future Inflation and Output Growth in EU Countries The Dynamic Laurent Flexible Functional Form and the Demand for Money Understanding Spot and Forward Exchange Rate Regressions Interdependent Preferences: An Econometric Analysis Modelling Money Demand in Germany The Dynamic of Changes in the Female Wage Distribution in the U.S.: A Quantile Regression Approach An EMS Target Zone Model In Discrete Time The Conditional Heteroscedasticity of the Yen-Dollar Exchange Rate Does More Calculus Improve Student Learning in Intermediate Micro and Macro Economic Theory Testing Non-Nested Semiparametric Models: An Application to Engel Curves Specification Bayesian Inference for Periodic Regime-Switching Models Whose Wages Do Unions Raise? A Dynamic Model of Unionism and Wage Rate Determination for Young Men Alternative Functional Forms for Production, Cost, and Returns to Scale Functions Unemployment Persistence: Does the Size of The Shock Matter? Identifying the Source of Dynamics in Disaggregated Import Data A Threshold Error Correction Model for Intraday Futures and Index Returns Substitution, Risk Aversion, Taste Shocks, and Equity Premia Stylized Facts of Daily Return Series and the Hidden Markov Model An Empirical Application of Stochastic Volatility Models An Analysis of Technology, Productivity, and Regulatory Distortion in the Interstate Natural Gas Tra Robustness Tests of the Augmented Solow Model The Age-Profile of Mobility Measures: An Application to Earnings in West Germany Intrahousehold Resource Allocation in Rural Pakistan: A Semiparametric Analysis Semiparametric Estimation and Consumer Demand Semiparametric Analysis of German East-West Migration Intentions: Facts and Theory Individual Demands from Household Aggregates: Time and Age Variation in the Composition of Diet, Testing the Predictive Value of Subjective Labour Supply Data A Comparison of Parametric and Semiparametric Estimates of the Effect of Spousal Health Insurance Co Ethnic Wage Differences in Malaysia: Parametric and Semiparametric Estimation of the Chinese-Malay W Excess Capacity: A Permanent Characteristic of U.S. Airlines, Optimal Univariate Inflation Forecasting with Symmetric Stable Shocks Intertemporal Substitution in Import Demand and Habit Formation A General Dependence Test and Applications Causal Ordering and 'The Bank Lending Channel' Jackknife Instrumental Variables Estimation Small Sample Properties of LIML and Jackknife IV Estimators: Experiments with Weak Instruments Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Dat Estimating the Natural Rate of Unemployment and Testing the Natural Rate Hypothesis The Time-Varying Behavior of Real Interest Rates: A Re-Evaluation of The Recent Evidence A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models Estimating the LQAC model with I(2) variables Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test Econometric Software Reliability: EViews, LIMDEP, SHAZAM and TSP A Nonlinear Filtering Approach to Stochastic Volatility Models with an Application to Daily Stock Re The Error Structure of Time Series Cross Section Hedonic Models with Sporadic Event Timing and Seria Estimation in Large and Disaggregated Demand Systems: An Estimator for Conditionally Linear Systems Testing the Significance of Income Distribution Changes Over the 1980s Business Cycle: A Cross-Natio Testing the random walk hypothesis for real exchange rates Common Cycles in Seasonal Nonstationary Time Series Testing for a Unit Root in the Volatility of Asset Returns Labor Supply in Italy: An Empirical Analysis of Joint Household Decisions, with Taxes and Quantity C Applied Econometrics Ranking, 1989-1995, Estimating the Discount Rate Policy Reaction Function of the Monetary Authority Learning and Decision Costs in One Person Games Another Look at Swedish Business Cycles, 1861-1988 Exchange Rates and Monetary Fundamentals: What Do We Learn From Long-Horizon Regressions? Exchange Rate Target Zone Models: A Bayesian Evaluation Non-linearities in Cross Country Growth Regressions: A Semiparametric Approach Investigating Stability and Linearity of a German M1 Money Demand Function Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration Testing for ARCH in the Presence of Additive Outliers Identifying Interdependent Behavior in an Empirical Model of Labor Supply Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Ex Conducting Inference in Semiparametric Duration Models under Inequality Restrictions on the Shape of Posterior Odds Comparison of a Symmetric Low-Price, Sealed-Bid Auction within the Common Value and t The Effects of Real and Nominal Uncertainty on Inflation and Output Growth: Some GARCH-M Evidence Asymptotically Perfect and Relative Convergence of Productivity Multiple Comparisons with the Best, with Economic Applications US Deficit Sustainability: A New Approach based on Multiple Endogenous Breaks Business Cycle Non-linearities in UK Consumption and Production Stochastic Volatility Models: Conditional Normality versus Heavy-Tailed Distributions An Empirical Analysis of Alternative Parametric ARCH Models Real Exchange Rate Behaviour: Evidence from Black Markets Review of GAUSS for Windows, Including Its Numerical Accuracy Scale Economies in Electricity Distribution: A Semiparametric Analysis Union Status of Young Men in Britain: A Decade of Change Linear Household Technologies Keynesian Impulses versus Solow Residuals: Identifying Sources of Business Cycle Fluctuations Box-Cox Quantile Regression and the Distribution of Firm Sizes Determining Market Power Exertion Between Buyers and Sellers Wage Differentials across Firms: An Application of Multilevel Modelling An Examination of the Dynamic Behavior of Local Governments Using GMM Bootstrapping Methods Incomplete Information and the Time Series Behaviour of Consumption The Cost and Technological Structure of Aluminum Smelters Worldwide Gender, Race, Pay and Promotion in the British Nursing Profession: Estimation of a Generalised Order Tests for Multiple Forecast Encompassing Near Unit Roots, Cointegration, and the Term Structure of Interest Rates Mixed MNL Models for Discrete Response Uncovering Financial Markets' Beliefs about Inflation Targets Sequential Testing of Duration Data: The Case of Pennsylvania 'Reemployment Bonus' Experiment Daily Exchange Rate Behaviour and Hedging of Currency Risk Econometric Applications of Maxmin Expected Utility A Multivariate Latent Factor Decomposition of International Bond Spreads A Dynamic Multinomial Probit Model for Brand Choice with Different Long-run and Short-run Effects of Loss Function Based Evaluation of DSGE Models Serially Correlated Variables in Dynamic, Discrete Choice Models Measuring the Equilibrium Effect of Unemployment Benefits Bayesian Semiparametric Estimation of Discrete Duration Models: An Application of the Dirichlet Proc An Empirical Comparison of Flexible Demand Systems Quasi-Fixed Inputs and Tests of Long-run Equilibrium in Production: A Canonical Cointegration Approa Parametric and Semiparametric Estimation of Sample Selection Models: An Empirical Application to the Autoregressive Conditional Heteroskedasticity in Commodity Spot Prices Modelling the Conditional Volatility of Commodity Index Futures as a Regime-Switching Process Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income The Effect of Physician Advice on Alcohol Consumption: Count Regression with an Endogenous Treatment An I(2) Analysis of Inflation and the Markup Stability and Wage Acceleration in Macroeconomic Models of Cyclical Growth Earnings, Unemployment and Housing in Great Britain Output and Inflation in the Long Run Modelling UK Inflation, 1875--1991 Clusters of Attributes and Well-Being in the US European Integration and Monetary Transmission Mechanisms: The Case of Italy Small System Modelling of Wages, Inflation, Unemployment and Output per Capita in Italy 1970-1994 Bounds Testing Approaches to the Analysis of Level Relationships Descriptive Econometrics for Nonstationary Data Nonlinear Equilibrium Correction and the UK Demand for Broad Money, 1878-1997 Estimating Shocks and Impulse Response Functions Persistence and Nonlinearity in US GNP and Unemployment Monetary Policy Analysis and Inflation Targeting in a Small Open Economy: A VAR Approach Trend-Stationary GNP: Evidence from a New Exact Pointwise Most Powerful Invariant Unit Root Test A Flexible Parametric GARCH Model with an Application to Exchange Rates Unemployment Insurance and Subsequent Job Duration: Job Matching vs. Unobserved Heterogeneity Income Distribution and Income Dynamics in the United Kingdom Model Uncertainty in Cross-Country Growth Regressions Review of Stata 7 A Score Test for Non-Nested Hypotheses with Applications to Discrete Data Models The Demand for M3 in the Euro Area Measuring Predictability: Theory and Macroeconomic Applications Rethinking an Old Empirical Puzzle: Econometric Evidence on the Forward Discount Anomaly Estimating Economic Relationships Subject to Firm- and Time-Varying Equality and Inequality Constrai Transitions from Home to Marriage of Young Americans This is what the Leading Indicators Lead Labor Market Institutions and Employment in France A Segment-Level Hazard Approach to Studying Household Purchase Timing Decisions Quantifying the Uncertainty about the Half-Life of Deviations from PPP Modelling the Trend and Seasonals within an AIDS Model of the Demand for Alcoholic Beverages in the Evaluating Asset-Pricing Models Using the Hansen-Jagannathan Bound: A Monte Carlo Investigation Using R to Teach Econometrics Stochastic Frontier Models with Random Coefficients The Relation between Wealth and Labour Market Transitions: An Empirical Study for the Netherlands Learning and Communication in Sender-Receiver Games: An Econometric Investigation, A Structural Model of US Aggregate Job Flows Crack Spread Hedging: Accounting for Time-Varying Volatility Spillovers in the Energy Futures Market Socio-Economic Distance and Spatial Patterns in Unemployment Censored Latent Effects Autoregression, with an Application to US Unemployment Geographic Poverty Traps? A Micro Model of Consumption Growth in Rural China A Flexible Parametric Selection Model for Non-Normal Data with Application to Health Care Usage Alcohol Abuse and Employment: A Second Look Detecting Multiple Breaks in Financial Market Volatility Dynamics Estimating Quadratic Variation Using Realised Variance Maximum Likelihood Estimation of STAR and STAR-GARCH Models: Theory and Monte Carlo Evidence Time irreversibility and EGARCH effects in US stock index returns New Frontiers for ARCH Models Bridging the Gap Between the Distribution of Realized (ECU) Volatility and ARCH modeling (of the EUR Modeling and Forecasting Level Shifts in Absolute Returns A Theoretical Comparison Between Integrated and Realized Volatility GO-GARCH: A Multivariate Generalized Orthogonal GARCH Model Computation and Analysis of Multiple Structural Change Models Are Differences in Firm Size Transitory or Permanent? Precautionary Motives and Portfolio Decisions A Simple Framework for Analyzing Bull and Bear Markets A Structural Model of Aggregate US Job Flows: Another Look Evidence on Agglomeration Economies, Diseconomies, and Growth Asymmetry in First-Price Auctions With Affiliated Private Values Time-Varying Intercepts and Equilibrium Analysis: An Extension of the Dynamic Almost Ideal Demand Mo Long range dependence in Spanish political opinion poll data Individual Heterogeneity and Censoring in Panel Data Estimates of Tobacco Expenditure A Rational Rank Four Demand System Retesting Fair's 1978 model on infidelity Identification and Estimation of a Class of Household Production Models Estimation of Sons' Intergenerational Earnings Mobility in the Presence of Censoring On Detrending and Cyclical Asymmetry Party Loyalty as Habit Formation A Finite Sample Hierarchical Analysis of Wage Variation Across Public High Schools: Evidence from th Evaluating Interval Forecasts of High-Frequency Financial Data Testing Long Run PPP with Infinite Variance Returns Quasi-Rational and Ex Ante Price Expectations in Commodity Supply Models: An Empirical Analysis of t A New Coincident Index of Business Cycles Based on Monthly and Quarterly Series Inferring the Private Information Content of Trades: A Regime-Switching Approach Incentive Effects in the Demand for Health Care: A Bivariate Panel Count Data Estimation Does peer ability affect student achievement? Neighborhood effects and Housing Demand Correlations between Sisters and Neighboring Girls in Their Subsequent Income as Adults Interdependence in worker productivity A Practical Log-Linear Aggregation Method with Examples: Heterogeneous Income Growth in the U.S. Poverty in America 1970-1990: Who Did Gain Ground? An Application of Stochastic Dominance Criteria Structural Estimates of the Intergenerational Education Correlation Bayesian Inference for the Mover Stayer Model in Continuous Time with an Application to Labour Marke Value-at-Risk for Long and Short Trading Positions Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports Mixed Signals Among Tests For Cointegration The Stochastic Implications of Rent Maximization: An Application to Stumpage Rates for Timber in Bri Estimating the Economic Return to Educational Levels Using Data on Twins Temporary Layoffs and Split Population Models Can inflation data improve the real-time reliability of output gap estimates?
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