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Economics and Finance Discussion Papers
from Economics and Finance Section, School of Social Sciences, Brunel University Brunel University, Uxbridge, Middlesex UB8 3PH, UK. Series data maintained by John.Hunter ().
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06-25: FRACTIONAL INTEGRATION AND IMPULSE RESPONSES: A BIVARIATE APPLICATION TO REAL OUTPUT IN THE US AND THE SCANDINAVIAN COUNTRIES
Guglielmo Maria Caporale and Luis Alberiko Gil-Alana
06-24: Understanding the Effects of Siblings on Child Mortality: Evidence from India
Gerald Henry Makepeace and Sarmistha Pal
06-23: How Does Ownership Structure Affect Capital Structure and Firm Performance? Recent Evidence from East Asia
Nigel L. Driffield , Vidya Mahambare and Sarmistha Pal
06-22: Are PPP Tests Erratically Behaved? Some Panel Evidence
Guglielmo Maria Caporale and Christoph Hanck
06-21: Optimal non-linear monetary policy rules
Virginie Boinet and Christopher Martin
06-20: The Perverse Response of Interest Rates
Virginie Boinet and Christopher Martin
06-19: On the Composition of Government Spending, Optimal Fiscal Policy, and Endogenous Growth: Theory and Evidence
Sugata Ghosh and Andros Gregoriou
06-18: COINTEGRATION TESTS OF PPP:DO THEY ALSO EXHIBIT ERRATIC BEHAVIOUR?
Guglielmo Maria Caporale and Christoph Hanck
06-17: Elderly Health, Wealth and Coresidence with Adult Children in Rural India
Sarmistha Pal
06-16: OLD AGE POVERTY IN THE INDIAN STATES:WHAT DO THE HOUSEHOLD DATA TELL US?
Sarmistha Pal and Robert Joseph Palacios
06-15: Can “Compulsory” Annuities Provide a Fair Pension?
Edward Martin and Noel FitzGerald
06-14: Elite Dominance and Under-investment in Mass Education: Disparity in the Social Development of the Indian States, 1960-92
Sarmistha Pal and Sugata Ghosh
06-13: TESTING FOR UNIT AND FRACTIONAL ORDERS OF INTEGRATION IN THE TREND AND SEASONAL COMPONENTS OF US MONETARY AGGREGATES
Guglielmo Maria Caporale and Luis Alberiko Gil-Alana
06-12: AGGREGATE ECONOMY RISK AND COMPANY FAILURE: AN EXAMINATION OF UK QUOTED FIRMS
John Hunter and Natalia Isachenkova
06-11: Pension Fund Investment and Regulation - a Macro Study
Yu-Wei Hu
06-10: MODELLING STRUCTURAL BREAKS IN THE US, UK AND JAPANESE UNEMPLOYMENT RATES
Guglielmo Maria Caporale and Luis Alberiko Gil-Alana
06-09: Reputational Concerns and Bias in Arbitration
Elisabetta Iossa and Giuliana Palumbo
06-08: Regulatory Barriers and Entry in Developing Economies
John Bennett and Saul Estrin
06-07: Corruption and Bureaucratic Structure in a Developing Economy
John Bennett and Saul Estrin
06-06: Sunspots and Monetary Policy
Jagjit S. Chadha and Luisa Corrado
06-05: Pension reform in China - a case study
Yu-Wei Hu
06-04: A COMPARISON BETWEEN TESTS FOR CHANGES IN THE ADJUSTMENT COEFFICIENTS IN COINTEGRATED SYSTEMS
Marco R. Barassi , Guglielmo Maria Caporale and Stephen George Hall
06-03: ETA TERRORISM:POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON ECONOMIC ACTIVITY IN THE BASQUE COUNTRY
Carlos Pestana Barros , Guglielmo Maria Caporale and Luis Alberiko Gil-Alana
06-02: SOURCES OF PRO-CYCLICALITY IN EAST ASIAN FINANCIAL SYSTEMS
R. Sean Craig , E Philip Davis and Antonio Garcia Pascual
06-01: THE EURO AND INFLATION UNCERTAINTY IN THE EUROPEAN MONETARY UNION
Guglielmo Maria Caporale and Alexandros Kontonikas
05-22: Uncertainty and Monetary Policy Rules in the United States
Christopher Martin and Costas Milas
05-21: Targets, Zones and Asymmetries:A Flexible Nonlinear Model of Recent UK Monetary Policy
Virginie Boinet and Christopher Martin
05-20: THE ASYMMETRIC EFFECTS OF A COMMON MONETARY POLICY IN EUROPE
Guglielmo Maria Caporale and Alaa M. Soliman
05-19: STOCK MARKET INTEGRATION AND EUROPEAN MONETARY UNION
E Philip Davis , Christos Ioannidis and Nicola Spagnolo
05-18: THE ROLE OF PENSION FUNDS AS INSTITUTIONAL INVESTORS IN EMERGING MARKETS
E Philip Davis
05-17: NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE
Guglielmo Maria Caporale and Luis Alberiko Gil-Alana
05-16: LONG MEMORY AT THE LONG-RUN AND THE SEASONAL MONTHLY FREQUENCIES IN THE US MONEY STOCK
Guglielmo Maria Caporale and Luis Alberiko Gil-Alana
05-15: Delegation of Contracting in the Private Provision of Public Services
John Bennett and Elisabetta Iossa
05-14: Contracting Out Public Service Provision to Not-for-Profit Firms
John Bennett and Elisabetta Iossa
05-13: EQUITY PRICES AND THE REAL ECONOMY – A VECTOR ERROR-CORRECTION APPROACH
Ray Barrell and E Philip Davis
05-12: SHOCKS AND SHOCK ABSORBERS: THE INTERNATIONAL PROPAGATION OF EQUITY MARKET SHOCKS AND THE DESIGN OF APPROPRIATE POLICY RESPONSES
Ray Barrell and E Philip Davis
05-11: TESTING FOR DETERMINISTIC AND STOCHASTIC CYCLES IN MACROECONOMIC TIME SERIES
Guglielmo Maria Caporale and Luis Alberiko Gil-Alana
05-10: MODELLING STOCHASTIC VOLATILITY IN ASSET RETURNS USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES
Guglielmo Maria Caporale and Luis Alberiko Gil-Alana
05-09: LONG RUN AND CYCLICAL DYNAMICS IN THE US STOCK MARKET
Guglielmo Maria Caporale and Luis Alberiko Gil-Alana
05-08: TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS
Philip Arestis , Guglielmo Maria Caporale , Andrea Cipollini and Nicola Spagnolo
05-07: The Pricing Mechanism to The Buyer with a Budget Constraint and an Indirect Mechanism
Naoki KOJIMA
05-06: The Revelation Principle and Regularity Conditions
Naoki KOJIMA
05-05: Pension Reform, Economic Growth and Financial Development - An Empirical Study
Yu-Wei Hu
05-04: BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS
Guglielmo Maria Caporale and Mario Cerrato
05-03: VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION
Guglielmo Maria Caporale and Mario Cerrato
05-02: SAVING, FUNDING AND ECONOMIC GROWTH
E Philip Davis and Yu-Wei Hu
05-01: FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS
Guglielmo Maria Caporale and Luis Alberiko Gil-Alana
04-23: IS THERE A LINK BETWEEN PENSION-FUND ASSETS AND ECONOMIC GROWTH? - A CROSS-COUNTRY STUDY
E Philip Davis and Yu-Wei Hu
04-22: The specification of cross exchange rate equations used to test Purchasing Power Parity
John Hunter and Mark Simpson
04-21: LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994
Guglielmo Maria Caporale and Luis Alberiko Gil-Alana