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2003 Working papers

Paper No.TitleAuthors
No. 486: A Nonlinear Approach to Public Finance Sustainability in Latin America Georgios Chortareas, George Kapetanios, Merih Uctum,
No. 490: Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests George Kapetanios, Melvyn Weeks,
No. 496: Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean Andrew P. Blake, George Kapetanios,
No. 487: Schelling's Spatial Proximity Model of Segregation Revisited Romans Pancs, Nicolaas J. Vriend,
No. 502: On the Behavior of Proposers in Ultimatum Games Thomas Brenner, Nicolaas J. Vriend,
No. 489: A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions George Kapetanios, Massimiliano Marcellino,
No. 497: Testing for Cointegration in Nonlinear STAR Error Correction Models George Kapetanios, Yongcheol Shin, Andy Snell,
No. 483: A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems George Kapetanios,
No. 485: An Investigation of Current Account Solvency in Latin America Using Non Linear Stationarity Tests Georgios Chortareas, George Kapetanios, Merih Uctum,
No. 499: Determining the Poolability of Individual Series in Panel Datasets George Kapetanios,
No. 498: A Dynamic Factor Analysis of Financial Contagion in Asia Andrea Cipollini, George Kapetanios,
No. 500: Testing for Nonstationary Long Memory against Nonlinear Ergodic Models George Kapetanios, Yongcheol Shin,
No. 488: Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary Elias Tzavalis, Shijun Wang,
No. 493: Unemployment in the European Union: Institutions, Prices, and Growth Marika Karanassou, Hector Sala, Dennis J. Snower,
No. 503: An Economical Approach to Estimate a Benchmark Capital Stock. An Optimal Consistency Method Jose Miguel Albala-Bertrand,
No. 481: Network Formation and Social Coordination Sanjeev Goyal, Fernando Vega-Redondo,
No. 494: Using Extraneous Information and GMM to Estimate Threshold Parameters in TAR Models George Kapetanios,
No. 491: Inflation Forecast Targeting in an Overlapping Generations Model Gerhard Sorger,
No. 501: Natural or Unnatural Monopolies in UK Telecommunications? Lisa Correa,
No. 504: Child Labor and the Labor Supply of Other Household Members: Evidence from 1920 America Marco Manacorda,
No. 495: Determining the Stationarity Properties of Individual Series in Panel Datasets George Kapetanios,
No. 492: The Economic Impact of Telecommunications Diffusion on UK Productivity Growth Lisa Correa,
No. 482: A New Nonparametric Test of Cointegration Rank George Kapetanios,
No. 484: The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests Georgios Chortareas, George Kapetanios,
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