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