This paper studies the effect of exchange rate uncertainty on the deviations of Covered Interest Rate parity. I develop a method for estimating the daily uncertainty via endogenous factor clustering to determine the currency grouping and an optimal number of groups and general factors explaining...

We apply a nonlinear prediction algorithm to investigate the presence of nonlinear structure in electroencephalogram (EEG) recordings. The EEG signal could be modeled as a realization of a nonlinear model plus a residual noise (uncorrelated Gaussian noise). Using linear and nonlinear models we...

This paper analyses the intra-household allocation of time to show gender differences in childcare. In the framework of a general efficiency approach, hours spent on childcare by each parent are regressed against individual and household characteristics, for five samples (Denmark, France,...