Working Paper series

From Rimini Centre for Economic Analysis
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69_12: Not All Price Endings Are Created Equal: Price Points and Asymmetric Price Rigidity

Avichai Snir, Daniel Levy, Alex Gotler and Haipeng (Allan) Chen

68_12: On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach

Mark Holmes, Jesus Otero and Theodore Panagiotidis

67_13: Determinants of Systemic Risk and Information Dissemination

Marcelo Bianconi, Xiaxin Hua and Chih Ming Tan

67_12: Bayesian Forecasting with Highly Correlated Predictors

Dimitris Korobilis

66_13: Covariance Averaging for Improved Estimation and Portfolio Allocation

Dimitrios Thomakos and Fotis Papailias

66_12: Political Ambiguity and Economic Development: The MENA Countries

Juliane Brach and Willem Spanjers

65_13: The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies

Fotis Papailias and Dimitrios Thomakos

65_12: The Impact of Stock Market Illiquidity on Real UK GDP Growth

Chris Florakis, Gianluigi Giorgioni, Alexandros Kostakis and Costas Milas

64_13: Growth, De-Regulation and Rent-Seeking in Post-War British Economy

S.P. Chakravarty, Dimitrios Thomakos and Konstantinos Nikolopoulos

64_12: The Long-Term Cognitive Consequences of Early Childhood Malnutrition: The Case of Famine in Ghana

Samuel K. Ampaabeng and Chih Ming Tang

63_13: Bayesian Inference of Multiscale Stochastic Conditional Duration Models

Zhongxian Men, Tony Wirjanto and Adam W. Kolkiewicz

63_12: The Role of Job Satisfaction in Transitions into Self-Employment

Giuliano Guerra and Roberto Patuelli

62_13: The Impacts of Financial Crisis on Sovereign Credit Risk Analysis in Asia and Europe

Min Zhang, Adam W. Kolkiewicz, Tony Wirjanto and Xindan Li

62_12: The Business Cycle Human Capital Accumulation Nexus and its Effect on Labor Supply Volatility

Diana Alessandrini, Stephen Kosempel and Thanasis Stengos

61_13: Pricing Financial Derivatives by Gram-Charlier Expansions

Yin-Hei (Michael) Cheng and Tony Wirjanto

61_12: Self-Financing of Traditional and R&D Investments: Evidence from Italian SMEs

Paola Brighi, Roberto Patuelli and Giuseppe Torluccio

60_13: Forecasting Bank Credit Ratings

Periklis Gogas, Theophilos Papadimitriou and Anna Agrapetidou

60_12: The Effect of Public Debt on Growth in Multiple Regimes

Andros Kourtellos, Thanasis Stengos and Chih Ming Tan

59_13: Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques

Theophilos Papadimitriou, Periklis Gogas and Vasilios Plakandaras

59_12: Bayesian Semiparametric Dynamic Nelson-Siegel Model

Cem Çakmaklı

58_13: A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance

Elettra Agliardi, Mehmet Pinar and Thanasis Stengos

58_12: The Effect of Recent Increases in the U.S. Minimum Wage: Results from Three Data Sources

John Addison, McKinley Blackburn and Chad Cotti

57_13: Defensive Weapons and Star Wars: A Supergame with Optimal Punishments

Giampiero Giacomello and Luca Lambertini

57_12: Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil

Caterina Liberati, Massimiliano Marzo, Paolo Zagaglia and Paola Zappa

56_13: Feedback Equilibria in a Dynamic Renewable Resource Oligopoly: Pre-Emption, Voracity and Exhaustion

Luca Lambertini and Andrea Mantovani

56_12: On ABCs (and Ds) of VAR representations of DSGE models

Massimo Franchi and Paolo Paruolo

55_13: The Role of Foreign Direct Investment (FDI) in a Dualistic Growth Framework: An Application of Smooth Coefficient Semi-parametric Approach

Aurangzeb(Zeb) Aurangzeb and Thanasis Stengos

55_12: Infant Industry Protection and the Growth of Canada's Cotton Mills: A Test of the Chang Hypothesis

Michael N.A. Hinton

54_13: The Growth-Crime Relationship: Are There any Asymmetries?

Eleftherios Goulas and Athina Zervoyianni

54_12: Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS

Gabriella Legrenzi and Costas Milas

53_13: Growth, Deficits and Uncertainty: Theoretical Aspects and Empirical Evidence

Eleftherios Goulas and Athina Zervoyianni

53_12: Model Selection in Equations with Many 'Small' Effects

Jennifer Castle, Jurgen Doornik and David Hendry

53_11: Environmental Protection, Public Finance Requirements and the Timing of Emission Reductions

Elettra Agliardi and Luigi Sereno

52_13: Robust Multiple Regimes in Growth Volatility

Andros Kourtellos, Ioanna Stylianou and Chih Ming Tan

52_12: Growth, Deficits and Uncertainty in a Panel of 28 Countries

Eleftherios Goulas and Athina Zervoyianni

52_11: Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method

Massimiliano Marzo, Daniele Ritelli and Paolo Zagaglia

51_13: Demographic Ageing and the Polarization of Regions - An Exploratory Space-Time Analysis

Terry Gregory and Roberto Patuelli

51_12: Economic Growth and Crime: Does Uncertainty Matter?

Eleftherios Goulas and Athina Zervoyianni

51_11: PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks

Mark Holmes, Jesus Otero and Theodore Panagiotidis

51_10: VAR Forecasting Using Bayesian Variable Selection

Dimitris Korobilis

51_07: Assessing visitor satisfaction with tourism rejuvenation policies: the case of Rimini, Italy

Rinaldo Brau, Antonello Scorcu and Laura Vici

50_13: Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions

Matías Mayor and Roberto Patuelli

50_12: Mis-specification Testing: Non-Invariance of Expectations Models of Inflation

Jennifer Castle, Jurgen Doornik, David Hendry and Ragnar Nymoen

50_11: Marketing Response Models for Shrinking Beer Sales in Germany

Wolfgang Polasek

50_10: Factor Analysis of a Large DSGE Model

Alexei Onatski and Francisco Ruge-Murcia

50_07: Second Homes vs. Hotels: A Suggestion for a Self-enforcing Policy

Guido Candela, Massimiliano Castellani and Maurizio Mussoni

49_13: Explicit Evidence of an Implicit Contract

Andrew Young and Daniel Levy

49_12: Modelling Realized Covariances and Returns

Xin Jin and John Maheu

49_11: Structural Threshold Regression

Andros Kourtellos, Thanasis Stengos and Chih Ming Tan

49_10: Estimating Nonlinear DSGE Models by the Simulated Method of Moments

Francisco Ruge-Murcia