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Labour market asymmetries in a monetary union

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Business cycle dependent unemployment insurance

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Baumol's cost disease and the sustainability of the welfare state

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Does the public sector implode from Baumol's cost disease?

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Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance

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Incentives versus insurance in the design of tax-financed unemployment insurance

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Asymmetry and leverage in conditional volatility models

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The three most popular univariate conditional volatility models are the generalized autoregressive conditional heteroskedasticity (GARCH) model of Engle (1982) and Bollerslev (1986), the GJR (or threshold GARCH) model of Glosten, Jagannathan and Runkle (1992), and the exponential GARCH (or...

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Social background, education and inequality

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