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Oxford Bulletin of Economics and Statistics
1969 - 2012
Edited by Christopher Adam , Anindya Banerjee , Christopher Bowdler , David Hendry , Adriaan Kalwij , John Knight and Jonathan Temple
from Department of Economics, University of Oxford EDIRC .
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Volume 68, issue 12 , 2006
Frontiers in Time Series Analysis: Introduction pp. 679-682 Anindya Banerjee , Giampiero M. Gallo and Edoardo Otranto Cointegration Testing in Panels with Common Factors pp. 683-719 Christian Gengenbach , Franz C. Palm and Jean-Pierre Urbain Testing for Multicointegration in Panel Data with Common Factors pp. 721-739 Vanessa Berenguer-Rico and Josep Lluís Carrion--Silvestre Testing for Parameter Stability in Dynamic Models across Frequencies pp. 741-760 Bertrand Candelon and Gianluca Cubadda Testing for a Change in Persistence in the Presence of a Volatility Shift pp. 761-781 Giuseppe Cavaliere and Robert Taylor How Stable is the Forecasting Performance of the Yield Curve for Output Growth? pp. 783-795 Raffaella Giacomini and Barbara Rossi Simulation-based Finite Sample Linearity Test against Smooth Transition Models pp. 797-812 Andres Gonzalez and Timo Teräsvirta Threshold Effects in Cointegrating Relationships pp. 813-833 Jesus Gonzalo and Jean-Yves Pitarakis Dickey-Fuller Type of Tests against Nonlinear Dynamic Models pp. 835-861 Changli He and Rickard Sandberg Convergence of Prices and Rates of Inflation pp. 863-877 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 Andrea Carriero Further Evidence on the Statistical Properties of Real GNP pp. 901-920 Laura Mayoral The Likelihood Ratio Test for the Rank of a Cointegration Submatrix pp. 921-948 Paolo Paruolo Volume 68, issue 10 , 2006
Do Labour Market Programmes Speed up the Return to Work? pp. 541-568 Knut Røed and Oddbjørn Raaum The Hazard Rate of Foreign Direct Investment: A Structural Estimation of a Real-option Model pp. 569-593 Enrico Pennings and Carlo Altomonte Regression-based Tests for a Change in Persistence pp. 595-621 Stephen J. Leybourne , Tae-Hwan Kim and Robert Taylor Testing the Null of Cointegration with Structural Breaks pp. 623-646 Josep Lluís Carrion--Silvestre and Andreu Sanso Combining Significance of Correlated Statistics with Application to Panel Data pp. 647-663 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 Steven B Caudill Volume 68, issue 08 , 2006
The Impact of Training on Productivity and Wages: Evidence from British Panel Data pp. 397-421 Lorraine Margaret Dearden , Howard Reed and John Michael van Reenen Wage Formation, Regional Migration and Local Labour Market Tightness pp. 423-444 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 Elisabetta Falcetti and Merxe Tudela Disentangling Age, Cohort and Time Effects in the Additive Model pp. 473-495 David McKenzie Maximum Eigenvalue Test for Seasonal Cointegrating Ranks pp. 497-514 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 Edward Vytlacil Panel Unit-root Tests for Cross-sectionally Correlated Panels: A Monte Carlo Comparison pp. 519-540 Luciano Gutierrez Volume 68, issue 06 , 2006
The Dynamics of Returns to Education in Kenyan and Tanzanian Manufacturing pp. 261-288 Måns Söderbom , Francis John Teal , Anthony Wambugu and Godius Kahyarara Efficiency and Seasonality in the UK Housing Market, 1991-2001 pp. 289-317 Leslie Rosenthal Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance pp. 319-343 Stilianos Fountas , Menelaos Karanasos and Jinki Kim Robust Inference on Average Economic Growth pp. 345-370 H. Peter Boswijk and Philip Hans Franses Variance Estimation for Generalized Entropy and Atkinson Inequality Indices: the Complex Survey Data Case pp. 371-383 Martin Biewen and Stephen P. Jenkins A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality pp. 385-390 Reza Modarres and Joseph L. Gastwirth A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality: Comment pp. 391-393 Tomson Ogwang A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality: Comment pp. 395-396 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 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 Mariam Camarero , Josep Lluís Carrion--Silvestre and Cecilio Tamarit A Recursive Thick Frontier Approach to Estimating Production Efficiency pp. 183-201 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 Jim Taylor and Anh Ngoc Nguyen Further Analysis of the Returns to Academic and Vocational Qualifications pp. 225-251 Steven McIntosh A Note on Some Properties of STUR Processes pp. 253-260 Gawon Yoon Volume 68, issue 02 , 2006
Frontier Technology and Absorptive Capacity: Evidence from OECD Manufacturing Industries pp. 1-21 Richard Anthony Kneller and Philip Andrew Stevens Occupational Labour Demand and the Sources of Non-neutral Technical Change pp. 23-43 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 Rebecca L. Driver , Jennifer Victoria Greenslade and Richard G. Pierse Consumption and Aggregate Constraints: International Evidence pp. 81-99 Joseph DeJuan and Maria Luengo-Prado Testing for Panel Cointegration with Multiple Structural Breaks pp. 101-132 Joakim Westerlund Volume 67, issue 12 , 2005
Guest Editors' Introduction: Information in Economic Forecasting pp. 713-753 Michael Peter Clements and David F. Hendry Modelling and Forecasting Fiscal Variables for the Euro Area pp. 755-783 Carlo Favero and Massimiliano Marcellino Leading Indicators for Euro-area Inflation and GDP Growth pp. 785-813 Anindya Banerjee , Massimiliano Marcellino and Igor Masten Forecast Encompassing and Parameter Estimation pp. 815-835 David I. Harvey and Paul Newbold Evaluating PcGets and RETINA as Automatic Model Selection Algorithms pp. 837-880 Jennifer L. Castle Levels, Differences and ECMs - Principles for Improved Econometric Forecasting pp. 881-904 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 Oleg Korenok and Norman Rasmus Swanson Evaluating a Model by Forecast Performance pp. 931-956 Michael Peter Clements and David F. Hendry Nonlinear Correlograms and Partial Autocorrelograms pp. 957-982 Heather M. Anderson and Farshid Vahid Combining Density and Interval Forecasts: A Modest Proposal pp. 983-994 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 James Mitchell and Stephen George Hall Volume 67, issue 10 , 2005
Regression Models with Data-based Indicator Variables pp. 571-595 David F. Hendry and Carlos Santos Leaning into the Wind: A Structural VAR Investigation of UK Monetary Policy pp. 597-621 Andrew Mountford Technology, Labour Characteristics and Wage-productivity Gaps pp. 623-645 Pekka Ilmakunnas and Mika Maliranta Testing the Exogeneity of Argentine Devaluation and Default Risks in Retrospect pp. 647-672 Hildegart Ahumada and Maria Lorena Garegnani Practical Problems with Reduced-rank ML Estimators for Cointegration Parameters and a Simple Alternative pp. 673-690 Ralf Brüggemann and Helmut Lütkepohl Data Dependent Endogeneity Correction in Cointegrated Panels pp. 691-705 Joakim Westerlund Volume 67, issue 08 , 2005
Institutions and Wage Determination: a Multi-country Approach pp. 435-466 Luca Nunziata The Cost Effectiveness of the UK's Sovereign Debt Portfolio pp. 467-495 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 Christopher Adam , David Cobham and Eric Girardin Prewhitening Bias in HAC Estimation pp. 517-546 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 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 Sourafel Girma The Impact of Short- and Long-run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries pp. 307-329 Joseph P. Byrne and E Philip Davis Globalization vs. Europeanization: A Business Cycles Race pp. 331-345 Maurizio Bovi Partial Horizontal Inequity Orderings: A Non-parametric Approach pp. 347-368 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 Kristian P Jönsson Panel LM Unit-root Tests with Level Shifts pp. 393-419 Kyung-So Im , Junsoo Lee and Margie Tieslau Correcting Standard Errors in Two-stage Estimation Procedures with Generated Regressands pp. 421-433 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 M. Grazia Pittau Temporary Help Agencies and Occupational Mobility pp. 163-180 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 Eiji Kurozumi Fluctuation Tests for a Change in Persistence pp. 207-230 Robert Taylor Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests pp. 263-279 Leslie George Godfrey Volume 67, issue 02 , 2005
Frontier Technology, Absorptive Capacity and Distance pp. 1-23 Richard Anthony Kneller Entrepreneurship and Post-socialist Growth pp. 25-46 Daniel Berkowitz and David N. DeJong A Complete Decomposition of Unemployment Dynamics using Longitudinal Grouped Duration Data pp. 47-70 Muriel Dejemeppe Analysis of Labour Participation Behaviour of Korean Women with Dynamic Probit and Conditional Logit pp. 71-91 Myoung-jae Lee and Yoon-Hee Tae Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model pp. 93-104 Soren Johansen Analysing Misleading Discrete Responses: A Logit Model Based on Misclassified Data pp. 105-113 Steven B Caudill and Franklin G. Mixon A Note on the Selection of Time Series Models pp. 115-134 Serena Ng and Pierre Perron
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