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Early and Late Reformers: Long-Term Trends of Public Expenditure in 21 OECD Countries

Osterkamp, Rigmar - In: CESifo DICE Report 01 (2003) 1, pp. 46-47

Persistent link: https://www.econbiz.de/10011696424

Optimal monitoring to implement clean technologies when pollution is random

Macho-Stadler, Inés; Pérez-Castrillo, David - In: SERIEs - Journal of the Spanish Economic Association 1 (2010) 3, pp. 277-304

We consider a model of polluting firms subject to tax on emissions, monitoring, and penalties in case of underreporting and which face a choice between a more expensive clean and a less expensive dirty technology. Moreover, emissions are subject to random events.We show that the optimal...

Persistent link: https://www.econbiz.de/10010317114

Empirical evidence for alternative growth models: time series results

Gundlach, Erich - In: Weltwirtschaftliches Archiv 129 (1993) 1, pp. 103-119

Persistent link: https://www.econbiz.de/10010313821

Taking a DSGE Model to the Data Meaningfully

Franchi, Massimo; Jusélius, Katarina - In: Economics: The Open-Access, Open-Assessment E-Journal 1 (2007) 2007-4, pp. 1-38

all basic assumptions underlying the theory model should be formulated as a set of testable hypotheses on the long …-run structure of a CVAR model, a so called 'theory consistent hypothetical scenario'. The advantage of such a scenario is that it … forces us to formulate all testable implications of the basic hypotheses underlying a theory model. We demonstrate that most …

Persistent link: https://www.econbiz.de/10010295287

Should We Trust the Empirical Evidence from Present Value Models of the Current Account?

Mercereau, Benoît; Miniane, Jacques Alain - In: Economics: The Open-Access, Open-Assessment E-Journal 2 (2008) 2008-34, pp. 1-36

The present value model of the current account has been very popular, as it provides an optimal benchmark to which actual current account series have often been compared. We show why persistence in observed current account data makes the estimated optimal series very sensitive to small-sample...

Persistent link: https://www.econbiz.de/10010298618

Zeitabhängige Volatilität und instationäre Zeitreihen: Zum Nobelpreis an Robert F. Engle und Clive W. J. Granger

Hassler, Uwe - In: Wirtschaftsdienst 83 (2003) 12, pp. 811-816

Mit den diesjährigen Trägern des Nobelpreises für Wirtschaft, Robert. F. Engle und Clive W.J. Granger, werden zwei Vertreter der Zeitreihenökonometrie geehrt. Wie hat sich durch ihr Werk die statistische Analyse ökonomischer Zeitreihen verändert? Wie wird heute Volatilität auf...

Persistent link: https://www.econbiz.de/10010302889

Forecast Evaluation of Explanatory Models of Financial Variability

Sucarrat, Genaro - In: Economics: The Open-Access, Open-Assessment E-Journal 3 (2009) 2009-8, pp. 1-33

continuous time theory. In explanatory financial variability modelling this raises several methodological and practical issues …

Persistent link: https://www.econbiz.de/10010332964

Die Saison verunreinigt den Zyklus: Einige kritische Anmerkungen zur Saisonbereinigung

Helmstädter, Ernst - In: Wirtschaftsdienst 73 (1993) 4, pp. 210-213

Persistent link: https://www.econbiz.de/10011467191

Analyzing the Employment Status with Panel Data from the GSOEP: A Comparison of the MECOSA and the GEE1 Approach for Marginal Models

Ziegler, Andreas; Arminger, Gerhard - In: Vierteljahrshefte zur Wirtschaftsforschung 64 (1995) 1, pp. 72-80

Persistent link: https://www.econbiz.de/10011475368

An investigation on the shuttle trade dynamics of a small-open-economy

Sahin, Afsin; Akdi, Yilmaz; Atakan, Cemal - In: International Journal of Economic Sciences and Applied … 1 (2008) 2, pp. 1-12

In this article we have tried to assess the possible relationships between shuttle trade and the expletory variables and the expletory variables, export (f.o.b.), import (c.i.f.) and CPI based real effective US dollar exchange rate. We employed monthly data of Turkey covering the years from...

Persistent link: https://www.econbiz.de/10010289378