Economics Working Papers

From European University Institute
Badia Fiesolana, Via dei Roccettini, 9, 50014 San Domenico di Fiesole (FI) Italy.
Contact information at EDIRC.
Bibliographic data for series maintained by Cécile Brière ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2005/14: Modeling Conditional Skewness in Stock Returns

Markku Lanne and Pentti Saikkonen

2005/13: Measuring Market Conduct in the Brazilian Cement Industry: a Dynamic Econometric Investigation

Rodrigo Zeidan and Marcelo Resende

2005/12: The Impact of Internet on the Market for Daily Newspapers in Italy

Lapo Filistrucchi

2005/11: Fairness vs. Social Welfare in Experimental Decisions

Stefan Kohler

2005/10: Robust Monopoly Pricing: The Case of Regret

Dirk Bergemann and Karl Schlag

2005/09: Autoregressive Approximations of Multiple Frequency I(1) Processes

Dietmar Bauer and Martin Wagner

2005/08: Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe

Ralf Brueggemann and Helmut Luetkepohl

2005/07: Estimating market power in a two-sided market: the case of newspapers

Elena Argentesi and Lapo Filistrucchi

2005/06: Who is against Free Migration? Lobbying, the Non-traded Sector and the Choice between the Customs Union and the Common Market

Cyrille Schwellnus

2005/05: The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study

Jaroslava Hlouskova and Martin Wagner

2005/04: Mergers and Acquisitions Waves in the U.K.: a Markov-Switching Approach

Marcelo Resende

2005/03: Endogenous Globalization and Income Divergence

Yoshiaki Sugimoto

2005/02: Structural Vector Autoregressive Analysis for Cointegrated Variables

Helmut Luetkepohl

2005/01: Policy mix and debt sustainability: evidence from fiscal policy rules

Peter Claeys

2004/35: Potential Welfare Losses from Financial Autarky and Trade Sanctions

Alexis Anagnostopoulos

2004/34: Consumption and Debt Dynamics with (Rarely Binding) Borrowing Constraints

Alexis Anagnostopoulos

2004/33: A General Test of Gaming

Pascal Courty and Gerald Marschke

2004/32: Competition, the Lisbon Strategy and the Euro

Anindya Banerjee and Bill Russell

2004/31: Properties of Recursive Trend-Adjusted Unit Root Tests

Paulo Rodrigues

2004/30: A Positive Explanation of EU Enlargement

Daniel Brou and Michele Ruta

2004/29: Efficient Tests of the Seasonal Unit Root Hypothesis

Paulo Rodrigues and Robert Taylor

2004/28: Demand Estimation for Italian Newspapers: The Impact of Weekly Supplements

Elena Argentesi

2004/27: Understanding the Dynamic Effects of Government Spending on Foreign Trade

Gernot J. Mueller

2004/25: Forecasting with VARMA Models

Helmut Luetkepohl

2004/24: A Small Monetary System for the Euro Area Based on German Data

Ralf Brueggemann and Helmut Luetkepohl

2004/23: Temporary Workers: How Temporary Are They?

Tommaso Nannicini

2004/22: Monetary and budgetary policy interaction: an SVAR analysis of stabilisation policies in monetary union

Peter Claeys

2004/21: Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift

Pentti Saikkonen, Helmut Luetkepohl and Carsten Trenkler

2004/20: Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative

Ralf Brueggemann and Helmut Luetkepohl

2004/19: The Asymmetric Effects of Fiscal Policy on Private Consumption over the Business Cycle

Athanasios Tagkalakis

2004/18: Non-Cooperative Network Formation with Network Maintenance Costs

Filippo Vergara Caffarelli

2004/17: (In)determinacy and Time-to-Build

Mauro Bambi and Omar Licandro

2004/16: Exchange Rate Pass-Through in Acceding Countries: The Role of Exchange Rate Regimes

Fabrizio Coricelli, Bostjan Jazbec and Igor Masten

2004/15: Propriety vs. Public Domain Licensing of Software and Research Products

Alfonso Gambardella and Bronwyn Hall

2004/14: University-Industry Research Partnerships in the United States

Bronwyn Hall

2004/13: Does the Market Value R&D Investment by European Firms? Evidence from a Panel of Manufacturing Firms in France

Bronwyn Hall and Raffaele Oriani

2004/12: Recent Advances in Cointegration Analysis

Helmut Lütkepohl

2004/11: DO SOCIAL POLICIES HARM EMPLOYMENT? Second-best effects of taxes and benefits on labor markets

Frederick (Rick) van der Ploeg

2004/10: The detection of hidden periodicities: A comparison of alternative methods

Michael Artis, Mathias Hoffmann, Dilip Nachane and Juan Toro

2004/09: The Take-off of Temporary Employment in the Italian Labor Market

Tommaso Nannicini

2004/08: Residual Autocorrelation Testing for Vector Error Correction Models

Ralf Brueggemann, Helmut Luetkepohl and Pentti Saikkonen

2004/07: Innovation, investment and productivity: evidence from Spanish firms

Omar Licandro, Reyes Maroto and Luis Puch

2004/06: Modelling vintage structures with DDEs: principles and applications

Raouf Boucekkine, David de la Croix and Omar Licandro

2004/05: Substitutability and Competition in the Dixit-Stiglitz Model

Winfried Koeniger and Omar Licandro

2004/04: The short-run dynamics of optimal growth models with delays

Fabrice Collard, Omar Licandro and Luis Puch

2004/03: Stability and Cycles in a Cobweb Model with Heterogeneous Expectations

Laurence Lasselle, Serge Svizzero and Clement Tisdell

2004/02: Could Japan Target the Price Level or Inflation - What Happens to Monetary Policy Effectiveness during Disinflation?

Aaron Mehrotra

2004/01: How Brand Names Affect the Price Setting of Carmakers Producing Twin Cars?

Nora Lado, Omar Licandro and Francisco Pérez

2003/24: On the use of panel unit root tests on cross-sectionally dependent data: an application to PPP

Fabian Bornhorst

2003/23: Efficiency Gains and Myopic Antitrust Authority in a Dynamic Merger Game

Massimo Motta and Helder Vasconcelos