This paper employs an augmented version of the UECCC GARCH specificationproposed in Conrad and Karanasos (2010) which allows for lagged in-mean effects,level effects as well as asymmetries in the conditional variances. In this unifiedframework we examine the twelve potential intertemporal...

How does the environment of an organization inuence whether workersvoluntarily provide eort? We study the power relationship betweena non-prot unit (e.g. university department, NGO, healthtrust), where workers care about the result of their work, and a bu-reaucrat, who supplies some input to the...

This paper employs the unrestricted extended constant conditional correlationGARCH specification proposed in Conrad and Karanasos (2008) to examine theintertemporal relationship between the uncertainties of in°ation and output growthin the US. We find that inflation uncertainty effects output...

Tse (1998) proposes a model which combines the fractionally integrated GARCH formulationof Baillie, Bollerslev and Mikkelsen (1996) with the asymmetric power ARCH specification of Ding,Granger and Engle (1993). This paper analyzes the applicability of a multivariate constant...

In this paper we examine the concept of "vulnerability" (Townsend 1994) within thecontext of income mobility of the poor. We test for the dynamics of vulnerablehouseholds in the UK using Waves 1 - 12 of the British Household Panel Survey andfind that, of three different types of risks that we...

Eugenics has played an important role in the relations between social and biological scientists of population through time. Having served as a site for the sharing of data and methods between disciplines in the early twentieth century, scientists and historians have tended to view its legacy in...

[...]The aim of the project was to collectdetailed information on the incomesreceived week-by-week over acomplete year by a sample of families.• So far as we know, a study of thiskind had not been carried out before.In preparation for the main stage ofthe study, a pilot survey was started...

We derive an explicit formula of the Watts’ poverty index, in terms of parametersof bivariate lognormal distributions of price indices and nominal livingstandards. This result enables us to: analyse the contributions of the distributionsof prices and nominal living standards in poverty;...

We derive an explicit formula of the Watts’ poverty index, in terms of parametersof bivariate lognormal distributions of price indices and nominal livingstandards. This result enables us to: analyse the contributions of the distributionsof prices and nominal living standards in poverty;...