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Predetermined variables

Predetermined variables are variables that were determined prior to the current period. In econometric models this implies that the current period… Expand
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Papers overview

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2012
2012
Spatial Equilibrium, Market Integration and Price Exogeneity in Dry Fish Marketing in Nigeria: A Vector Auto-Regressive (VAR) Approach
Fish is the cheapest animal protein source in Nigeria, and dry fish in particular has the potential to solve the pervasive… Expand
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2010
2010
Imperfect Credit Markets: Implications for Monetary Policy
I develop a model for monetary policy analysis that features significant feedback from asset prices to macroeconomic quantities… Expand
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2006
2006
Simple Endogenous Binary Choice and Selection Panel Model Estimators
This paper provides numerically trivial estimators for short panels of either binary choices or of linear models that suffer from… Expand
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Highly Cited
2005
Highly Cited
2005
What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide
We examine how mutual funds from 26 developed and developing countries allocate their investment between domestic and foreign… Expand
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Highly Cited
2005
Highly Cited
2005
Stable sunspot solutions in models with predetermined variables
We consider a linear stochastic univariate rational expectations model, with a predetermined variable, and provide alternative… Expand
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Highly Cited
2005
Highly Cited
2005
Does Insurance Promote Economic Growth? Evidence from the UK
The first conference of UNCTAD in 1964 acknowledged the development of national insurance and reinsurance markets as essential… Expand
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2005
2005
Credit Frictions, housing prices and optimal monetary policy Rules
We try to asses the role of housing price movements in the optimal design of monetary policy rules. Even though the relevance of… Expand
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2005
2005
Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks
The asymptotic efficiency of OLS and IV estimators is examined in a simple dynamic structural model with a constant and two… Expand
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Highly Cited
2000
Highly Cited
2000
The Equity Premium
We estimate the equity premium using dividend and earnings growth rates to measure the expected rate of capital gain. Our… Expand
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1996
1996
Bootstrapping a stable AD model; weak versus strong exogeneity
 
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