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Abstracts index
Abstracts: High-frequency Markov switching models in the foreign exchange market. part 2 The Accuracy of IMF and OECD Forecasts for G7 Countries
Abstracts: High wage workers and high wage firms. Strategic managerial compensation in Japan: relative performance evaluation and product market collusion
Abstracts: High-yield bond default and call risks. Hedging winner's curse with multiple bids: evidence from the Portuguese treasury bill auction
Abstracts: How effective are neural networks at forecasting and prediction? A review and evaluation. Causal forces: structuring knowledge for time-series extrapolation
Abstracts: How fast do economies converge? Tax avoidance and the deadweight loss of the income tax. Household labor supply in urban areas of Bolivia
Abstracts: How important is precautionary saving? Standard risk aversion. On the concavity of the consumption function
Abstracts: How robust is the capital-skill complementarity hypothesis? Sources of the financing hierarchy for business investment
Abstracts: How social security and medicare affect retirement behavior in a world of incomplete markets. Power of tests in binary response models
Abstracts: How to discard non-sanitation and free-disposal with paper money. A note on the decomposition (at a point) of aggregate excess demand on the Grassmannian
Abstracts: Impartiality: definition and representation. Private observation, communication and collusion. Learning and strategic pricing
Abstracts: Imperfect competition a la Negishi, also with fixed costs. EllsbergEs two-color experiment, portfolio inertia and ambiguity
Abstracts: Implementation in generalized matching problems. Corrigendum. A model of random matching
Abstracts: Implementation with coalition formation: a complete characterization. An algorithm for checking strong Nash implementability
Abstracts: Implications of ownership, regulation and market structure for performance: evidence from the U.S. electric utility industry before and after the new deal
Abstracts: Import price uncertainty and the distribution of income. Assessing the effects of wives' earnings on family income inequality
Abstracts: Imposing moment restrictions from auxiliary data by weighting. Nonparametric tests for the independence of regressors and disturbances as specification tests
Abstracts: Improving the pricing of options: a neural network approach. Predicting LDC debt rescheduling: performance evaluation of OLS, logit, and neural network models
Abstracts: Income effects on the trade balance. Towards a reconciliation of the empirical evidence on the monetary approach to exchange rate determination
Abstracts: Incomplete contracts: where do we stand? Implementation and horizontal equity imply no-envy. Reciprocity as a contract enforcement device: experimental evidence
Abstracts: Incomplete-market dynamics in a neoclassical production economy. Markovian equilibrium in infinite horizon economies with incomplete markets and public policy
Abstracts: Incomplete markets over an infinite horizon: long-lived securities and speculative bubbles. The existence of security market equilibrium with a non-atomic state space
Abstracts: Indeterminacy in general equilibrium economies with incomplete financial markets: mixed asset returns. Long gestation in an overlapping generations economy: endogenous cycles and indeterminacy of equilibria
Abstracts: Indigent care as QUID pro QUO in hospital regulation. State regulation and hospital costs. Hospital costs and competition for services: a multiproduct analysis
Abstracts: Inequality in male and female earnings: the role of hours and wages. Capital gains taxes and realizations: evidence from interstate comparisons
Abstracts: Inflation and wage indexation in the postwar United States. Inflationary expectations and price setting behavior
Abstracts: Inflation forecasting for aggregates of the EU-7 and EU-14 with Bayesian VAR models. Alternative regime switching models for forecasting inflation
Abstracts: Information and cost asymmetry in experimental duopoly markets. Multiple trend breaks and the unit-root hypothesis
Abstracts: Information theoretic approaches to inference in moment condition models. An efficient semiparametric estimator for binary response models
Abstracts: Instrumental models and indirect encompassing. Autoregressive conditional duration: a new model for irregularly spaced transaction data
Abstracts: Instrumental variables regression with weak instruments. Efficient tests for an autoregressive unit root. A simple estimator of cointegrating vectors in higher order integrated systems
Abstracts: Instrument relevance in multivariate linear models. Child care costs as a barrier to employment for single and married mothers
Abstracts: Interactions of real GNP business cycles in a three-country time-series model. The use of canonical correlation analysis to identify the order of multivariate ARMA models: Simulation and application
Abstracts: Interim core concepts for a bayesian pure exchange economy. Equitable allocation of divisible goods. Market allocation of indivisible goods
Abstracts: International business cycles and financial integration. Identification, long-run relations, and fundamental innovations in a simple cointegrated system
Abstracts: International equity flows and the predictability of US stock returns. Predicting bankruptcy using recursive partitioning and a realistically proportioned data set
Abstracts: Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Levy jumps. Properties of bid and ask reservation prices in the rank-dependent expected utility model
Abstracts: Intratemporal substitution and government spending. What is fractional integration? Alternative forms of the score test for heterogeneity in a censored exponential model
Abstracts: Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting. Non-linear forecasts of stock returns
Abstracts: Investigating the relationship between gold and silver prices. Economic and statistical measures of forecast accuracy
Abstracts: Investment in energy efficiency: do the characteristics of firms matter? Effective rates of protection when domestic and foreign goods are imperfect substitutes: the case of Thailand
Abstracts: Ironing, sweeping, and multidimensional screening. Learning and strategic pricing. Asset pricing in economies with frictions
Abstracts: Irreducible economies and strongly connected graphs. Intertemporal price-quality discrimination and the Coase conjecture
Abstracts: Is the market well defined in bank merger and acquisition analysis? The price-concentration relationship in banking: a comment
Abstracts: Job search and immigrant assimilation: an earnings frontier approach. Assimilation and the earnings of young internal migrants
Abstracts: Judgemental revision of sales forecasts: the relative performance of judgemntally revised versus non-revised forecasts
Abstracts: Knowledge as a public good: efficient sharing and incentives for development effort. Which one should I imitate?
Abstracts: Labor supply and investment in child quality: a study of Jewish and non-Jewish women: a reply. The effect of income taxation on labor supply when deductions are endogenous
Abstracts: Levels and long-term trends in earnings inequality: Overcoming current population survey censoring problems using the GB2 distribution
Abstracts: Level shifts, temporary changes and forecasting. Forecasting international bandwidth capability. Conditional volatility forecasting in dynamic hedging model
Abstracts: Likelihood ratio specification tests. Modelling nonlinear relationships between extended-memory variables. A mirror image invariance for M-estimators
Abstracts: Limiting dictatorial rules. Single-season heteroscedasticity in time series. Using worker flows to measure firm dynamics
Abstracts: Linear and non-linear (non-) forecastability of high-frequency exchange rates. A double-threshold GARCH model for the French franc/Deutschmark exchange rate
Abstracts: Linear regression limit theory for nonstationary panel data. Semiparametric estimation of a regression model with an unknown transformation of the dependent variable
Abstracts: Link-save trading. American contingent claims under small proportional transaction costs
Abstracts: Local convergence of recursive learning to steady states and cycles in stochastic nonlinear models. Sunspot fluctuations around a steady state: the case of multidimensional, one-step forward looking economic models
Abstracts: Locally optimal testing when a nuisance parameter is present only under the alternative. Optimal designs of discrete response experiments in contingent valuation studies
Abstracts: Long gestation in an overlapping generations economy: endogenous cycles and indeterminacy of equilibria. Non-existence of equilibrium in an incomplete stock market economy
Abstracts: Long-run money demand in Canada: in search of stability. The dependence of pay-performance sensitivity on the size of the firm
Abstracts: Long-sighted principal and myopic agents. A second welfare theorem for constrained efficient allocations in incomplete markets
Abstracts: LONG-TERM DEBT AND OPTIMAL POLICY IN THE FISCAL THEORY OF THE PRICE LEVEL. CORPORATE GOVERNANCE
Abstracts: LONG-TERM DEBT AND OPTIMAL POLICY IN THE FISCAL THEORY OF THE PRICE LEVEL. part 2 COSTLY BARGAINING AND RENEGOTIATION
Abstracts: Lorenz dominance and the variance of logarithms. Conventional confidence intervals for points on spectrum have confidence level zero
Abstracts: Loss aversion and adaptation in the labor market: empirical indifference functions and labor supply. Category versus continuous survey responses in economic modelling: Monte Carlo and empirical evidence
Abstracts: Making a miracle. On the dual stability of a von Neumann facet and the inefficacy of temporary fiscal policy. Nonlinear dynamics and chaos in optimal growth: an example
Abstracts: Manufacturing growth and financial development: evidence from OECD countries. International trade, comparative advantage and the incidence of layoff unemployment spells
Abstracts: Market disruption and the incidence of VERs under the MFA. Testing data for consistency with revealed preference
Abstracts: Market price and income elasticities of new vehicle demands. Short-run and long-run elasticities for Canadian consumption of alcoholic beverages: an error-correction mechanism/cointegration approach
Abstracts: Market selection and survival of investment strategies. Limits to arbitrage when market participation is restricted
Abstracts: Market selection when markets are incomplete. Genetic learning as an explanation of stylized facts of foreign exchange markets
Abstracts: Maternal labor supply and children's cognitive development. A logit decomposition analysis of occupational segregation: results for the 1970s and 1980s
Abstracts: Maximum-likelihood estimation of fractional cointegration with an application to U.S. and Canadian bond rates
Abstracts: MEASURING MARKET POWER IN THE READY-TO-EAT CEREAL INDUSTRY. SUBJECTIVE PROBABILITIES ON SUBJECTIVELY UNAMBIGUOUS EVENTS
Abstracts: Measuring the energy savings from home improvement investments: evidence from monthly billing data. Measuring oligopsony power with shadow prices: U.S. markets for pulpwood and sawlogs
Abstracts: Method and situational factors in sales forecast accuracy. Forecasting technique familiarity, satisfaction, usage and application
Abstracts: Mixed logit with repeated choices: households' choices of appliance efficiency level. On the relationships between consumption, income and wealth
Abstracts: Model-based clustering of multiple time series. Binomial autoregressive moving average models with an application to US recessions
Abstracts: Modeling expert forecasting knowledge for incorporation into expert systems. Testing in unobserved component models
Abstracts: Modeling the world economy: the European perspective. ex post and ex ante analysis of provisional data. Factor forecasts for the UK
Abstracts: Modelling and forecasting time series with a general non-normal distribution. Forecasting with k-factor Gegenbauer processes: theory and applications
Abstracts: Modelling exchange rate dynamics: new perspectives from the frequency domain. Guaranteed-content prediction intervals for non-linear autoregressions
Abstracts: Modelling multivariate cointegrated systems: insights from non-linear dynamics. An integrated Bayesian vector autoregression and error correction model for forecasting electricity consumption and prices
Abstracts: Modelling the effect of purchase quantity on consumer choice of product assortment. Forecast accuracy after pretesting with an application to the stock market
Abstracts: Model uncertainty and forecast accuracy. A comparison between linear and nonlinear forecasts for nonlinear AR models
Abstracts: Moment-based copula tests for financial returns. Local Whittle analysis of stationary fractional cointegration and the implied-realized volatility relation
Abstracts: Monetary general equilibrium with transaction costs. A remark on the fiscal theory of price determination. Equilibrium theory with a measure space of possibly satiated consumers
Abstracts: Monetary policy, composite leading economic indicators and predicting the 2001 recession. Forecasting recessions using the yield curve
Abstracts: Money demand, the Cagan model and the inflation tax: some Latin American evidence. Modeling the demand for U.K. broad money: 1871-1913
Abstracts: Monitoring for outliers and level shifts in Kalman filter implementations of exponential smoothing. Exponential smoothing of seasonal data: a comparison
Abstracts: Monopolistic behaviors and general equilibrium: a generalization of Nikaido's work. On monopolistic equilibria with incomplete markets: the case of an exchange economy
Abstracts: Monotonic regression based on Bayesian P-splines, an application to estimating price response functions from store level scanner data
Abstracts: Monotonic regression based on Bayesian P-splines, an application to estimating price response functions from store level scanner data. part 2
Abstracts: Moral hazard and conditional preferences. Implementation of the recursive core for partition function form games
Abstracts: Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options. Inflation and Welfare
Abstracts: Motor vehicle stocks, scrappage, and sales. Household gasoline demand in the United States. World carbon dioxide emissions: 1950-2050
Abstracts: Moving average rules, volume and the predictability of security returns with feedforward networks. Non-linear prediction of security returns with moving average rules
Abstracts: Multiplicity, instability and sunspots in games. How to share when context matters: the Mobius value as a generalized solution for cooperative games
Abstracts: Multi-step error variances for periodically integrated time series. Sensitivity of univariate AR (1) time-series forecasts near the unit root
Abstracts: Multi-step forecasting for long-memory processes. A Re-examination of the Excess Smoothness Puzzle when Consumers Estimate the Income Process
Abstracts: Multivariate tests of mean-variance efficiency with possibly non-Gaussian errors: an exact simulation-based approach
Abstracts: Multivariate tests of mean-variance efficiency with possibly non-Gaussian errors: an exact simulation-based approach. part 2
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