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The lead-lag relation between the S&P500 spot and futures markets : an intraday-data analysis using a threshold regression model

Tse, Yiu Kuen; Chan, Wai-Sum - In: The Japanese economic review : the journal of the … 61 (2010) 1, pp. 133-144

Persistent link: https://www.econbiz.de/10003980315

Where is the economics in spatial econometrics?

Corrado, Luisa; Fingleton, Bernard - 2011

Persistent link: https://www.econbiz.de/10008904552

A two-step estimator for a spatial lag model of counts : theory, small sample performance and an application

Lambert, Dayton M.; Brown, Jason P.; Florax, Raymond J. … - In: Regional science & urban economics 40 (2010) 4, pp. 241-252

Persistent link: https://www.econbiz.de/10008905782

Accounting for the cyclical dynamics of income shares

Shao, Enchuan; Silos, Pedro - 2011

Over the business cycle, labor's share of output is negatively but weakly correlated with output, and it lags output by about four quarters. Profit's share is strongly procyclical. It neither leads nor lags output, and its volatility is about four times that of output. Despite the importance of...