Details about Andy Snell

Access statistics for papers by Andy Snell.

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Short-id: psn16

Working Papers

2011

1. Minu, Startu and All That: Pitfalls in Estimating the Sensitivity of a Worker's Wage to Aggregate Unemployment
   IZA Discussion Papers, Institute for the Study of Labor (IZA)
   Also in ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh (2011)
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010)

2009

2. Labor Contracts, Equal Treatment and Wage-Unemployment Dynamics
   2009 Meeting Papers, Society for Economic Dynamics
   Also in CESifo Working Paper Series, CESifo Group Munich (2006) View citations (1)
   ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh (2006) View citations (3)
   CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis (2006) View citations (4)
   See also Journal Article in American Economic Journal: Macroeconomics (2010)
3. Real and Nominal Wage Rigidity in a Model of Equal-Treatment Contracting
   IZA Discussion Papers, Institute for the Study of Labor (IZA) View citations (1)

2007

4. Inequality Measures as Tests of Fairness in an Economy
   ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh

2004

5. A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models
   ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh
   Also in Royal Economic Society Annual Conference 2002, Royal Economic Society (2002)
6. Mean Group Tests for Stationarity in Heterogenous Panels
   ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh View citations (1)
   See also Journal Article in Econometrics Journal (2006)
7. Rights issues versus private placements: theory and UK evidence
   ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh
8. Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors
   ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh
9. Testing for nonlinear cointegration between stock prices and dividends
   Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group
10. Trading Costs of Institutional Investors in Auction and Dealer Markets
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh

2003

11. Testing for Cointegration in Nonlinear STAR Error Correction Models
    Working Papers, Queen Mary, University of London, School of Economics and Finance View citations (8)

2000

12. Testing for a Unit Root against Nonlinear STAR Models
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (56)
13. The Profitability of Block Trades Auction and Dealer Markets
    FMG Discussion Papers, Financial Markets Group

1998

14. The Profitability of Block Trades in Auction and Dealer Markets
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh

1996

15. Excessive Dispersion of US Stock Prices: A Regression Test of Cross-Sectional Volatility
    FMG Discussion Papers, Financial Markets Group
16. Utilising Time Series Methods to Assess Information and Inventory Effects in a Dealer Market in Illiquid Stocks
    FMG Discussion Papers, Financial Markets Group

1994

17. Fiscal Policy, Public Debt Stabilization and Politics: Theory and Evidence from the US and UK
    Discussion Papers, Exeter University, Department of Economics
    Also in Economics Discussion Papers, University of Essex, Department of Economics
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics

1990

18. STRUCTURAL SHIFTS IN THE MANUFACTURING EXPORT PERFORMANCE OF OECD ECONOMICS
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
    See also Journal Article in Journal of Applied Econometrics (1993)

1988

19. THE CONSEQUENCES OF MRS THATCHER FOR UK MANUFACTURING EXPORTS
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (3)
    See also Journal Article in Economic Journal (1989)

1981

20. Rational Forecasts from Non-Rational Models
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics

Undated

21. Testing For R Versus R-1 Cointegrating Vectors
    Discussion Papers, Edinburgh School of Economics, University of Edinburgh
    See also Journal Article in Journal of Econometrics (1998)

Journal Articles

2010

1. Downward Wage Rigidity in a Model of Equal Treatment Contracting
   Scandinavian Journal of Economics, 2010, 112, (4), 841-863
2. Labor Contracts, Equal Treatment, and Wage-Unemployment Dynamics
   American Economic Journal: Macroeconomics, 2010, 2, (3), 98-127
   See also Working Paper (2009)

2006

3. Mean group tests for stationarity in heterogeneous panels
   Econometrics Journal, 2006, 9, (1), 123-158 View citations (5)
   See also Working Paper (2004)
4. TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS
   Econometric Theory, 2006, 22, (02), 279-303 View citations (29)

2005

5. Wage Dynamics, Cohort Effects, and Limited Commitment Models
   Journal of the European Economic Association, 2005, 3, (2-3), 350-359 View citations (2)

2003

6. A theoretical analysis of institutional investors' trading costs in auction and dealer markets
   Economic Journal, 2003, 113, (489), 576-597 View citations (2)
7. Testing for a unit root in the nonlinear STAR framework
   Journal of Econometrics, 2003, 112, (2), 359-379 View citations (276)
8. What Moves OECD Real Interest Rates?
   Journal of Money, Credit and Banking, 2003, 35, (3), 375-402 View citations (8)

1998

9. Testing for asymmetric information and inventory control effects in market maker behaviour on the London Stock Exchange
   Journal of Empirical Finance, 1998, 5, (1), 1-25 View citations (8)
10. Testing for r versus r-1 cointegrating vectors
    Journal of Econometrics, 1998, 88, (1), 151-191 View citations (9)
    See also Working Paper

1996

11. A test of purchasing power parity based on the largest principal component of real exchange rates of the main OECD economies
    Economics Letters, 1996, 51, (2), 225-231 View citations (4)
12. Fiscal Policy, Public Debt Stabilisation and Politics: Theory and UK Evidence
    Economic Journal, 1996, 106, (437), 894-911 View citations (17)

1995

13. Determinants of Price Quote Revisions on the London Stock Exchange
    Economic Journal, 1995, 105, (428), 77-94 View citations (11)
14. Temporal aggregation and the power of tests for a unit root
    Journal of Econometrics, 1995, 65, (2), 333-345 View citations (28)

1993

15. Structural Shifts in the Manufacturing Export Performance of OECD Economies
    Journal of Applied Econometrics, 1993, 8, (2), 149-62 View citations (3)
    See also Working Paper (1990)

1989

16. Information, Rational Expectations and Macroeconomic Modelling
    Journal of Economic Surveys, 1989, 3, (2), 179-98
17. The Consequences of Mrs. Thatcher for U.K. Manufacturing Exports
    Economic Journal, 1989, 99, (394), 1-27 View citations (8)
    See also Working Paper (1988)