CDS-KNRaj Library

Updates from K.N. Raj Library, CDS, Thiruvananthapuram

Mankiw vs. DeLong and Krugman on the CEA’s Real GDP Forecasts in Early 2009: What Might a Time Series Econometrician Have Said?

by David O. Cushman Econ Journal Watch, Volume 9(3), Pages 309-349, September 2012 In early 2009, the incoming Obama administration’s Council of Economic Advisers predicted real GDP would rebound strongly from recession levels. In a blog post, Greg Mankiw expressed skepticism. In their blogs, Brad DeLong and Paul Krugman sighed. Of course there would be strong growth, they maintained, because [...]

Journal of Applied Econometrics, Volume 27, Issue 5,August 2012

A PANEL DATA APPROACH FOR PROGRAM EVALUATION: MEASURING THE BENEFITS OF POLITICAL AND ECONOMIC INTEGRATION OF HONG KONG WITH MAINLAND CHINA (pages 705–740) By Cheng Hsiao, H. Steve Ching and Shui Ki Wan FOSTERING EDUCATIONAL ENROLMENT THROUGH SUBSIDIES: THE ISSUE OF TIMING (pages 741–772) By Mario Fiorini ‘DUAL’ GRAVITY: USING SPATIAL ECONOMETRICS TO CONTROL FOR MULTILATERAL RESISTANCE [...]

Econometrica, Volume 80, Issue 4, July 2012

CONTENTS Functional Differencing (pages 1337–1385) By Stephane Bonhomme Contract Pricing in Consumer Credit Markets (pages 1387–1432) By Liran Einav, Mark Jenkins and Jonathan Levin Waiting for News in the Market for Lemons (pages 1433–1504) By Brendan Daley and Brett Green Status, Intertemporal Choice, and Risk-Taking (pages 1505–1531) By Debraj Ray and Arthur Robson Nonparametric Instrumental Variable Estimation of [...]

Journal of Applied Econometrics,Vol 27 Issue 4

CONTNETS Optimal monetary policy using an unrestricted VAR (pages 525–553) By Vito Polito and Mike Wickens Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework By Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin Term structure surprises: the predictive content of curvature, level, and slope (pag By Emanuel Moench [...]

From SpaceStat to CyberGIS: Twenty Years of Spatial Data Analysis Software

Luc Anselin ASU GeoDa Center for Geospatial Analysis and Computation Working Paper Number 06/2011 his essay assesses the evolution of the way in which spatial data analytical methods have been incorporated into software tools over the past two decades. It is part retrospective and prospective, going beyond a historical review to outline some ideas about [...]

ECONOMETRICS

Bruce E. Hansen [2012] This book is intended to serve as the textbook for a first-year graduate course in econometrics. It can be used as a stand-alone text, or be used as a supplement to another text.Students are assumed to have an understanding of multivariate calculus, probability theory,linear algebra, and mathematical statistics. A prior course [...]

Journal of Applied Econometrics, Volume 27, Issue 3, April/May 2012

Research Articles Estimation of nonlinear models with mismeasured regressors using marginal information Yingyao Hu and Geert Ridder Modelling heterogeneity and dynamics in the volatility of individual wages L. Hospido Nonparametric estimation of the impact of taxes on female labor supply Anil Kumar Revealing the preferences of the US Federal Reserve Pelin Ilbas Improved instrumental variables [...]

Lange and Keynes

by Jan Toporowski SOAS Department of Economics Working Paper Series No 170 – 2012 Lange engaged with Keynes in the matter of Keynes‟s macroeconomics, and over econometrics. Lange‟s interpretation of the Keynesian macroeconomic model laid the foundation for the neo-classical synthesis. But it was limited in its monetary economics. Lange also intervened in the Keynes-Tinbergen [...]

Econometrica, Volume 80, Issue 1, January 2012

Original Articles ®     Timing and Self-Control Drew Fudenberg and David K. Levine ®     One Person, Many Votes: Divided Majority and Information Aggregation Laurent Bouton and Micael Castanheira ®     Combinatorial Voting David S. Ahn and Santiago Oliveros ®     Inference of Signs of Interaction Effects in Simultaneous Games With Incomplete Information Áureo de Paula and Xun Tang [...]

Journal of Applied Econometrics, Volume 27, Issue 2, March 2012

Research Articles ·     Estimation of sample selection models with spatial dependence Alfonso Flores-Lagunes and Kurt Erik Schnier ·     Productivity and efficiency dynamics in Indian banking: An input distance function approach incorporating quality of inputs and outputs Abhiman Das and Subal C. Kumbhakar ·     The impact of reserve prices on the perceived bias of expert appraisals [...]

The Econometrics Journal, Volume 15, Number 1 , 2012

Contents EDITORIAL Linton, Oliver; Smith, Richard J. Incorporating covariates in the measurement of welfare and inequality: methods and applications Donald, Stephen G.; Hsu, Yu-Chin; Barrett, Garry F. Statistical inference in the presence of heavy tails Davidson, Russell Discussion of S.G. Donald et al. and R. Davidson Schluter, Christian Generalized empirical likelihood testing in semiparametric conditional [...]

Journal of Applied Econometrics Volume 26, Issue 7 Nov/Dec 2011

Research Articles ®       Assessing the temporal variation of macroeconomic forecasts by a panel of changing composition Joseph Engelberg, Charles F. Manski and Jared Williams ®       The effect of location on finding a job in the Paris region Laurent Gobillon, Thierry Magnac and Harris Selod ®       Competition in large markets Jeffrey R. Campbell ®       Cannabis use [...]

A history of the histories of econometrics

by Boumans, Marcel and Du-pont Kieffer,Ariane MPRA Paper No.35744, December 2011 Understanding the history of econometrics as a modern science also asks for understanding of the development of the image of science, which includes the history of philosophy of science and the history of economic methodology. Beside that philosophers of science need to be historically [...]

LARGE DEVIATIONS OF REALIZED VOLATILITY

Shin Kanaya and Taisuke Otsu COWLES FOUNDATION DISCUSSION PAPER NO. 1798 This paper studies large and moderate deviation properties of a realized volatility statistic of high frequency financial data. We establish a large deviation principle for the realized volatility when the number of high frequency observations in a fixed time interval increases to infinity. Our [...]

A spatial econometric analysis of compliance with an international environmental agreement on open access

Stefan Borsky, Paul A. Raschky Working Papers in Economics and Statistics 2011-10 Date: Apr: 2011 This paper provides an empirical analysis of the role of intergovernmental relations on acountry’s e ort to enforce the objectives of an international environmental agreement onan open access resource. Intergovernmental interaction allows signatory countries to ob-serve compliance behavior of other signees and [...]

Panel Data Econometrics and Climate Change

C.H.M. Muris (2011) This thesis consists of three parts. The first part (Chapter 2) applies methods from panel data econometrics to a problem in climate change. The second part (Chapters 3, 4, and 5) is concerned with an economic model of climate change. The third part (Chapters 6 and 7) is a contribution to the theory [...]

National Bureau of Economic Research THE LATEST WORKING PAPERS Week of January 24, 2011

The following NBER Working Papers were released in electronic format this week. 1. The Impact of Plant-level Resource Reallocations and Technical Progress on U.S. Macroeconomic Growth by Amil Petrin, T. Kirk White, Jerome P. Reiter #16700 (IO PR) http://papers.nber.org/papers/W16700 2. Negative Equity Does Not Reduce Homeowners’ Mobility by Sam Schulhofer-Wohl #16701 (EFG PE) http://papers.nber.org/papers/W16701 3. [...]

Smoke and Mirrors: Evidence of Microfinance Impact from an Evaluation of SEWA Bank in India

Microfinance has been on the development agenda for more than 30 years, heralded as the wondrous tool that reduces poverty and empowers women (Hulme and Mosley, 1996; Rutherford, 2001; Morduch and Haley, 2002; Khandker, 1998). Doubts, however, have recently been raised about the success of microfinance (Dichter and Harper, 2007; Banerjee et al, 2009; Roodman [...]

  • Calendar

    May 2013
    M T W T F S S
    « Apr    
     12345
    6789101112
    13141516171819
    20212223242526
    2728293031  

  • Archives

  • Meta