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Global effects of national stabilization policies under fixed and floating exchange rates
Persson, Torsten - 1982
Persistent link: https://www.econbiz.de/10000082333
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Real transfers in fixed exchange rate systems and the international adjustment mechanism
Persson, Torsten - 1984
Persistent link: https://www.econbiz.de/10000082334
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Global effects of national stabilization policies under fixed and floating exchange rates
Persson, Torsten - 1981
Persistent link: https://www.econbiz.de/10000082559
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The size and scope of government : comparative politics with rational politicians
Persson, Torsten; Tabellini, Guido Enrico - In: European economic review : EER 43 (1999) 4/6, pp. 699-735
Persistent link: https://www.econbiz.de/10001406821
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The economics of human development and social mobility
Heckman, James J.; Mosso, Stefano - In: Annual review of economics 6 (2014), pp. 689-733
Persistent link: https://www.econbiz.de/10011380214
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22nd International Seminar on Macroeconomics : [Fontainebleau, France, on June 18 - 19, 1999]
Persson, Torsten (contributor); Stock, James (contributor) - International Seminar on Macroeconomics <22, 1999, … - 2000
Persistent link: https://www.econbiz.de/10001487645
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Micro data, heterogeneity and the evaluation of public policy : Part 1
Heckman, James J. - In: The American economist : journal of Omnicron Delta … 48 (2004) 2, pp. 3-25
Persistent link: https://www.econbiz.de/10002646868
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The size and scope of government : comparative politics with rational politicians
Persson, Torsten; Tabellini, Guido Enrico - In: Istituzioni politiche e finanza pubblica, (pp. 13-51). 2000
Persistent link: https://www.econbiz.de/10001804721
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Micro data, heterogeneity, and the evaluation of public policy : Nobel lecture
Heckman, James J. - In: Journal of political economy 109 (2001) 4, pp. 673-748
Persistent link: https://www.econbiz.de/10001602235
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The effects of variance breaks on homogenous panel unit root tests
Herwartz, Helmut; Siedenburg, Florian - 2009
Noting that many economic variables display occasional shifts in their second order moments, we investigate the performance of homogenous panel unit root tests in the presence of permanent volatility shifts. It is shown that in this case, panel unit root tests derived under time invariant...
Persistent link: https://www.econbiz.de/10003887238