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Working Papers 2010

Written by Administrator
Wednesday, 20 January 2010
01-10: THE ‘RIGHT’ PRICE FOR ART COLLECTIBLES. A QUANTILE HEDONIC REGRESSION INVESTIGATION OF PICASSO PAINTINGS, Antonello Eugenio Scorcu, Roberto Zanola 02-10: THE INFORMED TRADING IN THE EURO MONEY MARKET FOR TERM LENDING, Paolo Zagaglia 03-10: MODELING U.S. INFLATION DYNAMICS: A BAYESIAN NONPARAMETRIC APPROACH, Markus Jochmann 04-10: DYNAMIC SPECIFICATION TESTS FOR STATIC FACTOR MODELS, Gabriele Fiorentini, Enrique Sentana 05-10: ON THE STATIONARITY OF CURRENT ACCOUNT DEFICITS IN THE EUROPEAN UNION, Mark J. Holmes, Jesús Otero, Theodore Panagiotidis 06-10: CAN COMMON STOCKS PROVIDE A HEDGE AGAINST INFLATION? EVIDENCE FROM AFRICAN COUNTRIES, Paul Alagidede, Theodore Panagiotidis 07-10: HOW RISKY IS THE VALUE AT RISK?, Roxana Chiriac, Winfried Pohlmeier 08-10: GOLD AND THE U.S. DOLLAR: TALES FROM THE TURMOIL, Massimiliano Marzo, Paolo Zagaglia 09-10: THE FINANCING MENU OF R&D AND TRADITIONAL INVESTMENTS, Paola Brighi, Giuseppe Torluccio 10-10: THE ASIA FINANCIAL CRISES AND EXCHANGE RATES: HAD THERE BEEN VOLATILITY SHIFTS FOR ASIAN CURRENCIES?, Takashi Oga, Wolfgang Polasek 11-10: ETHNIC CONCENTRATION, CULTURAL IDENTITY AND IMMIGRANT SELF-EMPLOYMENT IN SWITZERLAND, Giuliano Guerra, Roberto Patuelli, Rico Maggi 12-10: FINANCIAL STABILITY AND MONETARY POLICY, Christopher Martin, Costas Milas 13-10: DATING AND EXPLORATION OF THE BUSINESS CYCLE IN ICELAND, Wolfgang Polasek 14-10: PRODUCT LINE PRICING IN A VERTICALLY DIFFERENTIATED OLIGOPOLY, George Deltas, Thanasis Stengos, Eleftherios Zacharias 15-10: AN UPDATED RANKING OF ACADEMIC JOURNALS IN ECONOMICS, Pantelis Kalaitzidakis, Theofanis P. Mamuneas, Thanasis Stengos 16-10: EXPLICIT SOLUTIONS FOR THE ASYMPTOTICALLY-OPTIMAL BANDWIDTH IN CROSS VALIDATION, Karim M. Abadir, Michel Lubrano 17-10: MODEL-FREE ESTIMATION OF LARGE VARIANCE MATRICES, Karim M. Abadir, Walter Distaso, Filip Žikeš 18-10: AN I(d) MODEL WITH TREND AND CYCLES, Karim M. Abadir, Walter Distaso, Liudas Giraitis 19-10: PURCHASING POWER PARITY AND THE EUROPEANSINGLE CURRENCY: SOME NEW EVIDENCE, Maria Christidou, Theodore Panagiotidis 20-10: AN OUT-OF-SAMPLE TEST FOR NONLINEARITY INFINANCIAL TIME SERIES: AN EMPIRICAL APPLICATION, Theodore Panagiotidis 21-10: ENDOGENEITY AND EXOGENEITY IN SALES RESPONSE FUNCTIONS, Wolfgang Polasek 22-10: SENSITIVITY ANALYSIS OF SAR ESTIMATORS: A SIMULATION STUDY, Shuangzhe Liu, Wolfgang Polasek, Richard Sellner
Last Updated ( Friday, 27 August 2010 )

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The Rimini Centre for Economic Analysis is grateful to the Bank of Italy for providing support for its activities during 2009