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Abstracts index
Abstracts: Can panel data really improve the predictability of the monetary exchange rate model? Modelling the frequency and severity of extreme exchange rate returns
Abstracts: Capital allocative disturbances and economic fluctuations. The financial accelerator and the flight to quality
Abstracts: Changes in background risk and risk taking behavior. Risk aversion in RDEU. Increasing risk, decreasing absolute risk aversion and diversification
Abstracts: Chaotic dynamics in quasi-static systems: theory and applications. Capital market equilibrium with moral hazard and flexible technology
Abstracts: Characterizing selection bias using experimental data. Accounting for dropouts in evaluations of social programs
Abstracts: Choice without beliefs. Optimal investment selection with a multitude of projects. The interaction between time-nonseparable preferences and time aggregation
Abstracts: Choosing among competing econometric forecasts: regression-based forecast combination using model selection. Neural networks and the multinomial logit for brand choice modelling: A hybrid approach
Abstracts: Choosing the number of conditioning events in judgemental forecasting. Forecasting for the Generation of Trading Signals in Financial Markets
Abstracts: Citation frequency and the value of patented inventions. Discrimination, competition, and loan performance in FHA mortgage lending
Abstracts: Classification Cramer-Rao bounds on stock price prediction. Judgemental revision of sales forecasts: the relative performance of judgemntally revised versus non-revised forecasts
Abstracts: Clubs and the market. Edgeworth's conjecture with infinitely many commodities: L Oligopolistic competition and the optimal provision of products
Abstracts: Cointegration, error-correction models, and forecasting using realigned foreign exchange rates. Risk premia and long rates in Ireland
Abstracts: College choice and wages: estimates using data on female twins. ALTERNATIVE ESTIMATES OF THE ELASTICITY OF SUBSTITUTION: AN INTER-METROPOLITAN CES PRODUCTION FUNCTION ANALYSIS OF U.S. MANUFACTURING INDUSTRIES 1958-72
Abstracts: Combination forecasts of output growth in a seven-country data set. Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH
Abstracts: Combination of forecasts using self-organizing algorithms. A note on in-sample and out-of-sample tests for Granger causality
Abstracts: Combining experts' opinions using a normal-Wishart model. BVAR as a category management tool: an illustration and comparison with alternative techniques
Abstracts: Comment
Abstracts: Comment. part 2
Abstracts: Comment. part 3
Abstracts: Comments on the existence of equilibrium distributions. Simulation-based estimation of dynamic models with continuous equilibrium solutions
Abstracts: Common knowledge: the case of linear regression. On rational preferences. Determinacy in linear rational expectations models
Abstracts: Communication equilibria with partially verifiable types. Inefficiency of equilibria with incomplete markets. Monetary equilibria in a cash-in-advance economy with incomplete financial markets
Abstracts: Communication in repeated games with imperfect private monitoring. A probabilistic model of learning in games
Abstracts: Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences. Four notions of mean- preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
Abstracts: Comparative statics derivatives with nonlinear preferences. A general theory of separability for preferences defined on a countably infinite product space
Abstracts: Comparative statics, strategic complements and substitutes in oligopolies. Market demand and comparative statics when goods are normal
Abstracts: Comparing the accuracy of density forecasts from competing models. Robust evaluation of fixed-event forecast rationality
Abstracts: Comparing Theories of Endogenous Protection: Bayesian Comparison of Tobit Models Using Gibbs Sampling Output. (Gibbs sampling method can be used to precisely perform Bayesian inference and model comparison)
Abstracts: Comparison of experts. The value of information - an axiomatic approach. Relative entropy in sequential decision problems
Abstracts: Composite forecasts, non-stationarity and the role of survey information. Evaluating probability forecasts in terms of refinement and strictly proper scoring rules
Abstracts: Composite leading indicators of underlying inflation for seven EU countries. Forecasting cyclical turning points with an index of leading indicators: a probabilistic approach
Abstracts: Computable preference and utility. Revealed homoethic preference and technology. Definable utility in o-minimal structures
Abstracts: Computing equilibria of GEI by relocalization on a Grassmann manifold. On the orientability of the asset equilibrium manifold
Abstracts: Computing equilibria when asset markets are incomplete. Testable restrictions on the equilibrium manifold. A comment on "Learning, Mutation, and Long-Run Equilibria in Games." (response to M. Kandori, G. Mailath and R. Rob, Econometrica, 1993, vol. 61, p.29)
Abstracts: Computing simply stable equilibria. Every stable set contains a fully stable set. Sunspot fluctuations around a steady state: the case of multidimensional, one-step forward looking economic models
Abstracts: Conditioning and aggregation of preferences. The evolution of Walrasian behavior. Common Priors: a reply to Gul
Abstracts: Cones of cooperation, Perron-Frobenius theory and the indefinitely repeated prisoners' dilemma. Duality theory with a non-linear constraint
Abstracts: Congestion pricing and capacity of large hub airports: a bottleneck model with stochastic queues. Proportional budgeting and decentralization
Abstracts: Consistency and asymptotic normality of the quasi-maximum likelihood estimator in IGARCH(1,1) and covariance stationary GARCH(1,1) models
Abstracts: Consistency in the probabilistic assignment model. Reduction - consistency in collective choice problems. Efficient consumption set under recursive utility and unknown beliefs
Abstracts: Consistent covariance matrix estimation with spatially dependent panel data. Duopoly behavior in asymmetric markets: an experimental evaluation
Abstracts: Consistent forecast intervals when the forecast-period exogenous variables are stochastic. Outlier detection in regression models with ARIMA errors using robust estimates
Abstracts: Consistent model specification tests: omitted variables and semiparametric functional forms. Achieving semiparametric efficiency bounds in left-censored duration models
Abstracts: Consistent moment selection procedures for generalized method of moments estimation. Tests for parameter instability and structural change with unknown change point
Abstracts: Consistent specification testing via nonparametric series regression. Consistent testing for serial correlation of unknown form
Abstracts: Construction of a Haar measure on the projective limit group and random order values of non-atomic games. A uniform neighbourhood turnpike theorem and applications
Abstracts: Consumption taxes in a life-cycle framework: are sin taxes regressive? A dynamic demand model for liquor: the case for pooling
Abstracts: Continuity of equilibria in exchange economies. Note on the Optimality of Unemployment Equilibria. Counting Groves-Ledyard Equilibria via Degree Theory
Abstracts: Continuous representability of homothetic preferences by means of homogeneous utility functions. Non-time additive utility optimization-the case of certainty
Abstracts: Continuous selection from the Pareto correspondence and non-manipulability in exchange economies. Pareto efficiency with spatial rights
Abstracts: Cooperation and effective computability. Evolutionary selection in normal-form games. Equilibrium refinement for infinite normal-form games
Abstracts: Cooperative versus noncooperative behavior: the case of agricultural research. The effects of R&D, foreign technology purchase, and domestic and international spillovers on productivity in Indian firms
Abstracts: Correcting for measurement error in food demand estimation. Hybrid rice innovation in China: a study of market-demand induced technological innovation in a centrally-planned economy
Abstracts: Correction to McKelvey and Page, 'Public and Private Information: an Experimental Study of Information Pooling'
Abstracts: Costly gains to breaking up: LECs and the Baby Bells. Hospital costs and excess bed capacity: a statistical analysis
Abstracts: Cost sharing: efficiency and implementation. An essay on the state of economic science. General equilibrium comparative statics: discrete shocks in production economies
Abstracts: Covariance estimation for multivariate conditionally Gaussian dynamic linear models. Evaluating the forecast densities of linear and non-linear models: applications to output growth and unemployment
Abstracts: Covariance matrix estimation and the power of the overindentifying restrictions test. Incomplete learning from endogenous data in dynamic allocation
Abstracts: Crime, urban flight, and the consequences for cities. School expenditures and post-schooling earnings: evidence from High School and Beyond
Abstracts: Currency forecasting based on an error components-seemingly unrelated nonlinear regression model. Non-linear, non-parametric, non-fundamental exchange rate forecasting
Abstracts: Cycles and sunspots: the Poincare-Hopf approach. Existence of equilibrium in incomplete markets with intermediation costs
Abstracts: Daily volatility forecasts: reassessing the performance of GARCH Models. Long-memory dynamic tobit models
Abstracts: Debt contracts and cooperative improvements. Musings on the Cass trick. Arbitrage and equilibrium in unbounded exchange economies with satiation
Abstracts: Decision making with imprecise probabilistic information. Opportunity sets and uncertain consequences. What restrictions do Bayesian games impose on the value of information?
Abstracts: Decision making with imprecise probabilistic information. Revising preferences and choices. Market behavior when preferences are generated by second-order stochastic dominance
Abstracts: Decomposition and characterization of risk with a continuum of random variables. Risk-sharing between and within families
Abstracts: Demand aggregation under structural stability. A functional central limit theorem for equilibrium paths of economic dynamics
Abstracts: Demographic transition, family structure, and income inequality. Consumer expenditures and inequality: an analysis based on decomposition of the Gini coefficient
Abstracts: Department of Defense profit policy and capital investment in the military aircraft industry. Valuing the characteristics of natural gas vehicles: an implicit markets approach
Abstracts: Derivation of shadow prices for undesirable outputs: a distance function approach. The outputs of retail activities: concepts, measurement and evidence from U.S. census data
Abstracts: Detection of regime switches between stationary and nonstationary processes and economic forecasting. Statistical surveillance of cyclical processes with application to turns in business cycles
Abstracts: Determinacy of equilibria in nonsmooth economies. On optimal portfolio trading strategies for an investor facing transactions costs in a continuous trading market
Abstracts: Differential interpretation of information in inflation forecasts. The role of commodity prices in formulating monetary policy
Abstracts: Disaggregation of annual flow data with multiplicative trends. Business survey data in forecasting the output of Swedish and Finnish metal and engineering industries: a Kalman filter approach
Abstracts: Discreteness of equilibria in incomplete markets with a continuum of states. The set of equilibria of first-price auctions
Abstracts: Discussion of 'Multi-featured Products and Services: Analysing Pricing and Bundling Strategies' by Moshe Ben-Akiva and Shari Gershenfeld
Abstracts: Distributional dominance with trimmed data. New evidence on price anomalies in sequential auctions: used cars in New Jersey
Abstracts: Do economics departments with lower tenure probabilities pay higher faculty salaries? Environmental regulation and innovation: a panel data study
Abstracts: Do economies converge? Evidence from a panel of U.S. states. The effects of monetary policy shocks: evidence from the flow of funds
Abstracts: Do economies converge? Evidence from a panel of U.S. states. part 2 Growth rates of per-capita income and aggregate welfare: an international comparison
Abstracts: Does school quality matter? Evidence from the national longitudinal survey of youth. Do school resources matter only for older workers?
Abstracts: Does the long-term interest rate predict future inflation? A multi-country analysis. In search of a "strictly rational" forecast
Abstracts: Does union membership matter? The effect of establishment union density on the union wage differential. Measuring income tax discrimination
Abstracts: Do government agencies use public data?: the case of GNP. Updating the forecast function of ARIMA models and the link with DLMs
Abstracts: Duopoly strategies programmed by experienced players. An evolutionary approach to pre-play communication. Pure strategy dominance
Abstracts: Dynamic efficiency estimation: an application to U.S. electric utilities. Contrasts between types of assets in fixed investment equations as a way of testing real options theory
Abstracts: Dynamic programming for non-additive stochastic objectives. An abstract topological approach to dynamic programming
Abstracts: Econometric modelling for short-term inflation forecasting in the euro area. Testing and forecasting the degree integration in the US inflation rate
Abstracts: Economic behavior under uncertainty: a joint analysis of risk preferences and technology. The translog production function and variable returns to scale
Abstracts: Economic dynamics and government stability in postwar Italy. Individual income, incomplete information, and aggregate consumption
Abstracts: Economic factors and the stock market: a new perspective. Forecasting volatility in commodity markets. Assessing inefficiency in the S&P 500 futures market
Abstracts: Economic forecasting at high-frequency intervals. Forecasting in the presence of level shifts. Long - Run forecasting in multicointegrated systems
Abstracts: Economies with a continuum of consumers, a continuum of suppliers and an infinite dimensional commodity space
Abstracts: Edgeworth's conjecture with infinitely many commodities: L Explaining investment dynamics in U.S. manufacturing: a generalized (S,s) approach
Abstracts: Effectively complete equilibria - a note. Pricing issues with investment flows: applications to market models with frictions
Abstracts: Efficiency and imperfect competition with incomplete markets. An algebraic index theorem for non-smooth economies
Abstracts: Efficiency does not imply immediate agreement. The Nash bargaining theory with non-convex problems. Bargaining and value
Abstracts: EFFICIENCY, EQUILIBRIUM, AND ASSET PRICING WITH RISK OF DEFAULT. Automobile prices in market equilibrium
Abstracts: Efficiency estimation and duality theory for nonconvex technologies. Duality Between Direct and Indirect Utility Functions
Abstracts: Efficiency of educational production: an analysis of New York school districts. Explaining interstate variation in income inequality
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