Economics Papers

from Economics Group, Nuffield College, University of Oxford
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0809: Forecasting with the age-period-cohort model and the extended chain-ladder model

D. Kuang, Bent Nielsen and J. P. Nielsen

0808: Learning while voting: determinants of collective experimentation

Bruno H. Strulovici

0807: Properties of etimated characteristic roots

Bent Nielsen and Heino Bohn Nielsen

0806: Unit Root Testing with Unstable Volatility

Brendan K. Beare

0805: The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve

Clive G. Bowsher and Roland Meeks

0803: An analysis of the indicator saturation estimator as a robust regression estimator

Soren Johansen and Bent Nielsen

0802: Measuring downside risk-realised semivariance

Ole E. Barndorff-Nielsen, Silja Kinnebrock and Neil Shephard

0801: The Hedge Fund Game

H. Peyton Young and Dean P Foster

0705: Identification of the age-period-cohort model and the extended chain ladder model

Di Kuang, Bent Nielsen and J. P. Nielsen

0704: Comparative Statics, Informativeness, and the Interval Dominance Order

John K.-H. Quah and Bruno H. Strulovici

0703: When are Auctions Best?

Jeremy Bulow and Paul Klemperer

0702: Convergence to Stochastic Integrals with Non-linear integrands

Bent Nielsen and Carlos Caceres

0701: The empirical process of autoregressive residuals

Bent Nielsen and Eric Engler

0612: High Dimensional Yield Curves: Models and Forecasting

Clive Bowsher and Roland Meeks

0611: Credit Shocks and Cycles: a Bayesian Calibration Approach

Roland Meeks

0610: Subsampling realised kernels

Ole E. Barndorff-Nielsen, Peter Hansen, Asger Lunde and Neil Shephard

0609: Additional Notes on the Comparative Statics of Constrained Optimization Problems

John K.-H. Quah

0608: A Market-Clearing Role for Inefficiency on a Limit Order Book

Jeremy Houston Large

0607: Co-ordination and Lock-in: Competition with Switching Costs and Network Effects

Joseph Farrell and Paul Klemperer

0606: Network Effects and Switching Costs: two short essays for the new New Palgrave

Paul Klemperer

0605: The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure

Clive Bowsher and Roland Meeks

0604: The Open Economy Consequences of U.S. Monetary Policy

John Bluedorn and Christopher Bowdler

0603: Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise

Ole E. Barndorff-Nielsen, Peter Hansen, Asger Lunde and Neil Shephard

0602: Concepts and Properties of Substitute Goods

Paul Milgrom and Bruno H. Strulovici

0601: Management of a Capital Stock by Strotz's Naive Planner

Christopher J. Tyson

0526: Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models

Clive Bowsher

0525: Openness, exchange rate regimes and the Phillips curve

Christopher Bowdler

0524: Outlier Detection in GARCH Models

Jurgen A. Doornik and Marius Ooms

0523: Social Choice Theory and the Informational Basis Approach

Kevin Roberts

0522: Hurricanes: Intertemporal Trade and Capital Shocks

John Bluedorn

0521: Education and Intergenerational Mobility: Evidence from a Natural Experiment in Purerto Rico

John Bluedorn and Elizabeth U. Cascio

0520: State Dependence in a Multi-state Model of Employment

Victoria Prowse

0519: How Damaging is Part-time Employment to a Woman's Occupational Prospects?

Victoria Prowse

0518: Monetary Policy and Exchange Rate Dynamics: New Evidence from the Narrative Approach to Shock Identification

John Bluedorn and Christopher Bowdler

0517: Stochastic Volatility

Neil Shephard

0516: Variation, jumps, market frictions and high frequency data in financial econometrics

Ole E. Barndorff-Nielsen and Neil Shephard

0515: Condorcet Cycles? A Model of Intertemporal Voting

Kevin Roberts

0514: Openness and inflation volatility: Cross-country evidence

Christopher Bowdler and Adeel Malik

0513: The Utopia of Implementing Monetary Policy Cooperation through Domestic Institutions

Florin O. Bilbiie

0512: Incomplete Fiscal Rules with Imperfect Enforcement

Florin O. Bilbiie and David Stasavage

0511: Fiscal Contracts for a Monetary Union

Florin O. Bilbiie

0510: Deus ex machina wanted: time inconsistency of time consistency solutions in monetary policy

Florin O. Bilbiie

0509: Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic

Florin O. Bilbiie

0508: Analysis of co-explosive processes

Bent Nielsen

0507: Limit theorems for multipower variation in the presence of jumps

Ole E. Barndorff-Nielsen, Neil Shephard and Matthias Winkel

0506: Limit theorems for bipower variation in financial econometrics

Ole E. Barndorff-Nielsen, Sven Erik Graversen, Jean Jacod and Neil Shephard

0505: Estimating quadratic variation when quoted prices jump by a constant increment

Jeremy Houston Large

0504: Adjustment Costs and the Identification of Cobb Douglas Production Functions

Stephen Bond and Mans M. Soderbom

0503: Axiomatic Foundations for Satisficing Behavior

Christopher J.Tyson

0502: Tradeable Goods, Non-Tradeable Goods and Participation

Chirstopher Bliss