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Oxford Bulletin of Economics and Statistics

1969 - 2014

Current editor(s): Christopher Adam, Anindya Banerjee, Christopher Bowdler, David Hendry, Adriaan Kalwij, John Knight and Jonathan Temple

from Department of Economics, University of Oxford
Contact information at EDIRC.
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Volume 68, issue 12, 2006

Frontiers in Time Series Analysis: Introduction pp. 679-682 Downloads
Anindya Banerjee, Giampiero M. Gallo and Edoardo Otranto
Cointegration Testing in Panels with Common Factors pp. 683-719 Downloads
Christian Gengenbach, Franz C. Palm and Jean-Pierre Urbain
Testing for Multicointegration in Panel Data with Common Factors pp. 721-739 Downloads
Vanessa Berenguer-Rico and Josep Lluís Carrion--Silvestre
Testing for Parameter Stability in Dynamic Models across Frequencies pp. 741-760 Downloads
Bertrand Candelon and Gianluca Cubadda
Testing for a Change in Persistence in the Presence of a Volatility Shift pp. 761-781 Downloads
Giuseppe Cavaliere and Robert Taylor
How Stable is the Forecasting Performance of the Yield Curve for Output Growth? pp. 783-795 Downloads
Raffaella Giacomini and Barbara Rossi
Simulation-based Finite Sample Linearity Test against Smooth Transition Models pp. 797-812 Downloads
Andres Gonzalez and Timo Teräsvirta
Threshold Effects in Cointegrating Relationships pp. 813-833 Downloads
Jesus Gonzalo and Jean-Yves Pitarakis
Dickey-Fuller Type of Tests against Nonlinear Dynamic Models pp. 835-861 Downloads
Changli He and Rickard Sandberg
Convergence of Prices and Rates of Inflation pp. 863-877 Downloads
Fabio Busetti, Silvia Fabiani and Andrew C. Harvey
Explaining US-UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework pp. 879-899 Downloads
Andrea Carriero
Further Evidence on the Statistical Properties of Real GNP pp. 901-920 Downloads
Laura Mayoral
The Likelihood Ratio Test for the Rank of a Cointegration Submatrix pp. 921-948 Downloads
Paolo Paruolo

Volume 68, issue 10, 2006

Do Labour Market Programmes Speed up the Return to Work? pp. 541-568 Downloads
Knut Røed and Oddbjørn Raaum
The Hazard Rate of Foreign Direct Investment: A Structural Estimation of a Real-option Model pp. 569-593 Downloads
Enrico Pennings and Carlo Altomonte
Regression-based Tests for a Change in Persistence pp. 595-621 Downloads
Stephen J. Leybourne, Tae-Hwan Kim and Robert Taylor
Testing the Null of Cointegration with Structural Breaks pp. 623-646 Downloads
Josep Lluís Carrion--Silvestre and Andreu Sanso
Combining Significance of Correlated Statistics with Application to Panel Data pp. 647-663 Downloads
Matei Demetrescu, Uwe Hassler and Adina Ioana Tarcolea
A Logit Model with Missing Information Illustrated by Testing for Hidden Unemployment in Transition Economies pp. 665-677 Downloads
Steven B Caudill

Volume 68, issue 08, 2006

The Impact of Training on Productivity and Wages: Evidence from British Panel Data pp. 397-421 Downloads
Lorraine Margaret Dearden, Howard Reed and John Michael van Reenen
Wage Formation, Regional Migration and Local Labour Market Tightness pp. 423-444 Downloads
Fredrik Carlsen, Kåre Johansen and Knut RØed
Modelling Currency Crises in Emerging Markets: A Dynamic Probit Model with Unobserved Heterogeneity and Autocorrelated Errors pp. 445-471 Downloads
Elisabetta Falcetti and Merxe Tudela
Disentangling Age, Cohort and Time Effects in the Additive Model pp. 473-495 Downloads
David McKenzie
Maximum Eigenvalue Test for Seasonal Cointegrating Ranks pp. 497-514 Downloads
Byeongchan Seong, Sinsup Cho and Sung K. Ahn
A Note on Additive Separability and Latent Index Models of Binary Choice: Representation Results pp. 515-518 Downloads
Edward Vytlacil
Panel Unit-root Tests for Cross-sectionally Correlated Panels: A Monte Carlo Comparison pp. 519-540 Downloads
Luciano Gutierrez

Volume 68, issue 06, 2006

The Dynamics of Returns to Education in Kenyan and Tanzanian Manufacturing pp. 261-288 Downloads
Måns Söderbom, Francis John Teal, Anthony Wambugu and Godius Kahyarara
Efficiency and Seasonality in the UK Housing Market, 1991-2001 pp. 289-317 Downloads
Leslie Rosenthal
Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance pp. 319-343 Downloads
Stilianos Fountas, Menelaos Karanasos and Jinki Kim
Robust Inference on Average Economic Growth pp. 345-370 Downloads
H. Peter Boswijk and Philip Hans Franses
Variance Estimation for Generalized Entropy and Atkinson Inequality Indices: the Complex Survey Data Case pp. 371-383 Downloads
Martin Biewen and Stephen P. Jenkins
A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality pp. 385-390 Downloads
Reza Modarres and Joseph L. Gastwirth
A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality: Comment pp. 391-393 Downloads
Tomson Ogwang
A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality: Comment pp. 395-396 Downloads
David E. A. Giles

Volume 68, issue 04, 2006

Simulating the Reform of Means-tested Benefits with Endogenous Take-up and Claim Costs pp. 135-166 Downloads
Stephen Pudney, Ruth Hancock and Holly Sutherland
Testing for Hysteresis in Unemployment in OECD Countries: New Evidence using Stationarity Panel Tests with Breaks pp. 167-182 Downloads
Mariam Camarero, Josep Lluís Carrion--Silvestre and Cecilio Tamarit
A Recursive Thick Frontier Approach to Estimating Production Efficiency pp. 183-201 Downloads
Rien J. L. M. Wagenvoort and Paul Schure
An Analysis of the Value Added by Secondary Schools in England: Is the Value Added Indicator of Any Value? pp. 203-224 Downloads
Jim Taylor and Anh Ngoc Nguyen
Further Analysis of the Returns to Academic and Vocational Qualifications pp. 225-251 Downloads
Steven McIntosh
A Note on Some Properties of STUR Processes pp. 253-260 Downloads
Gawon Yoon

Volume 68, issue 02, 2006

Frontier Technology and Absorptive Capacity: Evidence from OECD Manufacturing Industries pp. 1-21 Downloads
Richard Anthony Kneller and Philip Andrew Stevens
Occupational Labour Demand and the Sources of Non-neutral Technical Change pp. 23-43 Downloads
Wing Chan and Daniel P. Rich
Whatever Happened to Goldilocks? The Role of Expectations in Estimates of the NAIRU in the US and the UK pp. 45-79 Downloads
Rebecca L. Driver, Jennifer Victoria Greenslade and Richard G. Pierse
Consumption and Aggregate Constraints: International Evidence pp. 81-99 Downloads
Joseph DeJuan and Maria Luengo-Prado
Testing for Panel Cointegration with Multiple Structural Breaks pp. 101-132 Downloads
Joakim Westerlund

Volume 67, issue 12, 2005

Guest Editors' Introduction: Information in Economic Forecasting pp. 713-753 Downloads
Michael Peter Clements and David F. Hendry
Modelling and Forecasting Fiscal Variables for the Euro Area pp. 755-783 Downloads
Carlo Favero and Massimiliano Marcellino
Leading Indicators for Euro-area Inflation and GDP Growth pp. 785-813 Downloads
Anindya Banerjee, Massimiliano Marcellino and Igor Masten
Forecast Encompassing and Parameter Estimation pp. 815-835 Downloads
David I. Harvey and Paul Newbold
Evaluating PcGets and RETINA as Automatic Model Selection Algorithms pp. 837-880 Downloads
Jennifer L. Castle
Levels, Differences and ECMs - Principles for Improved Econometric Forecasting pp. 881-904 Downloads
P Geoffrey Allen and Robert Fildes
The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models pp. 905-930 Downloads
Oleg Korenok and Norman Rasmus Swanson
Evaluating a Model by Forecast Performance pp. 931-956 Downloads
Michael Peter Clements and David F. Hendry
Nonlinear Correlograms and Partial Autocorrelograms pp. 957-982 Downloads
Heather M. Anderson and Farshid Vahid
Combining Density and Interval Forecasts: A Modest Proposal pp. 983-994 Downloads
Kenneth Frank Wallis
Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR 'Fan' Charts of Inflation pp. 995-1033 Downloads
James Mitchell and Stephen George Hall

Volume 67, issue 10, 2005

Regression Models with Data-based Indicator Variables pp. 571-595 Downloads
David F. Hendry and Carlos Santos
Leaning into the Wind: A Structural VAR Investigation of UK Monetary Policy pp. 597-621 Downloads
Andrew Mountford
Technology, Labour Characteristics and Wage-productivity Gaps pp. 623-645 Downloads
Pekka Ilmakunnas and Mika Maliranta
Testing the Exogeneity of Argentine Devaluation and Default Risks in Retrospect pp. 647-672 Downloads
Hildegart Ahumada and Maria Lorena Garegnani
Practical Problems with Reduced-rank ML Estimators for Cointegration Parameters and a Simple Alternative pp. 673-690 Downloads
Ralf Brüggemann and Helmut Lütkepohl
Data Dependent Endogeneity Correction in Cointegrated Panels pp. 691-705 Downloads
Joakim Westerlund

Volume 67, issue 08, 2005

Institutions and Wage Determination: a Multi-country Approach pp. 435-466 Downloads
Luca Nunziata
The Cost Effectiveness of the UK's Sovereign Debt Portfolio pp. 467-495 Downloads
Patrick J. Coe, M Hashem Pesaran and Shaun P. Vahey
Monetary Frameworks and Institutional Constraints: UK Monetary Policy Reaction Functions, 1985-2003 pp. 497-516 Downloads
Christopher Adam, David Cobham and Eric Girardin
Prewhitening Bias in HAC Estimation pp. 517-546 Downloads
Donggyu Sul, Peter C. B. Phillips and Chi-Young Choi
Programme Evaluation with Unobserved Heterogeneity and Selective Implementation: The Mexican "PROGRESA" Impact on Child Nutrition pp. 547-569 Downloads
Jere Richard Behrman and John Hoddinott

Volume 67, issue 06, 2005

Absorptive Capacity and Productivity Spillovers from FDI: A Threshold Regression Analysis pp. 281-306 Downloads
Sourafel Girma
The Impact of Short- and Long-run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries pp. 307-329 Downloads
Joseph P. Byrne and E Philip Davis
Globalization vs. Europeanization: A Business Cycles Race pp. 331-345 Downloads
Maurizio Bovi
Partial Horizontal Inequity Orderings: A Non-parametric Approach pp. 347-368 Downloads
Juan Gabriel Rodríguez, Rafael Salas and Irene Perrote
Cross-sectional Dependency and Size Distortion in a Small-sample Homogeneous Panel Data Unit Root Test pp. 369-392 Downloads
Kristian P Jönsson
Panel LM Unit-root Tests with Level Shifts pp. 393-419 Downloads
Kyung-So Im, Junsoo Lee and Margie Tieslau
Correcting Standard Errors in Two-stage Estimation Procedures with Generated Regressands pp. 421-433 Downloads
Michel Dumont, Glenn Rayp, Olivier Thas and Peter Willemé

Volume 67, issue 04, 2005

Fitting Regional Income Distributions in the European Union pp. 135-161 Downloads
M. Grazia Pittau
Temporary Help Agencies and Occupational Mobility pp. 163-180 Downloads
J. Ignacio García-Pérez and Fernando Muñoz-Bullón
Detection of Structural Change in the Long-run Persistence in a Univariate Time Series pp. 181-206 Downloads
Eiji Kurozumi
Fluctuation Tests for a Change in Persistence pp. 207-230 Downloads
Robert Taylor
Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests pp. 263-279 Downloads
Leslie George Godfrey

Volume 67, issue 02, 2005

Frontier Technology, Absorptive Capacity and Distance pp. 1-23 Downloads
Richard Anthony Kneller
Entrepreneurship and Post-socialist Growth pp. 25-46 Downloads
Daniel Berkowitz and David N. DeJong
A Complete Decomposition of Unemployment Dynamics using Longitudinal Grouped Duration Data pp. 47-70 Downloads
Muriel Dejemeppe
Analysis of Labour Participation Behaviour of Korean Women with Dynamic Probit and Conditional Logit pp. 71-91 Downloads
Myoung-jae Lee and Yoon-Hee Tae
Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model pp. 93-104 Downloads
Soren Johansen
Analysing Misleading Discrete Responses: A Logit Model Based on Misclassified Data pp. 105-113 Downloads
Steven B Caudill and Franklin G. Mixon
A Note on the Selection of Time Series Models pp. 115-134 Downloads
Serena Ng and Pierre Perron
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