in TFP growth. This paper computes an index of labour quality in Spain between 1988 and 2006 using microdata from the … observable characteristics, the index still shows a notable growth at an average annual rate of 0.42 pp. After a period of slight … decline (between 1988 and 1992) the index grows continuously until 2006 when it fell again. This is the case because education …

This study reports new findings on the behavior of index futures (FKLI: code name of Kuala Lumpur Index Futures …

instruments. Based upon the price index methodology, a selected sample of ten agribusiness stocks chosen by decreasing liquidity … profiles in BOVESPA composes the theoretical portfolio of the index. It will allow comparative analysis with other financial …

stock index that trade like shares of stock. Arbitrage costs are low because these assets have low fundamental risk, low … performance of the S&P MidCap 400 index, an index of moderate capitalization firms, and are expected to have higher arbitrage …

equilibrium. I estimate the structural parameters of the model using the NLSY 97 data, via a three-step estimation procedure to …

simulating a time-varying set of available alternatives. Our estimation method uses store-level data on sales and partial …

The estimation of dynamic stochastic general equilibrium (DSGE) models is the subject of a rapidly growing literature … reduced-form model. I show that both terms can be derived analytically. This result is useful for the estimation of DSGE …