Empirical Economics

1976 - 2025

Current editor(s): Robert M. Kunst, Arthur H.O. van Soest, Bertrand Candelon, Subal C. Kumbhakar and Joakim Westerlund

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Volume 30, issue 4, 2006

Editor’s introduction pp. 791-794

Luc Bauwens, Winfried Pohlmeier and David Veredas

Modelling financial transaction price movements: a dynamic integer count data model pp. 795-825

Roman Liesenfeld, Ingmar Nolte and Winfried Pohlmeier

Intraday stock prices, volume, and duration: a nonparametric conditional density analysis pp. 827-842

Anthony S Tay and Christopher Ting

Macroeconomic surprises and short-term behaviour in bond futures pp. 843-866

David Veredas

How large is liquidity risk in an automated auction market? pp. 867-887

Pierre Giot and Joachim Grammig

Exchange rate volatility and the mixture of distribution hypothesis pp. 889-911

Luc Bauwens, Dagfinn Rime and Genaro Sucarrat

Asymmetries in bid and ask responses to innovations in the trading process pp. 913-946

Alvaro Escribano and Roberto Pascual

The performance analysis of chart patterns: Monte Carlo simulation and evidence from the euro/dollar foreign exchange market pp. 947-971

Walid Ben Omrane and Hervé Oppens

Order aggressiveness and order book dynamics pp. 973-1005

Anthony Hall and Nikolaus Hautsch

Liquidity supply and adverse selection in a pure limit order book market pp. 1007-1033

Stefan Frey and Joachim Grammig

Volume 30, issue 3, 2005

Rational expectations and fixed-event forecasts: An application to UK inflation pp. 539-553

H. Bakhshi, George Kapetanios and Anthony Yates

The flow through of cost changes in competitive telecommunications: Theory and evidence pp. 555-573

Thomas Beard, George Ford, Carter Hill and Richard Saba

Econometric estimation of a variable rate of depreciation of the capital stock pp. 575-595

José Hernández and Ignacio Mauleón

Determinants of long-term growth: New results applying robust estimation and extreme bounds analysis pp. 597-617

Jan-Egbert Sturm and Jakob de Haan

Countercyclical or procyclical real wages? A disaggregate explanation of aggregate asymmetry pp. 619-642

Magda Kandil

Genetic multi-model composite forecast for non-linear prediction of exchange rates pp. 643-663

Marcos Álvarez-Díaz and Alberto Álvarez

Testing the significance and the non-linearity of the Phillips trade-off in the Euro Area pp. 665-691

Alvaro Aguiar and Manuel Martins

Are overtime plants more efficient than standard-time plants? A stochastic production frontier analysis using the IAB Establishment Panel pp. 693-710

Thorsten Schank

And the winner is... An empirical evaluation of unitary and collective labour supply models pp. 711-734

Frederic Vermeulen

Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models pp. 735-748

Joaquim Ramalho

Subjective well-being and the family: Results from an ordered probit model with multiple random effects pp. 749-761

Rainer Winkelmann

Estimates of real economic activity in Switzerland, 1886–1930 pp. 763-781

Stefan Gerlach and Petra Gerlach-Kristen

The purchasing power parity puzzle is worse than you think pp. 783-790

Christian Murray and David Papell

Volume 30, issue 2, 2005

Institutions and economic development: How strong is the relation? pp. 263-276

Tiago Cavalcanti and Álvaro Novo

The forecasting ability of a cointegrated VAR system of the UK tourism demand for France, Spain and Portugal pp. 277-308

Maria De Mello and Kevin Nell

The predictive value of subjective labour supply data: A partial-adjustment model with measurement error pp. 309-329

Rob Euwals

A framework for the decomposition of poverty differences with an application to poverty differences between countries pp. 331-358

Martin Biewen and Stephen Jenkins

A survival analysis of de novo co-operative credit banks pp. 359-378

Paola Maggiolini and Paolo Emilio Mistrulli

Dynamic and stochastic structures in tourism demand modeling pp. 379-392

Jonas Nordström

The contribution of institutions, trade, and geography to the development process: How robust is the empirical evidence to variations in the sample? pp. 393-409

Shawn Knabb

Bounded dividends, earnings and fundamental stock values pp. 411-426

Guay Lim

What’s spurious, what’s real? Measuring the productivity impacts of ICT at the firm-level pp. 427-464

Thomas Hempell

A test of Hotelling’s Valuation Principle for nonrenewable resources pp. 465-471

Joseph Eisenhauer

Rejecting the Hotelling Valuation Principle pp. 473-478

Robert Cairns and Graham Davis

Retaining the Hotelling Valuation Principle pp. 479-482

Joseph Eisenhauer

The real exchange rate and the black market exchange rate in developing countries pp. 483-492

Khalifa Hassanain

Effects of government expenditure on private investment: Canadian empirical evidence pp. 493-504

Baotai Wang

Public-private sector wage differentials in Germany: Evidence from quantile regression pp. 505-520

Blaise Melly

Item non-response on income and wealth questions pp. 521-538

Regina Riphahn and Oliver Serfling

Volume 30, issue 1, 2005

Endogenous schooling and the distribution of the gender wage gap pp. 1-22

Jorgen Hansen and Roger Wahlberg

Convergence among five industrial countries (1870–1994): Results from a time varying cointegration approach pp. 23-35

Yannick Le Pen

Requiem for the unit root in per capita real GDP? Additional evidence from historical data pp. 37-63

Edoardo Gaffeo, Marco Gallegati and Mauro Gallegati

Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models pp. 65-75

Günter Coenen

Testing for PPP: Should we use panel methods? pp. 77-91

Anindya Banerjee, Massimiliano Marcellino and Chiara Osbat

Estimation of hedonic price functions via additive nonparametric regression pp. 93-114

Carlos Martins-Filho and Okmyung Bin

Fiscal policy and private consumption behaviour: The Spanish case pp. 115-135

Agustín García and Julian Ramajo

Productivity growth and inflation in Europe: Evidence from panel cointegration tests pp. 137-150

Dimitris Christopoulos and Mike Tsionas

Dynamic employment adjustments over business cycles pp. 151-169

Tung Liu and Lee Spector

Semiparametric estimation and testing in a model of environmental regulation with adverse selection pp. 171-192

Pascal Lavergne and Alban Thomas

Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate pp. 193-207

Luis A. Gil-Alanaa

A dynamic panel analysis of the profitability of Australian tax entities pp. 209-233

Simon Feeny, Mark Harris and Mark Rogers

A comparison of empirical models used to infer the willingness to pay in contingent valuation pp. 235-244

Aurelia Bengochea-Morancho, Ana Fuertes-Eugenio and Salvador Saz-Salazar

Capital mobility and sustainability: Evidence from U.S. current account data pp. 245-253

Bassam Fattouh