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Time-Varying Correlation in Housing Prices
Journal of Real Estate Finance and Economics, Vol. 51, No. 1, 2015
David M. Zimmer
Western Kentucky University - Department of Economics
Date Posted: May 28, 2015
Accepted Paper Series

Incl. Fee Electronic Paper Identifying Two Part Tariff Contracts with Buyer Power: Empirical Estimation on Food Retailing
CEPR Discussion Paper No. DP10623
Celine Bonnet and Pierre Dubois
GREMAQ, INRA and University of Toulouse 1 - Toulouse School of Economics (TSE)
Date Posted: May 27, 2015
Working Paper Series

Incl. Fee Electronic Paper Monetary, Fiscal and Oil Shocks: Evidence Based on Mixed Frequency Structural Favars
CEPR Discussion Paper No. DP10610
Massimiliano Giuseppe Marcellino and Vasja Sivec
European University Institute and European University Institute
Date Posted: May 27, 2015
Working Paper Series

Incl. Electronic Paper Supplement to Tests Based on T-Statistics for IV Regression with Weak Instruments
Marcelo J. Moreira , Benjamin Mills and Lucas Vilela
Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças , Stanford University - Department of Economics and Getulio Vargas Foundation (FGV)
Date Posted: May 27, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper (Partially) Identifying Potential Outcome Distributions in Triangular Systems
Ismael Mourifie and Yuanyuan Wan
University of Toronto - Department of Economics and University of Toronto - Department of Economics
Date Posted: May 26, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Corporate Governance and Firm Performance in Indian Pharmaceutical Sector
Arora. A. (2012), ‘Corporate Governance and Firm Performance of Indian Pharmaceutical Sector’, Asian Profile, 40(6), 537-550, Asian Research Service, Canada,
Akshita Arora
Assistant Professor, Banasthali University
Date Posted: May 26, 2015
Last Revised: May 27, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Do Resource Windfalls Improve the Standard of Living in Sub-Saharan African Countries?: Evidence from a Panel of Countries
IMF Working Paper No. 15/83
Munseob Lee and Cheikh Anta Gueye
University of Chicago and International Monetary Fund (IMF)
Date Posted: May 26, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Understanding Residential Real Estate in China
IMF Working Paper No. 15/84
Mali Chivakul , W. Raphael Lam , Xiaoguang Liu , Wojciech S. Maliszewski and Alfred Schipke
International Monetary Fund (IMF) , International Monetary Fund (IMF) , International Monetary Fund (IMF) , London School of Economics & Political Science (LSE) - Department of Economics and International Monetary Fund (IMF)
Date Posted: May 26, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Structural Breaks and Portfolio Performance in Global Equity Markets
Quantitative Finance, Vol. 15, No. 6, June 2015, pp. 909-922.
Harry J. Turtle and Chengping Zhang
West Virginia University - College of Business & Economics and George Fox University
Date Posted: May 24, 2015
Accepted Paper Series
12 downloads

Incl. Electronic Paper A Complete Analytical Solution of the Asian Option Pricing within the Heston Model for Stochastic Volatility: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: May 23, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Optimal Two-Sided Tests for Instrumental Variables Regression with Heteroskedastic and Autocorrelated Errors
Humberto Moreira and Marcelo J. Moreira
Fundacao Getulio Vargas (FGV) and Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças
Date Posted: May 22, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Inflation Surprises and Inflation Expectations in the Euro Area
Bank of Italy Occasional Paper No. 265
Marcello Miccoli and Stefano Neri
Bank of Italy and Bank of Italy
Date Posted: May 22, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis
USC-INET Research Paper No. 15-14
Kamiar Mohaddes and M. Hashem Pesaran
University of Cambridge - Faculty of Economics and Politics and University of Southern California
Date Posted: May 22, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Accounting Conservatism and its Increasing Degree in the Infinite Horizon
Isao Nakano
Kobe University - Research Institute for Economics & Business Administration
Date Posted: May 21, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Confidence and Monetary Policy Transmission
Gabe de Bondt
European Central Bank (ECB)
Date Posted: May 21, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Correlating Social Mobility and Economic Outcomes
Centro Studi Luca d'Agliano Development Studies Working Paper No. 387
Maia Guell , MIchele Pellizzari , Giovanni Pica and Jose Rodriguez
Centre for Economic Policy Research (CEPR) , University of Geneva , University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Edinburgh
Date Posted: May 20, 2015
Working Paper Series
1 downloads

Investing at Home and Abroad: Different Costs, Different People?
Journal of Banking and Finance, Vol. 37, 2013
Dimitris Christelis and Dimitris Georgarakos
Centre for Studies in Economics and Finance (CSEF), University of Naples Federico II and Deutsche Bundesbank - Economic Research Centre
Date Posted: May 20, 2015
Accepted Paper Series

Incl. Electronic Paper Sufficient Forecasting Using Factor Models
Jianqing Fan , Lingzhou Xue and Jiawei Yao
Princeton University - Bendheim Center for Finance , Pennsylvania State University - Department of Statistics and Princeton University
Date Posted: May 20, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Did US Consumers 'Save for a Rainy Day' Before the Great Recession?
CESifo Working Paper Series No. 5347
André K. Anundsen and Ragnar Nymoen
University of Oslo and University of Oslo - Department of Economics
Date Posted: May 19, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Forecasting GDP with the Leading Indicators: A VAR Approach
Raphael Kahan
Independent
Date Posted: May 19, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?
Reserve Bank of New Zealand Discussion Paper 2015/02
Varang Wiriyawit and Benjamin Wong
Australian National University and Reserve Bank of New Zealand
Date Posted: May 18, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Do Inflation Expectations Propagate the Inflationary Impact of Real Oil Price Shocks?: Evidence from the Michigan Survey
Reserve Bank of New Zealand Discussion Paper 2015/01
Benjamin Wong
Reserve Bank of New Zealand
Date Posted: May 18, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Evolving Credit and the U.S. Macroeconomy: 1920-2011
Pooyan Amir-Ahmadi
Goethe University Frankfurt
Date Posted: May 18, 2015
Last Revised: May 28, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Does Education Raise Productivity and Wages Equally? The Moderating Roles of Age, Gender and Industry
IZA Discussion Paper No. 9043
Francois Rycx , Yves Saks and Ilan Tojerow
Université Libre de Bruxelles (ULB) - Department of Applied Economics (DULBEA) , National Bank of Belgium and Université Libre de Bruxelles (ULB) - Department of Applied Economics (DULBEA)
Date Posted: May 18, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Overeducation: A Disease of the School-to-Work Transition System
IZA Discussion Paper No. 9049
Floro E. Caroleo and Francesco Pastore
University of Naples Federico II and Seconda Università di Napoli - Dipartimento di Discipline Giuridiche ed Economiche Italiane Europee e Comparate
Date Posted: May 18, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Expectativas Empresariales: Consecuencias En El Crecimiento En Uruguay (Business Expectations: Implications on Growth in Uruguay)
Cuadernos de Economía, Vol. 34, No. 65, 423-442. doi: 10.15446/cuad.econ.v34n65.45932 ,
Bibiana Lanzilotta
Centro de Investigaciones Economicas (CINVE - Uruguay)
Date Posted: May 16, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Predicción De La Volatilidad En El Mercado Del Petróleo Mexicano Ante La Presencia De Efectos Asimétricos (Volatility Forecasting for Mexican Crude Oil Market in the Presence of Asymmetric Effects)
Cuadernos de Economía, Vol. 34, No. 65, 299-326. doi: 10.15446/cuad.econ.v34n65.48702 ,
Raúl De Jesús Gutiérrez , Reyna Vergara González and Miguel A. Díaz Carreño
Universidad Autónoma del Estado de México (UAEM) , Universidad Autónoma del Estado de México (UAEM) and Universidad Autonoma del Estado de Mexico
Date Posted: May 16, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Volatility Forecasting Using Global Stochastic Financial Trends Extracted from Non-Synchronous Data
Lyudmila Grigoryeva , Juan-Pablo Ortega and Anatoly Peresetsky
Université de Franche-Comté , Centre National de la Recherche Scientifique (CNRS) and National Research University Higher School of Economics
Date Posted: May 14, 2015
Last Revised: May 26, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper Effects of the QMS ISO 9000 Certification on Russian Manufacturing Companies
Higher School of Economics Research Paper No. 39/MAN/2015
Veronika Vynaryk and Aoife Hanley
National Research University Higher School of Economics and Christian-Albrechts-University Kiel
Date Posted: May 12, 2015
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Stimulus Versus Austerity: The Asymmetric Government Spending Multiplier
CEPR Discussion Paper No. DP10584
Régis Barnichon and Christian Matthes
International Monetary Fund (IMF) and Federal Reserve Banks - Federal Reserve Bank of Richmond
Date Posted: May 12, 2015
Working Paper Series

Incl. Electronic Paper Modelo Dinámico Para Análisis Y Pronóstico Del Producto Interno Bruto: Un Enfoque Fiscal Aplicando Un Modelo SVAR (Dynamic Model of GDP with Fiscal Approach Using A SVAR and Stylized Facts)

Date Posted: May 10, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Commodity Spread Option with Cointegration
Katsushi Nakajima and Kazuhiko Ohashi
College of International Management and Hitotsubashi University - Graduate School of International Corporate Strategy
Date Posted: May 09, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Information Processing of Foreign Exchange News: Extending the Overshooting Model to Include Qualitative Information from News Sentiment
Stefan Feuerriegel , Georg Wolff and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research , University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: May 08, 2015
Working Paper Series
14 downloads

Dynamic Linkages Among Carbon, Energy and Financial Markets: A Smooth Transition Approach
Applied Economics, Vol. 46, No. 7, 2014
Nicolas Koch
Mercator Research Institute on Global Commons and Climate Change
Date Posted: May 07, 2015
Accepted Paper Series

Incl. Electronic Paper Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models
CESifo Working Paper Series No. 5308
Helmut Luetkepohl and Aleksei Netsunajev
German Institute for Economic Research (DIW Berlin) and Free University of Berlin (FUB)
Date Posted: May 07, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Existe relación alguna entre déficit fiscal e inflación? El antes y el después de la independencia del banco de la república en Colombia (Is There Any Relation between Deficit and Inflation? An Analysis Before and after Independence of the Central Bank of Colombia)
Universidad Nacional de Colombia FCE Working Paper No. 52
Oscar Andres Espinosa Acuña and Paola Andrea Vaca González
National University of Colombia and National University of Colombia
Date Posted: May 07, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Global Liquidity, House Prices and the Macroeconomy: Evidence from Advanced and Emerging Economies
IDB Working Paper No. IDB-WP-576
Ambrogio Cesa-Bianchi , Luis Felipe Céspedes and Alessandro Rebucci
Bank of England , Adolfo Ibanez University and Johns Hopkins University Carey School of Business
Date Posted: May 06, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Prior Selection for Panel Vector Autoregressions
Dimitris Korobilis
University of Glasgow - Adam Smith Business School
Date Posted: May 05, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty
Joseph P Byrne , Shuo Cao and Dimitris Korobilis
Heriot-Watt University - Economics , University of Glasgow - Adam Smith Business School and University of Glasgow - Adam Smith Business School
Date Posted: May 05, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Estimating Benefits from Regional Amenities: Internal Migration and Life Satisfaction
SOEPpaper No. 748
Angela Fasshauer and Katrin Rehdanz
Kiel Institute for the World Economy and University of Kiel
Date Posted: May 05, 2015
Last Revised: May 07, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Cyclicality in Losses on Bank Loans
Tinbergen Institute Discussion Paper 15-050/III
Bart Keijsers , Bart F. Diris and Erik Kole
Erasmus University Rotterdam (EUR) , Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: May 05, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Housing Cycles in Switzerland – A Time-Varying Approach
KOF Working Paper No. 381
Dirk Drechsel
KOF Swiss Economic Institute
Date Posted: May 05, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper A Note on Testing Conditional Independence for Social Network Analysis
Science China Mathematics, Vol. 58, No. 6, June 2015
Rui Pan and Hansheng Wang
Peking University and Peking University - Guanghua School of Management
Date Posted: May 05, 2015
Accepted Paper Series
20 downloads

Incl. Electronic Paper Time Series Analysis for Big Data: Evaluating Bayesian Structural Time Series Using Electricity Prices
Nicole Ludwig , Stefan Feuerriegel and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research , University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: May 05, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Government Debt and its Macroeconomic Determinants – An Empirical Investigation
Vighneswara Swamy
IBS-Hyderabad
Date Posted: May 04, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Government Debt and Economic Growth – Decomposing the Cause and Effect Relationship
Vighneswara Swamy
IBS-Hyderabad
Date Posted: May 04, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Combined Density Nowcasting in an Uncertain Economic Environment
Norges Bank Working Paper 17 | 2014
Knut Are Aastveit , Francesco Ravazzolo and H. K. van Dijk
Norges Bank , Norges Bank and Tinbergen Institute
Date Posted: May 04, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Have Standard VARs Remained Stable Since the Crisis?
Norges Bank Working Paper 13 | 2014
Knut Are Aastveit , Andrea Carriero , Todd E. Clark and Massimiliano Giuseppe Marcellino
Norges Bank , Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research , Federal Reserve Bank of Cleveland and European University Institute
Date Posted: May 04, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Boom or Gloom? Examining the Dutch Disease in Two-Speed Economies
Norges Bank Working Paper 12 | 2014
Hilde C. Bjørnland and Leif Anders Thorsrud
Norwegian School of Management (BI) and BI Norwegian Business School
Date Posted: May 04, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Macroeconomic Effects of the Sovereign Debt Crisis in the Euro Area
Bank of Italy Temi di Discussione (Working Paper) No. 1007
Stefano Neri and Tiziano Ropele
Bank of Italy and Bank of Italy
Date Posted: May 02, 2015
Working Paper Series
36 downloads


 

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